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711 Commits

Author SHA1 Message Date
Matthias
92186d89a2 Add some changes to strategytemplate 2021-05-09 09:56:36 +02:00
Rokas Kupstys
8d8c782bd0 Slice dataframe in backtesting, preventing access to rows past current time. 2021-05-08 18:40:49 +03:00
Rokas Kupstys
1b01ad6f85 Make exchange parameter optional and do not use it as parameter in backtesting. 2021-05-08 10:29:47 +03:00
Matthias
4b6cd69c81 Add test for no-exchange dataprovider 2021-05-08 10:29:47 +03:00
Rokas Kupstys
d344194b36 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
cdfa6adbe5 Store pair datafrmes in dataprovider for backtesting. 2021-05-08 10:29:47 +03:00
Matthias
4f529fe424 Don't use Arrow to get min/max backtest dates 2021-05-06 19:43:14 +02:00
Matthias
fd3afdc230 plot-profit should use absolute values 2021-04-25 10:10:09 +02:00
Matthias
e855530483 hdf5 handler should include the end-date 2021-04-24 20:26:37 +02:00
Matthias
406c1267a2 Remove superfluss space 2021-04-22 20:01:08 +02:00
Rokas Kupstys
09efa7b06b Add --new-pairs-days parameter for download-data command. 
This parameter allows us to customize a number of days we would like to download for new pairs only. This allows us to achieve efficient data update, downloading all data for new pairs and only missing data for existing pairs. To do that use `freqtrade download-data --new-pairs-days=3650` (not specifying `--days` or `--timerange` causes freqtrade to download only missing data for existing pairs).
 2021-04-22 10:07:13 +03:00
Matthias
9b23be4021 Return a copy from current_whitelist 
this avoids manipulating of the pair whitelist from within a strategy
 2021-04-13 06:49:53 +02:00
Matthias
50fcb3f330 Reduce verbosity of missing data if less than 1% of data is missing 2021-03-30 07:26:39 +02:00
Matthias
89bbfd2324 Remove candle_count from dataframe before backtesting 
closes #3754
 2021-03-29 20:26:54 +02:00
Matthias
53a57f2c81 Change some types 
Fix types of new model object
 2021-02-27 09:33:00 +01:00
Matthias
aed23d55c2 Add starting balance to profit cumsum calculation 2021-02-27 09:33:00 +01:00
Matthias
0d2f877e77 Use absolute drawdown calc 2021-02-27 09:32:59 +01:00
Florian Reitmeir
5c263c7ffd add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed 2021-02-14 19:41:12 +01:00
Matthias
2c80388b40 Fix valueerror in case of empty array files 2021-02-01 06:28:49 +01:00
Matthias
5724371a4f Fix types for numpy 1.20.0 upgrade 2021-01-31 11:21:23 +01:00
Matthias
ea0ffbae73 use profit_ratio in calculate_cum_profit 2021-01-29 19:06:57 +01:00
Matthias
789a980a30 Fix tests for new export format 2021-01-24 19:42:32 +01:00
Matthias
deb8432d33 Streamline trade to dataframe conversion 2021-01-24 08:58:41 +01:00
Matthias
0d4cf32086 Slightly adapt to pandas incompatibility 2020-12-28 09:50:48 +01:00
Matthias
ceb50a7807 use exception handler when downloading data 
closes #3992
 2020-11-25 07:57:27 +01:00
Matthias
e8e3ca0c3c Catch ValueError from trade_conversion 
closes #3967
 2020-11-21 10:57:19 +01:00
Matthias
83861fabde Fix #3967, move TradeList type to constants 2020-11-21 10:52:15 +01:00
Matthias
52c9a2c37f Convert np to None when loading hdf5 trades to allow duplicate detection 2020-11-19 07:31:54 +01:00
Matthias
887d78171c
Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp 
Convert timestamp to int_timestamp for all arrow occurances
 2020-11-02 16:40:43 +01:00
Matthias Spiller
78874fa865 informative_pairs does not honor dataformat 2020-10-31 10:53:51 +00:00
Matthias
adffd402ea Replace some pointless occurances of arrow 2020-10-20 20:11:38 +02:00
Matthias
8cdc795a44 Rename persistence.init to init_db 2020-10-16 08:15:18 +02:00
Matthias
6977ffdbf9 Merge branch 'develop' into isort_config 2020-09-28 20:21:55 +02:00
Matthias
253b7b763e Apply isort to freqtrade codebase 2020-09-28 19:40:46 +02:00
Matthias
6e70ae6e95 Improve code quality 2020-09-27 19:40:55 +02:00
Matthias
3cb1a9a5a9 Support loading results from a specific hyperopt history file 2020-09-27 17:03:30 +02:00
Matthias
c42a924df8 Load latest file 2020-09-27 16:50:42 +02:00
Matthias
77d0189695 Remove not needed argument in update_trade_state 2020-09-19 09:37:11 +02:00
Matthias
38c52c7eee
Merge pull request #3626 from freqtrade/feat/hdf5 
Introduce HDF5 Datahandler
 2020-08-31 16:10:24 +02:00
Matthias
284d39930f Allow using pairlists through dataprovider in backtesting 2020-08-30 10:07:28 +02:00
Matthias
309ea1246a Update config to use single quotes 2020-08-26 20:52:09 +02:00
