Commit Graph

9332 Commits

Author SHA1 Message Date
Matthias
27a9f98d5f Simplify liquidation price structure, improve test cov 2022-08-29 07:04:48 +02:00
Matthias
226fa5d93c Simplify liquidation price calling structure 2022-08-29 07:04:48 +02:00
Matthias
4def3678b7
Merge pull request #7298 from freqtrade/tif_align
align TimeInForce to ccxt usage
2022-08-29 06:36:51 +02:00
Matthias
8be8a12cc4
Merge pull request #7260 from JohanVlugt/develop
Example FreqAI hybrid strategy
2022-08-29 06:34:45 +02:00
Matthias
40c00d2d8f Version bump dev version to 2022.9 2022-08-29 06:34:20 +02:00
Robert Caulk
39a739eadb
Merge pull request #7296 from th0rntwig/dbscan
Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
2022-08-28 14:37:47 +02:00
robcaulk
fcb5d1cb5a remove debugging flag 2022-08-28 13:01:39 +02:00
robcaulk
dd628eb525 add tests for outlier detection and removal functions 2022-08-28 12:56:39 +02:00
robcaulk
1e41c773a0 fix outlier protection 2022-08-28 12:11:29 +02:00
smarmau
ff3a4995c1 remove unnecessary code 2022-08-28 11:45:20 +02:00
Matthias
b9f35cadb3 add /stopentry alias for /stopbuy 2022-08-28 11:37:22 +02:00
smarmau
005594c29c simplify hybrid template 2022-08-28 11:29:48 +02:00
th0rntwig
71f7d68783 Fixed mypy error 2022-08-27 12:44:55 +02:00
Matthias
c61b986c3d FTX - support time_in_force (and PO ordertype)
closes #7175
2022-08-27 10:30:38 +02:00
Matthias
104a73025d Uppercase TimeInForce (align with ccxt) 2022-08-27 10:30:06 +02:00
Matthias
6686489c06
Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator
Add flag to move hyperopt populate_indicators to epoch
2022-08-27 09:21:16 +02:00
Matthias
2b70c3d0c0 support price callback for partial exits in bt
This will align results to how live works.
closes #7292
2022-08-27 08:50:09 +02:00
Matthias
9204f01312 Don't lock pairs on partial exit 2022-08-27 07:23:02 +02:00
elintornquist
86c5ac44e4 Add outlier percentage check 2022-08-26 23:05:07 +02:00
Matthias
01126c43f7 Fix liquidation price tier calculation
closes #7294
2022-08-26 20:14:24 +02:00
Matthias
753d1b2aad Update leverage tier terminology to be clear and aligned with ccxt 2022-08-26 19:34:51 +02:00
elintornquist
b2d664c63c Change MinPts calculation 2022-08-26 18:57:27 +02:00
robcaulk
bb3523f383 download data homogeneously across timeframes 2022-08-26 18:51:42 +02:00
robcaulk
e7261cf515 add freqai utils.py file 2022-08-26 15:30:28 +02:00
robcaulk
65b552e310 make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection 2022-08-26 15:30:01 +02:00
robcaulk
4b7e640f31 reduce code duplication, optimize auto data download per tf 2022-08-26 13:56:44 +02:00
Matthias
53d46a0385 align max_entry_position_adjustment behavior of backtesting to live
closes #7293
2022-08-25 20:36:17 +02:00
Matthias
1fd223c815
Update --prepend help string
closes #7290
2022-08-25 17:03:41 +02:00
Matthias
f2a356a80c Fix some imports 2022-08-25 07:08:58 +02:00
Matthias
6636f17e0f Simplify usage of amount_to_contract precision 2022-08-25 07:08:22 +02:00
Matthias
32faad9333 Fix backtest calculation problem with DCA
closes #7287
2022-08-24 20:36:08 +02:00
Matthias
a6d78a8615 initialize Since parameter properly
closes #7285
2022-08-23 06:43:04 +02:00
Matthias
fe7108ae75 Convert amount to contracts before comparing for close
closes #7279
2022-08-23 06:37:38 +02:00
Matthias
78b161e14c add contract_size to database 2022-08-23 06:37:38 +02:00
Matthias
6036018f35 Extract contracts_to_amount and amount_to_contracts to standalone functions 2022-08-23 06:37:38 +02:00
Matthias
5f38a574ce Add okx broker id 2022-08-23 06:37:38 +02:00
th0rntwig
5ce1c69803
Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
2022-08-22 19:57:20 +02:00
robcaulk
ac42c0153d deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting. 2022-08-22 18:19:07 +02:00
robcaulk
96d8882f1e Plug mem leak, add training timer 2022-08-22 13:30:30 +02:00
Matthias
f55d5ffd8c Don't fail when --strategy-path is not a valid directory.
