326 Commits

Author	SHA1	Message	Date
Janne Sinivirta	669ec30413	remove unused import	2017-11-18 09:34:57 +02:00
Janne Sinivirta	0082b7abdd	add missing module and class docstring	2017-11-18 09:34:32 +02:00
Janne Sinivirta	7903f3a546	fix test name	2017-11-18 09:19:22 +02:00
Janne Sinivirta	ec75586bdd	new buy strategy	2017-11-18 08:45:57 +02:00
Janne Sinivirta	df9902d6a4	Merge pull request #107 from gcarq/feature/add-backtesting-subcommand ... add backtesting subcommand and refresh test data	2017-11-18 08:13:42 +02:00
Janne Sinivirta	315919cdd6	fix platform dependent bug in argparse test	2017-11-18 08:07:37 +02:00
gcarq	63c95a3546	modify trade life cycle (should fix #112)	2017-11-17 20:17:29 +01:00
gcarq	59d04d1d0c	catch TelegramError (fixes #113)	2017-11-17 19:49:03 +01:00
gcarq	14de46576b	use load_backtesting_data	2017-11-17 18:23:40 +01:00
gcarq	bdff29a472	remove code duplicates	2017-11-17 18:17:59 +01:00
gcarq	8655c6c264	reduce backtest data samples to 10	2017-11-17 18:15:25 +01:00
gcarq	3f4e4a23a0	add argparse handling tests	2017-11-17 18:15:24 +01:00
gcarq	b682262486	refactor argparse handling	2017-11-17 18:15:24 +01:00
gcarq	5be7be6189	adapt tests	2017-11-17 18:15:24 +01:00
gcarq	3475a07522	fetching new testing data for oneMin and fiveMin intervals	2017-11-17 18:15:24 +01:00
gcarq	fb7ea169d4	fix some formatting issues	2017-11-17 18:13:34 +01:00
gcarq	5469293e5f	use tabulate to format backtesting result	2017-11-17 18:13:02 +01:00
gcarq	9b644b0305	add --ticker-interval	2017-11-17 18:09:55 +01:00
gcarq	0df1404d6a	fix typo	2017-11-17 18:09:55 +01:00
gcarq	bb4a9ed20f	implement backtest subcommand	2017-11-17 18:09:55 +01:00
Janne Sinivirta	d89db50465	avoid copy operation due to memory consumption	2017-11-17 12:30:54 +02:00
Janne Sinivirta	632d00e01d	move price point calculations out from populate functions	2017-11-17 12:30:03 +02:00
Janne Sinivirta	2a56031cdc	remove unnecessary line	2017-11-17 12:30:03 +02:00
Janne Sinivirta	16d412323c	add a little snippet to allow running line_profiler with hyperopt	2017-11-16 20:43:24 +02:00
Janne Sinivirta	27a6b29c80	move time diff calculation out of a loop	2017-11-16 20:43:24 +02:00
Janne Sinivirta	5d1f874041	switch ix to loc, ix is apparently deprecated	2017-11-16 20:43:24 +02:00
Janne Sinivirta	174122a09b	remove unnecessary calculation	2017-11-16 20:38:59 +02:00
Janne Sinivirta	1b6a60ecb2	refactor backtesting to avoid recalculating indicators in hyperopt	2017-11-16 20:38:46 +02:00
Janne Sinivirta	a963f1820c	rename should_sell to min_roi_reached	2017-11-16 16:53:34 +01:00
Janne Sinivirta	b9983149ef	plug sell strategy to backtesting	2017-11-16 16:53:34 +01:00
Janne Sinivirta	c1ef3f526c	remove unnecessary comparison	2017-11-16 16:53:34 +01:00
Janne Sinivirta	6b7afb80b2	fix failing test	2017-11-16 16:53:34 +01:00
Janne Sinivirta	0b8afa12e9	exit strategy after roi check	2017-11-16 16:53:34 +01:00
Janne Sinivirta	1db0a7d4ce	populate sell signal	2017-11-16 16:53:34 +01:00
Janne Sinivirta	c12a9ebd92	make signal getting parametrized	2017-11-16 16:53:34 +01:00
gcarq	d86dcc4752	check if result exists in get_ticker (fixes #106)	2017-11-16 16:39:06 +01:00
gcarq	0bc96241d5	rework exception handling (fixes #108)	2017-11-16 16:14:43 +01:00
gcarq	2e953a937d	version bump	2017-11-16 00:40:36 +01:00
