673 Commits

Author	SHA1	Message	Date
Matthias	ecff21ac21	type Orderbook	2023-02-15 07:01:36 +01:00
Matthias	1dc3c58775	Convert missing candle count to int ... closes #8082	2023-01-31 11:04:56 +00:00
Matthias	410324ac19	time-jump detection should happen on the trimmed dataframe ... Fixes comment in #7615	2023-01-31 10:13:21 +00:00
Matthias	8108a48f39	Follow PEP 484 - no implicit optionals	2023-01-21 20:01:56 +01:00
Antonio Della Fortuna	5e10bb2cca	Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades	2023-01-16 20:19:46 +01:00
froggleston	813724bd82	Add a new analysis group to output stats grouped by exit_tag	2023-01-16 13:28:40 +00:00
Antonio Della Fortuna	b0f1d914c8	Changed max_open_trades type to int or inf	2023-01-15 11:44:10 +01:00
Matthias	ee7b505dcb	Add data migration method	2023-01-12 20:59:43 +01:00
Stefano Ariestasia	329d95366a	Merge branch 'freqtrade:develop' into bt-metrics	2023-01-06 08:04:00 +08:00
Matthias	6470635753	In cases of no losing trade, sortino ratio can't be calculated. ... closes #7977	2023-01-04 17:55:24 +01:00
Matthias	6f031f005d	Fix flake error	2023-01-03 20:29:08 +01:00
zhanglei14	63db1fd894	Fix Backtesting Analysis Column Wrong	2023-01-04 01:38:07 +08:00
Stefano Ariestasia	5188464fc0	fix typo	2022-12-31 02:03:02 +09:00
Matthias	32bbe603cb	Fix sortino std calculation	2022-12-28 14:59:49 +01:00
Matthias	d5b516842c	Fix 2 docstrings	2022-12-28 14:44:23 +01:00
Matthias	02eb00fa33	Merge branch 'develop' into pr/stash86/7810	2022-12-28 14:04:54 +01:00
Matthias	cd4faa9c59	keep max_stake_amount through backtests	2022-12-27 18:08:20 +01:00
Matthias	63f114395a	is_short should be a boolean	2022-12-26 14:02:47 +01:00
Stefano Ariestasia	6353f3ac1a	fix formulas and implement new metrics	2022-12-26 08:19:51 +09:00
Matthias	7a5439321c	Show new metrics in backtesting	2022-12-25 21:29:37 +01:00
Matthias	ca2a878b86	Update test naming	2022-12-14 20:06:55 +01:00
Matthias	fa260e6560	Move "replace or append" decision to dataprovider	2022-12-14 19:56:54 +01:00
Matthias	a693495a6d	Improve external_candle aggregation	2022-12-12 22:47:35 -07:00
Timothy Pogue	414c0ce050	change unused var	2022-12-12 22:47:35 -07:00
Timothy Pogue	6717dff19b	update overlapping candle handling, move append to misc	2022-12-12 22:47:35 -07:00
Timothy Pogue	0602479f7d	minor changes, update candle appending to support overlaps	2022-12-12 22:47:35 -07:00
Timothy Pogue	0d5b2eed94	fix same candle handling	2022-12-12 22:47:35 -07:00
Timothy Pogue	ccd1aa70a2	change log calls to debug, handle already received candle	2022-12-12 22:47:35 -07:00
Timothy Pogue	c050eb8b8b	add candle difference calculation to dataprovider	2022-12-12 22:47:35 -07:00
Timothy Pogue	d2c8487ecf	update add_external_candle, fix breaking on ping error, handle empty dataframes	2022-12-12 22:47:35 -07:00
Timothy Pogue	36a00e8de0	update add_external_candle returns	2022-12-12 22:47:35 -07:00
Timothy Pogue	4cbb3341d7	change how missing candles will be handled	2022-12-12 22:47:35 -07:00
Timothy Pogue	9660e445b8	use new channel apis in emc, extend analyzed df to include list of dates for candles	2022-12-12 22:47:35 -07:00
froggleston	6f08b610d6	Merge branch 'develop' of github.com:froggleston/freqtrade into reject_report	2022-12-08 18:48:33 +00:00
