Commit Graph

11243 Commits

Author SHA1 Message Date
Matthias
3d05669f61 Merge branch 'develop' into feat/pairlistconfig 2023-05-28 10:01:43 +02:00
Matthias
8a86169256 Better handling of shift 2023-05-28 09:59:57 +02:00
Matthias
8ec0469b11 Fix volatilityfilter behavior
closes #8698
2023-05-28 09:53:53 +02:00
hippocritical
9bb25be880 modified help-string for the cli-option lookahead_analysis_exportfilename
moved doc from utils.md to lookahead-analysis.md and modified it (unfinished)
added a check to automatically edit the config['backtest_cache'] to be 'none'
2023-05-27 22:31:47 +02:00
Matthias
df5e6409a4 Bump develop version to 2023.6-dev 2023-05-27 20:18:39 +02:00
Matthias
5649d1d4da Convert minimal_roi to list comprehension 2023-05-27 19:57:12 +02:00
Matthias
35a388bf9a Don't force min_roi to have content 2023-05-27 19:39:00 +02:00
hippocritical
ee37693729
Merge branch 'freqtrade:develop' into develop 2023-05-27 19:23:01 +02:00
hippocritical
05f0b32e3b Merge remote-tracking branch 'origin/develop' into develop 2023-05-27 19:22:23 +02:00
Matthias
bd266f654e Properly handle invalid pairlists type before config validation
closes #8695
2023-05-27 08:19:56 +02:00
robcaulk
31e19add27 start transition toward outsourcing the data pipeline with objective of improving pipeline flexibility 2023-05-26 18:40:14 +02:00
hippocritical
eb31b574c1 added returns to text_table_lookahead_analysis_instances
filled in test_lookahead_helper_text_table_lookahead_analysis_instances
2023-05-26 12:55:54 +02:00
hippocritical
9366c77e42
Merge branch 'freqtrade:develop' into develop 2023-05-26 08:38:32 +02:00
Matthias
af7afa80a9 remove gone-wrong import 2023-05-26 06:44:48 +02:00
Robert Caulk
f647fb342b
Update base_tensorboard.py
Remove incorrect warning message.
2023-05-25 16:35:06 +02:00
Matthias
6b0b62dadf
Merge pull request #8686 from freqtrade/fix/8681
okx stop improvements
2023-05-25 06:43:22 +02:00
Matthias
91e009bf6d
Merge pull request #8677 from richardjozsa/develop
Stable baselines 3 seeding update
2023-05-25 06:23:34 +02:00
Matthias
9e75c768c0 Improve responses for evaluate get endpoints 2023-05-24 21:01:39 +02:00
Matthias
4c52109fa3 Handle pairlist evaluation errors gracefully 2023-05-24 20:37:23 +02:00
Matthias
b5ed693bee Extrac OKX convert stop order, call for regular orders, too 2023-05-24 20:15:36 +02:00
Matthias
b8220ee0f7 Improve recovery detection by skipping open orders 2023-05-24 18:19:14 +02:00
Matthias
6292d1af6d Use camelcase version of private fapi method
closes #8680
2023-05-23 19:07:58 +02:00
Matthias
c2010d160f Merge branch 'develop' into feat/pairlistconfig 2023-05-22 19:59:20 +02:00
Matthias
33e25434b4 Change statuscode to 202 2023-05-22 19:43:27 +02:00
Matthias
e70cafe578 Merge branch 'develop' into pr/wizrds/8004 2023-05-22 18:24:32 +02:00
Matthias
85c14578e2
Merge pull request #8661 from freqtrade/feat/datetimehelpers
Add datetime helpers, reduce arrow usage to a minimum
2023-05-22 18:22:29 +02:00
Richard Jozsa
39f4fb8797
Merge branch 'freqtrade:develop' into develop 2023-05-22 08:36:25 +00:00
Richard Jozsa
d26aa231fc Stable baselines updates, and fix
There was a seeding error in SB3 after the gymnasium update, the stable baselines team has patched and fixed the issue, but the reset function has to be aligned.
