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889 Commits

Author SHA1 Message Date
Matthias
280737447c Don't load empty dataframes - skip these 
closes #9811
 2024-02-14 07:26:23 +01:00
Matthias
3d6079ae19
Add debug output showing the pair to be converted 
part of #9811
 2024-02-13 17:47:43 +01:00
Joe Schr
bff93e31c8 Moves orderflow logic to it's own file 2024-02-12 13:45:56 +01:00
Joe Schr
64e9784d1f Remove formatting changes 2024-02-12 13:45:56 +01:00
Joe Schr
d7b88194e0 Resolve various issues and comments 2024-02-12 13:45:56 +01:00
Joe Schr
6e7a536c7a Replaces public_trades_to_dataframe with trades_list_to_df 2024-02-12 13:45:56 +01:00
Joe Schr
a7e4a5e2dc Removes clean_duplicate_trades 2024-02-12 12:11:52 +01:00
Joe Schr
50070bc2ca Removes unused import 2024-02-12 09:39:09 +01:00
Joe Schr
0a4da26f2d Resolve using trades directly from trades_load when backtesting 2024-02-12 09:29:30 +01:00
Joe Schr
0fd2aca47e Remove if since 2024-02-11 13:14:17 +01:00
Joe Schr
e8c911e7b4 Remove since/until superfluous arguments 2024-02-11 13:04:39 +01:00
Matthias
fc15f98b80 Reduce unnecessary newlines 2024-02-10 17:45:03 +01:00
Matthias
4b0383f197 Fix overly long lines 2024-02-10 17:40:24 +01:00
Matthias
a216a08f09 Formatting ... 2024-02-10 17:29:17 +01:00
Matthias
7ae69a9cde update imports 2024-02-10 17:27:11 +01:00
Joe Schr
849413c5ea Changes scale from type int to float 2024-02-10 11:53:40 +01:00
Matthias
3aa2d0c30a Slightly improve memory-usage of kraken-convert 2024-02-10 09:37:59 +01:00
Matthias
a83b5abb51 Allow wildcards for pairs filter 2024-02-10 08:48:52 +01:00
Matthias
f89147fd44 Allow limiting kraken pairs to --pairs selection 2024-02-10 08:44:16 +01:00
Joe Schr
4ae63d7ecb Fix superfluous formatting 2024-02-09 13:15:12 +01:00
Joe Schr
9ec45ce042 Ruff fix 2024-02-08 19:48:53 +01:00
Joe Schr
1a0610f3e4 mypy fixes 2024-02-08 12:11:10 +01:00
Joe Schr
d6e3464973 Flake8 fix 2024-02-07 13:39:02 +01:00
Joe Schr
ca8cb73efa Ruff fixes 2024-02-07 13:37:17 +01:00
Joe Schr
69eb35deff Ruff fixes 2024-02-07 13:35:20 +01:00
Joe Schr
634e81c7e0 Fix ruff 2024-02-07 13:10:04 +01:00
Joe Schr
79074ea4b3 Fix untrue ruff error by adding line ignore 2024-02-07 12:51:18 +01:00
Joe Schr
39ba6fe56b Ruff --fix 2024-02-07 12:48:15 +01:00
Joe Schr
72a20e9928 Ruff changes for clean_duplicate_trades, populate_dataframe_with_trades, public_trades_to_dataframe 2024-02-07 12:42:30 +01:00
Joe Schr
b117f1b474 Fix superfluous changes 2024-02-07 12:30:50 +01:00
Joe Schr
e6c1c3d60b Fix immediate rename of argument 2024-02-07 12:30:50 +01:00
Joe Schr
f61c75ffcc Fix isort imports 2024-02-06 20:35:16 +01:00
Joe Schr
43645729a0 Don't fetch trades for informatitve pairs 2024-02-02 14:33:45 +01:00
Joe Schr
2833169955 Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades 2024-02-01 11:46:38 +01:00
Matthias
817aaa164c Enhance list-data (detailed) view with "candles" column 2024-01-24 20:13:06 +01:00
Matthias
ea9c51570f use resample_freq where possible 2024-01-24 19:19:16 +01:00
Matthias
6b78dac6f0 Re-align naming for resample_freq generator 2024-01-23 07:12:27 +01:00
Matthias
0a40a345fe use timeframe_as_resample_freq for trade_parallel analysis 2024-01-23 07:11:59 +01:00
Matthias
656b32814b Have trade_converter use timeframe_as_resample_freq 2024-01-23 07:10:25 +01:00
Matthias
c9c44a4710 Extract resample_interval generation 2024-01-23 07:02:09 +01:00
Matthias
5167f6936d Prepare converter to work on 1s data. 2024-01-23 06:42:12 +01:00
Matthias