froggleston	f5359985e8	Make CLI option and docs clearer that we're handling signals not trades	2022-12-08 18:47:09 +00:00
Stefano Ariestasia	89c7c2fec6	isort fix	2022-12-07 18:09:57 +09:00
Stefano Ariestasia	611e35ed81	flake8 fix	2022-12-07 15:47:58 +09:00
Matthias	24edc276ea	Simplify new_candle message	2022-12-05 19:46:39 +01:00
Matthias	5e533b550f	Emit a simple "new candle" message to allow UI's to refresh charts	2022-12-05 18:19:19 +01:00
froggleston	5a4e99b413	Add support for collating and analysing rejected trades in backtest	2022-12-05 15:34:31 +00:00
Stefano Ariestasia	f410b1b14d	Update metrics.py	2022-11-28 08:56:49 +09:00
froggleston	1a3f88c7b9	Replace separate start/end date option with usual timerange option	2022-11-27 11:30:13 +00:00
froggleston	4790aaaae1	Implement cli options for backtesting-analysis date filtering	2022-11-26 16:58:56 +00:00
froggleston	391817243c	Tidy up complex functions	2022-11-25 16:12:15 +00:00
Robert Caulk	cd6f87be17	Merge pull request #7728 from freqtrade/improve_timerange ... Simplify timerange handling	2022-11-17 19:57:48 +01:00
robcaulk	214c622475	move dataframe converter to converter.py	2022-11-12 10:38:25 +01:00
Matthias	57313dd961	Update some usages of timerange to new, simplified method	2022-11-10 18:11:39 +01:00
Matthias	d48a9ae96d	Add leverage to backtest results ... closes #7574	2022-11-06 09:40:44 +01:00
Matthias	6e09d552ac	Properly handle and test ohlcv min_max with empty files	2022-11-05 13:14:35 +01:00
Matthias	547fd28811	Price-jump detection should only run once	2022-10-22 08:43:37 +02:00
Matthias	0ff7a0771d	Move price_jump_warn to dataloading ... it's not relevant for live data, and should only run when loading data from disk.	2022-10-22 08:37:30 +02:00
Matthias	60cb11a44d	Add price jump warning	2022-10-20 19:36:28 +02:00
Matthias	00965d8c06	Default to assume stored data only contains complete candles ... closes #7468	2022-09-29 19:18:52 +02:00
Matthias	8c2e473ee5	Fix test warning	2022-09-27 08:53:29 +00:00
Matthias	43e847ff2f	Update to pandas 1.5.0 syntax, avoiding warnings	2022-09-27 08:02:51 +00:00
Matthias	ba8c714698	Require kwargs on ohlcv_load	2022-09-26 20:33:49 +02:00
Matthias	f4fac53a13	Merge pull request #7458 from xmatthias/dataformat/feather ... new Dataformats feather and Parquet	2022-09-25 09:00:22 +02:00
Matthias	585342f193	Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai ... Ensure the DF has the same size in backtesting FreqAI	2022-09-24 16:17:39 +02:00
Matthias	166ae8e3a1	Remove missleading comment	2022-09-24 15:51:20 +02:00
Matthias	7e1e388b9c	Add feather/parquet docs	2022-09-23 18:24:30 +02:00
Matthias	48352b8a37	Update hdf5 handler to reset index on load	2022-09-23 14:49:17 +00:00
Matthias	dc2b93228b	Add ParquetDataHandler	2022-09-23 07:18:18 +02:00
Matthias	3c0d2c446d	Add Feather datahandler (no trade mode yet)	2022-09-23 07:18:18 +02:00
Matthias	1db8421b9d	Merge pull request #7303 from wizrds/feat/externalsignals ... Producer/consumer mode	2022-09-23 06:29:58 +02:00
Matthias	1626eb7f97	Update dataprovider function name to get_producer_df	2022-09-22 20:46:40 +02:00
Wagner Costa Santos	b1dbc3a65f	remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count	2022-09-22 12:13:51 -03:00