Matthias
4eb17b4daf Remove unneeded function 2020-08-18 15:20:37 +02:00
Matthias
87e4a82041 Merge branch 'develop' into bt_add_maxdrawdown 2020-08-09 08:34:36 +02:00
Matthias
bad89307dd Fix mypy error 2020-07-25 17:19:41 +02:00
Matthias
119bf2a8ea Document hdf5 dataformat 2020-07-25 17:06:58 +02:00
Matthias
0a28818b46 Add some tests for hdf5 2020-07-24 19:37:37 +02:00
Matthias
861e7099cc Rename hdf5handler to hdf5DataHandler 2020-07-24 19:23:37 +02:00
Matthias
3171ad33b7 Add blosc compression 2020-07-24 17:44:29 +02:00
Matthias
0f08addfbe Don't store empty arrays 2020-07-24 17:37:07 +02:00
Matthias
31df42e737 Implement get_available_data 2020-07-24 17:31:43 +02:00
Matthias
d4540c846a Add trades_load method 2020-07-23 19:33:23 +02:00
Matthias
55591e287c First version of hdf5handler - no proper support for trades yet 2020-07-23 19:33:23 +02:00
Matthias
b035d9e267 Update return type comment 2020-07-12 10:23:09 +02:00
Matthias
d4fc52d2d5 Add tests for ohlcv_get_available_data 2020-07-12 09:56:46 +02:00
Matthias
422825ea1b Add ohlcv_get_available_data to find available data 2020-07-12 09:50:53 +02:00
Matthias
d56f9655e2 Update notebook with new statistics example 2020-07-03 07:20:43 +02:00
Matthias
d999fa2a7e Test autogetting result filename 2020-07-03 06:58:27 +02:00
Matthias
7c5587aeaa exportfilename can be a file or directory 2020-07-03 06:58:27 +02:00
Matthias
2ed808da1f Extract .last_result.json to constant 2020-07-03 06:58:27 +02:00
Matthias
afefe92523 Add multi-strategy loading logic 2020-07-03 06:58:27 +02:00
Matthias
c13ec4a1d4 implement fallback loading for load_backtest_data 2020-07-03 06:58:27 +02:00
Matthias
04eaf2c39c Add test for get_last_backtest_Result 2020-07-03 06:58:27 +02:00
Matthias
7727292861 Rename duration to trade_duration 2020-07-03 06:58:27 +02:00
Matthias
af9a9592b7 Remove unnecessary statement 2020-07-03 06:58:27 +02:00
Matthias
dacb40a976 Add get_latest_backtest_filename 2020-07-03 06:58:27 +02:00
Matthias
b068e7c564 Rename open_time and close_time to *date 2020-07-03 06:58:27 +02:00
Matthias
415853583b Save backtest-stats 2020-07-03 06:58:27 +02:00
Matthias
5fce7f3b22 Add market Change 
closes #2524 and #3518
 2020-07-03 06:58:27 +02:00
Matthias
c2a6f70b4c Merge branch 'develop' into keep_dataframe_noapi 2020-06-30 07:46:52 +02:00
Matthias
bf61bc9d83 Introduce ExchangeError 2020-06-28 16:01:40 +02:00
Matthias
676006b99c --dl-trades should also support increasing download span 
(by downloading the whole dataset again to avoid missing data in the
middle).
 2020-06-24 17:40:23 +02:00
Matthias
ab9382434f Add test for get_analyzed_dataframe 2020-06-18 06:50:06 +02:00
Matthias
8166b37253 Explicitly check if dp is available 2020-06-18 06:50:06 +02:00
Matthias
9794914838 store dataframe updated as tuple 2020-06-18 06:50:05 +02:00
Matthias
fd97ad9b76 Cache analyzed dataframe 2020-06-18 06:50:05 +02:00
Matthias
a3506f4d8e Merge branch 'develop' into timeframe 2020-06-15 06:35:55 +02:00
Matthias
3f9ab0846d Rename profitperc to profit_percent 2020-06-07 15:39:59 +02:00
hroff-1902
f4c2bb1346 Fix crash in #3404 2020-06-02 19:37:08 +03:00
Matthias
f9bb1a7f22 Update more occurances of ticker_interval 2020-06-02 10:02:55 +02:00
Matthias
cadc50ce9b Replace more occurances of ticker_interval with timeframe 2020-06-01 20:49:40 +02:00
Matthias
16cd1f06b2 Rename get_order_book to fetch_l2_order_book (aligning to ccxt) 2020-05-26 20:27:35 +02:00
Matthias
046202fdda Fix typing circular dependency 2020-05-22 20:56:34 +02:00
Matthias
1a984ac677 Explicitly raise ValueError if trades are empty 2020-05-21 07:12:53 +02:00
hroff-1902
115586a50f Introduce freqtrade.typing 2020-05-18 21:59:50 +03:00
hroff-1902
627c5059f0 Move create_pair_list to pairlistmanager 2020-05-18 13:54:21 +03:00
hroff-1902
5f2a871637 Add missing module 2020-05-16 17:15:58 +03:00
hroff-1902
e7c11ed2cf Fix fetching timeframe (failed in backtesting) 2020-05-16 12:27:56 +03:00
hroff-1902
f8b01f5a43 Make flake happy 2020-05-16 12:27:56 +03:00
hroff-1902
035a12ce61 Move _create_pair_whitelist to dataprovider 2020-05-16 12:27:56 +03:00
hroff-1902
bf25746965 Introduce datatype for informative pairs 2020-05-16 12:27:56 +03:00
hroff-1902
aae096c6ae Handle fetching ticker for non-existing pair safe way 2020-05-14 13:36:48 +03:00
hroff-1902
3079e18239 Merge branch 'develop' into dataprovider-add-ticker 2020-05-14 13:22:52 +03:00
hroff-1902
b4d2433fc1
Merge pull request #3267 from GrilledChickenThighs/develop 
Method for accessing current pairlist inside strategy.
