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11491 Commits

Author SHA1 Message Date
Matthias
88d6f70abe Remove sandbox related code 2023-08-08 06:25:06 +02:00
Matthias
9c73e52dd1 Remove sandbox configuration options 2023-08-08 06:23:52 +02:00
Matthias
33d3c4f7d5 Improve backtestResponse in preparation for future update 2023-08-07 20:11:30 +02:00
Matthias
03150ee09a Ensure backpopulated "trade" attribute is immediately loaded. 2023-08-07 06:59:35 +02:00
Matthias
cd6fc1652e Add rate-limited wallets call before adjust_trade-Position calls 
closes #8998
 2023-08-06 17:11:17 +02:00
hippocritical
25602ceac3 Added a fixed fee to 0.02 (any fixed value would suffice) since kucoin dynamically decides which pair gets which amount of fees and thereby producing false-positives upon verifying the entries/exits. 
Added a check for timerange being set.
 2023-08-05 08:24:47 +02:00
hippocritical
065899b426
Merge branch 'freqtrade:develop' into develop 2023-08-05 07:36:29 +02:00
yinon
23d2bad2a0 pytorch - set n_steps type as optional 2023-08-04 14:33:59 +00:00
yinon
a3c6904fbc pytorch - naming refactor - max_iters to n_steps 2023-08-04 13:45:21 +00:00
yinon
d17bf6350d pytorch - trainer - revert load changes 2023-08-04 12:53:20 +00:00
yinon
777d25192c pytorch - bugfix - explicitly assign tensor to var as .to() is not inplace operation 2023-08-04 12:53:20 +00:00
yinon
836d7b885a pytorch - trainer - set default usage of n_epochs instead of max_iters 2023-08-04 12:53:19 +00:00
yinon
8ebfb731d8 Merge branch 'develop' into freqai-pytorch-bugfixes 2023-08-04 12:47:41 +00:00
Matthias
81cd241954 Update API backtest to return proper metadata 2023-08-03 07:05:57 +02:00
Matthias
36b84241b1 Don't allow null as notes 2023-08-03 06:28:57 +02:00
Matthias
51879ffd2c move Notes to be a "API only" type 2023-08-03 06:17:06 +02:00
Matthias
0d71a74d8a Bump api version to 2.32 2023-08-03 06:17:06 +02:00
Matthias
78972604d0 Allow metadata file updating 2023-08-03 06:17:05 +02:00
Matthias
2f95c44777 Add "notes" to backtest result output 2023-08-03 06:17:05 +02:00
hippocritical
fe6deef1bd
Merge branch 'freqtrade:develop' into develop 2023-08-02 20:02:55 +02:00
Matthias
494d58e79c Update tests for new output format (string-formatted dates are not relevant). 2023-08-02 19:52:34 +02:00
Matthias
d78eb834c4 Convert to pydantic - jsonencoders (no longer exists) 2023-08-02 19:52:08 +02:00
Matthias
47850ce1b0 Don''t use deprecated pydantic methods 2023-08-02 19:51:50 +02:00
Matthias
bb18e1b45b Fix part of the backtest type error 2023-08-02 19:51:50 +02:00
Matthias
4b2a6a84f4 Remove more deprecated options 2023-08-02 19:51:50 +02:00
Matthias
505584dc48 pydantic 2 - update deprecated methods 2023-08-02 19:51:50 +02:00
Matthias
e36c545258 pydantic - root model 2023-08-02 19:51:47 +02:00
Matthias
cfdd01d295 Update most of Api schema to pydantic 2.0 2023-08-02 19:51:21 +02:00
Matthias
9b924f1f85 Convert ws_schemas to pydantic 2.0 2023-08-02 19:50:58 +02:00
Matthias
261a593ba5 Update tests for new output format (string-formatted dates are not relevant). 2023-08-02 19:48:59 +02:00
Matthias
acd005b726 Don't show 0.0.0.0 security warning when running in docker. 
#9000
 2023-08-01 20:17:07 +02:00
Matthias
3612956b7b Allow unbound stoploss 
part of  #8976
 2023-08-01 07:12:56 +02:00
Matthias
78670602dd Update binance leverage tiers 2023-08-01 07:09:44 +02:00
Matthias
30f6f470d3 Add filename to backtest result metadata 2023-07-31 21:22:22 +02:00