2023-05-22 10:36:07 +02:00
Matthias
abc82a3fdf Simplify api backtesting by extracting the background_method 2023-05-21 12:04:18 +02:00
Matthias
756e1f5d5b Test pairlist evaluation 2023-05-21 10:08:32 +02:00
Matthias
01984a06af Extract pairlist evaluation from sub-method 2023-05-21 09:58:38 +02:00
Matthias
bf9a6dd6e7 Merge branch 'develop' into feat/pairlistconfig 2023-05-21 09:54:17 +02:00
Matthias
a87b215d67 Fix odd import 2023-05-21 09:50:59 +02:00
Matthias
818a3342b9 move pairlist evaluation to the background 2023-05-21 09:38:14 +02:00
Matthias
680e7ba98f Get exchange through DI 2023-05-21 09:21:22 +02:00
Matthias
5ad6652e55 Merge branch 'develop' into feat/pairlistconfig 2023-05-21 09:15:50 +02:00
Matthias
96d74063fc Don't have public attributes marked as private 2023-05-21 09:12:02 +02:00
Matthias
5316227219 Extract api backtest logic from ApiServer class 2023-05-21 09:08:52 +02:00
Matthias
104fa9e32d Use logger, not the logging module 2023-05-20 19:58:14 +02:00
Matthias
9869a21951 Move strategy to it's own directory to avoid having other 2023-05-20 19:51:54 +02:00
Matthias
e183707979 Further test lookahead_helpers 2023-05-20 19:51:54 +02:00
Matthias
ceddcd9242 Move most of the logic to lookahead_analysis helper 2023-05-20 19:51:54 +02:00
Matthias
1c4a7c7a05 Split Lookahead helper to separate file 2023-05-20 19:51:54 +02:00
Matthias
7b9f82c71a Remove needless check for "None" list 2023-05-20 19:51:54 +02:00
hippocritical
5142b6bc0d
Merge branch 'freqtrade:develop' into develop 2023-05-20 19:50:31 +02:00
Matthias
209eb63ede Add startup test case 2023-05-20 11:28:52 +02:00
Matthias
2e675efa13 Initial fix - test 2023-05-20 11:15:30 +02:00
Matthias
a0edbe4797 Switch to using config instead of args. 2023-05-20 11:06:50 +02:00
Matthias
2e79aaae00 Remove usage of args.
It's clumsy to use and prevents specifying settings in the configuration.
2023-05-20 11:02:13 +02:00
Matthias
5488789bc4 Arguments should be in the configuration. 2023-05-20 11:01:42 +02:00
robcaulk
dd1a0156b9 resolve conflict, ensure gpu works with transformer 2023-05-19 14:39:16 +00:00
Matthias
7ecc2f76a2
Merge pull request #8650 from freqtrade/feat/secure_keys
Better secure the user's exchange keys during runtime
2023-05-19 08:45:17 +02:00
Matthias
9d0f488de7 Some more edits due to arrow 2023-05-19 07:15:24 +02:00
Matthias
ebfc9a6039 Remove some humanize occurances 2023-05-18 19:29:37 +02:00
hippocritical
b2ecfd28a7
Merge branch 'freqtrade:develop' into develop 2023-05-18 19:12:25 +02:00
Matthias
5d0cff2f76 Add dt_humanize helper 2023-05-18 07:07:22 +02:00
Matthias
f657d06e91 Move shorten_date to datetime helpers 2023-05-18 07:00:36 +02:00
Matthias
b40c45ee42 Timerange -> datetime 2023-05-18 07:00:36 +02:00
Matthias
261822147c Fix remaining arrow testcases 2023-05-18 07:00:36 +02:00
Matthias
915cb5ffbd add dt_utc helper 2023-05-18 07:00:36 +02:00
Matthias
d131dd4050 Fix wrong transition 2023-05-18 07:00:36 +02:00
Matthias
e4f701fd0d Don't use arrow for everything 2023-05-18 07:00:36 +02:00
Matthias
5b66ef4bea Implement datetime.floor 2023-05-18 07:00:36 +02:00
Matthias
7f73e99437 Simplify exchange_utils 2023-05-18 07:00:36 +02:00
Matthias
55ce58d79f Reduce some arrow usages in favor of dt helpers 2023-05-18 07:00:36 +02:00
Matthias
000f72942a Improve dt_now_ts helper 2023-05-18 07:00:36 +02:00
Matthias
aa949153eb Add now ts helper 2023-05-18 07:00:36 +02:00
Matthias
5c6f3ea439 Improve wallets time handling 2023-05-18 07:00:36 +02:00
