9397 Commits

Author	SHA1	Message	Date
wagnercosta	6b7644029c	Merge branch 'freqtrade:develop' into fixHyperoptFreqai	2022-09-07 11:07:51 -03:00
Matthias	c08c82bc40	Merge pull request #7322 from freqtrade/add-inlier-metric ... Add inlier metric	2022-09-07 07:05:57 +02:00
Matthias	4d69df08dd	trunc to amount precision before checking valid partial exits ... closes #7368	2022-09-07 06:43:08 +02:00
Matthias	95a33ab2e6	Add amount_to_contract helper in the exchange	2022-09-07 06:34:03 +02:00
Wagner Costa Santos	e0490b3efc	Merge branch 'fixHyperoptFreqai' of https://github.com/wagnercosta/freqtrade into fixHyperoptFreqai	2022-09-06 15:43:08 -03:00
Wagner Costa Santos	8d16dd804d	hyperopt - freqai - docs and refactoring	2022-09-06 15:42:47 -03:00
Robert Caulk	d7585161b2	Merge branch 'develop' into add-inlier-metric	2022-09-06 20:40:21 +02:00
wagnercosta	55195260e4	Merge branch 'freqtrade:develop' into fixHyperoptFreqai	2022-09-06 15:32:28 -03:00
robcaulk	97077ba18a	add continual learning to catboost and friends	2022-09-06 20:30:46 +02:00
Matthias	dc4a4bdf09	Wrap cleanup in try/finally handler ... If a database has errors, the database cleanups would fail, causing cleanup to be incomplete. closes #7364	2022-09-06 20:26:42 +02:00
robcaulk	d44296783e	isort datakitchen	2022-09-06 20:10:12 +02:00
robcaulk	e83c9b276d	fix whitespace	2022-09-06 19:56:52 +02:00
Matthias	f2f811a2fe	Fix telegram bug with open partial exit orders	2022-09-06 19:55:18 +02:00
robcaulk	4b28d0495f	fix timestamping, move imports, add words to doc	2022-09-06 19:46:58 +02:00
Matthias	98ec84fca6	Merge pull request #7339 from freqtrade/fix/fundingfee_handling ... Fix/fundingfee handling	2022-09-06 19:21:40 +02:00
wagnercosta	1820bc6832	Merge branch 'freqtrade:develop' into fixHyperoptFreqai	2022-09-06 10:02:17 -03:00
Matthias	3f3099cbfc	Merge pull request #7361 from italodamato/develop ... fix hyperopt df preprocessing	2022-09-06 07:26:14 +02:00
Matthias	4dec19de9f	Add comment to explain why we use the non-trimmed DF	2022-09-06 06:52:50 +02:00
Wagner Costa Santos	2c8e5b191b	fix hyperopt - freqai	2022-09-05 17:43:55 -03:00
Wagner Costa Santos	5b826150df	fix hyperopt - freqai	2022-09-05 17:43:28 -03:00
Matthias	36e5c18fa6	Don't raise exception when a message is not implemented in telegram	2022-09-05 20:54:03 +02:00
Italo	9f5642fd97	fix hyperopt df preprocessing	2022-09-05 18:12:19 +02:00
robcaulk	78d01810ed	reduce code redundancy, ensure live always gets the latest data	2022-09-05 00:12:00 +02:00
Wagner Costa Santos	d43ed186fc	fix issue with freqai backtesting at slice dataframe	2022-09-05 00:12:00 +02:00
Robert Caulk	956ea43e55	Merge pull request #7340 from wizrds/sigint-freqai ... Support SIGINT in FreqAI	2022-09-04 16:43:36 +02:00
robcaulk	ec76214d02	backup historical predictions pickle and load the backup in case of corruption	2022-09-04 15:56:07 +02:00
Timothy Pogue	3b5e5fc57b	fix method name in dummy class	2022-09-03 14:10:23 -06:00
Robert Caulk	8545d74378	Merge pull request #7331 from th0rntwig/pca ... Normalise PCA space	2022-09-03 21:49:54 +02:00
Timothy Pogue	dae3b3d86a	support shutting down freqai	2022-09-03 13:24:14 -06:00
Matthias	16573b19e3	Fix migration syntax error	2022-09-03 19:51:44 +02:00
robcaulk	5cfb4154eb	revert all changes in normalize_data()	2022-09-03 19:48:30 +02:00