Matthias
c836bd8fa5 Add Get_backtest_resultlist typing 2023-07-31 21:22:22 +02:00
Matthias
5c68b0d38e Add BacktestMetadataType 2023-07-31 21:22:22 +02:00
Matthias
f546ee6569 Use list comprehension to get backtest-history 2023-07-31 21:22:22 +02:00
Matthias
1a1103c239 Add backtest-result typing 2023-07-30 10:54:03 +02:00
Matthias
3148cd39c2 Don't drop metadata from original dict when storing backtest results 2023-07-30 10:54:03 +02:00
Matthias
6659d26131 Merge branch 'develop' into dataformat/feather 2023-07-29 20:04:12 +02:00
Matthias
047de2e0ff Bump version to 2023.7 2023-07-29 18:19:04 +02:00
Matthias
15dd8bec1c Bump dev version to 2023.8-dev 2023-07-29 18:18:03 +02:00
Matthias
79910870a3 Fix bug resampling monthly candles 
closes #8972
 2023-07-29 08:58:30 +02:00
Matthias
b2abdab7cd Fix bug where adjust_entry_price was called for exit orders 
closes #8973
 2023-07-28 07:16:32 +02:00
Matthias
9a400d0e6f Allow comments and trailing commas in remotepairlist files 
closes #8971
 2023-07-27 18:05:22 +02:00
Matthias
d638a4a0ff Raise proper error on strategy search 
part of https://github.com/freqtrade/frequi/issues/1387
 2023-07-27 07:03:35 +02:00
Matthias
bbf472e69b Improve errorhandling on webserver endpoint 
Part of https://github.com/freqtrade/frequi/issues/1387
 2023-07-27 06:52:34 +02:00
Matthias
83f45d0e65 Call static method as static method, not as if it were an instance method 2023-07-27 06:39:48 +02:00
Matthias
d6122585f7 Prevent pandas exception on Date assignment 2023-07-27 06:39:31 +02:00
Matthias
2fcff78756 Move comment to actually relevant line 2023-07-26 07:07:21 +02:00
Matthias
c2b40da762 Bump Api Version 2023-07-25 20:51:33 +02:00
Matthias
05e4b63091 Extract backtest_result deletion logic to separate function 2023-07-25 20:42:07 +02:00
Matthias
8b2abf4422 Remove .json from backtesting output 2023-07-25 20:41:28 +02:00
Matthias
997b80fd7b Allow deleting of backtest files 2023-07-25 20:34:45 +02:00
Matthias
5a7e822342 Improve security of get_backtest_history_result 2023-07-25 20:20:09 +02:00
Matthias
1d39cc18bf Add is_file_in_dir helper function 2023-07-25 20:19:23 +02:00
Matthias
e39af17207 Improve typing for is_relative_to 2023-07-25 20:07:44 +02:00
Matthias
47fca02ba0 Improve docstring 2023-07-25 07:06:42 +02:00
Matthias
327b055468 Add consecutive wins/losses to backtest output 2023-07-24 07:22:33 +02:00
Matthias
f26b49ee06 Ensure return value is an int, not a np.int 2023-07-24 07:09:19 +02:00
Matthias
0f046ceaf2 Implement calc_consecutive_losses 2023-07-24 06:36:24 +02:00
hippocritical
5b8800ee18 didnt intend to change the timerange itself, but the logger-output of the timerange 2023-07-23 20:20:15 +02:00
hippocritical
5bb74e448e Merge remote-tracking branch 'origin/develop' into develop 2023-07-23 20:08:27 +02:00
hippocritical
e4b488cb84 added stake_amount to a fixed 10k value. 
In a combination with a wallet size of 1 billion it should never be able to run out of money avoiding false-positives of some users who just wanted to test a strategy without actually checking how the stake_amount-variable should be used in combination with the strategy-function custom_stake_amount.

reason: some strategies demand a custom_stake_amount of 1$ demanding a very large wallet-size (which already was set previously)
Others start with 100% of a slot size and subdivide the base-orders and safety-orders down to finish at 100% of a slot-size and use unlimited stake_amount.

