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
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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
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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
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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
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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
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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
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closes #8229
2023-02-26 16:17:41 +01:00
Matthias
66c2e145cb
Merge pull request #7975 from freqtrade/improve-freqai-gap-handling
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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
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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
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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
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closes #8221
closes #8217
2023-02-25 15:49:45 +01:00
Matthias
dc2cfee056
Don't request sorted candles from HitBTC.
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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
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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
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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
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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
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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
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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
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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
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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.
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closes #8107
2023-02-04 08:39:25 +01:00
Matthias
3c4ff2e037
Merge pull request #8095 from freqtrade/remove-follow-mode
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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
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part of #8066
2023-02-02 19:26:48 +01:00
Matthias
e95eb220c5
Merge pull request #8101 from obseries/develop
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[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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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).
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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
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Fix Backtesting Analysis Column Wrong
2023-01-04 16:38:29 +01:00
Antonio Della Fortuna
f2fa476dc6
max_open_trades should be an integer
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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
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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
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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
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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
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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
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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
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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
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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
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Freqai backtest
2022-12-23 19:17:12 +01:00
Matthias
ad0d7c9a9e
Don't allow DCA trades to go beyond max order size
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Improve the RL learning process
2022-11-29 06:28:36 +01:00
Matthias
100d65b20b
Merge pull request #7822 from eltociear/patch-1
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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
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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
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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
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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
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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
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discovered in #7760
2022-11-27 15:54:35 +01:00
Matthias
3fc367f536
Merge pull request #7771 from wizrds/feat/refactor-ws
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Refactor WebSocket API for performance
2022-11-27 15:49:34 +01:00
Matthias
21d7406291
Temporary fix for kraken download
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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
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_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"
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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
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closes #7789
2022-11-25 16:57:45 +01:00
Matthias
8ee8b6e943
Improve hyperopt list output
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closes #7789
2022-11-25 16:31:21 +01:00
Matthias
0f97ef0d7b
Reset stoploss_order_id when order is canceled
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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closes #7645
2022-10-26 06:47:34 +02:00
Matthias
110db8b241
Merge pull request #7621 from wizrds/fix/channel-api
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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
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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
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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
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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
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Make extra_returns_per_train data available during backtest
2022-10-21 17:13:22 +02:00
Matthias
b715d9c521
Improve fee handling
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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
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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
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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
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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
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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
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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
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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
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closes #7583
2022-10-13 11:58:32 +00:00
Matthias
e3ca740704
Merge pull request #7558 from wizrds/feat/queue-per-client-ws
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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
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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
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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
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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
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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
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✏️ 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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Informative freqai
2022-09-17 16:44:28 +02:00
Matthias
4182a7891a
Allow leverage tier cache to be 4 weeks old.
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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 )
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* 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 )
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* 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
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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