Robert Caulk	63514b0443	Merge pull request #7325 from wagnercosta/develop ... Improve Freqai backtesting performance	2022-09-03 19:28:04 +02:00
robcaulk	c21808ff98	remove metadata redundancy, fix pca bug	2022-09-03 16:54:30 +02:00
robcaulk	c9be66b5b6	increase test coverage for dk, improve function naming, extra cleaning	2022-09-03 15:52:29 +02:00
Matthias	ed4cc18cdd	Migration to check order funding fee	2022-09-03 15:19:40 +02:00
Matthias	0f483ee31f	Use "since last order" approach for live as well.	2022-09-03 15:01:42 +02:00
Matthias	0c6a02687a	Don't calculate funding fees if we're not going to use them.	2022-09-03 15:01:42 +02:00
Matthias	df50b1928d	Fix funding fee calculation for backtesting	2022-09-03 15:01:42 +02:00
Matthias	80b5f035ab	Remove typo in log message	2022-09-03 15:01:28 +02:00
robcaulk	599c1c79fb	reorganized backtest utilities, test new functionality, improve/update doc	2022-09-03 14:00:01 +02:00
Wagner Costa Santos	af5460cebf	Add option to keep models only in memory for backtest	2022-09-02 22:01:53 -03:00
Matthias	b26126cb57	Don't use ticker['symbol'] but use "pair" instead ... closes #7262	2022-09-02 20:09:30 +02:00
Matthias	b53791fef2	Futures volumepairlist to account for contract size	2022-09-02 07:11:32 +02:00
th0rntwig	11b2bc269e	Added missing s	2022-09-01 22:37:32 +02:00
th0rntwig	3f8400df10	Normalise PCA space	2022-09-01 21:51:33 +02:00
Matthias	11fbfd3402	Remove unnecessary assignment	2022-09-01 19:39:20 +02:00
Wagner Costa Santos	d6e115178a	refactoring freqai backtesting - remove duplicate code	2022-09-01 07:09:23 -03:00
Matthias	f3c73189d5	Remove pointless default on wallet_balance argument	2022-09-01 06:49:51 +02:00
Matthias	ba2eb7cf0f	Fix BNB fee bug when selling ... thanks @epigramx, for reporting and for the detailed data.	2022-09-01 06:42:51 +02:00
Wagner Costa Santos	44d3a9140d	Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop	2022-08-31 15:37:06 -03:00
Wagner Costa Santos	7bed0450d2	pr review - refactoring backtesting freqai	2022-08-31 15:36:29 -03:00
wagnercosta	3d4497467c	Merge branch 'freqtrade:develop' into develop	2022-08-31 14:47:06 -03:00
Wagner Costa Santos	df51da22ee	refactoring freqai backtesting	2022-08-31 11:23:48 -03:00
Matthias	57ff6f8ac5	Init timerange object properly	2022-08-31 10:28:31 +00:00
Matthias	13ccd940d5	Remove startup_candle_count from freqai sample config to avoid confusion	2022-08-31 10:27:08 +00:00
Matthias	7ba4fda5d7	Implement PR feedback	2022-08-31 10:26:47 +00:00
Matthias	a88ffd2c9d	Merge branch 'develop' into move_datadownload	2022-08-31 10:23:45 +00:00
Matthias	c9aa09ec89	Simplify base fee handling	2022-08-30 20:46:06 +02:00
robcaulk	7e8e29e42d	use continuous value for inlier_metric	2022-08-30 20:41:37 +02:00
robcaulk	7f52908e87	ensure the lost points are prepended for FreqUI	2022-08-30 18:55:58 +02:00
robcaulk	a58dd0bbf9	add noise feature, improve docstrings	2022-08-30 18:26:24 +02:00
robcaulk	b11742a4c5	integrate inlier metric function	2022-08-30 18:26:24 +02:00
th0rntwig	d3cb211283	Add inlier metric computation	2022-08-30 18:26:24 +02:00
th0rntwig	50e2808667	Fix bug in DI (#7321)	2022-08-30 12:54:39 +02:00
robcaulk	62c0a174c8	allow users to properly reverse train-test data ordering	2022-08-29 11:04:58 +02:00
Matthias	27a9f98d5f	Simplify liquidation price structure, improve test cov	2022-08-29 07:04:48 +02:00
