Matthias
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1c5a699aef
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Fix typo and missing type def
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2023-12-31 15:35:23 +01:00 |
|
Matthias
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292ef85d96
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Add additional, optional arguments to metadata files
closes #9517
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2023-12-31 12:07:02 +01:00 |
|
Matthias
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b3c9be1cd0
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Refactor get_bt_resutlist to reduce code complexity
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2023-12-31 10:15:55 +01:00 |
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Matthias
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13e329f176
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Align methods
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2023-12-31 10:07:31 +01:00 |
|
Robert Caulk
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ea8edbd23b
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Merge pull request #9552 from thojou/fix-freqai-populate-features-timerange
Fix duplicated data loading and timerange for populate_features
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2023-12-30 13:42:08 +01:00 |
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Thomas Joußen
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3f44f56f6f
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Remove bool from get_required_startup because its unused.
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2023-12-19 17:30:15 +00:00 |
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Matthias
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c9a018cf0e
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Improve output if a strategy wasn't found in the backtest result
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2023-12-19 06:30:40 +01:00 |
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Matthias
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4f2d7b858f
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Slightly enhance logging for clarity
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2023-12-18 20:06:49 +00:00 |
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Thomas Joußen
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663b1e11f8
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Add timeframe info into 'increase startup_candle_count' log message
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2023-12-18 20:06:49 +00:00 |
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Thomas Joußen
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2d6a49013f
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Fix duplicated data loading and timerange for populate_features
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2023-12-18 20:06:49 +00:00 |
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Joe Schr
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18be79c906
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Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades
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2023-12-18 10:34:20 +01:00 |
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Matthias
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5ab61d9da4
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Improve missing data output
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2023-12-12 07:08:26 +01:00 |
|
froggleston
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eb186e22d6
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Fix backtesting-analysis when no trades for a pair
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2023-11-15 11:52:25 +00:00 |
|
Joe Schr
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1a4eabc0bb
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converter: use new trades_df_remove_duplicates
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2023-10-24 12:22:23 +02:00 |
|
Joe Schr
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8adf776218
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fix imports for orderflow
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2023-10-23 13:39:20 +02:00 |
|
Joe Schr
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a81a3be8d6
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Fix imports and handling of trade regarding changes from PR#9065
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2023-10-23 10:16:59 +02:00 |
|
TheJoeSchr
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9f507e0146
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Update converter.py, revert random formatting changes
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2023-10-09 11:37:56 +02:00 |
|
Joe Schr
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a9bd9b506b
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use fetch_trades' public trades to populate dataframe
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2023-10-09 11:37:56 +02:00 |
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TheJoeSchr
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4478f72492
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Update converter.py, revert random formatting changes
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2023-10-09 11:34:31 +02:00 |
|
Joe Schr
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2e1c661449
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fix: remove obsolete infer_datetime
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2023-10-09 11:34:31 +02:00 |
|
Joe Schr
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387a36e730
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fix: fetches only every second OHLCV candle
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2023-10-09 11:34:31 +02:00 |
|
Joe Schr
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4abac1364a
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refactor(move function): refresh_latest_trades into dataprovider
needed here to be used for call before analyze
also removes need for internal exchange function checking if
public_trades is enabled
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2023-10-09 11:34:30 +02:00 |
|
Joe Schr
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64a072e207
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Converter: fix wrong return type
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2023-10-09 11:34:30 +02:00 |
|
Joe Schr
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b0074cbf8b
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Converter: log exception instead of error
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2023-10-09 11:34:30 +02:00 |
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Joe Schr
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d96f314f16
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converter: revert cache for public trades because of memleak
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2023-10-09 11:34:29 +02:00 |
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Joe Schr
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0f4e147035