Matthias
261df527d9 dt_now 2023-05-18 07:00:36 +02:00
Matthias
6b735bc683 Implement dt_now 2023-05-18 07:00:36 +02:00
Matthias
6044bbb6b1 Add datetime helpers to unify code 2023-05-18 07:00:36 +02:00
Matthias
2477ef57f9 Reduce arrow usage throughout code 2023-05-18 07:00:36 +02:00
Matthias
1d03e8bc5f Reduce arrow usage further 2023-05-18 07:00:36 +02:00
Matthias
d3382fbe04 Reduce usage of arrow 2023-05-18 07:00:36 +02:00
Matthias
292bd62973 Reduce verbosity of httpx (we don't need to see telegram calls) 2023-05-18 07:00:18 +02:00
Matthias
c54f28ada8
Merge pull request #8623 from freqtrade/feat/tensorboard-logger
Add Tensorboard logger for PyTorch and XGBoost
2023-05-18 06:41:15 +02:00
hippocritical
7a5f457b2f
Merge branch 'freqtrade:develop' into develop 2023-05-17 22:14:51 +02:00
robcaulk
adeab13bdf cleanup tests, cross fingers that mac will pass 2023-05-17 07:21:48 +00:00
Matthias
45ee12e257 reload_trade should be a post endpoint 2023-05-16 20:27:07 +02:00
Matthias
7d15c379cb Fix faulty removed import 2023-05-15 19:26:51 +02:00
Matthias
c7f7dd1d4b Avoid unnecessary type ignore 2023-05-15 18:27:12 +02:00
Matthias
1b714fdb00 Fix wrong "first trade" date in UI, improve interface
closes https://github.com/freqtrade/freqtrade-strategies/issues/301
2023-05-15 18:06:17 +02:00
Matthias
9b10287899 Improve typing 2023-05-15 17:53:18 +02:00
Matthias
66c3eb2820 Remove keys from config before loading strategy 2023-05-15 07:22:40 +02:00
Matthias
b2a631e93a refactor remove_exchange_credentials 2023-05-15 07:22:40 +02:00
Matthias
fe36e77412 Split exchange_config before passing through the strategy 2023-05-15 07:22:40 +02:00
Matthias
fffb056ad3 load_exchange - force kwargs for non-required arguments 2023-05-15 07:22:40 +02:00
robcaulk
9242dfa355 try reactivating tb for some tests 2023-05-14 16:05:49 +00:00
robcaulk
505f36a95f try even more deactivation 2023-05-14 15:49:24 +00:00
robcaulk
1ed084557a try even more deactivation 2023-05-14 15:44:41 +00:00
robcaulk
340d2191ff deactivate tensorboard by default 2023-05-14 14:39:23 +00:00
robcaulk
55a1a3afd6 add config option for activating and deactivating tensorboard logger, ensure the various flavors are never activated simultaneously 2023-05-14 14:08:00 +00:00
robcaulk
ab7a474ab6 try limiting tb_logger to pytorch only (XGBoost still gets its callback) 2023-05-14 12:03:15 +00:00
robcaulk
8a9b2fc16f fix merge conflicts with develop 2023-05-14 12:00:03 +00:00
Matthias
af8fbad281 Improve Date timezone useage 2023-05-14 08:54:26 +02:00
hippocritical
36f14249d4
Merge branch 'freqtrade:develop' into develop 2023-05-13 22:41:02 +02:00
hippocritical
7d871faf04 added exportfilename to args_to_config
introduced strategy_test_v3_with_lookahead_bias.py for checking lookahead_bias#
introduced test_lookahead_analysis which currently is broken
2023-05-13 22:40:11 +02:00
Matthias
66a97ff45d Remove some utcnow usages 2023-05-13 20:43:37 +02:00
Matthias
7bba034efd
Merge pull request #8560 from freqtrade/feat/recoverTrades
Recover trades after selling on exchange
2023-05-13 16:35:08 +02:00
Matthias
0db1869356 Update cached binance leverage tiers 2023-05-13 16:22:04 +02:00
Matthias
dc4268b6e7 Convert Exchange arguments to be kw only 2023-05-13 16:17:26 +02:00
Matthias
af95d56ceb Import deepcopy specifically 2023-05-13 16:16:35 +02:00
Matthias
90ac387444
Merge pull request #8634 from freqtrade/bug-fix/continual_learning
fix bug in continual_learning for PyTorch* models
2023-05-13 15:32:49 +02:00