gcarq	4e05691cab	check if balance list is empty (fixes #105)	2017-11-16 00:01:47 +01:00
gcarq	b5f58724a0	get_ticker_history: check if result is set (fixes #103)	2017-11-15 23:16:54 +01:00
gcarq	b83309b55d	reduce calls_per_second to 1	2017-11-15 23:16:39 +01:00
gcarq	e8101a6da5	default BaseVolume to 0.0 if null	2017-11-14 17:48:19 +01:00
gcarq	dd9cb008fb	refresh whitelist based on wallet health (fixes #60) ... Refreshs the whitelist in each iteration based on the wallet health, disabled wallets will be removed from the whitelist automatically.	2017-11-13 21:34:47 +01:00
gcarq	81f7172c4a	sanitize get_ticker_history (fixes #100)	2017-11-13 19:54:09 +01:00
Michael Egger	bab59fbacd	Merge pull request #99 from gcarq/more_triggers2 ... Expanding hyperopt	2017-11-13 12:11:15 +01:00
Janne Sinivirta	0f0b10b6cc	adjust search spaces	2017-11-13 07:28:56 +02:00
Janne Sinivirta	8e68c5358e	clean up prints during hyperopt	2017-11-12 09:44:31 +02:00
Janne Sinivirta	660f01b514	add hilbert transform leadsine trigger	2017-11-12 09:13:54 +02:00
Janne Sinivirta	13537e3ce4	add short ema guard to hyperopt	2017-11-12 08:45:32 +02:00
Janne Sinivirta	2963a90008	add stochastics trigger	2017-11-12 08:38:52 +02:00
Janne Sinivirta	15b20b83fa	optimize hyperopt objective function	2017-11-12 08:30:58 +02:00
gcarq	1c3c316e45	reduce calls_per_second	2017-11-11 21:29:35 +01:00
gcarq	517879382b	Add argument for dynamic-whitelist handling ... If --dynamic-whitelist is passed the whitelist in the config file is ignored. It gets automatically refreshed every 30 minutes and currently selects the 20 topmost BaseVolume markets	2017-11-11 19:20:53 +01:00
gcarq	bcd3340a80	implement get_market_summaries	2017-11-11 19:20:16 +01:00
gcarq	12ae1e111e	use get_candles from python-bittrex	2017-11-11 17:14:55 +01:00
gcarq	d3b3370f23	Add configurable throttle mechanism	2017-11-11 16:47:19 +01:00
gcarq	8f817a3634	use TTLCache for get_ticker_history	2017-11-11 15:29:31 +01:00
Janne Sinivirta	cf79b15651	use discrete values for filters	2017-11-11 11:50:10 +02:00
Janne Sinivirta	a4284351e3	fix green_candle	2017-11-11 11:22:12 +02:00
Janne Sinivirta	906caf329b	remove two unused or poorly performing indicators	2017-11-11 11:22:12 +02:00
Janne Sinivirta	3db13fae13	add green_candle guard	2017-11-11 11:22:12 +02:00
Janne Sinivirta	274972f7af	make faststoch trigger use crossed_above helper	2017-11-11 11:22:11 +02:00
Janne Sinivirta	83fd27e031	add sar reversal as trigger	2017-11-11 11:22:11 +02:00
gcarq	3126dcfcea	drop sleep_time and use python-bittrex request delay	2017-11-10 23:39:49 +01:00
Michael Egger	72aec6c320	Merge pull request #96 from gcarq/feature/add-argparse ... add argparse and implement basic arguments	2017-11-10 18:04:03 +01:00
gcarq	b709ccbf53	enhance logging messages	2017-11-10 17:56:03 +01:00
gcarq	0de211674d	version bump	2017-11-09 23:52:34 +01:00
gcarq	f7a27c156c	add /version command handler	2017-11-09 23:51:32 +01:00
gcarq	98f11fc7bb	fix sqlite threading issue	2017-11-09 23:45:22 +01:00
gcarq	013e13e546	use tabulate for /count	2017-11-09 23:45:03 +01:00
gcarq	6ff26c561a	move plot_dataframe to scripts/ folder	2017-11-09 22:29:23 +01:00
gcarq	c81358c291	remove MagicBot	2017-11-09 22:11:02 +01:00
gcarq	ed34d9f22f	add tests for /forcesell all	2017-11-09 22:08:28 +01:00
gcarq	ee05561ef3	refactor forcesellall to /forcesell all	2017-11-09 22:07:51 +01:00
