489 Commits

Author	SHA1	Message	Date
Matthias	deb8432d33	Streamline trade to dataframe conversion	2021-01-24 08:58:41 +01:00
Matthias	0d4cf32086	Slightly adapt to pandas incompatibility	2020-12-28 09:50:48 +01:00
Matthias	ceb50a7807	use exception handler when downloading data ... closes #3992	2020-11-25 07:57:27 +01:00
Matthias	e8e3ca0c3c	Catch ValueError from trade_conversion ... closes #3967	2020-11-21 10:57:19 +01:00
Matthias	83861fabde	Fix #3967, move TradeList type to constants	2020-11-21 10:52:15 +01:00
Matthias	52c9a2c37f	Convert np to None when loading hdf5 trades to allow duplicate detection	2020-11-19 07:31:54 +01:00
Matthias	887d78171c	Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp ... Convert timestamp to int_timestamp for all arrow occurances	2020-11-02 16:40:43 +01:00
Matthias Spiller	78874fa865	informative_pairs does not honor dataformat	2020-10-31 10:53:51 +00:00
Matthias	adffd402ea	Replace some pointless occurances of arrow	2020-10-20 20:11:38 +02:00
Matthias	8cdc795a44	Rename persistence.init to init_db	2020-10-16 08:15:18 +02:00
Matthias	6977ffdbf9	Merge branch 'develop' into isort_config	2020-09-28 20:21:55 +02:00
Matthias	253b7b763e	Apply isort to freqtrade codebase	2020-09-28 19:40:46 +02:00
Matthias	6e70ae6e95	Improve code quality	2020-09-27 19:40:55 +02:00
Matthias	3cb1a9a5a9	Support loading results from a specific hyperopt history file	2020-09-27 17:03:30 +02:00
Matthias	c42a924df8	Load latest file	2020-09-27 16:50:42 +02:00
Matthias	77d0189695	Remove not needed argument in update_trade_state	2020-09-19 09:37:11 +02:00
Matthias	38c52c7eee	Merge pull request #3626 from freqtrade/feat/hdf5 ... Introduce HDF5 Datahandler	2020-08-31 16:10:24 +02:00
Matthias	284d39930f	Allow using pairlists through dataprovider in backtesting	2020-08-30 10:07:28 +02:00
Matthias	309ea1246a	Update config to use single quotes	2020-08-26 20:52:09 +02:00
Matthias	4eb17b4daf	Remove unneeded function	2020-08-18 15:20:37 +02:00
Matthias	87e4a82041	Merge branch 'develop' into bt_add_maxdrawdown	2020-08-09 08:34:36 +02:00
Matthias	bad89307dd	Fix mypy error	2020-07-25 17:19:41 +02:00
Matthias	119bf2a8ea	Document hdf5 dataformat	2020-07-25 17:06:58 +02:00
Matthias	0a28818b46	Add some tests for hdf5	2020-07-24 19:37:37 +02:00
Matthias	861e7099cc	Rename hdf5handler to hdf5DataHandler	2020-07-24 19:23:37 +02:00
Matthias	3171ad33b7	Add blosc compression	2020-07-24 17:44:29 +02:00
Matthias	0f08addfbe	Don't store empty arrays	2020-07-24 17:37:07 +02:00
Matthias	31df42e737	Implement get_available_data	2020-07-24 17:31:43 +02:00
Matthias	d4540c846a	Add trades_load method	2020-07-23 19:33:23 +02:00
Matthias	55591e287c	First version of hdf5handler - no proper support for trades yet	2020-07-23 19:33:23 +02:00
Matthias	b035d9e267	Update return type comment	2020-07-12 10:23:09 +02:00
Matthias	d4fc52d2d5	Add tests for ohlcv_get_available_data	2020-07-12 09:56:46 +02:00
Matthias	422825ea1b	Add ohlcv_get_available_data to find available data	2020-07-12 09:50:53 +02:00
Matthias	d56f9655e2	Update notebook with new statistics example	2020-07-03 07:20:43 +02:00
