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12926 Commits

Author SHA1 Message Date
Matthias
7c697d4ded fix: Validate trades for fee 
We can't rely on the "trades" subarray from the order
to contain everything we need
As such, we need to ensure that required properties are present and not None.

closes #10398
 2024-07-04 16:38:12 +02:00
Matthias
6b99033164 Improve trades-cached handling 2024-07-04 15:21:16 +02:00
Matthias
c891e38f2b Merge branch 'develop' into feature/fetch-public-trades 2024-07-04 14:39:17 +02:00
Matthias
a0a5ccc445 Merge branch 'develop' into ci/ccxt.pro 2024-07-04 12:08:36 +02:00
Joe Schr
05b2d8a2bf Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades 2024-07-04 11:01:17 +02:00
simwai
2b456cbdeb Added unlock_at field for protection config 2024-07-04 10:29:13 +02:00
xmatthias
01506a2ad3 chore: update pre-commit hooks 2024-07-04 03:12:01 +00:00
Matthias
b58e412982 feat: Add "DEX" output for list- exchanges subcommand 2024-07-03 13:34:00 +02:00
Matthias
7209b2e71a Merge branch 'develop' into ci/ccxt.pro 2024-07-03 13:13:13 +02:00
Matthias
d8eb6e59fa Fix missing import 2024-07-03 12:01:22 +02:00
Matthias
e5a453a1f3 Improve clarity on argument definition 2024-07-03 12:01:13 +02:00
Matthias
44c9358ac1 Simplify argparse imports 2024-07-03 11:55:55 +02:00
Matthias
0f1894037d Increased Args typehint 2024-07-03 11:51:11 +02:00
Matthias
dcb442f1df Fix / Improve supported options for lookahead-analysis 2024-07-03 11:42:44 +02:00
Matthias
f294aafbf5
Merge pull request #10352 from freqtrade/feat/pairlist_bt_check 
Feat/pairlist_bt_check
 2024-07-03 09:58:45 +02:00
Matthias
a800152a43 Update gzip open mode to text mode 
It's slightly faster this way, as json files are text anyway.
 2024-07-03 09:19:23 +02:00
Matthias
11798ae018 chore: update version to 2024.7-dev 2024-06-30 09:42:08 +00:00
konradbeck
1c4e809f84
Update telegram.py 
The help command doesn't have consistent formatting.