1b70e9b074 Point users to the pair naming docs when download-data yields no pairs. 2024-01-07 15:22:53 +01:00
Matthias
f028bdf342 Improve funding fee migration logic 2024-01-04 17:06:15 +01:00
Matthias
983764ad0a Add "migrate funding fee timeframe" logic 2024-01-04 16:44:17 +01:00
Matthias
a12f368796 Move binance migration to behind migrations gate 2024-01-04 16:25:40 +01:00
Matthias
c9dd99a4b5 Enhance test to properly capture correct downloading of different futures types 2024-01-04 16:03:53 +01:00
Matthias
67d3dca49c Fix funding-fee downloading in the wrong timeframe 2024-01-04 15:52:19 +01:00
Matthias
1c5a699aef Fix typo and missing type def 2023-12-31 15:35:23 +01:00
Matthias
292ef85d96 Add additional, optional arguments to metadata files 
closes #9517
 2023-12-31 12:07:02 +01:00
Matthias
b3c9be1cd0 Refactor get_bt_resutlist to reduce code complexity 2023-12-31 10:15:55 +01:00
Matthias
13e329f176 Align methods 2023-12-31 10:07:31 +01:00
Robert Caulk
ea8edbd23b
Merge pull request #9552 from thojou/fix-freqai-populate-features-timerange 
Fix duplicated data loading and timerange for populate_features
 2023-12-30 13:42:08 +01:00
Thomas Joußen
3f44f56f6f Remove bool from get_required_startup because its unused. 2023-12-19 17:30:15 +00:00
Matthias
c9a018cf0e Improve output if a strategy wasn't found in the backtest result 2023-12-19 06:30:40 +01:00
Matthias
4f2d7b858f Slightly enhance logging for clarity 2023-12-18 20:06:49 +00:00
Thomas Joußen
663b1e11f8 Add timeframe info into 'increase startup_candle_count' log message 2023-12-18 20:06:49 +00:00
Thomas Joußen
2d6a49013f Fix duplicated data loading and timerange for populate_features 2023-12-18 20:06:49 +00:00
Joe Schr
18be79c906 Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades 2023-12-18 10:34:20 +01:00
Matthias
5ab61d9da4 Improve missing data output 2023-12-12 07:08:26 +01:00
froggleston
eb186e22d6
Fix backtesting-analysis when no trades for a pair 2023-11-15 11:52:25 +00:00
Joe Schr
1a4eabc0bb converter: use new trades_df_remove_duplicates 2023-10-24 12:22:23 +02:00
Joe Schr
8adf776218 fix imports for orderflow 2023-10-23 13:39:20 +02:00
Joe Schr
a81a3be8d6 Fix imports and handling of trade regarding changes from PR#9065 2023-10-23 10:16:59 +02:00
TheJoeSchr
9f507e0146 Update converter.py, revert random formatting changes 2023-10-09 11:37:56 +02:00
Joe Schr
a9bd9b506b use fetch_trades' public trades to populate dataframe 2023-10-09 11:37:56 +02:00
TheJoeSchr
4478f72492 Update converter.py, revert random formatting changes 2023-10-09 11:34:31 +02:00
Joe Schr
2e1c661449 fix: remove obsolete infer_datetime 2023-10-09 11:34:31 +02:00
Joe Schr
387a36e730 fix: fetches only every second OHLCV candle 2023-10-09 11:34:31 +02:00
Joe Schr
4abac1364a refactor(move function): refresh_latest_trades into dataprovider 
needed here to be used for call before analyze
also removes need for internal exchange function checking if
public_trades is enabled
 2023-10-09 11:34:30 +02:00
Joe Schr
64a072e207 Converter: fix wrong return type 2023-10-09 11:34:30 +02:00
Joe Schr
b0074cbf8b Converter: log exception instead of error 2023-10-09 11:34:30 +02:00
Joe Schr
d96f314f16 converter: revert cache for public trades because of memleak 2023-10-09 11:34:29 +02:00
Joe Schr
0f4e147035 use fetch_trades' public trades to populate dataframe 2023-10-09 11:34:29 +02:00
Matthias
8ad6eb9896 Update parameter value to be clearer 2023-09-25 19:55:58 +02:00
Matthias
74709461e3 Improve exception wording 2023-09-25 19:48:09 +02:00