Matthias	d999fa2a7e	Test autogetting result filename	2020-07-03 06:58:27 +02:00
Matthias	7c5587aeaa	exportfilename can be a file or directory	2020-07-03 06:58:27 +02:00
Matthias	2ed808da1f	Extract .last_result.json to constant	2020-07-03 06:58:27 +02:00
Matthias	afefe92523	Add multi-strategy loading logic	2020-07-03 06:58:27 +02:00
Matthias	c13ec4a1d4	implement fallback loading for load_backtest_data	2020-07-03 06:58:27 +02:00
Matthias	04eaf2c39c	Add test for get_last_backtest_Result	2020-07-03 06:58:27 +02:00
Matthias	7727292861	Rename duration to trade_duration	2020-07-03 06:58:27 +02:00
Matthias	af9a9592b7	Remove unnecessary statement	2020-07-03 06:58:27 +02:00
Matthias	dacb40a976	Add get_latest_backtest_filename	2020-07-03 06:58:27 +02:00
Matthias	b068e7c564	Rename open_time and close_time to *date	2020-07-03 06:58:27 +02:00
Matthias	415853583b	Save backtest-stats	2020-07-03 06:58:27 +02:00
Matthias	5fce7f3b22	Add market Change ... closes #2524 and #3518	2020-07-03 06:58:27 +02:00
Matthias	c2a6f70b4c	Merge branch 'develop' into keep_dataframe_noapi	2020-06-30 07:46:52 +02:00
Matthias	bf61bc9d83	Introduce ExchangeError	2020-06-28 16:01:40 +02:00
Matthias	676006b99c	--dl-trades should also support increasing download span ... (by downloading the whole dataset again to avoid missing data in the middle).	2020-06-24 17:40:23 +02:00
Matthias	ab9382434f	Add test for get_analyzed_dataframe	2020-06-18 06:50:06 +02:00
Matthias	8166b37253	Explicitly check if dp is available	2020-06-18 06:50:06 +02:00
Matthias	9794914838	store dataframe updated as tuple	2020-06-18 06:50:05 +02:00
Matthias	fd97ad9b76	Cache analyzed dataframe	2020-06-18 06:50:05 +02:00
Matthias	a3506f4d8e	Merge branch 'develop' into timeframe	2020-06-15 06:35:55 +02:00
Matthias	3f9ab0846d	Rename profitperc to profit_percent	2020-06-07 15:39:59 +02:00
hroff-1902	f4c2bb1346	Fix crash in #3404	2020-06-02 19:37:08 +03:00
Matthias	f9bb1a7f22	Update more occurances of ticker_interval	2020-06-02 10:02:55 +02:00
Matthias	cadc50ce9b	Replace more occurances of ticker_interval with timeframe	2020-06-01 20:49:40 +02:00
Matthias	16cd1f06b2	Rename get_order_book to fetch_l2_order_book (aligning to ccxt)	2020-05-26 20:27:35 +02:00
Matthias	046202fdda	Fix typing circular dependency	2020-05-22 20:56:34 +02:00
Matthias	1a984ac677	Explicitly raise ValueError if trades are empty	2020-05-21 07:12:53 +02:00
hroff-1902	115586a50f	Introduce freqtrade.typing	2020-05-18 21:59:50 +03:00
hroff-1902	627c5059f0	Move create_pair_list to pairlistmanager	2020-05-18 13:54:21 +03:00
hroff-1902	5f2a871637	Add missing module	2020-05-16 17:15:58 +03:00
hroff-1902	e7c11ed2cf	Fix fetching timeframe (failed in backtesting)	2020-05-16 12:27:56 +03:00
hroff-1902	f8b01f5a43	Make flake happy	2020-05-16 12:27:56 +03:00
hroff-1902	035a12ce61	Move _create_pair_whitelist to dataprovider	2020-05-16 12:27:56 +03:00
hroff-1902	bf25746965	Introduce datatype for informative pairs	2020-05-16 12:27:56 +03:00
hroff-1902	aae096c6ae	Handle fetching ticker for non-existing pair safe way	2020-05-14 13:36:48 +03:00
