Sam Germain
02ab3b1697
Switched mark_price endTime to until
2021-10-28 07:26:36 -06:00
Sam Germain
0b12107ef8
Updated error message in fetchFundingRateHistory
2021-10-28 07:22:47 -06:00
Sam Germain
44d9a07acd
Fixed _get_funding_fee_dates method
2021-10-28 07:20:45 -06:00
Sam Germain
956352f041
Removed name_for_futures_market
2021-10-28 07:19:46 -06:00
incrementby1
02e69e1667
Changes to unlock_reason:
...
- introducing filter
- replaced get_all_locks with a query for speed
. removed logging in backtesting mode for speed
. replaced for-loop with map-function for speed
Changes to models.py:
- changed string representation of Pairlock to also contain reason and active-state
2021-10-28 15:16:07 +02:00
incrementby1
dc605e29aa
removed empty lines for flake8
2021-10-27 21:04:08 +02:00
incrementby1
2eb33707c9
Undo changes
2021-10-27 15:58:41 +02:00
incrementby1
a50bde10de
Merge https://github.com/freqtrade/freqtrade into personal-branch
2021-10-27 15:52:10 +02:00
Matthias
f80d3d48e4
Add default to minimal_roi to avoid failures
...
closes #5796
2021-10-27 06:33:49 +02:00
Sam Germain
a2b1838c60
Merge branch 'feat/short' into funding-fee-dry-run
2021-10-25 22:00:09 -06:00
incrementby1
c3f3bdaa2a
Add "allow_position_stacking" value to config, which allows rebuys of a pair
...
Add function unlock_reason(str: pair) which removes all PairLocks with reason
Provide demo strategy that allows buying the same pair multiple times
2021-10-26 00:04:40 +02:00
theluxaz
b51f946ee0
Fixed models and rpc performance functions, added skeletons for tests.
2021-10-25 23:43:22 +03:00
Matthias
20a61e03da
Merge pull request #5786 from SimonEbner/clean_up_file_handles
...
Clean up file handles
2021-10-25 19:49:07 +02:00
Robert Roman
88b96d5d1b
Update hyperopt_loss_calmar.py
2021-10-25 00:45:10 -05:00
Matthias
262f186a37
.
2021-10-25 07:19:55 +02:00
Matthias
cea251c83c
Clarify documentation for /forcebuy
...
closes #5783
2021-10-25 06:46:02 +02:00
Simon Ebner
f7926083ca
Clean up unclosed file handles
...
Close all file handles that are left dangling to avoid warnings such as
```
ResourceWarning: unclosed file <_io.TextIOWrapper
name='...' mode='r' encoding='UTF-8'> params = json_load(filename.open('r'))
```
2021-10-24 23:15:05 +02:00
Matthias
4539170424
Merge pull request #5776 from SimonEbner/performance_decimalspace
...
Improve performance of decimalspace.py
2021-10-24 19:27:24 +02:00
Simon Ebner
df033d92ef
Improve performance of decimalspace.py
...
decimalspace.py is heavily used in the hyperoptimization. The following
benchmark code runs an optimization which is taken from optimizing a
real strategy (wtc).
The optimized version takes on my machine approx. 11/12s compared to the
original 32s. Results are equivalent in both cases.
