888 Commits

Author	SHA1	Message	Date
Matthias	3d6079ae19	Add debug output showing the pair to be converted ... part of #9811	2024-02-13 17:47:43 +01:00
Joe Schr	bff93e31c8	Moves orderflow logic to it's own file	2024-02-12 13:45:56 +01:00
Joe Schr	64e9784d1f	Remove formatting changes	2024-02-12 13:45:56 +01:00
Joe Schr	d7b88194e0	Resolve various issues and comments	2024-02-12 13:45:56 +01:00
Joe Schr	6e7a536c7a	Replaces public_trades_to_dataframe with trades_list_to_df	2024-02-12 13:45:56 +01:00
Joe Schr	a7e4a5e2dc	Removes clean_duplicate_trades	2024-02-12 12:11:52 +01:00
Joe Schr	50070bc2ca	Removes unused import	2024-02-12 09:39:09 +01:00
Joe Schr	0a4da26f2d	Resolve using trades directly from trades_load when backtesting	2024-02-12 09:29:30 +01:00
Joe Schr	0fd2aca47e	Remove if since	2024-02-11 13:14:17 +01:00
Joe Schr	e8c911e7b4	Remove since/until superfluous arguments	2024-02-11 13:04:39 +01:00
Matthias	fc15f98b80	Reduce unnecessary newlines	2024-02-10 17:45:03 +01:00
Matthias	4b0383f197	Fix overly long lines	2024-02-10 17:40:24 +01:00
Matthias	a216a08f09	Formatting ...	2024-02-10 17:29:17 +01:00
Matthias	7ae69a9cde	update imports	2024-02-10 17:27:11 +01:00
Joe Schr	849413c5ea	Changes scale from type int to float	2024-02-10 11:53:40 +01:00
Matthias	3aa2d0c30a	Slightly improve memory-usage of kraken-convert	2024-02-10 09:37:59 +01:00
Matthias	a83b5abb51	Allow wildcards for pairs filter	2024-02-10 08:48:52 +01:00
Matthias	f89147fd44	Allow limiting kraken pairs to --pairs selection	2024-02-10 08:44:16 +01:00
Joe Schr	4ae63d7ecb	Fix superfluous formatting	2024-02-09 13:15:12 +01:00
Joe Schr	9ec45ce042	Ruff fix	2024-02-08 19:48:53 +01:00
Joe Schr	1a0610f3e4	mypy fixes	2024-02-08 12:11:10 +01:00
Joe Schr	d6e3464973	Flake8 fix	2024-02-07 13:39:02 +01:00
Joe Schr	ca8cb73efa	Ruff fixes	2024-02-07 13:37:17 +01:00
Joe Schr	69eb35deff	Ruff fixes	2024-02-07 13:35:20 +01:00
Joe Schr	634e81c7e0	Fix ruff	2024-02-07 13:10:04 +01:00
Joe Schr	79074ea4b3	Fix untrue ruff error by adding line ignore	2024-02-07 12:51:18 +01:00
Joe Schr	39ba6fe56b	Ruff --fix	2024-02-07 12:48:15 +01:00
Joe Schr	72a20e9928	Ruff changes for clean_duplicate_trades, populate_dataframe_with_trades, public_trades_to_dataframe	2024-02-07 12:42:30 +01:00
Joe Schr	b117f1b474	Fix superfluous changes	2024-02-07 12:30:50 +01:00
Joe Schr	e6c1c3d60b	Fix immediate rename of argument	2024-02-07 12:30:50 +01:00
Joe Schr	f61c75ffcc	Fix isort imports	2024-02-06 20:35:16 +01:00
Joe Schr	43645729a0	Don't fetch trades for informatitve pairs	2024-02-02 14:33:45 +01:00
Joe Schr	2833169955	Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades	2024-02-01 11:46:38 +01:00
Matthias	817aaa164c	Enhance list-data (detailed) view with "candles" column	2024-01-24 20:13:06 +01:00
Matthias	ea9c51570f	use resample_freq where possible	2024-01-24 19:19:16 +01:00
Matthias	6b78dac6f0	Re-align naming for resample_freq generator	2024-01-23 07:12:27 +01:00
Matthias	0a40a345fe	use timeframe_as_resample_freq for trade_parallel analysis	2024-01-23 07:11:59 +01:00
Matthias	656b32814b	Have trade_converter use timeframe_as_resample_freq	2024-01-23 07:10:25 +01:00
Matthias	c9c44a4710	Extract resample_interval generation	2024-01-23 07:02:09 +01:00
Matthias	5167f6936d	Prepare converter to work on 1s data.	2024-01-23 06:42:12 +01:00
Matthias	1b70e9b074	Point users to the pair naming docs when download-data yields no pairs.	2024-01-07 15:22:53 +01:00
Matthias	f028bdf342	Improve funding fee migration logic	2024-01-04 17:06:15 +01:00
Matthias	983764ad0a	Add "migrate funding fee timeframe" logic	2024-01-04 16:44:17 +01:00
Matthias	a12f368796	Move binance migration to behind migrations gate	2024-01-04 16:25:40 +01:00
Matthias	c9dd99a4b5	Enhance test to properly capture correct downloading of different futures types	2024-01-04 16:03:53 +01:00
Matthias	67d3dca49c	Fix funding-fee downloading in the wrong timeframe	2024-01-04 15:52:19 +01:00
Matthias	1c5a699aef	Fix typo and missing type def	2023-12-31 15:35:23 +01:00