 2020-05-13 21:29:39 +03:00
Matthias
d86855f2f3
Merge pull request #3129 from freqtrade/trades_to_list 
convert dl-trades datadownload to list
 2020-05-13 09:41:26 +02:00
Paul D. Mendes
9fbe135790 attached pairlist manager onto dataprovider init for unified access to dynamic whitelist 2020-05-11 20:17:03 +04:00
Paul D. Mendes
bc9efc31ad Added Method for accessing current pair list on initialization for dynamic informative pairs 
moved import into function to avoid circular import with hyperopt
 2020-05-11 19:45:15 +04:00
hroff-1902
63b55658ac Add ticker to dataprovider 2020-05-01 05:11:30 +03:00
Matthias
7aba9bc62a
Update freqtrade/data/converter.py 
Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
 2020-04-17 06:22:25 +02:00
hroff-1902
f2b1802666
Merge pull request #3137 from freqtrade/fix_maxdrawdown 
[minor] Fix maxdrawdown
 2020-04-14 16:03:25 +03:00
Matthias
ddf37ef059 Add test to demonstrate that the dataframe is not changed 2020-04-14 08:02:42 +02:00
Matthias
4ee0cbb575 Reset index to correctly gather index 2020-04-12 10:40:02 +02:00
orehunt
20abb379aa trim trades to the available ohlcv data before plotting profits 2020-04-06 15:54:17 +02:00
Matthias
41d5c40f10 Correctly test drawdown plot 2020-04-05 14:44:44 +02:00
Matthias
e204170eb6 Fix max_drawdown bug finding low before high! 2020-04-05 14:29:40 +02:00
Matthias
9d7ad23d42 Fix test leakage 2020-04-02 08:20:50 +02:00
Matthias
eab6c9c5f2 Fix message 2020-04-01 20:50:00 +02:00
Matthias
0d51383b57 Format logmessages correctly 2020-04-01 20:31:21 +02:00
Matthias
ba03d96961 Test 5s offset on since 2020-04-01 20:04:36 +02:00
Matthias
ff9caf790b remove trade duplicates in datahandler 2020-04-01 19:45:46 +02:00
Matthias
0506caf986 Implement trades_remove_dulicates 2020-04-01 19:45:38 +02:00
Matthias
bac0eaab03 fix convert to ohlcv 2020-04-01 19:45:35 +02:00
Matthias
d76bb1ccf4 Use List of Lists instead of list of Dicts for trades data 2020-04-01 19:45:21 +02:00
Matthias
1659ddcc5d Add conversion function from fetch_trades to list 2020-04-01 19:45:21 +02:00
Matthias
3e1bef888a Fix flake8 error 2020-03-18 19:40:13 +01:00
Fredrik81
0920d6fce4
Update freqtrade/data/btanalysis.py 
Co-Authored-By: Matthias <xmatthias@outlook.com>
 2020-03-18 11:01:09 +01:00
Fredrik81
8c33e07dc6 Update based on comments 2020-03-15 21:20:32 +01:00
hroff-1902
57ff3ff450
Merge branch 'develop' into plot-trades 2020-03-15 13:31:00 +03:00
Matthias
0f1640bed4 convert exportfilename to Path when config parsing 2020-03-15 09:39:45 +01:00
Fredrik81
27faf12fde Fix if no file exists 2020-03-14 22:15:03 +01:00
hroff-1902
59fadabb5b Fix merging 2020-03-13 20:26:14 +03:00
hroff-1902
51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
Matthias
6f67b8d9b9 iCheck after clean_dataframe, too 2020-03-12 19:50:46 +01:00
Matthias
129a88d5da Extract emptyness check to it's own method 2020-03-11 19:53:28 +01:00
orehunt
3eaae4661d check again for emptiness after trimming dataframe 2020-03-09 17:51:21 +01:00
hroff-1902
3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
Matthias
9d8970a76b Add test and formatting to drawdown 2020-03-03 20:23:44 +01:00
Matthias
33a63562cb make drawdown function less restrictive 2020-03-03 07:23:38 +01:00
Matthias
e050511ddc Add test for max_drawdown calculation 2020-03-03 07:20:41 +01:00
Matthias
3479f7d986 Add max_drawdown function 2020-03-03 07:15:03 +01:00
hroff-1902
e2e6b940a3 copy=False does not make the changes inline anyway, so not needed 2020-02-22 19:54:19 +03:00
hroff-1902
c651e0ac82 Fix #2948 2020-02-22 19:46:40 +03:00
Matthias
3186add87b Use explicit column list for float parsing 2020-02-22 14:46:54 +01:00
Matthias
7ecc56fa44 Load ohlcv data as float 2020-02-22 13:10:41 +01:00
Matthias
d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
hroff-1902
f3d500085c Add some type hints 2020-02-02 07:00:40 +03:00
Matthias
41945138ac Converting pairs from filename to pair corrected 2020-01-05 13:35:36 +01:00
Matthias
4eaaec9d1a Implement pair_to_filename to datahandler 
includes tests - taken from #2744 and modified to adapt to new structure
 2020-01-05 10:36:08 +01:00
Matthias
f82c4346b6 data conversion, not data conversation 
* we're not talking to the data yet ...