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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
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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
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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
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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
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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
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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
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Datahandler case insensitive
2022-05-17 09:34:11 +02:00
Matthias
1cd8ebc8c8
Merge pull request #6847 from freqtrade/use_Precise
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Use precise
2022-05-17 09:33:39 +02:00
Matthias
6fd003c655
Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting
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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
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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
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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
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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
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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
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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
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logged balance details
2022-05-12 19:11:28 +02:00
Matthias
891900c186
Merge pull request #6812 from freqtrade/db_migrate
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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
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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
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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
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closes #6794
2022-05-08 17:29:42 +02:00
Matthias
ab91758c7e
Merge pull request #6790 from eSeR1805/profit_reporting
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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
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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
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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
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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
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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
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Fix fee handling for futures trades
2022-05-03 20:34:37 +02:00
Matthias
091cb4fb8d
Reduce no stake amount verbosity
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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
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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
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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
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Pairlocks direction
2022-05-01 17:04:20 +02:00
Matthias
910addd02b
Merge pull request #6753 from freqtrade/download_prepend
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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
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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
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(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
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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
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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
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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"
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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
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Move df append to pd concat
2022-04-25 16:03:27 +02:00
Matthias
e38c4883dc
Merge pull request #6725 from freqtrade/cagr
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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[develop] Check version with endswith
2022-03-21 22:17:39 +01:00
Matthias
487d3e891e
Revert version to develop for now
2022-03-21 19:41:34 +01:00
Matthias
2c89da6bf7
Update code to properly behave when rounding open_date for funding fees
2022-03-21 19:38:27 +01:00
Matthias
35a4053dbe
Merge pull request #6561 from adrianceding/fix_taker_stake_amount
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Unified taker and maker's stake amount calculation logic
2022-03-21 19:07:00 +01:00
Italo
37a43019d6
fix
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- clear cache before calling `ask`
- avoid errors in case asked_non_tried has less than n_points elements
2022-03-21 11:36:53 +00:00
Matthias
4fd0681265
Combine stake_amount recalculation
2022-03-20 20:00:30 +01:00
Italo
fca93d8dfe
Update hyperopt.py
2022-03-20 16:12:06 +00:00
Matthias
22206d0d76
Merge pull request #6559 from freqtrade/short_docs
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Futures strategy migration docs
2022-03-20 17:12:04 +01:00
Italo
f8a674f24d
make robust in case all points have been tried
2022-03-20 16:08:38 +00:00
Italo
23f1a1904b
more compact
2022-03-20 16:06:41 +00:00
Italo
0fd269e4f0
typo
2022-03-20 16:03:07 +00:00
Italo
e16bb1b34e
Optimize only new points
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Enforce points returned from `self.opt.ask` have not been already evaluated
2022-03-20 16:02:03 +00:00
Italo
112738d68d
Merge branch 'freqtrade:develop' into plot_hyperopt_stats
2022-03-20 15:42:53 +00:00
Italo
d796ce0935
Update hyperopt.py
...
1. Try to get points using `self.opt.ask` first
2. Discard the points that have already been evaluated
3. Retry using `self.opt.ask` up to 3 times
4. If still some points are missing in respect to `n_points`, random sample some points
5. Repeat until at least `n_points` points in the `asked_non_tried` list
6. Return a list with legth truncated at `n_points`
2022-03-20 15:41:14 +00:00
Matthias
e9c4e6a69d
Update derived strategy documentation
2022-03-20 13:21:09 +01:00
Matthias
49e087df5b
Allow Strategy subclassing in different files by enabling local imports
2022-03-20 13:07:06 +01:00
adriance
f01c9cd28c
fix taker stake amount with leverage
2022-03-20 20:06:32 +08:00
Matthias
fcec071a08
Use order date to fetch trades
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using the trade open-date may fail in case of several trade-entries spread over a longer timeperiod.
closes #6551
2022-03-20 09:46:51 +01:00
Matthias
8556e6a053
Automatically assign buy-tag to force-buys
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closes #6544
2022-03-20 09:33:47 +01:00
Matthias
aceaa3faec
remove last ticker_interval compatibility shim
2022-03-20 09:33:47 +01:00
Matthias
eb08b92180
Raise exception when ticker_interval is set.
2022-03-20 09:01:36 +01:00
Matthias
95f69b905a
Remove ticker_interval support
2022-03-20 09:00:53 +01:00
Matthias
36287a84cb
enhance migration documentation
2022-03-20 08:30:14 +01:00
Matthias
72fd937a74
INTERFACE_VERSION to 3
2022-03-20 08:30:14 +01:00
Matthias
052758bbac
Refactor price and stake out of _enter_trade
2022-03-19 15:45:43 +01:00
Matthias
b292f28b35
Call leverage before custom_stake_amount to properly determine min-stake-amount
2022-03-19 15:44:37 +01:00
Matthias
7d8ca63752
Merge pull request #6550 from freqtrade/short_tickerproblems
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Short tickerproblems
2022-03-19 15:43:40 +01:00
Matthias
9f34f824af
Fix hyperopt when using futures markets
2022-03-19 13:20:14 +01:00
Matthias
97c1316bf1
Add new validation to validate excludes
2022-03-18 19:26:54 +01:00
Matthias
d32153c8d3
Validate pricing configuration
2022-03-18 17:07:12 +01:00
Matthias
2791e799ee
Rename tickers_has_quoteVolume
2022-03-18 16:49:37 +01:00
Matthias
1de5d2fb94
Remove unnecessary condition
2022-03-18 16:44:27 +01:00
Matthias
0c63c0bbb3
Update Gateio stoploss adjust
2022-03-18 10:41:38 +01:00
Matthias
f37038fb7d
Fix gateio stoploss_adjust header
2022-03-18 10:35:00 +01:00
Matthias
7868e50141
Merge branch 'develop' into feat/short
2022-03-18 08:18:17 +01:00
Matthias
208a139d2b
Incorporate fetch_bids_asks to allow binance spread filter to work
...
