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9736 Commits

Author SHA1 Message Date
robcaulk
77c360b264 improve typing, improve docstrings, ensure global tests pass 2022-09-23 19:17:27 +02:00
Matthias
7e1e388b9c Add feather/parquet docs 2022-09-23 18:24:30 +02:00
robcaulk
9c361f4422 increase test coverage for RL and FreqAI 2022-09-23 18:04:43 +02:00
Matthias
48352b8a37 Update hdf5 handler to reset index on load 2022-09-23 14:49:17 +00:00
Robert Caulk
f5cd8f62c6
Remove unused code from BaseEnv 2022-09-23 10:24:39 +02:00
Emre
a4eaff4da6
Add training elapsed time 2022-09-23 01:18:34 -07:00
Matthias
044891f543 Add conditional formats depending on mode 2022-09-23 07:18:18 +02:00
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
robcaulk
7295ba0fb2 add test for Base4ActionEnv 2022-09-22 23:42:33 +02:00
robcaulk
eeebb78a5c skip darwin in RL tests, remove example scripts, improve doc 2022-09-22 21:16:21 +02:00
Matthias
1626eb7f97 Update dataprovider function name to get_producer_df 2022-09-22 20:46:40 +02:00
Matthias
e6c5c22ea0 Update websocket/follower docs 2022-09-22 20:31:42 +02:00
robcaulk
ea8e34e192 Merge branch 'develop' into dev-merge-rl 2022-09-22 19:46:50 +02:00
th0rntwig
71e6c54ea4
Normalise distances before Weibull fit (#7432) 
* Normalise distances before Weibull

* Track inlier-metric params
 2022-09-22 18:11:50 +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
6a6ae809f4 fix jwt auth 2022-09-21 18:23:00 -06:00
Timothy Pogue
77ed713232 add catch for invalid message error 2022-09-21 16:04:25 -06:00
Timothy Pogue
128b117af6 support list of tokens in ws_token 2022-09-21 16:02:21 -06:00
Timothy Pogue
0811bca8b4 revise docs, update dp method docstring 2022-09-21 15:50:11 -06:00
Matthias
91dc5e7aa6 Be sure to provide an amount in entry notifications 2022-09-21 21:12:08 +02:00
Matthias
08e183fb55 Add note about okx trading mode 2022-09-21 20:59:12 +02:00
Matthias
923182680e Explicitly define notification defaults 2022-09-21 12:46:58 +00:00
Matthias
02f2096fc3 Reverse and fix rangestability conditions 
closes #7447
 2022-09-21 06:53:07 +02:00
Matthias
8f41f943b4 Fix 0.0 amount message wording 2022-09-21 06:42:55 +02:00
Matthias
3b0874eb37 Update exit message handling to gracefully handle kucoins "empty" responses 
closes #7444
 2022-09-20 20:00:08 +02:00
Matthias
0c01b23cba Capture exceptions in send_msg calls 2022-09-20 18:09:14 +02:00
Matthias
0bd6ad55a1 Always show freqtrade version 2022-09-20 14:14:54 +00:00
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
3274bb0751 Remove msgpack for now 2022-09-20 06:55:22 +02:00
robcaulk
b5fd11f91b protect against unforeseen issues in scanning thread 2022-09-19 21:18:31 +02:00
Matthias
703bcc099a Fix list-pair regex to also support 1INCH/USDT 2022-09-19 20:32:54 +02:00
Matthias
eb9ac9cbda add --exchange to convert-trade-data 2022-09-19 20:29:28 +02:00
robcaulk
42c75b4a7b combine log messages 2022-09-19 19:16:32 +02:00
Robert Caulk
9b66297cc0
Fix append 2022-09-19 12:47:20 +02:00
Robert Caulk