 2020-01-05 09:55:02 +01:00
Matthias
2409261cb7 Merge branch 'develop' into data_handler 2020-01-04 11:36:27 +01:00
Matthias
2c8e8d8ef6 Align columns for btanalysis loading 2020-01-02 09:51:47 +01:00
Matthias
699c0d6bc3 Merge branch 'develop' into data_handler 2019-12-30 19:40:43 +01:00
Matthias
1ffda29fd2 Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
Matthias
814cc20c6b Remove potential circular import 2019-12-28 19:58:41 +01:00
Matthias
f4a532ef6d Pass format to load_data 2019-12-28 14:57:39 +01:00
Matthias
ae1b28aab7 Remove get_datahandlerclass from package exposes 2019-12-28 14:32:11 +01:00
Matthias
66d18575a7 Implement abstract interface 2019-12-28 11:10:31 +01:00
Matthias
9e4fc00a0f Add test for convert_ohlcv 2019-12-28 11:03:06 +01:00
Matthias
28787a001c Move convert functions to convert module 2019-12-28 11:02:34 +01:00
Matthias
6860491189 Rename datahandler module to history module 
Also move previous history.py into this module - so everything is
bundled
 2019-12-28 11:01:42 +01:00
Matthias
9c5b94adf5 Pass data_format to methods 2019-12-28 11:01:42 +01:00
Matthias
d65c1eea7a Add some tests for datahandler 2019-12-28 11:01:42 +01:00
Matthias
8a030e7fc0 Use exists instead of is_file 2019-12-28 11:01:42 +01:00
Matthias
a3144cb2f0 remove trim_tickerlist 2019-12-28 11:01:42 +01:00
Matthias
d1b52809ac Cleanup history 2019-12-28 11:01:41 +01:00
Matthias
d06777b8ce Remove old "load_cached_data" method 2019-12-28 11:01:41 +01:00
Matthias
7a6476c9ba Update tests 2019-12-28 11:01:41 +01:00
Matthias
df085a6f15 Fix small bug and test 2019-12-28 11:01:41 +01:00
Matthias
c648d973c1 Implement new "load_data_for_updating" method based on dataframes 2019-12-28 11:01:41 +01:00
Matthias
ec8fb5f308 Make no-data warning optional 2019-12-28 11:01:41 +01:00
Matthias
b83487a70d Extract default dataframe columns to constant 2019-12-28 11:01:41 +01:00
Matthias
91c70a0e9c Change to use ohlcv_purge 2019-12-28 11:01:41 +01:00
Matthias
37c5b68987 Move dataframe validation to abstract class 2019-12-28 11:01:41 +01:00
Matthias
e861f05b75 Move dataframe trim to within jsondatahandler 2019-12-28 11:01:41 +01:00
Matthias
552c93abf0 Improve some docstrings 2019-12-28 11:01:41 +01:00
Matthias
b7c1d55491 Modify tests to point to datahandlers 2019-12-28 11:01:41 +01:00
Matthias
9876d126ca Use handler for trades 2019-12-28 11:01:41 +01:00
Matthias
9547d47ae2 Initialize datahandlers 2019-12-28 11:01:41 +01:00
Matthias
5fca17d7e1 Allow initializing handler-class just once 2019-12-28 11:01:41 +01:00
Matthias
416517b0c9 Move trim_dataframe from history to converter 2019-12-28 11:01:41 +01:00
Matthias
9d8ea2f13b Replace calls to load_tickerdata_file with DataHandler calls 2019-12-28 11:01:41 +01:00
Matthias
88fa7fc24c Simplify validate dataframe method 2019-12-28 11:01:41 +01:00
Matthias
53ee636fa0 Check if file exists before loading 2019-12-28 11:01:41 +01:00
Matthias
873f5dbe6b Revrite validate_pairdata to work with pandas 2019-12-28 11:01:41 +01:00
Matthias
db520a09ee Trim dataframe, not tickerlist 2019-12-28 11:01:41 +01:00
Matthias
866908d2ca Load and save using pandas internal function 2019-12-28 11:01:41 +01:00
Matthias
d9e7d64f33 Split parse_ticker_dataframe some logic to clean_ohlcv_dataframe. 2019-12-28 11:01:41 +01:00
Matthias
1b90ec58b9 Use changed pair-handling for providers 2019-12-28 11:01:41 +01:00
Matthias
d923bab828 Remove abstract interface for now 2019-12-28 11:01:41 +01:00
Matthias
48728e2d66 Change DataProvider interface to accept pair per method 2019-12-28 11:01:41 +01:00
Matthias
e529a4c261 Fix typehint for get_datahandlerclass 2019-12-28 11:01:41 +01:00
Matthias
c6d6dbfdb1 Implement jsondatahandler file store 2019-12-28 11:01:41 +01:00
Matthias
abc6b9459a Add ohlcv_store call to convert_ohlcv 2019-12-28 11:01:41 +01:00
Matthias
2a728ee68f fix bug in find-files 2019-12-28 11:01:41 +01:00
Matthias
ef0fcb0e0f Make data-finding safe 2019-12-28 11:01:41 +01:00
Matthias
e5a61667dd Implement first version of jsondatahandler 2019-12-28 11:00:22 +01:00
Matthias
bb8acc61db Convert datadir within config to Path 
(it's used as Path all the time!)