Edited docs to reflect that change.
 2023-07-23 20:05:29 +02:00
hippocritical
70fa175f57
Merge branch 'freqtrade:develop' into develop 2023-07-23 20:01:59 +02:00
Matthias
6ddbc8c00d Move generate_wins_draw_losses to bt_output (it's an output function, not a calculation) 2023-07-23 19:57:47 +02:00
hippocritical
ad428aa9b0 added stake_amount to a fixed 10k value. 
In a combination with a wallet size of 1 billion it should never be able to run out of money avoiding false-positives of some users who just wanted to test a strategy without actually checking how the stake_amount-variable should be used in combination with the strategy-function custom_stake_amount

reason: some strategies demand a custom_stake_amount of 1$ demanding a very large wallet-size (which already was set previously)
Others start with 100% of a slot size and subdivide the base-orders and safety-orders down to finish at 100% of a slot-size and use unlimited stake_amount.

Edited docs to reflect that change too
 2023-07-23 19:50:12 +02:00
Matthias
a00fcd68f8 Default to 0.0.0.0 if on API listen address for configs generated through docker 2023-07-23 19:44:43 +02:00
Matthias
fb7fb7f59c Add helper function detecting (prebuilt) docker environment 2023-07-23 19:38:30 +02:00
Matthias
8dfe43f370 Add timeout for webhooks 2023-07-23 18:28:43 +02:00
hippocritical
1ab357dc32 added mentioning which pair + timerange + idx is biased for visibility and debugging purposes 2023-07-23 15:29:25 +02:00
hippocritical
a33be8a349 added dummy-varholders in case a not-last-trade is force-exit and else the indexes would shift ruining the analysis and making debugging easier (since the same ID will always be the same ID again) 2023-07-23 13:48:54 +02:00
hippocritical
a5f5293bc8 added logger-output when something is skipped or aborted 2023-07-23 11:23:02 +02:00
Matthias
52ec2324dd
Merge pull request #8943 from stash86/bt-metrics 
merge to use  expectancy and expectancy ratio from data/metrics
 2023-07-23 08:37:08 +02:00
Matthias
787e94924d Update default expectancy ratio to 100 2023-07-23 07:20:59 +02:00
Matthias
955a63725a Improve resiliance when showing older backtest results 2023-07-22 19:43:20 +02:00
dependabot[bot]
27a36bfb40
Bump lightgbm from 3.3.5 to 4.0.0 (#8923) 
* Bump lightgbm from 3.3.5 to 4.0.0

Bumps [lightgbm](https://github.com/microsoft/LightGBM) from 3.3.5 to 4.0.0.
- [Release notes](https://github.com/microsoft/LightGBM/releases)
- [Commits](https://github.com/microsoft/LightGBM/compare/v3.3.5...v4.0.0)

---
updated-dependencies:
- dependency-name: lightgbm
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>