Eoin	69ae99406a	add telegram handler for forcesellall	2017-11-09 21:52:08 +01:00
gcarq	0cfbb56b6c	enhance and test pair validation	2017-11-09 21:47:47 +01:00
gcarq	991b43b7e5	version bump	2017-11-09 20:55:45 +01:00
gcarq	a0fa6abcdc	use in-memory db for dry_run	2017-11-09 20:26:52 +01:00
gcarq	86501b43c0	adjust message formatting	2017-11-09 20:25:17 +01:00
gcarq	80592970e9	add more tests	2017-11-09 20:02:41 +01:00
gcarq	fafbb0abfe	update python-bittrex to 0.2.0	2017-11-09 00:31:53 +01:00
gcarq	31c03cdce1	fix linter issue	2017-11-08 22:44:32 +01:00
gcarq	e01c85bb3a	add argparse and implement basic arguments	2017-11-08 22:43:47 +01:00
gcarq	a1b91ad1ea	remove unneeded wrapper function	2017-11-08 21:17:51 +01:00
gcarq	6ce6018bb7	add more tests	2017-11-07 22:27:44 +01:00
gcarq	18eec0f4d4	catch BaseException in command_handler	2017-11-07 22:27:16 +01:00
gcarq	32327c45c2	set close_date on sell_order update	2017-11-07 22:26:44 +01:00
gcarq	ba485fe2b2	return state changes	2017-11-07 22:26:08 +01:00
gcarq	f8084b117e	apply pylint recommendations	2017-11-07 20:13:36 +01:00
gcarq	abdddd5193	define common fixtures	2017-11-07 20:12:56 +01:00
gcarq	8eeb02e592	make ticker interval configurable	2017-11-07 18:59:47 +01:00
gcarq	8555271102	remove unneeded header from get_ticker_history	2017-11-07 18:49:16 +01:00
gcarq	d921bae75e	set executable bit	2017-11-07 18:42:40 +01:00
gcarq	a1388ef296	add tick_interval to get_ticker_history as an optional parameter	2017-11-07 18:41:48 +01:00
gcarq	ddc7c94a1d	Merge branch 'develop' of https://github.com/gcarq/freqtrade into develop	2017-11-07 18:40:56 +01:00
Michael Egger	e36444df27	Merge pull request #95 from gcarq/improve_backtests ... Share pytest fixtures. Cache testfile loading.	2017-11-07 18:40:00 +01:00
Janne Sinivirta	0395c92260	move testdata file loading to pytest fixture	2017-11-07 19:24:51 +02:00
gcarq	f03395b90d	force python3 via shebang	2017-11-07 17:54:44 +01:00
gcarq	20d5628786	catch broader RequestException instead ConnectionError	2017-11-07 17:45:13 +01:00
gcarq	57e089efd3	fix NoneType issue in status command handle	2017-11-07 17:39:57 +01:00
Janne Sinivirta	fbbde9de25	put shared fixtures to conftest.py	2017-11-07 17:29:00 +02:00
Samuel Husso	3d42b9fd75	Merge pull request #94 from gcarq/autopep ... autoformat with autopep8	2017-11-06 19:41:57 +02:00
Janne Sinivirta	adfae9e75c	autoformat with autopep8	2017-11-06 19:17:23 +02:00
gcarq	117dfbb563	fix wording	2017-11-06 18:15:33 +01:00
Michael Egger	ae0b49f532	Merge pull request #92 from gcarq/feature/rework-dry_run-mode ... rework dry_run	2017-11-06 16:54:55 +01:00
gcarq	a37ea13fd1	catch RuntimeError earlier ... This makes it possible to to restart the bot, if there are temporary server issues.	2017-11-06 01:03:37 +01:00
gcarq	cc29126d61	make download_backtest_data.py platform independent	2017-11-06 00:16:24 +01:00
gcarq	810f2f9243	drop minimum_date from get_ticker_history	2017-11-06 00:06:59 +01:00
gcarq	60e651cb4c	only return data['result'] from get_ticker_history	2017-11-05 23:47:59 +01:00
gcarq	472ce8566d	enhance bittrex exception messages	2017-11-05 22:47:55 +01:00
gcarq	d12dba16db	simplify status command	2017-11-05 18:35:32 +01:00
Sébastien Moreau	3884cfb809	Merge branch 'develop' into feature/advanced-status-command	2017-11-05 10:32:53 -05:00