```
import freqtrade.optimize.space
import numpy as np
import skopt
import timeit
def init():
Decimal = freqtrade.optimize.space.decimalspace.SKDecimal
Integer = skopt.space.space.Integer
dimensions = [Decimal(low=-1.0,
high=1.0,
decimals=4,
prior='uniform',
transform='identity')] * 20
return skopt.Optimizer(
dimensions,
base_estimator="ET",
acq_optimizer="auto",
n_initial_points=5,
acq_optimizer_kwargs={'n_jobs': 96},
random_state=0,
model_queue_size=10,
)
def test():
opt = init()
actual = opt.ask(n_points=2)
expected = [[
0.7515, -0.4723, -0.6941, -0.7988, 0.0448, 0.8605, -0.108, 0.5399,
0.763, -0.2948, 0.8345, -0.7683, 0.7077, -0.2478, -0.333, 0.8575,
0.6108, 0.4514, 0.5982, 0.3506
], [
0.5563, 0.7386, -0.6407, 0.9073, -0.5211, -0.8167, -0.3771,
-0.0318, 0.2861, 0.1176, 0.0943, -0.6077, -0.9317, -0.5372,
-0.4934, -0.3637, -0.8035, -0.8627, -0.5399, 0.6036
]]
absdiff = np.max(np.abs(np.asarray(expected) - np.asarray(actual)))
assert absdiff < 1e-5
def time():
opt = init()
print('dt', timeit.timeit("opt.ask(n_points=20)", globals=locals()))
if __name__ == "__main__":
test()
time()
```
2021-10-24 18:14:24 +02:00
Matthias
22dd2ca003
Fix mypy type errors
2021-10-24 15:18:29 +02:00
Matthias
17432b2823
Improve some stylings
2021-10-24 09:15:05 +02:00
Matthias
dffb4c5d53
Merge branch 'develop' into pr/TreborNamor/5607
2021-10-24 08:55:10 +02:00
Sam Germain
60478cb213
Add fill_leverage_brackets and get_max_leverage back in
2021-10-23 22:16:51 -06:00
Sam Germain
d99e0dac7b
Added name for futures market property
2021-10-23 21:59:47 -06:00
Sam Germain
3eda9455b9
Added dry run capability to funding-fee
2021-10-23 21:59:47 -06:00
Sam Germain
2533d3b420
Added get_funding_rate_history method to exchange
2021-10-23 21:59:41 -06:00
Sam Germain
ef8b617eb2
gateio, ftx and binance all use same funding fee formula
2021-10-23 21:59:03 -06:00
Sam Germain
badc0fa445
Adjusted _get_funding_fee_method
2021-10-23 21:58:57 -06:00
Sam Germain
cba0a8cee6
adjusted funding fee formula binance
2021-10-23 21:58:17 -06:00
Sam Germain
2a26c6fbed
Added backtesting methods back in
2021-10-23 21:33:37 -06:00
Sam Germain
ed91516f90
Changed future to swap
2021-10-23 14:10:09 -06:00
Simon Ebner
fde10f5395
Use pathlib.stem instead of str(x).ends_with
2021-10-23 12:26:07 +02:00
Sam Germain
167f9aa8d9
Added gateio futures support, and added gatio to test_exchange exchanges variable
2021-10-22 11:52:05 -06:00
Sam Germain
aed22f7dad
Merge branch 'develop' into feat/short
2021-10-22 11:45:27 -06:00
Sam Germain
f07555fc84
removed binance constructor, added fill_leverage_brackets call to exchange constructor
2021-10-22 06:37:56 -06:00
Matthias
78724e304e
Merge branch 'develop' into pr/theluxaz/5710
2021-10-21 17:46:39 +02:00
theluxaz
0e085298e9
Fixed test failures.
2021-10-21 17:25:38 +03:00
Matthias
96f99699e0
Merge pull request #4606 from rextea/add_days_breakdown_to_backtesting_summary
...
Add days breakdown table to backtesting
2021-10-21 13:56:30 +02:00
Matthias
e458c9867a
Styling fixes
2021-10-21 07:45:15 +02:00
Matthias
7b5346b984
Add test for breakdown-stats
2021-10-21 07:11:39 +02:00
Matthias
fa028c2134
Support day/week/month breakdowns
2021-10-21 06:58:40 +02:00
Matthias
7197f4ce77
Don't show daily % profit (it's wrong)
2021-10-20 20:01:31 +02:00
Matthias
de5497c766
backtest_days cannot be below 1
2021-10-20 19:39:37 +02:00
Matthias
1267374c8a
Small fixes to tests
2021-10-20 19:21:38 +02:00
theluxaz
905f3a1a50
Removed exit_tag from Trade objects.