hroff-1902	3079e18239	Merge branch 'develop' into dataprovider-add-ticker	2020-05-14 13:22:52 +03:00
hroff-1902	b4d2433fc1	Merge pull request #3267 from GrilledChickenThighs/develop ... Method for accessing current pairlist inside strategy.	2020-05-13 21:29:39 +03:00
Matthias	d86855f2f3	Merge pull request #3129 from freqtrade/trades_to_list ... convert dl-trades datadownload to list	2020-05-13 09:41:26 +02:00
Paul D. Mendes	9fbe135790	attached pairlist manager onto dataprovider init for unified access to dynamic whitelist	2020-05-11 20:17:03 +04:00
Paul D. Mendes	bc9efc31ad	Added Method for accessing current pair list on initialization for dynamic informative pairs ... moved import into function to avoid circular import with hyperopt	2020-05-11 19:45:15 +04:00
hroff-1902	63b55658ac	Add ticker to dataprovider	2020-05-01 05:11:30 +03:00
Matthias	7aba9bc62a	Update freqtrade/data/converter.py ... Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>	2020-04-17 06:22:25 +02:00
hroff-1902	f2b1802666	Merge pull request #3137 from freqtrade/fix_maxdrawdown ... [minor] Fix maxdrawdown	2020-04-14 16:03:25 +03:00
Matthias	ddf37ef059	Add test to demonstrate that the dataframe is not changed	2020-04-14 08:02:42 +02:00
Matthias	4ee0cbb575	Reset index to correctly gather index	2020-04-12 10:40:02 +02:00
orehunt	20abb379aa	trim trades to the available ohlcv data before plotting profits	2020-04-06 15:54:17 +02:00
Matthias	41d5c40f10	Correctly test drawdown plot	2020-04-05 14:44:44 +02:00
Matthias	e204170eb6	Fix max_drawdown bug finding low before high!	2020-04-05 14:29:40 +02:00
Matthias	9d7ad23d42	Fix test leakage	2020-04-02 08:20:50 +02:00
Matthias	eab6c9c5f2	Fix message	2020-04-01 20:50:00 +02:00
Matthias	0d51383b57	Format logmessages correctly	2020-04-01 20:31:21 +02:00
Matthias	ba03d96961	Test 5s offset on since	2020-04-01 20:04:36 +02:00
Matthias	ff9caf790b	remove trade duplicates in datahandler	2020-04-01 19:45:46 +02:00
Matthias	0506caf986	Implement trades_remove_dulicates	2020-04-01 19:45:38 +02:00
Matthias	bac0eaab03	fix convert to ohlcv	2020-04-01 19:45:35 +02:00
Matthias	d76bb1ccf4	Use List of Lists instead of list of Dicts for trades data	2020-04-01 19:45:21 +02:00
Matthias	1659ddcc5d	Add conversion function from fetch_trades to list	2020-04-01 19:45:21 +02:00
Matthias	3e1bef888a	Fix flake8 error	2020-03-18 19:40:13 +01:00
Fredrik81	0920d6fce4	Update freqtrade/data/btanalysis.py ... Co-Authored-By: Matthias <xmatthias@outlook.com>	2020-03-18 11:01:09 +01:00
Fredrik81	8c33e07dc6	Update based on comments	2020-03-15 21:20:32 +01:00
hroff-1902	57ff3ff450	Merge branch 'develop' into plot-trades	2020-03-15 13:31:00 +03:00
Matthias	0f1640bed4	convert exportfilename to Path when config parsing	2020-03-15 09:39:45 +01:00
Fredrik81	27faf12fde	Fix if no file exists	2020-03-14 22:15:03 +01:00
hroff-1902	59fadabb5b	Fix merging	2020-03-13 20:26:14 +03:00
hroff-1902	51f52c8609	Merge branch 'develop' into no-ticker-2	2020-03-13 16:43:52 +03:00
Matthias	6f67b8d9b9	iCheck after clean_dataframe, too	2020-03-12 19:50:46 +01:00
Matthias	129a88d5da	Extract emptyness check to it's own method	2020-03-11 19:53:28 +01:00