 2019-12-23 15:11:29 +01:00
hroff-1902
cf4c3642ce Minor improvements in data.history 2019-12-18 01:06:03 +03:00
hroff-1902
021fa1ca1a
Merge pull request #2678 from hroff-1902/dataprovider-history-split-refresh 
Dataprovider history: split refresh part
 2019-12-18 00:30:47 +03:00
hroff-1902
3a542bce62
Merge pull request #2674 from freqtrade/bt_trade_open_price 
Pre-calculate open_trade_price
 2019-12-17 21:51:13 +03:00
hroff-1902
1537389617 Remove startup_candles argument in refresh_data 2019-12-17 18:23:31 +03:00
hroff-1902
b2796f99b6 Remove redundant refresh_pair_history 2019-12-17 14:06:21 +03:00
hroff-1902
60f89c8c01 Split refresh from load_data/load_pair_history 2019-12-17 13:43:42 +03:00
Matthias
a2964afd42 Rename profit_percent to profit_ratio to be consistent 2019-12-17 08:53:30 +01:00
hroff-1902
0277cd82ea Make mypy happy 2019-12-16 23:25:57 +03:00
hroff-1902
a6fc743d85 Align code in _download_*_history() 2019-12-16 22:12:26 +03:00
hroff-1902
fa968996ed Remove useless check 2019-12-16 22:01:26 +03:00
hroff-1902
4cd45b6535 Rename download_*_history as non-public 2019-12-16 21:57:03 +03:00
hroff-1902
2af9ffa7f2 Align refresh_backtest_ to each other 2019-12-16 21:43:33 +03:00
Matthias
7c7ca1cb90 Remove min (plural) from codebase 2019-12-11 07:12:37 +01:00
Matthias
054484ad73 load_pair_history should not return None, but an empty dataframe if no 
data is found
 2019-12-04 06:57:44 +01:00
Matthias
c8c48156dd Don't load trades twice ... 2019-11-13 20:44:55 +01:00
Matthias
6ac73f7cde Update missed strings 2019-11-13 11:28:26 +01:00
Matthias
1c57a4ac35 more replacements of ticker_interval 2019-11-12 15:13:06 +01:00
Matthias
08aedc18e1 Exchange ticker_interval with timeframe in some more places 2019-11-12 15:13:06 +01:00
Matthias
e4bdb92521 Replace some occurances of ticker_interval with timeframe 2019-11-12 15:13:06 +01:00
Matthias
da57396d07 Fix UTC handling of timestamp() conversation in fetch_my_trades 2019-11-08 06:55:07 +01:00
hroff-1902
f435384bf0
Merge pull request #2451 from freqtrade/bt_analysis_maxopen 
Bt analysis maxopen at any time
 2019-11-01 00:13:31 +03:00
hroff-1902
3149c12a14
Merge pull request #2444 from freqtrade/sql_cleanup 
Fix scoped_session and add Documentation for strategy
 2019-10-31 23:19:30 +03:00
Matthias
5dcf28cafb Reduce frequency of "startup-period" message 2019-10-31 06:57:37 +01:00
Matthias
dd408aa5d6 Add analyze_trade_parallelism analysis function 2019-10-30 14:07:23 +01:00
Matthias
dac88c6aed extract Find parallel trades per interval 2019-10-30 13:35:55 +01:00
Matthias
26a5800a7f Extract get_trades function 2019-10-30 11:12:49 +01:00
hroff-1902
5254059fe4
Merge pull request #2430 from freqtrade/startup_period_bt 
Add Startup period for strategies
 2019-10-28 23:33:30 +03:00
Matthias
e82460bde6 Fix create_cum_profit to work with trades that don't open on candle 
opens
 2019-10-28 14:24:12 +01:00
Matthias
61c037f2cf Fix some typos and comment mistakes 2019-10-28 13:05:54 +01:00
Matthias
132a4da7cf Small style fixes and adjusted tests 2019-10-27 10:56:38 +01:00
Matthias
33164ac78e Refactor loading of bt data to backtesting ... 2019-10-27 09:44:56 +01:00
Matthias
704121c197 Move most logic to history 2019-10-27 09:44:56 +01:00
Matthias
9e7e051eb4 add trim-dataframe method 2019-10-27 09:44:56 +01:00
hroff-1902
14755779de
Merge pull request #2391 from freqtrade/plot_trades_in_min 
[minor][plot] Plotting trades from database should show correct duration
 2019-10-20 20:11:01 +03:00
hroff-1902
4f17511fdc
Merge pull request #2393 from freqtrade/remove_timeframe 
Remove non-date based timeframe selection
 2019-10-19 22:05:44 +03:00