* fix: ensure freqai lightgbm variants conform to v4.0.0

* remove random file

---------

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: robcaulk <rob.caulk@gmail.com>
 2023-07-22 15:30:58 +02:00
Stefano Ariestasia
e5f01ab2e8 pre-commit fix 2023-07-22 17:45:58 +09:00
Stefano Ariestasia
40d7d05e4e merge 2 expectancy functions 2023-07-22 17:29:43 +09:00
Stefano Ariestasia
c6ee8fcf54 remove unused check 2023-07-22 12:20:35 +09:00
Stefano Ariestasia
ee3b69ea63 fix test 2023-07-22 11:37:22 +09:00
Stefano Ariestasia
cfd8b068e7 add test for expectancy 2023-07-22 11:25:53 +09:00
Stefano Ariestasia
8621dc96e7 fix tests 2023-07-22 09:44:24 +09:00
Stefano Ariestasia
11f24aff97 flake8 2023-07-22 09:19:36 +09:00
Stefano Ariestasia
dcc3ef1309 flake8 fix 2023-07-22 09:18:22 +09:00
Stefano Ariestasia
4812bcc28b flake8 fiz 2023-07-22 09:13:24 +09:00
Stefano Ariestasia
c048e7229a modify expectancy and expectancy ratio 2023-07-22 08:36:51 +09:00
Simone Grignola
4ea3f41d48 Map BUSD to correct coingecko id 2023-07-21 20:49:37 +00:00
Matthias
8d332fb99e Ensure /pair_history endpoint correctly respects startup_candle_count 
closes https://github.com/freqtrade/frequi/issues/1379
 2023-07-21 20:58:26 +02:00
Matthias
4369e3cdeb trim_dataframe should enforce kwargs for non-required arguments 2023-07-21 20:33:41 +02:00
Matthias
9bfe96d4d6 Simplify advise calls by extracting that part into a method. 2023-07-21 20:27:52 +02:00
Matthias
91bf8abf38 Add comment to clarify usage of trim_dataframes 2023-07-21 20:22:44 +02:00
Matthias
9c1fea0e7b Add winrate to several bt metrics 2023-07-20 20:51:38 +02:00
Matthias
ea45349235 Completely remove "fee_cost_in_contracts" functionality 2023-07-20 19:51:45 +02:00
Matthias
e734ab52de okx fees are not in contracts. 2023-07-20 19:51:45 +02:00
Matthias
75628403b0 Invert order_props_in_contracts logic - cost is almost never in contracts 2023-07-20 19:51:45 +02:00
Matthias
bdb778cb9f
Merge pull request #8912 from froggleston/rpc_expectancy 
Add expectancy to RPC calls and telegram
 2023-07-19 20:21:09 +02:00
Matthias
ab5b272868 Fix double-%% 2023-07-19 19:53:00 +02:00
froggleston
f95f954df7
Convert winrate to ratio instead of % in calculations 2023-07-18 22:25:17 +01:00
Matthias
9c39fd6e92 Update cached binance lev-tiers file 2023-07-18 20:25:55 +02:00
Matthias
adda506499
Merge pull request #8920 from freqtrade/dependabot/pip/develop/ruff-0.0.278 
Bump ruff from 0.0.277 to 0.0.278
 2023-07-17 19:57:32 +02:00
Matthias
c64c10e76f Use Fstrings in hyperopt-tools 2023-07-17 18:20:26 +02:00
froggleston
6ccc12f337 Fix calcs, rename ratio, add docs 2023-07-17 14:16:22 +01:00
robcaulk
6f0204fcd3 chore: remove inlier metric 2023-07-17 13:03:43 +02:00
Matthias
68c3c764b7
Merge pull request #8914 from freqtrade/fix/8877 
Dry-run open balance should include realized profit
 2023-07-17 06:47:10 +02:00
Matthias
69ddbe3944
Merge pull request #8909 from freqtrade/backtest_adjustment 
introduce order.stake_amount
 2023-07-16 20:03:46 +02:00
froggleston
79f7f82c59
Fix telegram output 2023-07-16 16:52:06 +01:00
Matthias
cf9ba527bb Include realized_profit in update_dry 
closes #8877
 2023-07-16 16:06:23 +02:00
froggleston
1fd2a2532d
Reduce trade stats function complexity 2023-07-15 17:06:52 +01:00
froggleston
59cb9e39dd
Fix another trailing whitespace 2023-07-15 16:55:24 +01:00
froggleston
d4b282d6f7
Fix expectancy calc and tests 2023-07-15 16:51:45 +01:00
froggleston
e57bb6bc97