Matthias	292ef85d96	Add additional, optional arguments to metadata files ... closes #9517	2023-12-31 12:07:02 +01:00
Matthias	b3c9be1cd0	Refactor get_bt_resutlist to reduce code complexity	2023-12-31 10:15:55 +01:00
Matthias	13e329f176	Align methods	2023-12-31 10:07:31 +01:00
Robert Caulk	ea8edbd23b	Merge pull request #9552 from thojou/fix-freqai-populate-features-timerange ... Fix duplicated data loading and timerange for populate_features	2023-12-30 13:42:08 +01:00
Thomas Joußen	3f44f56f6f	Remove bool from get_required_startup because its unused.	2023-12-19 17:30:15 +00:00
Matthias	c9a018cf0e	Improve output if a strategy wasn't found in the backtest result	2023-12-19 06:30:40 +01:00
Matthias	4f2d7b858f	Slightly enhance logging for clarity	2023-12-18 20:06:49 +00:00
Thomas Joußen	663b1e11f8	Add timeframe info into 'increase startup_candle_count' log message	2023-12-18 20:06:49 +00:00
Thomas Joußen	2d6a49013f	Fix duplicated data loading and timerange for populate_features	2023-12-18 20:06:49 +00:00
Joe Schr	18be79c906	Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades	2023-12-18 10:34:20 +01:00
Matthias	5ab61d9da4	Improve missing data output	2023-12-12 07:08:26 +01:00
froggleston	eb186e22d6	Fix backtesting-analysis when no trades for a pair	2023-11-15 11:52:25 +00:00
Joe Schr	1a4eabc0bb	converter: use new trades_df_remove_duplicates	2023-10-24 12:22:23 +02:00
Joe Schr	8adf776218	fix imports for orderflow	2023-10-23 13:39:20 +02:00
Joe Schr	a81a3be8d6	Fix imports and handling of trade regarding changes from PR#9065	2023-10-23 10:16:59 +02:00
TheJoeSchr	9f507e0146	Update converter.py, revert random formatting changes	2023-10-09 11:37:56 +02:00
Joe Schr	a9bd9b506b	use fetch_trades' public trades to populate dataframe	2023-10-09 11:37:56 +02:00
TheJoeSchr	4478f72492	Update converter.py, revert random formatting changes	2023-10-09 11:34:31 +02:00
Joe Schr	2e1c661449	fix: remove obsolete infer_datetime	2023-10-09 11:34:31 +02:00
Joe Schr	387a36e730	fix: fetches only every second OHLCV candle	2023-10-09 11:34:31 +02:00
Joe Schr	4abac1364a	refactor(move function): refresh_latest_trades into dataprovider ... needed here to be used for call before analyze also removes need for internal exchange function checking if public_trades is enabled	2023-10-09 11:34:30 +02:00
Joe Schr	64a072e207	Converter: fix wrong return type	2023-10-09 11:34:30 +02:00
Joe Schr	b0074cbf8b	Converter: log exception instead of error	2023-10-09 11:34:30 +02:00
Joe Schr	d96f314f16	converter: revert cache for public trades because of memleak	2023-10-09 11:34:29 +02:00
Joe Schr	0f4e147035	use fetch_trades' public trades to populate dataframe	2023-10-09 11:34:29 +02:00
Matthias	8ad6eb9896	Update parameter value to be clearer	2023-09-25 19:55:58 +02:00
Matthias	74709461e3	Improve exception wording	2023-09-25 19:48:09 +02:00
Matthias	9e6cc5ebbd	Improve comment on special handling	2023-09-25 19:46:27 +02:00
Matthias	a7d90e2a25	Minor adjustments to conversions	2023-09-25 19:45:03 +02:00
Matthias	488629096b	Improve logging in kraken-converter	2023-09-25 18:23:20 +02:00
Matthias	1e8814b43e	Improve handling of kraken dataconvert	2023-09-25 18:23:20 +02:00
Matthias	2e430519e3	Call kraken-convert in special cases	2023-09-25 18:23:20 +02:00
Matthias	2164b02c66	Add initial code for trade_kraken import	2023-09-25 18:23:20 +02:00
Matthias	f5d7a4417d	Split trades methods into seperate converter file	2023-09-24 17:21:21 +02:00
Matthias	38a3ce6164	Convert "converter" to package	2023-09-24 10:42:23 +02:00
Matthias	2322d0f3f3	Move trades-to-ohlcv to converter file	2023-09-24 10:38:25 +02:00
Matthias	8a5287581f	Move some convert-trades-to-ohlcv logic into convert function	2023-09-24 10:37:37 +02:00
Matthias	7b6e2eac49	use ffill instead of fillna(method='ffill')	2023-09-08 07:04:12 +02:00
froggleston	925e18368a	Fix linting a.k.a. Maybe one day, flake8 will like me	2023-09-02 15:05:34 +01:00
froggleston	250e00e6c7	Fix dropna subset	2023-09-02 12:52:05 +01:00
froggleston	81672da57b	Fix nulls in indicator list output and add expectancy ratio per entry tag in analysis group 0 output	2023-09-02 12:45:33 +01:00