2021-10-20 17:58:50 +03:00
Sam Germain
0329da1a57
updated get_max_leverage to use new ccxt unified property
2021-10-20 08:36:48 -06:00
Sam Germain
3fffc315ac
Merge branch 'develop' into feat/short
2021-10-20 08:11:53 -06:00
Matthias
5454460227
Revert initial_points to 30
...
closes #5760
2021-10-20 07:46:15 +02:00
theluxaz
1fdc4425dd
Changed exit_tag to be represented as sell_reason
2021-10-20 01:26:15 +03:00
Matthias
55b0216180
Allow StaticPairlist in non-first position
...
closes #5754
2021-10-19 19:48:56 +02:00
Matthias
42a4dfed28
Reallow bitstamp
...
revert #1984 , related to #1983
2021-10-19 19:12:35 +02:00
theluxaz
5ecdd1d112
Merge branch 'develop' into freqtrade-development
2021-10-19 00:00:15 +03:00
theluxaz
69a59cdf37
Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions
2021-10-18 23:56:41 +03:00
Sam Germain
57d7009fd9
Added trading mode and collateral to constants.py
2021-10-18 01:21:41 -06:00
Sam Germain
faaa3ae9b1
Removed exit_short rpcmessagetype
2021-10-18 01:08:12 -06:00
Sam Germain
053aecf111
reformatted check_handle_timedout
2021-10-18 01:01:29 -06:00
Sam Germain
e4682b78c5
updates suggested on github
2021-10-18 00:28:32 -06:00
Matthias
7d8cd736b8
Support days-breakdown also for hyperopt results
2021-10-17 16:49:39 +02:00
Matthias
47bba331c1
Merge branch 'develop' into pr/rextea/4606
2021-10-17 16:29:31 +02:00
Matthias
d4d57f0002
Document expansion of --pairs
, add download-inactive
2021-10-17 16:09:56 +02:00
Matthias
9bb2dd1851
Merge pull request #5694 from freqtrade/dependabot/pip/develop/fastapi-0.70.0
...
Bump fastapi from 0.68.1 to 0.70.0
2021-10-17 15:01:28 +02:00
Matthias
e23eb99abf
Disable ability to use lookahead-biased vwap
...
closes #5782
2021-10-17 11:23:58 +02:00
Matthias
198f3c5238
Merge branch 'feat/short' into pr/samgermain/5567
2021-10-17 10:41:03 +02:00
Matthias
69fdb8edfa
Merge branch 'develop' into feat/short
2021-10-17 10:40:08 +02:00
Matthias
fb2c8f7621
Rollback after each request
...
This closes the transaction and avoids "sticking" transactions.
2021-10-17 10:30:06 +02:00
Matthias
bc10b451fe
Revert wrong condition
2021-10-17 09:46:39 +02:00
Matthias
5ba1d66be7
Make sure transactions are reset
...
closes #5719
2021-10-16 17:57:51 +02:00
Matthias
794862a35a
Merge pull request #5670 from sergeykhliustin/develop
...
Added min_profit param to PerformanceFilter
2021-10-14 19:57:36 +02:00
Matthias
c02a538187
Add documentation and log to PerformanceFilter
2021-10-14 19:36:34 +02:00
Sam Germain
5fbe76cd7e
isolated conditionals in interface stoploss method
2021-10-14 05:10:28 -06:00
Matthias
0e7d903a6f
Merge pull request #5644 from slyons/develop
...
Add ability to ignore unparameterized spaces
2021-10-14 08:07:07 +02:00
Sam Germain
bcbe8f229c
Merge branch 'feat/short' into lev-freqtradebot
2021-10-13 19:02:57 -06:00
Sam Germain
bd488cc086
Merge branch 'develop' into feat/short
2021-10-13 17:56:40 -06:00
theluxaz
0bb7ea10ab
Fixed minor header for backtesting
2021-10-14 01:34:30 +03:00
theluxaz
ed39b8dab0
fixed profit total calculation
2021-10-14 01:18:16 +03:00
theluxaz
d341d85079
Refixed some files for the pull request
2021-10-14 01:13:28 +03:00
theluxaz
96cab22a8c
Fixed some bugs for live sell_tags.