995396c775
Add useful log info 2022-09-19 11:42:56 +02:00
Robert Caulk
ad652817ef
Ensure train ordering after restart 
Ensure lowest timestamps get trained first after restart
 2022-09-19 11:11:23 +02:00
Robert Caulk
f9460c80c2
Merge pull request #7434 from freqtrade/improve-train-queue 
improve train queue system in FreqAI
 2022-09-19 10:55:53 +02:00
Matthias
ea58c29ded Add plot_feature_importance to schema definition 2022-09-19 08:13:54 +00:00
Matthias
225f7cd5f8
Merge pull request #7431 from initrv/add-plot-feature-importance 
Add plot feature importance
 2022-09-19 08:41:10 +02:00
Matthias
4a0a0c307c Use json_load to load leverage tiers 2022-09-19 07:23:26 +02:00
Matthias
d930931000 Bring back sleep - it'll ensure we give up control over the thread. 2022-09-19 07:14:33 +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
584b2381d1 Fix Imports 2022-09-18 19:36:11 +02:00
robcaulk
470d5d8405 ensure full new pairlist is in the queue 2022-09-18 17:08:07 +02:00
robcaulk
eaa43337d2 improve train queue system, ensure crash resilience in train queue. 2022-09-18 17:00:55 +02:00
robcaulk
95457d23ca escape freqai-specific characters from file naming 2022-09-18 13:59:30 +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
robcaulk
188f75d8ec set model in models dict 2022-09-18 12:50:44 +02:00
Matthias
9f23588154 strategy template - remove pointless noqa's 2022-09-18 08:58:33 +02:00
Matthias
7a73adb955 Improve default strategy template 2022-09-18 08:57:26 +02:00
Matthias
faf84295a5 Separate strategy subtemplates for better overview 2022-09-18 08:52:53 +02:00
Matthias
ab78fb373a Improve freqAI strategy formatting and readability 2022-09-18 08:45:24 +02:00
Matthias
4634936265 additional support for --data-dir 2022-09-18 08:39:03 +02:00
Matthias
fa3d4b58ab Revert unnecessary formatting 2022-09-18 08:30:59 +02:00
Robert Caulk
bdeb2f9c6a
Merge branch 'develop' into add-plot-feature-importance 2022-09-18 00:02:46 +02:00
robcaulk
1ef875901a maintian user privacy by keeping plotly offline 2022-09-18 00:01:42 +02:00
robcaulk
68f7a31504 ensure continued operation despite not being able to plot 2022-09-18 00:00:14 +02:00
robcaulk
2c23effbf2 allow plot to plot multitargets, add test 2022-09-17 19:17:44 +02:00
initrv
1c92734f39 simplify plot_feature_importance call 2022-09-17 18:53:43 +03:00
robcaulk
7b1d409c98 fix mypy/flake8 2022-09-17 17:51:06 +02:00
Matthias
063511826c Update stoploss on exchange logic 
closes #7424
 2022-09-17 17:11:00 +02:00
Matthias
9f266cbcb2 Allow safe_price for market stop orders 2022-09-17 17:11:00 +02:00
Matthias
ca6dec3d4c Binance spot also allows market orders 
closes #7426
 2022-09-17 17:11:00 +02:00
Matthias
8639c1f23d Reduce complexity in binance stoploss handling 2022-09-17 17:11:00 +02:00
Matthias
93237efc15
Merge pull request #7428 from freqtrade/informative_freqai 
Informative freqai
 2022-09-17 16:44:28 +02:00
Matthias
4182a7891a Allow leverage tier cache to be 4 weeks old. 
we've seen from binance that it's not changing this often.