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use fetch_trades' public trades to populate dataframe
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2023-10-09 11:34:29 +02:00 |
|
Matthias
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8ad6eb9896
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Update parameter value to be clearer
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2023-09-25 19:55:58 +02:00 |
|
Matthias
|
74709461e3
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Improve exception wording
|
2023-09-25 19:48:09 +02:00 |
|
Matthias
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9e6cc5ebbd
|
Improve comment on special handling
|
2023-09-25 19:46:27 +02:00 |
|
Matthias
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a7d90e2a25
|
Minor adjustments to conversions
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2023-09-25 19:45:03 +02:00 |
|
Matthias
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488629096b
|
Improve logging in kraken-converter
|
2023-09-25 18:23:20 +02:00 |
|
Matthias
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1e8814b43e
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Improve handling of kraken dataconvert
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2023-09-25 18:23:20 +02:00 |
|
Matthias
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2e430519e3
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Call kraken-convert in special cases
|
2023-09-25 18:23:20 +02:00 |
|
Matthias
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2164b02c66
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Add initial code for trade_kraken import
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2023-09-25 18:23:20 +02:00 |
|
Matthias
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f5d7a4417d
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Split trades methods into seperate converter file
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2023-09-24 17:21:21 +02:00 |
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Matthias
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38a3ce6164
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Convert "converter" to package
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2023-09-24 10:42:23 +02:00 |
|
Matthias
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2322d0f3f3
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Move trades-to-ohlcv to converter file
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2023-09-24 10:38:25 +02:00 |
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Matthias
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8a5287581f
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Move some convert-trades-to-ohlcv logic into convert function
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2023-09-24 10:37:37 +02:00 |
|
Matthias
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7b6e2eac49
|
use ffill instead of fillna(method='ffill')
|
2023-09-08 07:04:12 +02:00 |
|
froggleston
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925e18368a
|
Fix linting a.k.a. Maybe one day, flake8 will like me
|
2023-09-02 15:05:34 +01:00 |
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froggleston
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250e00e6c7
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Fix dropna subset
|
2023-09-02 12:52:05 +01:00 |
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froggleston
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81672da57b
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Fix nulls in indicator list output and add expectancy ratio per entry tag in analysis group 0 output
|
2023-09-02 12:45:33 +01:00 |
|
Matthias
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3167938d43
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move "since" fallback to be the last check
|
2023-08-20 11:44:40 +02:00 |
|
Matthias
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399e308e07
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Fix bug in --dl-trades downloading
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2023-08-19 18:32:27 +02:00 |
|
Matthias
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30064b4102
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Add support for trades data in Parquet format
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2023-08-18 09:58:03 +02:00 |
|
Matthias
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8caadc4c5b
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Fix feather handler storing
|
2023-08-18 09:47:18 +02:00 |
|
Matthias
|
3eb3596552
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Simplify trades_data storing
|
2023-08-18 09:36:16 +02:00 |
|
Matthias
|
5de3b9d7ae
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Clean up no longer used method
|
2023-08-18 09:31:17 +02:00 |
|
Matthias
|
fae742de59
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Fix imports
|
2023-08-18 09:12:40 +02:00 |
|
Matthias
|
fa5f7d290b
|
Update download-trades method to work with dataframes
|
2023-08-18 09:08:10 +02:00 |
|
Matthias
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7577613882
|
Extract trades df type conversion
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2023-08-18 09:08:10 +02:00 |
|
Matthias
|
0fab65df03
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Set explicit dtypes
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2023-08-18 09:08:10 +02:00 |
|
Matthias
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f69a776305
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Ensure only relevant columns are stored
|
2023-08-18 09:08:10 +02:00 |
|
Matthias
|
26c89d89e4
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Keep original timestamp in dataframe
|
2023-08-18 09:08:10 +02:00 |
|
Matthias
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d97d0e4426
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Extract trades DF creation to converter function
|
2023-08-18 07:02:46 +02:00 |
|
Matthias
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357b04202c
|
Datahandlers should store data from dataframes
|
2023-08-17 20:11:18 +02:00 |
|
Matthias
|
6fc1ee9831
|
trades_append should use dataframe, not lists
|
2023-08-17 18:06:25 +02:00 |
|
Matthias
|
780f238904
|
Fix trades duplicates if trade id is different
|
2023-08-17 18:04:13 +02:00 |
|
Matthias
|
5d5cc71945
|
Fix pandas duplication detection, improve test
|
2023-08-17 17:53:08 +02:00 |
|
Matthias
|
0be2250cf5
|
Keep existing trades_remove_duplicates for now
|
2023-08-17 17:23:12 +02:00 |
|
Matthias
|
53db254cba
|
don't cascade calls, that creates an additional call
|
2023-08-17 17:22:02 +02:00 |
|
Matthias
|
7ac9d33c31
|
Default should return a dataframe, not an empty list.
|
2023-08-17 10:00:11 +02:00 |
|
Matthias
|
ac80a69142
|
Update converters for trades dataframe handling
|
2023-08-17 10:00:11 +02:00 |
|
Matthias
|
46882406be
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Update Datahandlers to work with trades data as dataframes
|
2023-08-17 10:00:11 +02:00 |
|
Matthias
|
161ab14ed0
|
Avoid lookahead bias through informative pairs in callbacks
|
2023-08-15 17:48:07 +02:00 |
|
Matthias
|
6f347b839a
|
Remove optionality from timeframe parameter
(it was never optional, and code was failing if it wasn't provided).