2021-10-14 01:03:15 +03:00
Matthias
3279ea568c
Add new parameter to hyperopt docs
2021-10-13 19:57:42 +02:00
Matthias
aed919a05f
Simplify "no-space-configured" error handling by moving it to hyperopt_auto
2021-10-13 19:54:35 +02:00
Matthias
2c6290a100
Small updates to prevent random test failures
2021-10-13 07:04:21 +02:00
Sam Germain
0dbad19b40
trading_mode default null in models.Trade
2021-10-12 20:34:19 -06:00
theluxaz
0f670189eb
quick typo fix
2021-10-13 02:14:07 +03:00
theluxaz
b151cf032b
Merge branch 'develop' of https://github.com/theluxaz/freqtrade into main
...
# Conflicts:
# freqtrade/freqtradebot.py
# freqtrade/optimize/backtesting.py
2021-10-13 02:01:26 +03:00
theluxaz
02243b1a2b
minifix
2021-10-13 01:34:29 +03:00
theluxaz
80b71790bc
Added some bigfixes for sell_tag
2021-10-13 01:22:53 +03:00
theluxaz
b898f86364
Added sell_tag and buy/sell telegram performance functions
2021-10-13 00:02:28 +03:00
Matthias
532a9341d2
Fix migration issue
2021-10-12 20:41:48 +02:00
Matthias
f290ff5c9a
Re-add schedule.run_pending
2021-10-12 19:10:38 +02:00
Sam Germain
86cbd0039f
Fixed bugs
2021-10-12 02:24:35 -06:00
Matthias
ce9debe9fd
Add version argument to freqUI installer
2021-10-12 06:44:07 +02:00
Matthias
70000b5843
Use scheduler as Object, not the automatic Singleton
2021-10-11 20:28:23 +02:00
Sam Germain
bdad604fab
Added persistence futures tests
2021-10-11 07:48:31 -06:00
Sam Germain
ae3688a18a
Updated LocalTrade.calc_close_trade_value formula for shorting futures
2021-10-11 05:56:27 -06:00
Sam Germain
d5a1385fdc
Changes described on github
2021-10-11 04:14:59 -06:00
Sam Germain
855b26f846
Parametrized more time machine tests in test_update_funding_fees
2021-10-11 01:31:21 -06:00
Sam Germain
3b962433fb
Switched shcedule to perform every 15 minutes
2021-10-10 02:55:04 -06:00
Sam Germain
81cf4653a9
Fixed failing test_process_trade_creation, test_order_book_depth_of_market, test_handle_stoploss_on_exchange_trailing
2021-10-09 17:35:57 -06:00
Sam Germain
94f0be1fa9
Added is_short=(signal == SignalDirection.SHORT) inside freqtradebot.create_trade
2021-10-09 16:32:22 -06:00
Sam Germain
85e86ec09d
Fixed failing test_check_handle_timedout_buy_usercustom
2021-10-09 15:14:33 -06:00
Sam Germain
729957572b
updated strategy stop_loss_reached to work for shorts
2021-10-09 14:39:11 -06:00
Sam Germain
95be5121ec
Added bibox and hitbtc funding fee times
2021-10-09 13:14:41 -06:00
Sam Germain
b83933a10a
Added gateio and kucoin funding fee times
2021-10-09 13:09:11 -06:00
Sam Germain
057b048f31
Started added timezone offset stuff
2021-10-09 12:27:40 -06:00
Sam Germain
795d51b68c
Switched scheduler to get funding fees every hour for any exchange
2021-10-09 11:27:26 -06:00
Sam Germain
39be675f1f
Adjusted time to utc in schedule
2021-10-09 10:52:07 -06:00
Matthias
cae8ff5949
Merge pull request #5623 from froggleston/rest_sysinfo
...
Add CPU,RAM sysinfo support to the REST API to help with bot system m…
2021-10-09 15:17:21 +02:00
Matthias
91ceaef02f
Merge pull request #5678 from sidml/develop
...