 2022-09-17 10:41:48 +02:00
Matthias
6682ae35b3 Update cached binance_leverage_tiers 2022-09-17 10:37:47 +02:00
Matthias
10ec681b30 Clean up no longer needed informative sample code 2022-09-17 10:19:46 +02:00
Matthias
0aada271ca Move informative_pairs for freqAI to backend 2022-09-17 10:17:22 +02:00
Timothy Pogue
4422ac7f45 constrain port in config, catch value error 2022-09-16 19:22:24 -06:00
initrv
86aa875bc9 plot features as html instead of png 2022-09-16 21:47:12 +03:00
initrv
b707a6da35 Add ability to plot feature importance 2022-09-16 19:17:41 +03:00
Matthias
e5368f5a14 backtesting confirm_trade_entry should pass correct amount, not stake-amount 
closes #7423
 2022-09-16 13:24:20 +00:00
Timothy Pogue
b0b575ead9 change json serialize to split orient 2022-09-16 00:02:27 -06:00
Timothy Pogue
efaef68ad7 Merge branch 'develop' into feat/externalsignals 2022-09-15 18:09:25 -06:00
Timothy Pogue
7d1645ac20 fix tests and warning message 2022-09-15 17:54:31 -06:00
Timothy Pogue
8e75852ff3 fix constants, update config example, add emc config validation 2022-09-15 11:12:05 -06:00
robcaulk
3b97b3d5c8 fix mypy error for strategy 2022-09-15 00:56:51 +02:00
robcaulk
8aac644009 add tests. add guardrails. 2022-09-15 00:46:35 +02:00
Timothy Pogue
6126925dbe message size limit in mb, default to 8mb 2022-09-14 16:42:14 -06:00
robcaulk
48140bff91 fix bug in 4ActRLEnv 2022-09-14 22:53:53 +02:00
robcaulk
81417cb795 Merge branch 'develop' into dev-merge-rl 2022-09-14 22:49:11 +02:00
Timothy Pogue
aed19ff6ce fix The future belongs to a different loop error 2022-09-13 19:17:12 -06:00
initrv
37dd22c89e Fixed a bug that prevents clearing old models 
Corrects the error of clearing old models when the model directory contains directories with names that do not match a regular expression
 2022-09-14 03:40:13 +03:00
Timothy Pogue
06350a13cb support specifying message size in emc config 2022-09-13 16:39:53 -06:00
Timothy Pogue
d75d5a7dad debug ping error message 2022-09-13 16:06:25 -06:00
Matthias
7a98775f01 Version bump apiVersion 2022-09-13 22:07:59 +02:00
Matthias
d2abc9417f Simplify ws imports 2022-09-13 20:51:13 +02:00
Matthias
79c70bd52d use WebSocketState from fastapi 
available since 0.82.0
 2022-09-13 20:50:12 +02:00
Timothy Pogue
07aa206f71 real fix for reconnecting 2022-09-13 12:36:40 -06:00
Timothy Pogue
6d0dfd4dc8 continue trying connect on ping error 2022-09-13 12:27:41 -06:00
Robert Caulk
26441820a9
Merge pull request #7390 from aemr3/add-xgboostclassifier 
Add XGBoostClassifier
 2022-09-12 23:38:04 +02:00
Timothy Pogue
bf2e5dee75 add running false on shutdown, fix dp typing 2022-09-12 14:21:39 -06:00
Timothy Pogue
0697041f14 remove copy statement where not needed 2022-09-12 14:09:12 -06:00
Timothy Pogue
c19a5fbe06 copy data being transferred, remove debug messages in emc 2022-09-12 13:57:29 -06:00
Matthias
b6434040de Remove plain json serializer implementation 2022-09-12 20:24:28 +02:00
Matthias
867d59b930 Improve type specifitivity 2022-09-12 20:00:01 +02:00
Matthias
0052e58917 emc: Fix potential startup timing issue 2022-09-12 19:50:22 +02:00
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
d6205e6cfb test logging lines 2022-09-12 07:36:11 -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
Timothy Pogue
5483cf21f6 remove default secret_ws_token, set timeout min to 0 2022-09-11 11:42:13 -06:00
Matthias
982c0315fa Rename variable 2022-09-11 19:31:11 +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
78cd46ecd5 hyperopt Remove unnecessary arguments 2022-09-11 14:59:39 +02:00