closes #6474
2022-03-18 07:08:16 +01:00
Matthias
fdce055061
Update deep_merge_dicts to disallow null-overrides
2022-03-18 06:58:22 +01:00
Matthias
b56aab0bdf
Update Volumepairlist type
2022-03-18 06:34:35 +01:00
Matthias
f55db8e262
Spreadfilter should fail to start if fetchTickers is not supported
2022-03-17 20:21:10 +01:00
Matthias
1299a703e2
Implement fix for okx futures not having quoteVolume
2022-03-17 20:15:51 +01:00
Matthias
a13b633c56
update VOlumepairlist to also work without tickers
2022-03-17 20:11:56 +01:00
Matthias
b6a6aa48c9
Create separate _ft_has_futures dict
2022-03-17 20:05:05 +01:00
Matthias
96bf82dbc6
Remove gateio broker program
2022-03-17 17:06:10 +01:00
Matthias
6024fa482e
Use brackets to break IF lines
2022-03-17 07:41:08 +01:00
Matthias
9b2ec5e653
Fix missleading variable naming
2022-03-17 06:58:08 +01:00
Matthias
d6309449cf
Fix short bug where close_rate is wrongly adjusted
2022-03-16 20:12:09 +01:00
Matthias
a89c1da19f
Fix 2 bugs in ROI calculation
2022-03-16 20:12:09 +01:00
froggleston
162e94455b
Add support for storing buy candle indicator rows in backtesting results
2022-03-16 12:16:24 +00:00
Matthias
7c9d2dd20a
Fix a few more short bugs in backtesting
2022-03-16 07:00:50 +01:00
Joe Schr
47317e0f06
version: use 'contains' to check for "develop" instead of literal comparison
2022-03-15 21:08:37 +01:00
adriance
ceba4d6e9b
Remove meaningless code
2022-03-15 14:03:06 +08:00
Matthias
cbbdf00ddd
Update comments in short backtest rates
2022-03-15 06:39:07 +01:00
Matthias
ebd61ebdef
Merge pull request #6513 from samgermain/gateio-stoploss
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Gateio stoploss on exchange
2022-03-15 06:27:54 +01:00
adriance
fd211166f0
fixed side error
2022-03-15 12:23:59 +08:00
adriance
7059892304
Optimize the code. Fix stop_rate judgment error
2022-03-15 12:04:02 +08:00
Matthias
18030a30e7
Add exchange parameter to test-pairlist command
...
This will allow for quick tests of the same pairlist config against
multiple exchanges.
2022-03-14 19:21:58 +01:00
adriance
31182c4d80
format
2022-03-14 18:38:44 +08:00
adriance
26a74220fd
remove buy filled logic
2022-03-14 13:43:42 +08:00
adriance
bea38a2e7c
remove filled date logic
2022-03-14 13:42:52 +08:00
adriance
a750369796
adjust none
2022-03-14 12:09:13 +08:00
adriance
f9e93cf3f8
fix buy filled date none
2022-03-14 11:55:36 +08:00
adriance
3d9c55d519
restore set_isolated_liq
2022-03-14 11:29:26 +08:00
adriance
c9bbc4a824
Merge branch 'feat/short' into fs_fix
2022-03-14 11:26:04 +08:00
Matthias
c63b5fbbbf
Use last to get rates for /balance endpoints
2022-03-13 17:53:52 +01:00
Matthias
d5f0c6c78d
Exclude alternative candletypes from timeframe check
2022-03-13 16:16:48 +01:00
Matthias
cfa9458bcc
Merge branch 'develop' into feat/short
2022-03-13 15:38:12 +01:00
Matthias
3133be19e3
Update precisionfilter to use last instead of ask or bid.