Hyperopt loss function using max drawdown
2021-10-09 10:26:40 +02:00
sid
30bc96cf3f
simplify expression
2021-10-09 06:36:23 +05:30
Matthias
11ec1d9b06
Revert previous commit
2021-10-08 20:22:07 +02:00
Matthias
482f4418c6
Clarify "required candle" message
2021-10-08 14:36:52 +02:00
Robert Davey
f07eeddda0
Update api_schemas.py
...
Fix api schema for cpu_pct float List.
2021-10-07 12:04:42 +01:00
Sam Germain
7f7f377a90
updated a test, put in TODO-lev
2021-10-07 05:03:38 -06:00
Sam Germain
e367f84b06
Added more update_funding_fee tests, set exchange of default conf
2021-10-07 04:20:53 -06:00
Matthias
45b7a0c837
Add Test and docs for MaxDrawDownHyperOptLoss
2021-10-07 07:12:45 +02:00
Matthias
29863ad2bf
Fix error when ask_last_balance is not set
...
closes #5181
2021-10-07 06:51:29 +02:00
sid
46c320513a
use profit_abs
2021-10-07 08:07:07 +05:30
sid
93e4cf4006
Merge remote-tracking branch 'upstream/develop' into develop
2021-10-07 08:04:40 +05:30
Matthias
526bdaa2dc
Recommend using 0.0.0.0 as listen address for docker
2021-10-06 20:14:59 +02:00
Matthias
57ef25789e
Fix style errors
2021-10-06 19:36:41 +02:00
sid
6ba46b38bd
fix formatting
2021-10-06 13:46:05 +05:30
sid
c0d01dbc26
add max_drawdown loss
2021-10-06 13:24:27 +05:30
Sam Germain
29e582c6d9
Fixed time format for schedule and update_funding_fees conf is mocked better
2021-10-05 01:42:46 -06:00
froggleston
0db5c07314
Fix issues with sysinfo rpc/API code, add SysInfo api_schema
2021-10-05 00:10:39 +01:00
Matthias
92f8f231af
Remove ratelimit from kucoin template
2021-10-04 20:22:41 +02:00
Matthias
7f4baab420
Remove explicit rateLimits, improve docs
2021-10-04 20:14:22 +02:00
Matthias
f15922a168
Fix custom_stoploss in strategy template
...
closes #5658
2021-10-04 19:11:35 +02:00
Sergey Khliustin
07750518c3
Added min_profit param to PerformanceFilter
2021-10-04 18:49:57 +03:00
Sam Germain
928c4edace
removed side from execute_trade_exit
2021-10-03 23:22:51 -06:00
Sam Germain
9046caa27c
fixed test_update_trade_state_sell
2021-10-03 23:13:34 -06:00
Sam Germain
2a2b759419
patch_get_signal test updates
2021-10-03 17:41:01 -06:00
Matthias
1c63d01cec
Prevent using market-orders on gateio
...
GateIo does not support market orders on spot markets
2021-10-03 14:14:16 +02:00
Sam Germain
70db228f24
Merge branch 'feat/short' into funding-fee
2021-10-03 02:15:54 -06:00
Sam Germain
09ef0781a1
switching limit_buy_order_usdt and limit_sell_order_usdt to limit_order(enter_side[is_short]) and limit_order(exit_side[is_short])
2021-10-03 01:52:58 -06:00
Matthias
f5e5203388
Use "round" to 12 digits for TickSize mode
...
Avoids float rounding problems, fix #5652
2021-10-03 09:49:55 +02:00
Sam Germain
3823ca4162
Merge branch 'test-freqtradebot-usdt' into lev-freqtradebot
2021-10-02 20:26:52 -06:00
Sam Germain
87ff65d31e
Fixed failing test_handle_protections
2021-10-02 04:06:22 -06:00
Sam Germain
b3656ddfc9
Merge branch 'feat/short' into lev-freqtradebot
2021-10-02 03:36:32 -06:00
Sam Germain
e8b4cf6eaa
Merge branch 'develop' into feat/short
2021-10-02 03:15:12 -06:00
Sam Germain
9ea2dd05d8
Removed space in retrier
2021-10-01 21:21:59 -06:00
Matthias
f69cb39a17
Fix missing comma in kucoin template
...
closes #5646
2021-10-01 19:26:51 +02:00
Matthias
99e3450d30
Merge pull request #5642 from freqtrade/add_trade_conversion_command
...