|
2023-08-15 17:31:56 +02:00 |
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Matthias
|
78972604d0
|
Allow metadata file updating
|
2023-08-03 06:17:05 +02:00 |
|
Matthias
|
2f95c44777
|
Add "notes" to backtest result output
|
2023-08-03 06:17:05 +02:00 |
|
Matthias
|
30f6f470d3
|
Add filename to backtest result metadata
|
2023-07-31 21:22:22 +02:00 |
|
Matthias
|
c836bd8fa5
|
Add Get_backtest_resultlist typing
|
2023-07-31 21:22:22 +02:00 |
|
Matthias
|
f546ee6569
|
Use list comprehension to get backtest-history
|
2023-07-31 21:22:22 +02:00 |
|
Matthias
|
1a1103c239
|
Add backtest-result typing
|
2023-07-30 10:54:03 +02:00 |
|
Matthias
|
6659d26131
|
Merge branch 'develop' into dataformat/feather
|
2023-07-29 20:04:12 +02:00 |
|
Matthias
|
79910870a3
|
Fix bug resampling monthly candles
closes #8972
|
2023-07-29 08:58:30 +02:00 |
|
Matthias
|
2fcff78756
|
Move comment to actually relevant line
|
2023-07-26 07:07:21 +02:00 |
|
Matthias
|
05e4b63091
|
Extract backtest_result deletion logic to separate function
|
2023-07-25 20:42:07 +02:00 |
|
Matthias
|
8b2abf4422
|
Remove .json from backtesting output
|
2023-07-25 20:41:28 +02:00 |
|
Matthias
|
787e94924d
|
Update default expectancy ratio to 100
|
2023-07-23 07:20:59 +02:00 |
|
Matthias
|
955a63725a
|
Improve resiliance when showing older backtest results
|
2023-07-22 19:43:20 +02:00 |
|
Stefano Ariestasia
|
e5f01ab2e8
|
pre-commit fix
|
2023-07-22 17:45:58 +09:00 |
|
Stefano Ariestasia
|
40d7d05e4e
|
merge 2 expectancy functions
|
2023-07-22 17:29:43 +09:00 |
|
Stefano Ariestasia
|
c6ee8fcf54
|
remove unused check
|
2023-07-22 12:20:35 +09:00 |
|
Stefano Ariestasia
|
ee3b69ea63
|
fix test
|
2023-07-22 11:37:22 +09:00 |
|
Stefano Ariestasia
|
cfd8b068e7
|
add test for expectancy
|
2023-07-22 11:25:53 +09:00 |
|
Stefano Ariestasia
|
8621dc96e7
|
fix tests
|
2023-07-22 09:44:24 +09:00 |
|
Stefano Ariestasia
|
4812bcc28b
|
flake8 fiz
|
2023-07-22 09:13:24 +09:00 |
|
Stefano Ariestasia
|
c048e7229a
|
modify expectancy and expectancy ratio
|
2023-07-22 08:36:51 +09:00 |
|
Matthias
|
4369e3cdeb
|
trim_dataframe should enforce kwargs for non-required arguments
|
2023-07-21 20:33:41 +02:00 |
|
Matthias
|
b593205ad9
|
No need to use .get() for properties with default values
|
2023-07-12 18:29:12 +02:00 |
|
Matthias
|
4d3740d4ce
|
Update default datahandler class
|
2023-07-12 18:23:30 +02:00 |
|
Matthias
|
cca8c4e5b8
|
Update default dataformat to feather
|
2023-07-12 18:23:30 +02:00 |
|
Matthias
|
448f02960f
|
Improve behavior for convert-data
|
2023-07-09 15:36:44 +02:00 |
|
Matthias
|
5a43dd4766
|
don't hard-default --timeframes via argparse
|
2023-07-09 15:32:51 +02:00 |
|
Matthias
|
a9e239ca7a
|
Don't use future date for downloading new trade data
closes #8860
|
2023-07-07 11:23:34 +02:00 |
|
Matthias
|
942f0b4fbd
|
Move format_ms_time to datetime_helpers
|
2023-07-07 08:59:07 +02:00 |
|
Matthias
|
0be4084eac
|
Don't allow downloading wrong pairs
Prior to this, BTC/USDT:USDT could be downloaded to the spot directory, as it was filtered inproperly.
|
2023-06-17 18:14:58 +02:00 |
|
Matthias
|
66b34edc0b
|
Clarify variable name
|
2023-06-17 18:03:57 +02:00 |
|
Matthias
|
7453ff2fb5
|
Migrate download-data out of commands section
|
2023-06-17 17:53:12 +02:00 |
|
Matthias
|
e0d5242a45
|
Reduce download-data verbosity
|
2023-06-17 17:53:12 +02:00 |
|
Matthias
|
fc11c79b77
|
Fix not working date format output
|
2023-06-11 08:51:20 +02:00 |
|