orehunt	3eaae4661d	check again for emptiness after trimming dataframe	2020-03-09 17:51:21 +01:00
hroff-1902	3208faf7ed	Do not use ticker where it's not a ticker	2020-03-08 20:47:02 +03:00
Matthias	9d8970a76b	Add test and formatting to drawdown	2020-03-03 20:23:44 +01:00
Matthias	33a63562cb	make drawdown function less restrictive	2020-03-03 07:23:38 +01:00
Matthias	e050511ddc	Add test for max_drawdown calculation	2020-03-03 07:20:41 +01:00
Matthias	3479f7d986	Add max_drawdown function	2020-03-03 07:15:03 +01:00
hroff-1902	e2e6b940a3	copy=False does not make the changes inline anyway, so not needed	2020-02-22 19:54:19 +03:00
hroff-1902	c651e0ac82	Fix #2948	2020-02-22 19:46:40 +03:00
Matthias	3186add87b	Use explicit column list for float parsing	2020-02-22 14:46:54 +01:00
Matthias	7ecc56fa44	Load ohlcv data as float	2020-02-22 13:10:41 +01:00
Matthias	d65a06947d	Merge branch 'develop' into data_handler	2020-02-09 15:16:43 +01:00
hroff-1902	f3d500085c	Add some type hints	2020-02-02 07:00:40 +03:00
Matthias	41945138ac	Converting pairs from filename to pair corrected	2020-01-05 13:35:36 +01:00
Matthias	4eaaec9d1a	Implement pair_to_filename to datahandler ... includes tests - taken from #2744 and modified to adapt to new structure	2020-01-05 10:36:08 +01:00
Matthias	f82c4346b6	data conversion, not data conversation ... * we're not talking to the data yet ...	2020-01-05 09:55:02 +01:00
Matthias	2409261cb7	Merge branch 'develop' into data_handler	2020-01-04 11:36:27 +01:00
Matthias	2c8e8d8ef6	Align columns for btanalysis loading	2020-01-02 09:51:47 +01:00
Matthias	699c0d6bc3	Merge branch 'develop' into data_handler	2019-12-30 19:40:43 +01:00
Matthias	1ffda29fd2	Adjust improts to new exception location	2019-12-30 15:02:17 +01:00
Matthias	814cc20c6b	Remove potential circular import	2019-12-28 19:58:41 +01:00
Matthias	f4a532ef6d	Pass format to load_data	2019-12-28 14:57:39 +01:00
Matthias	ae1b28aab7	Remove get_datahandlerclass from package exposes	2019-12-28 14:32:11 +01:00
Matthias	66d18575a7	Implement abstract interface	2019-12-28 11:10:31 +01:00
Matthias	9e4fc00a0f	Add test for convert_ohlcv	2019-12-28 11:03:06 +01:00
Matthias	28787a001c	Move convert functions to convert module	2019-12-28 11:02:34 +01:00
Matthias	6860491189	Rename datahandler module to history module ... Also move previous history.py into this module - so everything is bundled	2019-12-28 11:01:42 +01:00
Matthias	9c5b94adf5	Pass data_format to methods	2019-12-28 11:01:42 +01:00
Matthias	d65c1eea7a	Add some tests for datahandler	2019-12-28 11:01:42 +01:00
Matthias	8a030e7fc0	Use exists instead of is_file	2019-12-28 11:01:42 +01:00
Matthias	a3144cb2f0	remove trim_tickerlist	2019-12-28 11:01:42 +01:00
Matthias	d1b52809ac	Cleanup history	2019-12-28 11:01:41 +01:00
Matthias	d06777b8ce	Remove old "load_cached_data" method	2019-12-28 11:01:41 +01:00
Matthias	7a6476c9ba	Update tests	2019-12-28 11:01:41 +01:00
Matthias	df085a6f15	Fix small bug and test	2019-12-28 11:01:41 +01:00
Matthias	c648d973c1	Implement new "load_data_for_updating" method based on dataframes	2019-12-28 11:01:41 +01:00