Add trade conversion command
2021-10-01 06:38:42 +02:00
Sam Germain
77d3a8b457
Added bybit funding-fee times
2021-09-30 20:18:56 -06:00
Scott Lyons
df45f467c6
Adding ability to ignore unparameterized spaces
2021-09-30 01:11:02 -07:00
Scott Lyons
95227376b6
Adding IUS to optimize args
2021-09-30 00:53:46 -07:00
Scott Lyons
08fcd1a0d4
Adding ignore space errors to Hyperopt CLI
2021-09-30 00:46:56 -07:00
Scott Lyons
5dd1088d8d
Adding ignore unparameterized spaces flag
2021-09-30 00:44:26 -07:00
Matthias
5f23af5802
Rename update_open_trades to clarify it's only called at startup
2021-09-30 07:24:16 +02:00
Sam Germain
157223f6ab
datetime.utc -> datetime.now(timezone.utc)
2021-09-29 22:32:02 -06:00
Sam Germain
af6afd0ac2
Revert "Replace datetime.utcnow with datetime.now(timezone.utc)"
...
This reverts commit c4ac876183
.
2021-09-29 22:27:21 -06:00
Sam Germain
993dc672b4
timestamp * 1000 in get_funding_fees_from_exchange
2021-09-29 22:18:15 -06:00
Sam Germain
c4ac876183
Replace datetime.utcnow with datetime.now(timezone.utc)
2021-09-29 22:16:44 -06:00
Matthias
178db516bf
Add documentation for trade-to-ohlcv
2021-09-29 20:00:14 +02:00
Matthias
248c61bb26
Add test for trades-to-ohlcv
2021-09-29 19:39:29 +02:00
Matthias
fc511aac44
don't use %default when no default is defined
2021-09-29 19:21:54 +02:00
Matthias
656526c007
Add trades-to-ohlcv command to simplify adding new timeframes
2021-09-29 16:50:05 +02:00
Robert Roman
ca973c05d1
Merge branch 'freqtrade:develop' into develop
2021-09-28 10:16:36 -05:00
Sam Germain
545b62d746
Merge branch 'feat/short' into funding-fee
2021-09-27 23:34:09 -06:00
Sam Germain
1a132758d0
merged with feat/short
2021-09-27 23:26:20 -06:00
Robert Roman
626a40252d
resolved mypy error
...
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:33:29 -05:00
Robert Roman
c3414c3b78
resolved mypy error
...
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:32:49 -05:00
Matthias
5726886b06
Reduce backtest-noise from "pandas slice" warning
2021-09-27 20:52:19 +02:00
Matthias
d7ce9b9f6d
Rename sample short strategy
2021-09-27 19:17:19 +02:00
Robert Roman
67e9626da1
fixed isort issue
2021-09-27 12:16:57 -05:00
Robert Roman
a1566fe5d7
updated to latest constant.py file
2021-09-27 11:47:03 -05:00
Robert Roman
193b22475d
Merge branch 'freqtrade:develop' into develop
2021-09-27 11:35:34 -05:00
Matthias
3fbf716f85
Fix "sticking" timerange in webserver mode
2021-09-27 17:52:00 +02:00
Matthias
5b7a1f8642
Validate config also in webserver mode
2021-09-27 07:12:40 +02:00
Matthias
6fb0d14f80
changed naming for signal variable
2021-09-27 07:07:49 +02:00
Robert Roman
bdca3e2343
Merge branch 'freqtrade:develop' into develop
2021-09-26 15:37:09 -05:00
Matthias
a926f54a25
Add "side" parameter to custom_stake_amount
2021-09-26 19:35:54 +02:00
Matthias
84e013de2d
Update confirm_trade_entry to support "side" parameter
2021-09-26 19:33:22 +02:00
Matthias
4d49f1a0c7
Reset columns by dropping instead of resetting
2021-09-26 15:39:34 +02:00
Matthias
4fd00db630
Use "combined" enter_tag column
2021-09-26 15:22:37 +02:00
Matthias
6319c104fe
Fix unreliable backtest-result when using webserver mode
2021-09-26 15:07:48 +02:00
Robert Roman
a77ca22026
Merge branch 'freqtrade:develop' into develop
2021-09-26 02:57:02 -05:00
Matthias
2a678bdbb4
Update buy_tag column to long_tag
2021-09-26 08:37:44 +02:00
Robert Roman
89b7dfda0e
Added Calmar Ratio Daily
2021-09-25 16:34:41 -05:00
Robert Roman
24baad7884
Add Calmar Ratio Daily
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This hyper opt loss calculates the daily Calmar ratio.