Matthias
9e6cc5ebbd Improve comment on special handling 2023-09-25 19:46:27 +02:00
Matthias
a7d90e2a25 Minor adjustments to conversions 2023-09-25 19:45:03 +02:00
Matthias
488629096b Improve logging in kraken-converter 2023-09-25 18:23:20 +02:00
Matthias
1e8814b43e Improve handling of kraken dataconvert 2023-09-25 18:23:20 +02:00
Matthias
2e430519e3 Call kraken-convert in special cases 2023-09-25 18:23:20 +02:00
Matthias
2164b02c66 Add initial code for trade_kraken import 2023-09-25 18:23:20 +02:00
Matthias
f5d7a4417d Split trades methods into seperate converter file 2023-09-24 17:21:21 +02:00
Matthias
38a3ce6164 Convert "converter" to package 2023-09-24 10:42:23 +02:00
Matthias
2322d0f3f3 Move trades-to-ohlcv to converter file 2023-09-24 10:38:25 +02:00
Matthias
8a5287581f Move some convert-trades-to-ohlcv logic into convert function 2023-09-24 10:37:37 +02:00
Matthias
7b6e2eac49 use ffill instead of fillna(method='ffill') 2023-09-08 07:04:12 +02:00
froggleston
925e18368a
Fix linting a.k.a. Maybe one day, flake8 will like me 2023-09-02 15:05:34 +01:00
froggleston
250e00e6c7
Fix dropna subset 2023-09-02 12:52:05 +01:00
froggleston
81672da57b
Fix nulls in indicator list output and add expectancy ratio per entry tag in analysis group 0 output 2023-09-02 12:45:33 +01:00
Matthias
3167938d43 move "since" fallback to be the last check 2023-08-20 11:44:40 +02:00
Matthias
399e308e07 Fix bug in --dl-trades downloading 2023-08-19 18:32:27 +02:00
Matthias
30064b4102 Add support for trades data in Parquet format 2023-08-18 09:58:03 +02:00
Matthias
8caadc4c5b Fix feather handler storing 2023-08-18 09:47:18 +02:00
Matthias
3eb3596552 Simplify trades_data storing 2023-08-18 09:36:16 +02:00
Matthias
5de3b9d7ae Clean up no longer used method 2023-08-18 09:31:17 +02:00
Matthias
fae742de59 Fix imports 2023-08-18 09:12:40 +02:00
Matthias
fa5f7d290b Update download-trades method to work with dataframes 2023-08-18 09:08:10 +02:00
Matthias
7577613882 Extract trades df type conversion 2023-08-18 09:08:10 +02:00
Matthias
0fab65df03 Set explicit dtypes 2023-08-18 09:08:10 +02:00
Matthias
f69a776305 Ensure only relevant columns are stored 2023-08-18 09:08:10 +02:00
Matthias
26c89d89e4 Keep original timestamp in dataframe 2023-08-18 09:08:10 +02:00
Matthias
d97d0e4426 Extract trades DF creation to converter function 2023-08-18 07:02:46 +02:00
Matthias
357b04202c Datahandlers should store data from dataframes 2023-08-17 20:11:18 +02:00
Matthias
6fc1ee9831 trades_append should use dataframe, not lists 2023-08-17 18:06:25 +02:00
Matthias
780f238904 Fix trades duplicates if trade id is different 2023-08-17 18:04:13 +02:00
Matthias
5d5cc71945 Fix pandas duplication detection, improve test 2023-08-17 17:53:08 +02:00
Matthias
0be2250cf5 Keep existing trades_remove_duplicates for now 2023-08-17 17:23:12 +02:00
Matthias
53db254cba don't cascade calls, that creates an additional call 2023-08-17 17:22:02 +02:00
Matthias
7ac9d33c31 Default should return a dataframe, not an empty list. 2023-08-17 10:00:11 +02:00
Matthias
ac80a69142 Update converters for trades dataframe handling 2023-08-17 10:00:11 +02:00
Matthias
46882406be Update Datahandlers to work with trades data as dataframes 2023-08-17 10:00:11 +02:00
Matthias
161ab14ed0 Avoid lookahead bias through informative pairs in callbacks 2023-08-15 17:48:07 +02:00
Matthias
6f347b839a Remove optionality from timeframe parameter 
(it was never optional, and code was failing if it wasn't provided).