robcaulk
18c1eda09b remove commented lines 2023-05-13 11:27:36 +00:00
robcaulk
3ae3cc63df fix bug in continual_learning for PyTorch* models 2023-05-13 11:14:16 +00:00
Matthias
1552d81f45 Simplify load_exchange interface 2023-05-13 11:03:26 +02:00
Matthias
b2a3fe6879 Improve remove credentials 2023-05-13 11:03:26 +02:00
Matthias
400cbd1836 Fix types 2023-05-12 19:47:53 +02:00
Matthias
6d7172ac44 Re-add init file 2023-05-12 18:26:34 +02:00
Matthias
49b9b463b4 Move tensorboard callback exports to freqai.tensorboard. 2023-05-12 18:26:01 +02:00
robcaulk
31d15da49e add disclaimers everywhere about how example strategies are meant as examples 2023-05-12 08:16:48 +00:00
robcaulk
692fa390c6 fix the import logic, fix tests, put all tensorboard in a single folder 2023-05-12 07:56:44 +00:00
hippocritical
91ce1cb2ae removed overwrite_existing_exportfilename_content (won't use it myself, wouldn't make sense for others to not overwrite something they re-calculated)
switched from args to config (args still work)
renamed exportfilename to lookahead_analysis_exportfilename so if users decide to put something into it then it won't compete with other configurations
2023-05-10 22:41:27 +02:00
robcaulk
b01aaa4d03 ensure backtesting also produces tb_logs, make sure tests are working 2023-05-10 10:11:33 +00:00
robcaulk
172b2587ab Merge remote-tracking branch 'originssh/develop' into develop 2023-05-10 09:48:54 +00:00
robcaulk
ffc4d87263 add tensorboard integration to XGBoost and PyTorch et al 2023-05-10 09:48:36 +00:00
robcaulk
2c0230ba93 avoid mutating new_trained_timerange 2023-05-09 12:42:02 +00:00
robcaulk
35ce88f1e5 ensure that the buffered timerange is not the trained timestamp so that live_retrain_hours functions properly 2023-05-09 10:00:33 +00:00
hippocritical
9aac367534 Merge remote-tracking branch 'origin/develop' into develop 2023-05-08 22:58:30 +02:00
hippocritical
b8357c36ca
Merge branch 'freqtrade:develop' into develop 2023-05-08 22:58:03 +02:00
hippocritical
b252bdd3c7 made purging of config.freqai.identifier variable 2023-05-08 22:35:13 +02:00
Robert Caulk
950eaf230e
Merge pull request #8580 from freqtrade/feat/add-transformer
Add transformer to FreqAI
2023-05-07 11:32:38 +02:00
Matthias
89c60bbee6
Merge pull request #8598 from freqtrade/bug-fix-backtesting
bug fix backtest feature validation
2023-05-07 08:14:34 +02:00
hippocritical
ac4aa8ed2b
Merge branch 'freqtrade:develop' into develop 2023-05-06 21:59:04 +02:00
hippocritical
2306c74dc1 adjusted code to matthias' specifications
did not change the code so that it only loads data once yet.
2023-05-06 21:56:11 +02:00
robcaulk
36e1e58dad fix arch 2023-05-06 17:40:04 +00:00
robcaulk
3bbb7e38ea improve transformer architecture, remove 3.10 install constraint, add documentation for torch.compile() 2023-05-06 16:12:10 +00:00
robcaulk
c2beeb4c79 bug fix backtest feature validation 2023-05-06 15:53:58 +00:00
Robert Caulk
e365e913c7
Merge pull request #8596 from autoscatto/bugfix/tensor-to-numpy
Bugfix/tensor to numpy
2023-05-06 17:31:49 +02:00
Matthias
efb5cd6545
Merge pull request #7861 from froggleston/reject_report
Add support for collating and analysing rejected signals in backtest
2023-05-06 14:28:24 +02:00
Tommaso Falchi
908a2e817a Align BasePyTorchRegressor tensors to cpu as in BasePyTorchClassifier 2023-05-05 15:43:48 +02:00
Tommaso Falchi
306dfc4ae8 refactor(BasePyTorchClassifier.py): convert tensor to list before creating DataFrame to avoid TypeError.
