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
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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
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Improve backtest detail speed
2023-01-09 18:21:54 +01:00
Matthias
305b067e48
Support having no Amount/Price available from the exchange initially
2023-01-08 13:55:09 +01:00
Matthias
fd694f14c2
Add new order columns, ft_amount and ft_price
2023-01-08 13:53:08 +01:00
Antonio Della Fortuna
10d8b016e4
Changed max_open_trades default range for optimization
2023-01-08 12:48:36 +01:00
Antonio Della Fortuna
f77dffc951
align to develop
2023-01-08 12:46:27 +01:00
Antonio Della Fortuna
24ace646c3
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
2023-01-08 12:40:01 +01:00
Antonio Della Fortuna
464cb4761c
Fixed max_open_trades update from hyperopt
...
Fixed max_open_trades update from hyperopt + removed max_open_trades as a param to backtesting + refactoring
2023-01-08 12:39:39 +01:00
Matthias
550ab2b8e8
Improve select_order to only consider filled where needed.
2023-01-08 11:24:04 +01:00
Matthias
8d4f7341c9
Merge pull request #7987 from stash86/bt-metrics
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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
...
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
...
Changed logic to contain much less if conditions
currently still missing:
Webhook terminology, Telegram notification settings, Strategy/Config settings
2023-01-05 22:56:06 +01:00
Matthias
787d292ba0
Move "drop_candle" decision to coroutine
2023-01-05 22:31:32 +01:00
Wagner Costa
d82264ced9
Merge branch 'develop' into freqai_feature_engineering_functions
2023-01-05 17:55:35 -03:00
Matthias
bdf6537c60
Remove unused (and pointless) exchange method
2023-01-05 11:45:15 +01:00
Matthias
4bac66ff0e
Type ohlcv coroutine
2023-01-05 11:33:47 +01:00
Matthias
75b0a3e63d
Use dedicated type for OHLCV response
2023-01-05 11:30:15 +01:00
Matthias
92800930e9
Improve backtest detail speed
2023-01-05 10:14:58 +01:00
hippocritical
e55638ed03
Merge branch 'freqtrade:develop' into strategy_utils
2023-01-04 23:52:35 +01:00
hippocritical
ed55296d20
removed prints for strategy could not be loaded
...
Changed logic to contain much less if conditions
currently still missing:
Webhook terminology, Telegram notification settings, Strategy/Config settings
2023-01-04 23:49:33 +01:00
Wagner Costa
ed99e7f857
fix corr_pairs startup candle count bug
2023-01-04 14:21:37 -03:00
Matthias
8e5b4750d6
Continue in "regular backtest" case (no detail-data available).
...
link to #7967
2023-01-04 18:08:45 +01:00
Matthias
6470635753
In cases of no losing trade, sortino ratio can't be calculated.
...
closes #7977
2023-01-04 17:55:24 +01:00
Matthias
7a43f37eb7
Merge pull request #7972 from Undertoned/develop
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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
...
Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity
2023-01-04 16:09:27 +01:00
Wagner Costa
ed2b1b1ed1
Merge branch 'develop' into freqai_feature_engineering_functions
2023-01-04 10:40:20 -03:00
Wagner Costa
801ab39a24
fix get dataframe data to include startup_candle
2023-01-04 10:36:19 -03:00
robcaulk
3cbe51c3ca
remove duplicated line
2023-01-04 13:58:25 +01:00
robcaulk
dc25668468
handle data gaps between FreqAI and DP better
2023-01-04 11:41:06 +01:00
Antonio Della Fortuna
ce661cb58b
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
2023-01-04 10:35:09 +01:00
Antonio Della Fortuna
5fd85368a9
Added support for max_open_trades hyperopting
2023-01-04 10:34:44 +01:00
Robert Caulk
c384d1357e
Update FreqaiExampleStrategy.py
2023-01-03 21:52:16 +01:00
Matthias
6f031f005d
Fix flake error
2023-01-03 20:29:08 +01:00
zhanglei14
63db1fd894
Fix Backtesting Analysis Column Wrong
2023-01-04 01:38:07 +08:00
Wagner Costa
314c0925bf
fix get dataframe data to include startup_candle
2023-01-03 14:02:42 -03:00
paranoidandy
73114b93c2
Update FreqaiExampleStrategy.py
...
Change can_short to True to enable shorting
2023-01-03 15:11:46 +00:00
hippocritical
71ec32ac9e
removed prints for strategy could not be loaded
...
changed back to ast, astor is not really needed.
2023-01-02 23:35:51 +01:00
hippocritical
697fad0ac4
Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils
2023-01-02 20:46:05 +01:00
hippocritical
0817e1698f
requirements thinned out again
...
StrategyResolver.search_all_objects(enum_failed) set to False since we got no use in True
shortened update_code call
added modified_code8 test which currently still fails. (and thereby is commented out)
2023-01-02 20:45:56 +01:00
hippocritical
61d7129d7c
Update freqtrade/commands/strategy_utils_commands.py
...
Co-authored-by: Matthias <xmatthias@outlook.com>
2023-01-02 16:51:05 +01:00
Matthias
df25dbc048
Don't require a configuration for strategy-updater
2023-01-02 08:52:18 +01:00
Matthias
a712c5d42c
Improve if formatting
2023-01-02 08:52:01 +01:00
Matthias
e89609dc3a
Fix crash due to invalid parameter
2023-01-02 08:51:54 +01:00
hippocritical
66f7c91357
Adding tests
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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
...
added mentioning of skipped class names since they could not be found
2022-12-30 21:49:09 +01:00
Stefano Ariestasia
5188464fc0
fix typo
2022-12-31 02:03:02 +09:00
Wagner Costa
c8aa7720a2
added again feature check in BT from pred files
2022-12-30 11:16:35 -03:00
Wagner Costa
b39fc6b924
remove add pair to column from docs, fix keyerror bug and adjust hybrid strategy example
2022-12-30 10:42:31 -03:00
robcaulk
b2bab68fba
move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies
2022-12-30 13:02:39 +01:00
Matthias
798438df9d
Extract funding-rate call to separate method
...
this will allow overwriting in subclasses.
2022-12-30 07:32:59 +01:00
Matthias
499cc5bae1
Better visualize downloaded candletype in debug mode
2022-12-30 07:15:24 +01:00
hippocritical
a6356c2821
Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils
2022-12-29 22:32:02 +01:00
hippocritical
c6f045afa9
fixing issues of the maintainer
...
found a bug meaning elts could contain lists of elts (now recurively gone through)
Next in line: writing tests based on StrategyUpdater.update_code
2022-12-29 22:31:33 +01:00
Wagner Costa
2e30bdb9b2
freqai bt - fix tests
2022-12-29 16:35:11 -03:00
Wagner Costa
2b89f643b7
adjust backtest to new feature engineering functions
2022-12-28 19:03:41 -03:00
Matthias
973cfd0182
Merge pull request #7810 from stash86/bt-metrics
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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
...
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
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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"
...
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
...
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
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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
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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
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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
...
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)
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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
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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
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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
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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
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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
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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
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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 )
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* 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 )
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* 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