Matthias
16e10d99b9 Remove timeframe logic for non-date entries 2019-10-19 15:10:48 +02:00
Matthias
f41c659cb2 Plotting trades from database should show correct duration 2019-10-19 13:18:52 +02:00
Matthias
13e80e449c cleanup and better docstring 2019-10-14 06:22:10 +02:00
Matthias
3e4617be37 add pandas-based converter-functions 2019-10-13 19:25:16 +02:00
Matthias
2374cda8d0 Cleanup and tests for refresh_backtest_trades 2019-10-13 13:15:22 +02:00
Matthias
0d592f6c55 Refactor trade downloading to handle exceptions only once 2019-10-13 13:15:22 +02:00
Matthias
476adf872a Add conversion from trades to ohlcv at different intervals 2019-10-13 13:15:22 +02:00
Matthias
9584629f50 Rename argument from dl_path to datadir 2019-10-13 13:15:22 +02:00
Matthias
8069cd6689 add refresh_trades_ method 2019-10-13 13:15:22 +02:00
Matthias
19f3669fbd add docstring 2019-10-13 13:15:22 +02:00
Matthias
6e952a0aa8 Capture downloaded data 2019-10-13 13:15:22 +02:00
Matthias
2c0bb71a6e Add download_trades_history() 2019-10-13 13:15:22 +02:00
Matthias
d250b67f33 Add load/store trades data 2019-10-13 13:15:22 +02:00
Matthias
42b8241541 use gz to save / load trades data 2019-10-13 13:15:22 +02:00
Matthias
63e87ef85b Add pair_trades_filename 2019-10-13 13:15:22 +02:00
Matthias
5e23cc719d Add tests for orderbook and market in dataprovider 2019-10-10 19:38:01 +02:00
Matthias
bba5f54722
Merge pull request #2335 from hroff-1902/dataprovider-market 
Allow to use market data in the strategies
 2019-10-10 16:54:04 +02:00
hroff-1902
211b9cbe04 Cleanup in data.history 2019-10-06 18:35:09 +03:00
hroff-1902
3ac5b91899 Add market() method to dataprovider 2019-10-03 02:58:45 +03:00
hroff-1902
0268bfdbd4
Minor: fix typo in comment 
Minor cosmetics. typo caught.
 2019-09-26 02:04:48 +03:00
Matthias
508a35fc20 Update comment as to why certain points have not been removed 2019-09-20 20:20:16 +02:00
Matthias
9cedbc1345 Cleanup history.py and update documentation 2019-09-20 20:16:49 +02:00
Matthias
1cd8ed0c1a Remove --refresh-pairs 2019-09-20 20:02:07 +02:00
hroff-1902
dda513c923 Minor class cosmetics 2019-09-12 12:13:20 +03:00
Jonathan Raviotta
a5510d14e9 de-mangling 2019-09-09 06:58:41 +02:00
Matthias
972b8a1726 Remove defaulting to test_data folder when no datadir is present 2019-09-07 21:06:20 +02:00
Matthias
816d942ded Merge branch 'develop' into plot_commands 2019-08-30 20:42:58 +02:00
Matthias
3232251fea Refactor downloading ohlcv from utils to history 2019-08-25 15:01:27 +02:00
Matthias
2ae398913d Fix bug in bt-analysis when multiple trades sell at the same time 2019-08-24 15:11:31 +02:00
Matthias
545e5c5bc6 simplify load_trades call 2019-08-24 15:11:31 +02:00
Matthias
e8ee087e9d Merge branch 'develop' into download_module 2019-08-20 06:49:18 +02:00
Matthias
9e8ca8d4bf
Merge pull request #2138 from freqtrade/history_docstrings 
Refactorings to history
 2019-08-20 06:35:54 +02:00
hroff-1902
407a3bca62 implementation of ohlcv optimized 2019-08-18 13:00:37 +03:00
hroff-1902
310e438706 logging message improved 2019-08-18 12:55:31 +03:00
hroff-1902
8a2a8ab8b5 docstring for ohlcv improved 2019-08-18 12:47:19 +03:00
hroff-1902
84a0f9ea42 get_pair_dataframe helper method added 2019-08-17 12:57:44 +03:00
Matthias
219d0b7fb0 Adjust documentation to removed download-script 2019-08-16 15:27:48 +02:00
Matthias
12677f2d42 Adjust docstring to match functioning of load_cached_data 2019-08-15 20:13:19 +02:00
Matthias
a94a89086f Don't forward timerange to load_ticker_file 
when loading cached data for updating.
We always want to get all data, not just a fraction (we would end up
overwriting the non-loaded part of the data).