Matthias
32e13d65c3 Refactor hyperopt to extract evaluate_result 2022-09-11 14:59:39 +02:00
Matthias
a48923c0e4 Extract widget colorization to separate function 2022-09-11 14:59:39 +02:00
Matthias
9c8c7a03a1 Improve typehint 2022-09-11 14:59:39 +02:00
Matthias
ccc70a21f2 Update pairs_file cli argument description 2022-09-11 14:59:39 +02:00
Matthias
4476b5a7f4 add user_data arg to test-pairlist 2022-09-11 14:59:39 +02:00
Timothy Pogue
ed4ba8801f more emc tests 2022-09-10 23:57:17 -06:00
Timothy Pogue
0f8eaf98e7 Merge branch 'develop' into feat/externalsignals 2022-09-10 15:14:10 -06:00
Timothy Pogue
0bc18ea33c call websocket close in channel close 2022-09-10 15:12:18 -06:00
Emre
330d7068ab
Merge branch 'develop' into add-xgboostclassifier 2022-09-10 23:59:11 +03:00
Robert Caulk
075748b21a
Merge pull request #7392 from freqtrade/improve_ai_tests 
Improve freqai tests by utilizing parametrization
 2022-09-10 22:37:21 +02:00
Timothy Pogue
2afd5c202c update message parsing, tests 2022-09-10 14:29:15 -06:00
robcaulk
5a0cfee27e allow user to multithread jobs (advanced users only) 2022-09-10 22:16:49 +02:00
Robert Caulk
73e122ad10
Merge pull request #7391 from wagnercosta/fixBTfreqaiV2 
Fix FreaqAI backtesting - startup_candle_count bug
 2022-09-10 21:53:00 +02:00
Timothy Pogue
a7baccdb7d update log messages in emc, more tests 2022-09-10 13:44:27 -06:00
Timothy Pogue
866a564958 update emc start/shutdown, initial emc tests 2022-09-10 12:51:29 -06:00
Matthias
e4caccc353
Merge pull request #7367 from freqtrade/add-continual-learning 
add continual learning to catboost and friends
 2022-09-10 20:17:28 +02:00
Timothy Pogue
d8cdd92140 wrap background cleanup in finally, add tests 2022-09-10 11:47:21 -06:00
Wagner Costa Santos
311ae8bf1f freqai backtesting - add startup_candle_count at function description 2022-09-10 14:45:42 -03:00
Emre
60eb02bb62
Add XGBoostClassifier 2022-09-10 20:13:16 +03:00
Robert Caulk
2077f84f9b
Merge pull request #7363 from wagnercosta/fixHyperoptFreqai 
Fix hyperopt - freqai
 2022-09-10 17:02:01 +02:00
Robert Caulk
4a47c63f71
Merge pull request #7374 from th0rntwig/filter-constant-features 2022-09-10 16:58:58 +02:00
robcaulk
10b6aebc5f enable continual learning and evaluation sets on multioutput models. 2022-09-10 16:54:13 +02:00
Wagner Costa Santos
a1f88cca80 merge develop 2022-09-10 10:35:16 -03:00
Wagner Costa Santos
79985fda01 fix backtesting freqai startup candles bug 2022-09-10 10:27:17 -03:00
Matthias
4250174de9 Fix ws exception when no token is provided 2022-09-10 14:29:58 +02:00
Matthias
b344f78d00 Improve logic for token validation 2022-09-10 14:20:49 +02:00
Matthias
5705b8759b Merge branch 'develop' into add-continual-learning 2022-09-10 08:24:04 +02:00
robcaulk
05581db4e3 ensure columns are only dropped in training 2022-09-09 20:37:21 +02:00
Matthias
939fb7acb3 Fix enum imports 2022-09-09 20:31:30 +02:00
Matthias
97be3318f4 Use Datetime_format from constants 2022-09-09 20:31:02 +02:00
Matthias
37fcbeba58 Update backtesting output wording to Entries 2022-09-09 19:58:55 +02:00
Timothy Pogue
6cbc03a96a support jwt token in place of ws token 2022-09-09 11:38:42 -06:00
robcaulk
a826c0eb83 ensure signatures match, reduce verbosity 2022-09-09 19:30:53 +02:00
Emre
acb410a0de Remove verbosity params 2022-09-09 19:30:53 +02:00
Emre
df6e43d2c5 Add XGBoostRegressorMultiTarget class 2022-09-09 19:30:53 +02:00
Emre
1b6410d7d1 Add XGBoostRegressor for freqAI, fix mypy errors 2022-09-09 19:30:53 +02:00
Timothy Pogue
09679cc798 fix dependency 2022-09-09 11:27:20 -06:00