Timothy Pogue	0811bca8b4	revise docs, update dp method docstring	2022-09-21 15:50:11 -06:00
Matthias	8a91c8e220	Sort and dedup pairs before data conversion	2022-09-20 13:36:28 +00:00
Matthias	914eccecec	Merge branch 'develop' into pr/wizrds/7303	2022-09-20 06:56:15 +02:00
Matthias	703bcc099a	Fix list-pair regex to also support 1INCH/USDT	2022-09-19 20:32:54 +02:00
Matthias	8116ca847b	move trades_get_pairs to parent class	2022-09-18 19:40:03 +02:00
Matthias	a06eee300a	move ohlcv_get_pairs to parent class	2022-09-18 19:36:23 +02:00
Matthias	994c1c5ea0	use Config typing in more places	2022-09-18 13:31:52 +02:00
Matthias	667853c504	Use Alias to type config objects	2022-09-18 13:20:55 +02:00
Timothy Pogue	efaef68ad7	Merge branch 'develop' into feat/externalsignals	2022-09-15 18:09:25 -06:00
Timothy Pogue	bf2e5dee75	add running false on shutdown, fix dp typing	2022-09-12 14:21:39 -06:00
Timothy Pogue	c19a5fbe06	copy data being transferred, remove debug messages in emc	2022-09-12 13:57:29 -06:00
Timothy Pogue	a477b3c244	remove log line, fix tests to not connect to actual ip	2022-09-12 10:45:59 -06:00
Timothy Pogue	10852555e5	change verbosity of testing log	2022-09-12 09:53:47 -06:00
Timothy Pogue	457075b823	one more line	2022-09-12 07:47:30 -06:00
Timothy Pogue	85b43a7c34	Merge branch 'develop' into feat/externalsignals	2022-09-12 07:28:08 -06:00
Matthias	715a71465d	Fix auth bug when no token is set	2022-09-12 07:28:31 +02:00
Matthias	72d197a99d	Run first epoch in non-parallel mode ... this allows dataprovider to load it's cache. closes #7384	2022-09-11 17:51:07 +02:00
Matthias	9c8c7a03a1	Improve typehint	2022-09-11 14:59:39 +02:00
Timothy Pogue	0f8eaf98e7	Merge branch 'develop' into feat/externalsignals	2022-09-10 15:14:10 -06:00
Matthias	97be3318f4	Use Datetime_format from constants	2022-09-09 20:31:02 +02:00
Timothy Pogue	a50923f796	add producers attribute to dataprovider	2022-09-07 17:14:26 -06:00
Timothy Pogue	5934495dda	add websocket request/message schemas	2022-09-07 15:08:01 -06:00
Timothy Pogue	3535aa7724	add last_analyzed to emitted dataframe	2022-09-06 12:12:05 -06:00
Timothy Pogue	cd8455ccb7	Merge branch 'develop' into feat/externalsignals	2022-09-05 15:10:25 -06:00
Timothy Pogue	07f806a314	minor improvements, fixes, old config+constant removal	2022-09-04 10:22:10 -06:00
Timothy Pogue	1601868854	dataprovider fix, updated config example	2022-09-04 09:42:43 -06:00
Timothy Pogue	dccde88c83	fix dataframe serializing	2022-09-01 23:15:03 -06:00
Timothy Pogue	00f35f4870	remove old constant, add initial_data requesting, minor changes	2022-09-01 20:06:36 -06:00
Timothy Pogue	865b34cd6f	add producer names	2022-08-31 11:43:02 -06:00
Timothy Pogue	510cf4f305	remove data waiting, remove explicit analyzing of external df	2022-08-31 10:40:26 -06:00
Matthias	a88ffd2c9d	Merge branch 'develop' into move_datadownload	2022-08-31 10:23:45 +00:00
Timothy Pogue	ddc45ce2eb	message handling fix, data waiting fix	2022-08-30 19:30:14 -06:00
Timothy Pogue	346e73dd75	client implementation, minor fixes	2022-08-30 19:21:34 -06:00
Timothy Pogue	2b5f067877	Refactoring, minor improvements, data provider improvements	2022-08-26 23:40:13 -06:00