closes #7264
2022-08-22 09:20:14 +00:00
Matthias
015be770c3 ccxt now defaults to base volume for all markets 2022-08-22 06:42:14 +02:00
Matthias
f6d832c6d9 Add get_option to expose ft_has via method 2022-08-21 17:51:46 +02:00
Matthias
87a3115073 Add get_open_trade_count() to simplify getting open trade count. 2022-08-21 17:08:27 +02:00
Matthias
6189aa817c Fix HybridExample formatting 2022-08-20 19:50:18 +02:00
robcaulk
64b0834437 add credit in docstring 2022-08-20 17:04:38 +02:00
robcaulk
90c03178b1 provide user directions, clean up strategy, remove unnecessary code. 2022-08-20 17:02:18 +02:00
Matthias
cdd4745693
Merge pull request #7263 from freqtrade/okx_cache_tiers
Okx cache tiers
2022-08-20 15:18:13 +02:00
Matthias
5b3f031590 Use hyperopt safe amount precision method 2022-08-20 14:13:15 +02:00
Matthias
738e95b875 Add tests for leverage tiers caching 2022-08-20 13:54:54 +02:00
Matthias
b6e8b9df35 Use cached leverage tiers 2022-08-20 13:01:58 +02:00
Matthias
52ec0d1046 Update binance Leverage tiers 2022-08-20 11:53:15 +02:00
Matthias
0da0600836 Have backtesting respect tradable size
closes #7161
2022-08-20 11:41:11 +02:00
Matthias
54ddc1a4c2 Add --tradingmode alias 2022-08-20 11:24:20 +02:00
Matthias
aa3da092a0 Dont' use classProperty - that's not supported on 3.8 2022-08-20 10:55:52 +02:00
Matthias
01d45ed12e
Merge pull request #7257 from freqtrade/feat/list-pair-time
Get min/max data in list-data command
2022-08-20 08:16:52 +02:00
Matthias
7b8b73e651
Merge pull request #7243 from lolongcovas/newbranch_test
Improve PCA and pairwise distance calcs
2022-08-20 08:13:40 +02:00
Johan van der Vlugt
b44bd0171c
Example Classifier strat 2022-08-19 19:10:37 +02:00
Matthias
b9d48c3278 use numbers in HyperoptState properly ... 2022-08-19 15:40:06 +02:00
Matthias
bc359675a2 Add --analyze-per-epoch - moving populate_analysis to the epoch process 2022-08-19 15:19:43 +02:00
Matthias
09f8904545 Extract analysis to separate method 2022-08-19 15:12:55 +02:00
Matthias
08ef5ad2d8 Add HyperoptState enum and container class 2022-08-19 15:11:43 +02:00
Matthias
1c6f966579 Hyperopt: simplify parameter "can_optimize" handling 2022-08-19 15:03:03 +02:00
Matthias
16af10a5bc Update notebook sample with simplified datadir configuration
closes #7252
2022-08-19 14:05:27 +02:00
Matthias
b7553d20d4 Get min/max data in list-data command 2022-08-19 13:45:55 +02:00
Matthias
7d84ef2e2c Remove unused imports 2022-08-19 13:45:10 +02:00
longyu
521381ebf0 undo example strategy newline 2022-08-19 12:40:03 +02:00
Matthias
b420614d65 Reduce code duplication in datahandlers 2022-08-19 09:33:07 +02:00
Matthias
975bf8fe88 Update Docstring to match actual return values 2022-08-19 09:23:53 +02:00
Matthias
42eb508515 Attempt fix of #7184 2022-08-19 07:09:46 +02:00
Matthias
76a3e97e05 Add migrations end message
closes #7251
2022-08-19 06:39:51 +02:00
Matthias
70a77ba3d9 Check for "last" availability in PrecisionFilter