 2023-08-15 17:31:56 +02:00
Matthias
78972604d0 Allow metadata file updating 2023-08-03 06:17:05 +02:00
Matthias
2f95c44777 Add "notes" to backtest result output 2023-08-03 06:17:05 +02:00
Matthias
30f6f470d3 Add filename to backtest result metadata 2023-07-31 21:22:22 +02:00
Matthias
c836bd8fa5 Add Get_backtest_resultlist typing 2023-07-31 21:22:22 +02:00
Matthias
f546ee6569 Use list comprehension to get backtest-history 2023-07-31 21:22:22 +02:00
Matthias
1a1103c239 Add backtest-result typing 2023-07-30 10:54:03 +02:00
Matthias
6659d26131 Merge branch 'develop' into dataformat/feather 2023-07-29 20:04:12 +02:00
Matthias
79910870a3 Fix bug resampling monthly candles 
closes #8972
 2023-07-29 08:58:30 +02:00
Matthias
2fcff78756 Move comment to actually relevant line 2023-07-26 07:07:21 +02:00
Matthias
05e4b63091 Extract backtest_result deletion logic to separate function 2023-07-25 20:42:07 +02:00
Matthias
8b2abf4422 Remove .json from backtesting output 2023-07-25 20:41:28 +02:00
Matthias
787e94924d Update default expectancy ratio to 100 2023-07-23 07:20:59 +02:00
Matthias
955a63725a Improve resiliance when showing older backtest results 2023-07-22 19:43:20 +02:00
Stefano Ariestasia
e5f01ab2e8 pre-commit fix 2023-07-22 17:45:58 +09:00
Stefano Ariestasia
40d7d05e4e merge 2 expectancy functions 2023-07-22 17:29:43 +09:00
Stefano Ariestasia
c6ee8fcf54 remove unused check 2023-07-22 12:20:35 +09:00
Stefano Ariestasia
ee3b69ea63 fix test 2023-07-22 11:37:22 +09:00
Stefano Ariestasia
cfd8b068e7 add test for expectancy 2023-07-22 11:25:53 +09:00
Stefano Ariestasia
8621dc96e7 fix tests 2023-07-22 09:44:24 +09:00
Stefano Ariestasia
4812bcc28b flake8 fiz 2023-07-22 09:13:24 +09:00
Stefano Ariestasia
c048e7229a modify expectancy and expectancy ratio 2023-07-22 08:36:51 +09:00
Matthias
4369e3cdeb trim_dataframe should enforce kwargs for non-required arguments 2023-07-21 20:33:41 +02:00
Matthias
b593205ad9 No need to use .get() for properties with default values 2023-07-12 18:29:12 +02:00
Matthias
4d3740d4ce Update default datahandler class 2023-07-12 18:23:30 +02:00
Matthias
cca8c4e5b8 Update default dataformat to feather 2023-07-12 18:23:30 +02:00
Matthias
448f02960f Improve behavior for convert-data 2023-07-09 15:36:44 +02:00
Matthias
5a43dd4766 don't hard-default --timeframes via argparse 2023-07-09 15:32:51 +02:00
Matthias
a9e239ca7a Don't use future date for downloading new trade data 
closes #8860
 2023-07-07 11:23:34 +02:00
Matthias
942f0b4fbd Move format_ms_time to datetime_helpers 2023-07-07 08:59:07 +02:00
Matthias
0be4084eac Don't allow downloading wrong pairs 
Prior to this, BTC/USDT:USDT could be downloaded to the spot directory, as it was filtered inproperly.
 2023-06-17 18:14:58 +02:00
Matthias
66b34edc0b Clarify variable name 2023-06-17 18:03:57 +02:00
Matthias
7453ff2fb5 Migrate download-data out of commands section 2023-06-17 17:53:12 +02:00
Matthias
e0d5242a45 Reduce download-data verbosity 2023-06-17 17:53:12 +02:00
Matthias
fc11c79b77 Fix not working date format output 2023-06-11 08:51:20 +02:00
Matthias
1d03e8bc5f Reduce arrow usage further 2023-05-18 07:00:36 +02:00
Matthias
6e395ad7c9 Refactor methods in backtesting 2023-04-28 16:09:09 +02:00
Matthias
0753f427b1 Simplify storage 2023-04-28 15:29:15 +02:00