Matthias	3167938d43	move "since" fallback to be the last check	2023-08-20 11:44:40 +02:00
Matthias	399e308e07	Fix bug in --dl-trades downloading	2023-08-19 18:32:27 +02:00
Matthias	30064b4102	Add support for trades data in Parquet format	2023-08-18 09:58:03 +02:00
Matthias	8caadc4c5b	Fix feather handler storing	2023-08-18 09:47:18 +02:00
Matthias	3eb3596552	Simplify trades_data storing	2023-08-18 09:36:16 +02:00
Matthias	5de3b9d7ae	Clean up no longer used method	2023-08-18 09:31:17 +02:00
Matthias	fae742de59	Fix imports	2023-08-18 09:12:40 +02:00
Matthias	fa5f7d290b	Update download-trades method to work with dataframes	2023-08-18 09:08:10 +02:00
Matthias	7577613882	Extract trades df type conversion	2023-08-18 09:08:10 +02:00
Matthias	0fab65df03	Set explicit dtypes	2023-08-18 09:08:10 +02:00
Matthias	f69a776305	Ensure only relevant columns are stored	2023-08-18 09:08:10 +02:00
Matthias	26c89d89e4	Keep original timestamp in dataframe	2023-08-18 09:08:10 +02:00
Matthias	d97d0e4426	Extract trades DF creation to converter function	2023-08-18 07:02:46 +02:00
Matthias	357b04202c	Datahandlers should store data from dataframes	2023-08-17 20:11:18 +02:00
Matthias	6fc1ee9831	trades_append should use dataframe, not lists	2023-08-17 18:06:25 +02:00
Matthias	780f238904	Fix trades duplicates if trade id is different	2023-08-17 18:04:13 +02:00
Matthias	5d5cc71945	Fix pandas duplication detection, improve test	2023-08-17 17:53:08 +02:00
Matthias	0be2250cf5	Keep existing trades_remove_duplicates for now	2023-08-17 17:23:12 +02:00
Matthias	53db254cba	don't cascade calls, that creates an additional call	2023-08-17 17:22:02 +02:00
Matthias	7ac9d33c31	Default should return a dataframe, not an empty list.	2023-08-17 10:00:11 +02:00
Matthias	ac80a69142	Update converters for trades dataframe handling	2023-08-17 10:00:11 +02:00
Matthias	46882406be	Update Datahandlers to work with trades data as dataframes	2023-08-17 10:00:11 +02:00
Matthias	161ab14ed0	Avoid lookahead bias through informative pairs in callbacks	2023-08-15 17:48:07 +02:00
Matthias	6f347b839a	Remove optionality from timeframe parameter ... (it was never optional, and code was failing if it wasn't provided).	2023-08-15 17:31:56 +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
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	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	6659d26131	Merge branch 'develop' into dataformat/feather	2023-07-29 20:04:12 +02:00
Matthias	79910870a3	Fix bug resampling monthly candles ... closes #8972	2023-07-29 08:58:30 +02:00
Matthias	2fcff78756	Move comment to actually relevant line	2023-07-26 07:07:21 +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	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
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	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
Matthias	4369e3cdeb	trim_dataframe should enforce kwargs for non-required arguments	2023-07-21 20:33:41 +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	cca8c4e5b8	Update default dataformat to feather	2023-07-12 18:23:30 +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	a9e239ca7a	Don't use future date for downloading new trade data ... closes #8860	2023-07-07 11:23:34 +02:00
Matthias	942f0b4fbd	Move format_ms_time to datetime_helpers	2023-07-07 08:59:07 +02:00
Matthias	0be4084eac	Don't allow downloading wrong pairs ... Prior to this, BTC/USDT:USDT could be downloaded to the spot directory, as it was filtered inproperly.	2023-06-17 18:14:58 +02:00
Matthias	66b34edc0b	Clarify variable name	2023-06-17 18:03:57 +02:00
Matthias	7453ff2fb5	Migrate download-data out of commands section	2023-06-17 17:53:12 +02:00
Matthias	e0d5242a45	Reduce download-data verbosity	2023-06-17 17:53:12 +02:00
Matthias	fc11c79b77	Fix not working date format output	2023-06-11 08:51:20 +02:00
Matthias	1d03e8bc5f	Reduce arrow usage further	2023-05-18 07:00:36 +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