 2019-08-15 20:09:00 +02:00
Matthias
f3e6bcb20c Avoid using negative indexes 2019-08-15 06:35:50 +02:00
Matthias
b2a22f1afb Fix samll errors 2019-08-14 21:39:53 +02:00
Matthias
91d1061c73 Abstract tickerdata storing 2019-08-14 20:49:06 +02:00
Matthias
0ffb184eba Change some docstrings and formatting from history 2019-08-14 20:45:24 +02:00
Matthias
84baef922c Rename get_history to get_historic_ohlcv 2019-08-14 10:14:54 +02:00
Matthias
4d1ce8178c intend if to be clearer 2019-08-04 10:38:37 +02:00
Matthias
c4e30862ee load_trades_db should give as many columns as possible 2019-08-03 19:55:54 +02:00
Matthias
76d22bc743 Show correct valueerror message 2019-08-02 09:41:24 +02:00
Matthias
a0cecc6c52 Fix test after pandas 0.25.0 update 2019-07-24 06:29:50 +02:00
Matthias
5144e98a82
Merge pull request #2015 from hroff-1902/refactor/config2 
Make configuration a module
 2019-07-15 19:41:57 +02:00
Matthias
4238ee090d Cleanup some code 
after deepcode.ai suggestions
 2019-07-14 20:05:28 +02:00
hroff-1902
1bdffcc73b make configuration a sep. module, including arguments 2019-07-12 00:49:23 +03:00
Matthias
b3644f7fa0 Fix typo in docstring 2019-07-03 06:26:39 +02:00
Matthias
5a11ffcad8 Add test for add_profit 2019-06-30 10:24:10 +02:00
Matthias
6b387d320e extract combine_tickers to btanalysis 2019-06-30 10:04:43 +02:00
Matthias
8aa327cb8a Add load_trades abstraction (to load trades from either DB or file) 2019-06-29 20:52:23 +02:00
Matthias
edd3fc8825 Add test for create_cum_profit 2019-06-29 17:22:47 +02:00
Matthias
044be3b93e Add create_cum_profit column 2019-06-29 16:57:04 +02:00
Matthias
31a2aac627
Merge pull request #1959 from freqtrade/split_btanalysis_load_trades 
Split btanalysis load trades
 2019-06-24 19:41:56 +02:00
Matthias
eba7327058 Merge branch 'develop' into split_btanalysis_load_trades 2019-06-24 07:15:14 +02:00
Matthias
a07653a6cc Merge branch 'develop' into fix/validate_dataframe 2019-06-24 06:21:08 +02:00
hroff-1902
116d8e853e typos in docstrings fixed 2019-06-23 23:10:37 +03:00
Matthias
559d5ebd1d Remove combined load-method since it's confusing 2019-06-22 16:20:41 +02:00
Matthias
de38aea164 Fix sequence of loading trades 2019-06-22 15:45:20 +02:00
Matthias
fc3e3c468c File existence is checked in load_backtest_data 2019-06-16 19:35:21 +02:00
Matthias
1cd8415723 Move extract_trades_of_period to btanlaysis 2019-06-16 19:33:48 +02:00
Matthias
c7643e142b Move load_trades to bt_anlaysis 2019-06-16 19:33:48 +02:00
Matthias
4a916125a0 Tests need to pass pair to parse_ticker_dataframe 2019-06-15 13:48:08 +02:00
Matthias
89ff614e1d Add pair as parameter, and warn when fillup was necessary 2019-06-15 13:46:19 +02:00
Matthias
cd4cf215e1 Convert validate_backtest_data to take dataframe directly 2019-06-15 13:31:27 +02:00
Matthias
01b5ece642 Log missing data filllup if necessary 2019-06-15 13:31:14 +02:00
Matthias
08105641d9
Merge pull request #1901 from yperfanov/bid_ask_strategy 
Bid ask strategy
 2019-06-11 11:14:39 +02:00
Matthias
ce317b62f9 Add docstrings to load_pair_history 2019-06-09 14:40:45 +02:00
Matthias
fdbbefdddd Make drop_incomplete optional 2019-06-09 14:35:58 +02:00
Matthias
d7c63347e1 Use kwarg for parse_ticker_dataframe 2019-06-09 13:19:01 +02:00
Yuliyan Perfanov
199426460a implemented DataProvider.orderbook() 2019-06-02 13:25:09 +03:00
Matthias
15984b5c43 Adjust some tests - implement new "live" method to plot_script 2019-05-29 20:25:07 +02:00
Matthias
c2f6897d8b Move download of live data to load_data 
Avoids code duplication in backtesting and plot_dataframe
 2019-05-29 20:20:20 +02:00
Matthias
9225cdea8a Move validate_backtest_data and get_timeframe to histoyr 2019-05-25 16:51:52 +02:00
hroff-1902
98eeec3145 renaming of make_testdata_path reverted 2019-05-22 14:04:58 +03:00
hroff-1902
11dce91281 data/history minor cleanup 2019-05-21 20:49:02 +03:00
hroff-1902
e2b83624a3 data/history cleanup 2019-05-17 19:05:36 +03:00
hroff-1902
ad85ac3dde make --refresh-pairs-cached common option for optimization; added support for it into hyperopt 2019-04-22 21:24:45 +03:00
hroff-1902
9fbe573cca limit usage of ccxt to freqtrade/exchange only 2019-04-09 12:27:35 +03:00
hroff-1902
ebf1126351 cosmetic: rename interval, tick_interval, etc --> ticker_interval 2019-04-07 16:28:53 +03:00
hroff-1902
2aa1b43f01 get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead 2019-04-04 20:56:40 +03:00
Matthias
9f7f089d8a adjust plot_dataframe to use btanalysis 2019-03-16 17:28:28 +01:00
Matthias
e1f48c2b46 Add btanalysis file 2019-03-16 17:28:28 +01:00
hroff-1902
d6c0c107ac
fixed flake 
hmm, even in the comments?
 2019-02-10 22:23:00 +03:00
hroff-1902
7ed15c64ba
what else? 2019-02-10 22:13:40 +03:00
hroff-1902
4dffb17dd6
fix flake 2019-02-10 22:01:46 +03:00
hroff-1902
14d6cdf9b2
OHLCV should be float for TA-LIB indicators in the strategy 
Some exchanges (BitMEX) return integer values for Volume field. And sometimes even for OHLC -- same, on BitMEX, since price decrease is 0.5. TA-LIB functions assume floats and fail with exception.
Of course, this can be fixed (converted) in ccxt for particular exchange, but TA-LIB will still fail for exchanges for that such a conversion is not implemented in ccxt code. So let's make perform this conversion here in order to be sure our strategy will not crash on a new exchange.