Sebastien Moreau	caa6e22e53	Adds unit tests	2017-11-05 10:26:03 -05:00
gcarq	19f6ff330c	adapt float precision asserts	2017-11-05 16:21:13 +01:00
gcarq	8fdd127f72	fix float precision rendering	2017-11-05 16:13:55 +01:00
gcarq	0a5eba64e2	do not remove order from dry_run order list	2017-11-05 16:13:20 +01:00
gcarq	b82c4444b2	apply correct typehint	2017-11-05 16:12:58 +01:00
gcarq	95a17b8f98	dry_run: remove mock value notice	2017-11-05 15:35:15 +01:00
gcarq	325f72fd91	dry_run: keep list of open orders	2017-11-05 15:21:16 +01:00
Janne Sinivirta	29b173f4e7	only run four evals of hyperopt, just to check it works	2017-11-05 09:28:42 +02:00
gcarq	264d71e29e	fix some pylint warnings	2017-11-04 18:55:41 +01:00
gcarq	a873688a44	backtesting: init Trade with Bittrex fee	2017-11-04 18:43:23 +01:00
gcarq	04342acff1	fix typo	2017-11-03 21:37:20 +01:00
gcarq	c37df0e70d	inform about mocked values with dry_run	2017-11-03 21:36:55 +01:00
gcarq	460dfa1031	fix percentage formating in execute_sell	2017-11-02 19:00:25 +01:00
gcarq	08a1d3ca1d	pylint changes	2017-11-02 19:00:25 +01:00
gcarq	1daeed4a52	fix assert	2017-11-02 19:00:25 +01:00
gcarq	99724e2458	use Decimal for profit calculation	2017-11-02 19:00:25 +01:00
gcarq	cd18629433	add fee to sqlalchemy model and respecting it in calc_profit	2017-11-02 19:00:25 +01:00
gcarq	41510fdb32	add dry_run for get_balance	2017-11-02 19:00:25 +01:00
gcarq	9cb249610a	adapt dry_run return values	2017-11-02 19:00:25 +01:00
gcarq	543857ddb2	set initial open_rate and amount in create_trade ... This is mostly needed by dry_run	2017-11-02 19:00:25 +01:00
gcarq	1e5b0e8726	adapt tests	2017-11-02 19:00:25 +01:00
gcarq	0d0d822904	bump dburl to tradesv3	2017-11-02 19:00:25 +01:00
gcarq	9ff4a7b205	refactor _process to update trade state	2017-11-02 19:00:25 +01:00
gcarq	0e96197a94	don't spend the whole coin balance when selling	2017-11-02 19:00:25 +01:00
gcarq	9b9d0250f7	replace get_open_oders() with get_order() and add property for fee	2017-11-02 18:58:55 +01:00
gcarq	4a35676794	rename and exchange instance and mark it as private	2017-11-02 18:58:55 +01:00
gcarq	465c91b9a9	telegram.cleanup: fix NoneType issue when telegram is deactivated	2017-11-02 18:56:57 +01:00
Sebastien Moreau	60249af04c	Removes long format + pylint fixes	2017-11-02 13:25:19 -04:00
gcarq	f34af0ad67	version bump	2017-11-01 01:15:06 +01:00
gcarq	e07904d436	PEP8 linting	2017-10-31 00:36:35 +01:00
gcarq	26468bef83	balance: filter currencies with 0.0 balances	2017-10-31 00:29:22 +01:00
Michael Egger	ea1b1e11ea	Merge pull request #88 from gcarq/reduce_memory_use ... Reduce memory use in backtesting	2017-10-31 00:28:38 +01:00
Janne Sinivirta	e68e6c0a1a	reuse mock in hyperopt also	2017-10-30 22:31:28 +02:00
Janne Sinivirta	7190226c84	reuse same mock for get_ticker_history, just change return_value	2017-10-30 22:06:09 +02:00
gcarq	6f2915e25e	move qtpylib to vendor folder ... This is necessary to distribute qtpylib with freqtrade when you install it globally.	2017-10-30 20:41:36 +01:00
Janne Sinivirta	8da55c3742	move patching of arrow.utcnow to remove 500 unnecessary mock objects	2017-10-30 19:56:53 +02:00
Michael Egger	05111edd04	Merge pull request #87 from gcarq/more_triggers ... More triggers and guards to hyperopt	2017-10-30 14:43:18 +01:00
Sebastien Moreau	8bdace68f6	Adds options for /status command	2017-10-29 20:51:38 -04:00