Add api schema entries 2023-07-15 16:27:58 +01:00
froggleston
3ce17b740b
Fix flake8 problems 2023-07-15 16:25:19 +01:00
froggleston
7eced953b3
Merge in develop changes 2023-07-15 16:16:08 +01:00
froggleston
096cb0d1ee
Add tests, fix winrate calc 2023-07-15 16:09:13 +01:00
froggleston
4235ab0c7e
Add expectancy and winrate to telegram 2023-07-15 15:39:47 +01:00
froggleston
6e56f84fe3
Add expectancy and winrate to rpc trade statistics 2023-07-15 15:32:52 +01:00
Matthias
ff14208105 Improve logic for from_json special case 2023-07-15 15:23:15 +02:00
Matthias
626ea6b119 Add backtesting support for order.stake_amount 2023-07-15 14:55:22 +02:00
Yinon Polak
d61f512e20 pytorch - trainer - clean code 2023-07-15 14:43:05 +03:00
Yinon Polak
77f1584713 pytorch - trainer - bugfix step tensorboard step usage 2023-07-15 14:37:44 +03:00
Matthias
d8c0621887 Add stake amount property to order object 2023-07-15 10:14:08 +02:00
Matthias
17296fdf9c Use proper cost for order 
closes #8906
 2023-07-15 09:02:17 +02:00
Matthias
7f0e1c27c6 Fix realized_profit for trade from_json 2023-07-14 07:35:58 +02:00
Yinon Polak
ffcba45b1b pytorch - mypy fixes 2023-07-13 21:36:14 +03:00
Yinon Polak
9fb0ce664c pytorch - ruff fixes 2023-07-13 21:32:46 +03:00
Yinon Polak
5734358d91 pytorch - trainer - add assertion that either n_epochs or max_iters is been set. 2023-07-13 20:59:33 +03:00
Yinon Polak
7d28dad209 pytorch - add n_epochs param to trainer 2023-07-13 20:41:38 +03:00
yinon
588ffeedc1 pytorch - trainer - reomve max_n_eval_batches arg from estimate loss method 2023-07-13 15:40:40 +00:00
yinon
49a7de4ebd pytorch - trainer - add device arg to load method 2023-07-13 15:39:47 +00:00
yinon
0c9aa86885 pytorch - data convertor - create tensor directly on device, simplify code 2023-07-13 15:38:58 +00:00
yinon
9cb45a3810 pytorch - bugfix - explicitly assign tensor to var as .to() is not inplace operation 2023-07-13 15:37:50 +00:00
Matthias
240606c5a4 Only run once for an order 2023-07-13 07:14:20 +02:00
Matthias
6134764d5e Don't wrongly eat into dust on rebuys 
closes #8841
 2023-07-13 07:07:15 +02:00
Matthias
b593205ad9 No need to use .get() for properties with default values 2023-07-12 18:29:12 +02:00
Matthias
4d3740d4ce Update default datahandler class 2023-07-12 18:23:30 +02:00
Matthias
578110488c Update cli-options default 2023-07-12 18:23:30 +02:00
Matthias
cca8c4e5b8 Update default dataformat to feather 2023-07-12 18:23:30 +02:00
Matthias
3cf419cbcd Fix ill-used type on order backpopulate mapping 2023-07-12 18:22:41 +02:00
Jan Smets
e8fe5a4f17 bybit provides up to 2years of historic ohlcv data on any timefame. 2023-07-12 11:39:32 +02:00
Matthias
a0fff43648 Add fee_base to json output 2023-07-10 19:47:37 +02:00
Matthias
1dbc294b80 Improve order __REPR__ with date 2023-07-10 07:11:29 +02:00
Matthias
5bc84dca56 Fix from_json with new attributes 2023-07-10 06:38:18 +02:00
Matthias
8c0e66008a Remove wrong/faulty "default" comment from cli options 2023-07-10 06:12:46 +02:00
Matthias
b4957a2e37 Update converter test 2023-07-09 15:37:56 +02:00
Matthias
448f02960f Improve behavior for convert-data 2023-07-09 15:36:44 +02:00
Matthias
5a43dd4766 don't hard-default --timeframes via argparse 2023-07-09 15:32:51 +02:00
Matthias
10f34563f8 Improve default for --candle-types 2023-07-09 15:02:47 +02:00
Matthias
511023ee10 Fix typo in comment 2023-07-09 13:47:57 +02:00
Matthias
e6ee55a69b Improve some test coverage 2023-07-09 11:37:06 +02:00