Matthias	ec8fb5f308	Make no-data warning optional	2019-12-28 11:01:41 +01:00
Matthias	b83487a70d	Extract default dataframe columns to constant	2019-12-28 11:01:41 +01:00
Matthias	91c70a0e9c	Change to use ohlcv_purge	2019-12-28 11:01:41 +01:00
Matthias	37c5b68987	Move dataframe validation to abstract class	2019-12-28 11:01:41 +01:00
Matthias	e861f05b75	Move dataframe trim to within jsondatahandler	2019-12-28 11:01:41 +01:00
Matthias	552c93abf0	Improve some docstrings	2019-12-28 11:01:41 +01:00
Matthias	b7c1d55491	Modify tests to point to datahandlers	2019-12-28 11:01:41 +01:00
Matthias	9876d126ca	Use handler for trades	2019-12-28 11:01:41 +01:00
Matthias	9547d47ae2	Initialize datahandlers	2019-12-28 11:01:41 +01:00
Matthias	5fca17d7e1	Allow initializing handler-class just once	2019-12-28 11:01:41 +01:00
Matthias	416517b0c9	Move trim_dataframe from history to converter	2019-12-28 11:01:41 +01:00
Matthias	9d8ea2f13b	Replace calls to load_tickerdata_file with DataHandler calls	2019-12-28 11:01:41 +01:00
Matthias	88fa7fc24c	Simplify validate dataframe method	2019-12-28 11:01:41 +01:00
Matthias	53ee636fa0	Check if file exists before loading	2019-12-28 11:01:41 +01:00
Matthias	873f5dbe6b	Revrite validate_pairdata to work with pandas	2019-12-28 11:01:41 +01:00
Matthias	db520a09ee	Trim dataframe, not tickerlist	2019-12-28 11:01:41 +01:00
Matthias	866908d2ca	Load and save using pandas internal function	2019-12-28 11:01:41 +01:00
Matthias	d9e7d64f33	Split parse_ticker_dataframe some logic to clean_ohlcv_dataframe.	2019-12-28 11:01:41 +01:00
Matthias	1b90ec58b9	Use changed pair-handling for providers	2019-12-28 11:01:41 +01:00
Matthias	d923bab828	Remove abstract interface for now	2019-12-28 11:01:41 +01:00
Matthias	48728e2d66	Change DataProvider interface to accept pair per method	2019-12-28 11:01:41 +01:00
Matthias	e529a4c261	Fix typehint for get_datahandlerclass	2019-12-28 11:01:41 +01:00
Matthias	c6d6dbfdb1	Implement jsondatahandler file store	2019-12-28 11:01:41 +01:00
Matthias	abc6b9459a	Add ohlcv_store call to convert_ohlcv	2019-12-28 11:01:41 +01:00
Matthias	2a728ee68f	fix bug in find-files	2019-12-28 11:01:41 +01:00
Matthias	ef0fcb0e0f	Make data-finding safe	2019-12-28 11:01:41 +01:00
Matthias	e5a61667dd	Implement first version of jsondatahandler	2019-12-28 11:00:22 +01:00
Matthias	bb8acc61db	Convert datadir within config to Path ... (it's used as Path all the time!)	2019-12-23 15:11:29 +01:00
hroff-1902	cf4c3642ce	Minor improvements in data.history	2019-12-18 01:06:03 +03:00
hroff-1902	021fa1ca1a	Merge pull request #2678 from hroff-1902/dataprovider-history-split-refresh ... Dataprovider history: split refresh part	2019-12-18 00:30:47 +03:00
hroff-1902	3a542bce62	Merge pull request #2674 from freqtrade/bt_trade_open_price ... Pre-calculate open_trade_price	2019-12-17 21:51:13 +03:00
hroff-1902	1537389617	Remove startup_candles argument in refresh_data	2019-12-17 18:23:31 +03:00
hroff-1902	b2796f99b6	Remove redundant refresh_pair_history	2019-12-17 14:06:21 +03:00