docs(BasePyTorchClassifier.py): add missing parameter description in predict method
2023-05-05 13:04:53 +02:00
Matthias
775ea1c8c6 Improve type safety 2023-05-03 06:25:02 +00:00
Matthias
80930d72a6 Dont loop trades twice
closes #8591
2023-05-03 07:03:14 +02:00
Matthias
976cc1ab15 Extract order_obj existence check to separate function 2023-05-03 06:48:17 +02:00
Matthias
0d1d25e868 Improve error-handling 2023-05-02 21:44:19 +02:00
Matthias
13974d2508 Reduce error severity when maintenance-ratio fails 2023-05-02 21:44:19 +02:00
Matthias
f419d7870d Add freqaimodel to pair history endpoint
closes #8566
2023-05-02 20:07:16 +02:00
robcaulk
af139ffbab add transformer with positional encoding, fix some odds and ends in pytorch, upgrade to PyTorch 2.0 2023-05-01 13:18:03 +00:00
Richard Jozsa
ceb2631a56
Merge branch 'freqtrade:develop' into develop 2023-05-01 01:00:34 +02:00
hippocritical
ce979b21f9
Merge branch 'freqtrade:develop' into develop 2023-04-30 10:20:40 +02:00
vinistation
d1eb6d4fed
Update BasePyTorchRegressor.py
Denormalization of prediction added to te PytorchMLP Model
2023-04-28 14:48:16 -05:00
Matthias
023c155a25 Extract signals generation from backtesting class 2023-04-28 16:14:16 +02:00
Matthias
6e395ad7c9 Refactor methods in backtesting 2023-04-28 16:09:09 +02:00
Matthias
0753f427b1 Simplify storage 2023-04-28 15:29:15 +02:00
Matthias
e20d9c8f98 Impoved errorhandling, better typesafety 2023-04-28 15:25:25 +02:00
Matthias
fc2a3c9f17 Implement further improvements, improve typehinting 2023-04-28 15:17:35 +02:00
Matthias
703ec3ccc4 Fix help text to show correct format 2023-04-28 15:01:47 +02:00
Matthias
8dd8c24595 Merge branch 'develop' into pr/froggleston/7861 2023-04-28 14:59:03 +02:00
Matthias
76ae539e61 Minor edit 2023-04-28 14:59:00 +02:00
Matthias
8e0788cf5f Merge branch 'develop' into feat/pairlistconfig 2023-04-27 20:40:55 +02:00
Matthias
877d53f439 Add airlists test endpoint (so pairlist configurations can be tested) 2023-04-27 20:35:24 +02:00
Matthias
2a9e50a6a9 Add test testing create-table statement creation for different sql dialects
closes #8561
2023-04-27 19:43:33 +02:00
Matthias
daf564b62f Invert logic for webhook
closes #8562
2023-04-27 18:27:09 +02:00
Matthias
1d9933412a improve /version output formatting 2023-04-27 06:43:57 +02:00
Matthias
8cf0e4a316 Fix mypy typing errors 2023-04-26 19:43:42 +02:00
Matthias
6d3c94a739 type: ignore the offending tensorflow call 2023-04-26 18:08:55 +02:00
robcaulk
c6f3a3bbca avoid typing issues in the tensorboard callback 2023-04-26 14:11:26 +02:00
robcaulk
e86980befa remove typing from callback init 2023-04-26 13:42:10 +02:00
robcaulk
e29ce218eb fix typing in TensorboardCallback 2023-04-26 10:54:54 +02:00
Matthias
d29a425baa Update parameter type in RPC modules 2023-04-26 07:03:28 +02:00
Matthias
b0b036c457 Fix logic lapsus in check_exit_amount 2023-04-26 07:02:46 +02:00
Matthias
25bed7bb87 Update telegram help with reload_trade 2023-04-25 19:39:52 +02:00
Matthias
7287e9da1d Add telegram endpoint for reload_trade 2023-04-25 19:34:37 +02:00
Matthias