2022-03-13 15:23:01 +01:00
Matthias
7146122f4a
Update docstring
2022-03-13 15:06:32 +01:00
Matthias
b8b56d95f3
Update missleading docstring
2022-03-13 14:57:32 +01:00
Matthias
9107819c95
Fix order migration "forgetting" average
2022-03-13 14:42:15 +01:00
adriance
0fce0f64d1
Merge branch 'feat/short' into fs_fix
2022-03-13 14:41:22 +08:00
adriance
52bf926066
fix duplicate long
2022-03-13 12:26:57 +08:00
adriance
56c4ea6619
Merge branch 'feat/short' into fs_fix
2022-03-13 12:13:33 +08:00
Sam Germain
843606c9cb
gateio stoploss adjust
2022-03-12 20:14:23 -06:00
Sam Germain
7e7e596372
Revert "moved binance.stoploss_adjust to exchange class"
...
This reverts commit 6bb93bdc25
.
2022-03-12 20:07:50 -06:00
Sam Germain
bf5afbcdbd
Merge branch 'develop' into gateio-stoploss
2022-03-12 19:50:46 -06:00
Matthias
f343036e66
Add stoploss-ordertypes mapping for gateio
2022-03-12 19:23:20 +01:00
Matthias
b044dd2c45
Update custom_sell to custom_exit
2022-03-12 11:37:56 +01:00
Matthias
fe62a71f4c
Simplify implementation of "check_override" by extracting it to function
2022-03-12 10:58:48 +01:00
Matthias
6946203a7c
Add tests and test-strategies for custom "implements" requirements
2022-03-12 10:05:16 +01:00
adriance
b5662d6547
Merge branch 'feat/short' into fs_fix
2022-03-12 16:50:27 +08:00
Matthias
9460fd8d75
Add Appropriate test for loading error
2022-03-12 09:49:20 +01:00
Matthias
28046c6a22
Change populate_buy_trend to populate_entry_trend
2022-03-12 09:38:28 +01:00
Matthias
efc313b28b
Merge pull request #6512 from freqtrade/short_order_types
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Short order types renamal
2022-03-12 09:32:16 +01:00
Matthias
b9b5d749bb
Fix typo causing an implicit bug
2022-03-12 08:58:59 +01:00
Matthias
12c909d8a8
Add can_short to sample strategies
2022-03-12 07:00:57 +01:00
Matthias
0aa170ac95
Check can_short in live-mode as well.
2022-03-12 06:58:22 +01:00
Matthias
20fc9459f2
Add test for can_short strategy attribute
2022-03-11 19:37:45 +01:00
Matthias
1c9dbb512a
Initial attempt at is_short_strategy block
2022-03-11 19:29:40 +01:00
Italo
d2a5448305
Update hyperopt.py
2022-03-11 17:38:32 +00:00
Italo
1a573d57b9
Merge branch 'freqtrade:develop' into plot_hyperopt_stats
2022-03-11 17:36:00 +00:00
Matthias
11c76c3c89
Check if timeframe is available before calling exchange
...
closes #6517
2022-03-11 18:01:30 +01:00
adriance
51947ded6b
Merge branch 'feat/short' into fs_fix
2022-03-11 22:35:35 +08:00
Matthias
24f480b4ce
Double-check stoploss behaviour
...
closes #6508
2022-03-11 08:28:47 +01:00
Matthias
f6c263882d
Update outdated TODO-lev
2022-03-10 07:09:48 +01:00
Matthias
cb9da78a27
Merge branch 'develop' into feat/short
2022-03-10 06:54:20 +01:00
Matthias
98755c1874
Fix wrong estimated output from /balance endpoints
2022-03-10 06:47:17 +01:00
Sam Germain
6bb93bdc25
moved binance.stoploss_adjust to exchange class
2022-03-09 15:47:16 -06:00
Matthias
0d754111e9
Fix dry-run-wallets bug in case of futures
2022-03-09 19:02:22 +01:00
Matthias
6e10439f90
Map usdt fiat to correct coingecko fiat
2022-03-09 17:35:41 +01:00
adriance
499e9c3e98
fix duration
2022-03-10 00:34:59 +08:00