2021-09-25 16:28:36 -05:00
froggleston
097da448e2
Add CPU,RAM sysinfo support to the REST API to help with bot system monitoring
2021-09-25 15:48:42 +01:00
Matthias
b59906b117
Update minimum for tradable_balance_ratio to 0.0
2021-09-24 19:24:33 +02:00
Robert Roman
0f29cbc882
added CalmarHyperOptLoss
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I added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN variable inside constants.py file
2021-09-23 21:37:28 -05:00
Robert Roman
3b99c84b0a
resolved the total profit issue
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I resolved the total profit issue and locally ran flak8 and isort
2021-09-23 21:31:33 -05:00
Matthias
9a6d8977de
Merge pull request #5605 from peterwilli/fix-sell-cancel-webhook-error
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fixed webhook "unsupported format string passed to NoneType." error
2021-09-23 20:17:35 +02:00
Peter Willemsen
692e91a26d
changed close date from datetime.utcnow() to datetime.now(timezone.utc)
2021-09-23 10:28:15 +02:00
Matthias
a0ef89d910
Also support column-transition for V1 strategies
2021-09-22 20:52:55 +02:00
Matthias
0e13d57e57
Update advise_* methods to entry/exit
2021-09-22 20:42:31 +02:00
Matthias
4c6b1cd55b
Add very simple short logic to test-strategy
2021-09-22 20:36:03 +02:00
Matthias
5928ba9c88
Test and document leverage strategy callback
2021-09-22 20:14:52 +02:00
Robert Roman
c6b684603c
removed trade_count inside if statement
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i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
2021-09-22 09:21:43 -05:00
Robert Roman
b946f8e7f1
I sorted imports with isort
2021-09-22 09:18:17 -05:00
Robert Roman
3834bb86ff
updated line 42
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I removed the minus sign on max drawdown.
2021-09-21 20:25:17 -05:00
Robert Roman
3845d55186
a new hyperopt loss created that uses calmar ratio
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This is a new hyperopt loss file that uses the Calmar Ratio.
Calmar Ratio = average annual rate of return / maximum drawdown
2021-09-21 20:04:23 -05:00
Peter Willemsen
b0de4d333e
fixed webhook error
2021-09-21 23:20:40 +02:00
Matthias
7a5c7e7020
Update some tests to use StrategyV3
2021-09-21 19:33:33 +02:00
Matthias
3ce05c0d54
Add "sane" defaults to protection triggers
2021-09-20 20:16:58 +02:00
Matthias
fd23ab3d64
improve formatting, add tests
2021-09-20 19:50:56 +02:00
Matthias
dd0db7ee5d
Split protection-notification into global and per-pair
2021-09-20 19:23:40 +02:00
Matthias
a0fb43c6ca
Add pairlock-notification
2021-09-20 19:12:59 +02:00
Sam Germain
d7c7448632
merged lev-freqtradebot with lev-strat
2021-09-19 19:06:43 -06:00
Sam Germain
778f0d9d0a
Merged feat/short into lev-strat
2021-09-19 17:44:12 -06:00