9422 Commits

Author	SHA1	Message	Date
robcaulk	ec76214d02	backup historical predictions pickle and load the backup in case of corruption	2022-09-04 15:56:07 +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
Matthias	b26126cb57	Don't use ticker['symbol'] but use "pair" instead ... closes #7262	2022-09-02 20:09:30 +02:00
Matthias	b53791fef2	Futures volumepairlist to account for contract size	2022-09-02 07:11:32 +02:00
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
wagnercosta	3d4497467c	Merge branch 'freqtrade:develop' into develop	2022-08-31 14:47:06 -03:00
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
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
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
robcaulk	62c0a174c8	allow users to properly reverse train-test data ordering	2022-08-29 11:04:58 +02:00
Matthias	27a9f98d5f	Simplify liquidation price structure, improve test cov	2022-08-29 07:04:48 +02:00
Matthias	226fa5d93c	Simplify liquidation price calling structure	2022-08-29 07:04:48 +02:00
Matthias	4def3678b7	Merge pull request #7298 from freqtrade/tif_align ... align TimeInForce to ccxt usage	2022-08-29 06:36:51 +02:00
Matthias	8be8a12cc4	Merge pull request #7260 from JohanVlugt/develop ... Example FreqAI hybrid strategy	2022-08-29 06:34:45 +02:00
Matthias	40c00d2d8f	Version bump dev version to 2022.9	2022-08-29 06:34:20 +02:00
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
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
Matthias	53d46a0385	align max_entry_position_adjustment behavior of backtesting to live ... closes #7293	2022-08-25 20:36:17 +02:00
Matthias	1fd223c815	Update --prepend help string ... closes #7290	2022-08-25 17:03:41 +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
Matthias	32faad9333	Fix backtest calculation problem with DCA ... closes #7287	2022-08-24 20:36:08 +02:00
Matthias	a6d78a8615	initialize Since parameter properly ... closes #7285	2022-08-23 06:43:04 +02:00
Matthias	fe7108ae75	Convert amount to contracts before comparing for close ... closes #7279	2022-08-23 06:37:38 +02:00
Matthias	78b161e14c	add contract_size to database	2022-08-23 06:37:38 +02:00
Matthias	6036018f35	Extract contracts_to_amount and amount_to_contracts to standalone functions	2022-08-23 06:37:38 +02:00
Matthias	5f38a574ce	Add okx broker id	2022-08-23 06:37:38 +02:00
th0rntwig	5ce1c69803	Improve DBSCAN epsilon identification (#7269) ... * Improve DBSCAN epsilon identification	2022-08-22 19:57:20 +02:00
robcaulk	ac42c0153d	deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.	2022-08-22 18:19:07 +02:00
robcaulk	96d8882f1e	Plug mem leak, add training timer	2022-08-22 13:30:30 +02:00
Matthias	f55d5ffd8c	Don't fail when --strategy-path is not a valid directory. ... closes #7264	2022-08-22 09:20:14 +00:00
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
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
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
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