Matthias	226fa5d93c	Simplify liquidation price calling structure	2022-08-29 07:04:48 +02:00
Matthias	4def3678b7	Merge pull request #7298 from freqtrade/tif_align ... align TimeInForce to ccxt usage	2022-08-29 06:36:51 +02:00
Matthias	8be8a12cc4	Merge pull request #7260 from JohanVlugt/develop ... Example FreqAI hybrid strategy	2022-08-29 06:34:45 +02:00
Matthias	40c00d2d8f	Version bump dev version to 2022.9	2022-08-29 06:34:20 +02:00
Robert Caulk	39a739eadb	Merge pull request #7296 from th0rntwig/dbscan ... Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests	2022-08-28 14:37:47 +02:00
robcaulk	fcb5d1cb5a	remove debugging flag	2022-08-28 13:01:39 +02:00
robcaulk	dd628eb525	add tests for outlier detection and removal functions	2022-08-28 12:56:39 +02:00
robcaulk	1e41c773a0	fix outlier protection	2022-08-28 12:11:29 +02:00
smarmau	ff3a4995c1	remove unnecessary code	2022-08-28 11:45:20 +02:00
Matthias	b9f35cadb3	add /stopentry alias for /stopbuy	2022-08-28 11:37:22 +02:00
smarmau	005594c29c	simplify hybrid template	2022-08-28 11:29:48 +02:00
th0rntwig	71f7d68783	Fixed mypy error	2022-08-27 12:44:55 +02:00
Matthias	c61b986c3d	FTX - support time_in_force (and PO ordertype) ... closes #7175	2022-08-27 10:30:38 +02:00
Matthias	104a73025d	Uppercase TimeInForce (align with ccxt)	2022-08-27 10:30:06 +02:00
Matthias	6686489c06	Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator ... Add flag to move hyperopt populate_indicators to epoch	2022-08-27 09:21:16 +02:00
Matthias	2b70c3d0c0	support price callback for partial exits in bt ... This will align results to how live works. closes #7292	2022-08-27 08:50:09 +02:00
Matthias	9204f01312	Don't lock pairs on partial exit	2022-08-27 07:23:02 +02:00
elintornquist	86c5ac44e4	Add outlier percentage check	2022-08-26 23:05:07 +02:00
Matthias	01126c43f7	Fix liquidation price tier calculation ... closes #7294	2022-08-26 20:14:24 +02:00
Matthias	753d1b2aad	Update leverage tier terminology to be clear and aligned with ccxt	2022-08-26 19:34:51 +02:00
elintornquist	b2d664c63c	Change MinPts calculation	2022-08-26 18:57:27 +02:00
robcaulk	bb3523f383	download data homogeneously across timeframes	2022-08-26 18:51:42 +02:00
robcaulk	e7261cf515	add freqai utils.py file	2022-08-26 15:30:28 +02:00
robcaulk	65b552e310	make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection	2022-08-26 15:30:01 +02:00
robcaulk	4b7e640f31	reduce code duplication, optimize auto data download per tf	2022-08-26 13:56:44 +02:00
Matthias	53d46a0385	align max_entry_position_adjustment behavior of backtesting to live ... closes #7293	2022-08-25 20:36:17 +02:00
Matthias	1fd223c815	Update --prepend help string ... closes #7290	2022-08-25 17:03:41 +02:00
Matthias	f2a356a80c	Fix some imports	2022-08-25 07:08:58 +02:00
Matthias	6636f17e0f	Simplify usage of amount_to_contract precision	2022-08-25 07:08:22 +02:00
Matthias	32faad9333	Fix backtest calculation problem with DCA ... closes #7287	2022-08-24 20:36:08 +02:00
Matthias	a6d78a8615	initialize Since parameter properly ... closes #7285	2022-08-23 06:43:04 +02:00
Matthias	fe7108ae75	Convert amount to contracts before comparing for close ... closes #7279	2022-08-23 06:37:38 +02:00
Matthias	78b161e14c	add contract_size to database	2022-08-23 06:37:38 +02:00
Matthias	6036018f35	Extract contracts_to_amount and amount_to_contracts to standalone functions	2022-08-23 06:37:38 +02:00