hroff-1902	60f89c8c01	Split refresh from load_data/load_pair_history	2019-12-17 13:43:42 +03:00
Matthias	a2964afd42	Rename profit_percent to profit_ratio to be consistent	2019-12-17 08:53:30 +01:00
hroff-1902	0277cd82ea	Make mypy happy	2019-12-16 23:25:57 +03:00
hroff-1902	a6fc743d85	Align code in _download_*_history()	2019-12-16 22:12:26 +03:00
hroff-1902	fa968996ed	Remove useless check	2019-12-16 22:01:26 +03:00
hroff-1902	4cd45b6535	Rename download_*_history as non-public	2019-12-16 21:57:03 +03:00
hroff-1902	2af9ffa7f2	Align refresh_backtest_ to each other	2019-12-16 21:43:33 +03:00
Matthias	7c7ca1cb90	Remove min (plural) from codebase	2019-12-11 07:12:37 +01:00
Matthias	054484ad73	load_pair_history should not return None, but an empty dataframe if no ... data is found	2019-12-04 06:57:44 +01:00
Matthias	c8c48156dd	Don't load trades twice ...	2019-11-13 20:44:55 +01:00
Matthias	6ac73f7cde	Update missed strings	2019-11-13 11:28:26 +01:00
Matthias	1c57a4ac35	more replacements of ticker_interval	2019-11-12 15:13:06 +01:00
Matthias	08aedc18e1	Exchange ticker_interval with timeframe in some more places	2019-11-12 15:13:06 +01:00
Matthias	e4bdb92521	Replace some occurances of ticker_interval with timeframe	2019-11-12 15:13:06 +01:00
Matthias	da57396d07	Fix UTC handling of timestamp() conversation in fetch_my_trades	2019-11-08 06:55:07 +01:00
hroff-1902	f435384bf0	Merge pull request #2451 from freqtrade/bt_analysis_maxopen ... Bt analysis maxopen at any time	2019-11-01 00:13:31 +03:00
hroff-1902	3149c12a14	Merge pull request #2444 from freqtrade/sql_cleanup ... Fix scoped_session and add Documentation for strategy	2019-10-31 23:19:30 +03:00
Matthias	5dcf28cafb	Reduce frequency of "startup-period" message	2019-10-31 06:57:37 +01:00
Matthias	dd408aa5d6	Add analyze_trade_parallelism analysis function	2019-10-30 14:07:23 +01:00
Matthias	dac88c6aed	extract Find parallel trades per interval	2019-10-30 13:35:55 +01:00
Matthias	26a5800a7f	Extract get_trades function	2019-10-30 11:12:49 +01:00
hroff-1902	5254059fe4	Merge pull request #2430 from freqtrade/startup_period_bt ... Add Startup period for strategies	2019-10-28 23:33:30 +03:00
Matthias	e82460bde6	Fix create_cum_profit to work with trades that don't open on candle ... opens	2019-10-28 14:24:12 +01:00
Matthias	61c037f2cf	Fix some typos and comment mistakes	2019-10-28 13:05:54 +01:00
Matthias	132a4da7cf	Small style fixes and adjusted tests	2019-10-27 10:56:38 +01:00
Matthias	33164ac78e	Refactor loading of bt data to backtesting ...	2019-10-27 09:44:56 +01:00
Matthias	704121c197	Move most logic to history	2019-10-27 09:44:56 +01:00
Matthias	9e7e051eb4	add trim-dataframe method	2019-10-27 09:44:56 +01:00
hroff-1902	14755779de	Merge pull request #2391 from freqtrade/plot_trades_in_min ... [minor][plot] Plotting trades from database should show correct duration	2019-10-20 20:11:01 +03:00
hroff-1902	4f17511fdc	Merge pull request #2393 from freqtrade/remove_timeframe ... Remove non-date based timeframe selection	2019-10-19 22:05:44 +03:00
Matthias	16e10d99b9	Remove timeframe logic for non-date entries	2019-10-19 15:10:48 +02:00