closes #7250
2022-08-18 20:07:50 +02:00
longyu
1fada53ddd remove newline 2022-08-18 19:40:00 +02:00
Matthias
85b43ec1a1 Remove double-check for "isolated margin" 2022-08-18 15:23:58 +02:00
Matthias
fde469a253 Remove unnecessary check 2022-08-18 14:53:44 +02:00
Matthias
075e9b8526 Log Exchange responses for set_leverage 2022-08-18 09:52:03 +02:00
Matthias
46e8d9a5e4 Reduce verbosity when whitelist is empty 2022-08-18 09:09:37 +02:00
Matthias
0461a89348 Fix test failures 2022-08-18 07:20:49 +02:00
longyu
f70b0bab80 remove line 2022-08-17 23:49:20 +02:00
Matthias
66910bfe63 Don't fail if mark candles are missing
closes #7239
2022-08-17 20:01:57 +02:00
robcaulk
88dd9920ea sort imports for isort 2022-08-17 16:38:09 +02:00
robcaulk
5155afb4e7 clean up code remnants 2022-08-17 15:22:48 +02:00
robcaulk
0c34104e45 extract download-data from freqai to prepare for future async changes 2022-08-17 15:18:44 +02:00
longyu
9c38c27eed ignore sample itself distance for avg_mean_dist computation 2022-08-17 15:09:57 +02:00
longyu
72c34291e3 newline 2022-08-17 15:09:10 +02:00
Matthias
3983368228 gateio futures is showing base currency in volume! 2022-08-17 14:51:48 +02:00
Matthias
83ca168bb8
Merge pull request #7216 from freqtrade/precise_calcs
Precise calcs
2022-08-17 14:32:02 +02:00
Matthias
c615e1bc62 Avoid loop error during ccxt tests 2022-08-17 14:31:40 +02:00
Matthias
e7902bffa0 Remove checks for dataprovider existance - it's available in all modes. 2022-08-17 10:57:25 +02:00
Matthias
8d182768f9 stoploss should also use trimmed prices 2022-08-17 09:57:11 +02:00
Matthias
0b0e7eaf96 Mutex TTL Cache accesses which can be accessed by multiple threads
Apparently, cachetools is (intentionally) not threadsafe
when using the Caches directly.
It's therefore recommended to wrap these with an explicit lock to avoid
problems.

source: https://github.com/tkem/cachetools/issues/245

closes #7215
2022-08-16 19:48:21 +02:00
Matthias
24690c1918 Don't convert open_rate to precision
this may cause more problems than it solves.
2022-08-16 18:32:00 +02:00
Matthias
3b44dc52e1 Minor corrections 2022-08-16 18:10:48 +02:00
Matthias
ea6bc47d7a gateio default configs should specify unknown_fee_rate 2022-08-16 17:26:53 +02:00
Matthias
a1e4fbf313 Run price_to_precision for dry-run orders 2022-08-16 17:23:49 +02:00
Matthias
1ac81aa316 Show message if fee update failed due to missing
closes #7234
2022-08-16 17:09:23 +02:00
robcaulk
4c0fda400f fix input shape warning for LGBMClassifier, add sample_weights/eval_weights 2022-08-16 11:41:53 +02:00
Matthias
fa89368c02 Add test for precision backpopulation 2022-08-16 11:11:52 +02:00
Matthias
96d2f61812 Properly round timestamps to avoid constant log messages 2022-08-16 10:22:59 +02:00
Matthias
15a1c59a91 Backtesting should cache precisionMode 2022-08-16 10:15:19 +02:00
Matthias
a73e4f8e41 Truncate amount before comparing for closure 2022-08-16 09:49:53 +02:00