 2019-02-10 21:52:33 +03:00
Samuel Husso
e3ae8d3f69 flake8 3.7.1 fixes 2019-01-31 07:51:03 +02:00
Matthias
bfd8609352 Fix comment 2019-01-26 19:16:33 +01:00
Matthias
e66808bb02 Add additional pairs to refresh call 2019-01-22 07:07:15 +01:00
Matthias
d6cdfc58af Fix mypy hickup after changing list to tuples 2019-01-22 07:07:15 +01:00
Matthias
6525a838d1 Adjust documentation to tuple use 2019-01-22 07:07:15 +01:00
Matthias
f0af4601f9 Adopt plot_dataframe to work with --live 2019-01-22 07:07:15 +01:00
Matthias
0aa0b1d4fe Store tickers by pair / ticker_interval 2019-01-22 07:07:15 +01:00
Matthias
a206777fe5 Rename refresh_tickers to refresh_latest_ohlcv 2019-01-22 07:05:09 +01:00
Matthias
646e98da55 Always return dataframe 2019-01-22 07:04:19 +01:00
Matthias
2b029b2a86 Only return ohlcv if available (Live and dry modes) 2019-01-22 07:04:19 +01:00
Matthias
35c8d1dcbe Update comment 2019-01-22 07:04:19 +01:00
Matthias
8f3ea3608a some cleanup 2019-01-22 07:04:19 +01:00
Matthias
d3a37db79a Provide available pairs 2019-01-22 07:04:19 +01:00
Matthias
f034235af4 Tests for RunMode 2019-01-22 07:04:19 +01:00
Matthias
1340b71633 Add RunMode setting to determine bot state 2019-01-22 07:04:19 +01:00
Matthias
84cc4887ce Add copy parameter 2019-01-22 07:04:19 +01:00
Matthias
e38c06afe9 Small fixes 2019-01-22 07:04:19 +01:00
Matthias
f1a5a8e20e provide history 2019-01-22 07:04:19 +01:00
Matthias
4ab7edd3d6 small adaptations 2019-01-22 07:04:19 +01:00
Misagh
26a77e193e
Merge pull request #1454 from freqtrade/feat/interpolate_missing 
interpolate missing candles
 2019-01-04 22:33:53 +01:00
Matthias
c337a931c2 Fix bug on --refresh-pairs-cached 2019-01-01 13:42:30 +01:00
Matthias
672d115eca Change default value and add docstring 2018-12-31 19:42:14 +01:00
Matthias
ef4555735a Fill up missing as part of loading data 2018-12-31 19:13:34 +01:00
Matthias
03389d961f ADd test for data_interpolate 2018-12-31 09:18:22 +01:00
Matthias
a021cd3ae2 Add ohlcv data interpolator 2018-12-31 07:12:54 +01:00
Matthias
61f8ce5c0e remove unused imports 2018-12-28 10:44:24 +01:00
Matthias
7dc40cdac5 refactor file_load_json to be standalone 2018-12-28 10:25:41 +01:00
Matthias
27abdd9788 Move load_json to misc 2018-12-28 10:04:28 +01:00
Matthias
c955415cc3 Switch from ujson to rapidjson 2018-12-28 10:01:16 +01:00
Matthias
5493d1a7e0 Fix wonrly named module 2018-12-17 06:32:59 +01:00
Matthias
806ab3729f Add / fix some comments 2018-12-16 14:14:17 +01:00
Matthias
eb7034c7a7 Rename download_backtest_testdata to download_pair_history 2018-12-16 10:33:08 +01:00
Matthias
8bd4d03e13 remove download_pairs 2018-12-16 10:29:53 +01:00
Matthias
043cefd60a allow reloading single pair 2018-12-16 10:17:11 +01:00
Matthias
ebb80b6906 remove ujson / json fallback hack as it's now in requirements 2018-12-16 09:58:54 +01:00
Matthias
f5b2430cda Fix docstrings and typo 2018-12-16 09:58:46 +01:00
Matthias
8a3c2a0c63 allow only loading 1 pair if necessary 
* simplify tests nad remove unnecessary mocking
 2018-12-15 20:32:55 +01:00
Matthias
acd07d40a0 Cleanup some comments and code formatting 2018-12-15 19:52:52 +01:00
Matthias
34ea214f7c Fix some tests to use dataframe 2018-12-15 14:42:21 +01:00
Matthias
1c5031b468 load_data to return dataframe 2018-12-15 14:28:37 +01:00
Matthias
c1a32bc6c8 use json_load to load data 
- otherwise unforseen problems could appear due to the default beeing ujson
 2018-12-15 14:22:49 +01:00
Matthias
6c02cc5993 Adjust test to pathlib 2018-12-15 14:14:38 +01:00
Matthias
21aba1620c Replace calls to load_data 2018-12-15 14:10:33 +01:00
Matthias
f261911285 replace os.path with pathlib.Path 2018-12-15 13:54:35 +01:00
Matthias
407139b0e0 remove unused imports 2018-12-14 06:32:49 +01:00
Matthias
1a3fcd4771 extract data-handling methods from optimize 2018-12-14 06:32:49 +01:00
Matthias
b38195e9b3 Rename to converter 2018-12-14 06:32:49 +01:00
Matthias
1f29802884 only export what's needed 2018-12-14 06:32:49 +01:00
Matthias
030ecbfc17 move exchange_helpers to data module 2018-12-14 06:32:49 +01:00