0c22710ddd Add API endpoint to force trade reloading 2023-04-25 19:30:29 +02:00
Matthias
f2696c9609 Force special exit reason for "recovered" exits 2023-04-25 18:09:46 +02:00
Matthias
24cab00479 Extract amount checking to wallets, implement for futures 2023-04-25 17:49:20 +02:00
Matthias
974cf6c365 Move comment to more appropriate spot 2023-04-25 17:41:59 +02:00
Matthias
95b35e452d Emulate fetch_orders if it ain't supported natively 2023-04-25 17:13:02 +02:00
Matthias
81633b7c2e Add "handle_onexchange_order" functionality 2023-04-25 16:19:14 +02:00
Matthias
d14f50f50d temporary comment fetch_orders logic 2023-04-25 16:19:14 +02:00
Matthias
531b5727f2 add fetch_orders exchange wrapper 2023-04-25 16:19:14 +02:00
Matthias
c4a0910908 Handle special case where exit order is for more than the trade amount ... 2023-04-25 15:56:51 +02:00
Matthias
e8fedb685b Update missleading docstring 2023-04-25 11:52:13 +02:00
Matthias
11c9f96d23 Use lock for trade entries, too 2023-04-25 11:45:35 +02:00
Matthias
59f9f4d467 Fix exception typos due to newlines 2023-04-25 09:27:33 +02:00
Matthias
6a271317bc use stop_price_param for dry stops
closes #8555
2023-04-25 08:53:02 +02:00
Matthias
b49ff3d5bc Improve type safety 2023-04-24 14:27:56 +02:00
Matthias
c06759223e Improve telegram async tests 2023-04-24 14:27:56 +02:00
Matthias
516b49ff50 Fix bad types 2023-04-24 14:27:56 +02:00
Matthias
5608aaca26 Simplify mocking 2023-04-24 14:27:56 +02:00
Matthias
c9e6137ad0 Fix test_telegram _init test 2023-04-24 14:27:56 +02:00
Matthias
678c9ae67f Fix some more async telegram tests 2023-04-24 14:27:56 +02:00
Matthias
fb56889b43 Update a few tests ... 2023-04-24 14:27:56 +02:00
Matthias
b1367ac46f Update decorator typehint 2023-04-24 14:27:36 +02:00
Matthias
3d0e1d142f Convert endpoints to async 2023-04-24 14:27:36 +02:00
Matthias
54732b72fd Manage startup/teardown of telegram manually 2023-04-24 14:26:50 +02:00
Matthias
e7e6f719e4 _update_msg to async 2023-04-24 14:26:50 +02:00
Matthias
5134bf8ec3 Authorized-only and /version to async 2023-04-24 14:26:50 +02:00
Matthias
cb45689c1d Small fixes to new telegram implementation 2023-04-24 14:26:50 +02:00
Matthias
14b501a4f7 Initial changes for telegram migration 2023-04-24 14:26:50 +02:00
Matthias
68ac934929 Update command list to handle frozenSets 2023-04-24 14:26:50 +02:00
Matthias
da261003df Fix telegram imports to match v20.0 2023-04-24 14:26:49 +02:00
Matthias
4690810d5d
Merge pull request #8537 from freqtrade/feat/balance_improve
Improve balance output
2023-04-24 14:26:05 +02:00
Matthias
98db27e8f4 Bump develop version to 2023.5-dev 2023-04-24 14:05:35 +02:00
Matthias
829724c0ec Fallback to "initialMargin" if collateral is not set 2023-04-24 12:13:24 +02:00
Matthias
68a8c79c08 Improve output for futures 2023-04-24 12:03:00 +02:00
Matthias
e99af87b6d store periodic breakdown in backtest results
This will enable the webserver to use this data.
2023-04-24 10:59:30 +02:00
Matthias
3948890c3b Add --breakdown to backtest-show 2023-04-24 10:35:46 +02:00
Matthias
ad4996259e Further increase typehints in freqAI interface 2023-04-23 19:36:17 +02:00