- /stop: "Description" doesn't conform to the other formatting.
- Statistics header isn't on it's own line.
 2024-06-29 09:58:37 +02:00
Joe Schr
b2bcac8447 Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades 2024-06-27 15:23:12 +02:00
Joe Schr
7de102320c orderflow: use cache per pair 2024-06-27 15:06:16 +02:00
xmatthias
5fa24163f5 chore: update pre-commit hooks 2024-06-27 03:12:21 +00:00
Joe Schr
dad2cad525 orderflow: fixing typing 2024-06-26 19:54:13 +02:00
Joe Schr
323274ecee orderflow: clean code 2024-06-24 18:07:17 +02:00
Joe Schr
5379400ab3 Merge branch 'feature/fetch-public-trades-cached' into feature/fetch-public-trades 2024-06-24 18:07:01 +02:00
Joe Schr
54df6f5b9c orderflow: adds cache_size to config 2024-06-24 17:40:24 +02:00
Joe Schr
390373cb9b orderflow: ruff format 2024-06-24 17:15:39 +02:00
Joe Schr
ecd2118941 fix: copying orderflow dataframe from cache doesn't work 2024-06-24 17:14:22 +02:00
Matthias
282198a81c update enum value to Biased 2024-06-21 17:43:27 +02:00
Matthias
b7f180ab3f fix: Improve safety of custom_stop return validation 
If the return is inf or NaN freqtrade should not fail
closes #10349
 2024-06-21 16:43:07 +02:00
Joe Schr
08a27abbdc orderflow: clean up populate_dataframe_with_trades code 2024-06-21 16:10:27 +02:00
Joe Schr
d23c33a47f feat: add caching to populate_dataframe_with_trades 2024-06-21 15:28:11 +02:00
Matthias
dd42a79234 Remove most explicit "supports backtesting" checks 2024-06-21 14:57:57 +02:00
Matthias
ea58be2705 Classify individual pairlists for backtestability 2024-06-21 14:57:57 +02:00
Matthias
c1e938ccda Add "BacktestnigSupport" method to pairlists 2024-06-21 14:57:57 +02:00
Matthias
02c38f7396 Prevent data-downloads for exchanges that don't support this. 2024-06-20 18:29:17 +02:00
Matthias
776a8e43cd Add trades_has_history attribute 2024-06-20 18:24:43 +02:00
xmatthias
d5bad0ed45 chore: update pre-commit hooks 2024-06-20 03:14:42 +00:00
Joe Schr
ffda564f05 Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades 2024-06-19 20:38:50 +02:00
Joe Schr
2d6408a363 feat: adds max_candles to orderflow config 2024-06-19 19:23:26 +02:00
Matthias
b43d578bb0 Merge branch 'develop' into ci/ccxt.pro 2024-06-18 20:34:18 +02:00
Matthias
a9ebefdc37 Prevent warning on __del__ during tests 2024-06-16 09:56:03 +02:00
Matthias
2223c16d00 Load hyperparameters when calling plot_config 2024-06-16 09:52:25 +02:00
Matthias
1775d86af2 Merge branch 'develop' into ci/ccxt.pro 2024-06-14 19:46:14 +02:00
Matthias
03d2d5dc5d Update bt_output types 2024-06-13 06:43:31 +02:00
Matthias
dd469944c9 Extract per-tag subresults from main backtest_result method 2024-06-13 06:43:31 +02:00
Matthias
156eeb90b9 Output mixed tags table 2024-06-13 06:43:31 +02:00
Matthias
68b8b29089 Calculated mixed tags results 2024-06-13 06:43:31 +02:00
xmatthias
7106ff6923 chore: update pre-commit hooks 2024-06-13 03:02:25 +00:00
Matthias
1b2cfc9857 Simplify generate_tag_metrics logic 2024-06-11 19:53:22 +02:00
Matthias
2ec4449558 Use better column header for backtest output 2024-06-11 19:08:24 +02:00
Matthias
09b1b1ab94 Use "trades" wording in backtest tables 2024-06-11 07:03:47 +02:00
Matthias
90efd04617 Improve typing in backtesting 2024-06-11 06:47:23 +02:00
Matthias
f314607bb6 Update pairlists to use *args **kwargs init 2024-06-09 08:55:03 +02:00
Matthias
29e23dfdb9 Use self._ for pairlist inits 2024-06-09 08:55:03 +02:00
Matthias
2cb89996d2 Remove unused imports 2024-06-09 08:44:26 +02:00
Matthias
3b86e3e66e Fix deprecated "abstractproperty" 2024-06-09 08:44:04 +02:00
Matthias
598e461892 Remove unused __init__ method 2024-06-09 08:42:51 +02:00
Matthias
de5a5d0967 Don't use assert in non-test code. 2024-06-08 09:32:54 +02:00
Matthias
cef9c45f68 don't use plain eval 2024-06-08 09:31:50 +02:00
Matthias
2f83ff73e2 Further bandid noqa's 2024-06-08 09:27:40 +02:00
Matthias
50e4d273f4 noqa empty passes on version detection 2024-06-08 09:23:02 +02:00
Matthias
6b932133ea Log during cleanup 2024-06-08 09:20:23 +02:00
Matthias
bd8b8e8b8b Add a few bandid noqa's on acceptable use 2024-06-08 09:19:54 +02:00
Matthias
0eeaee21fb Avoid "restart" failure - reset ccxt cache 2024-06-07 19:03:28 +02:00
Matthias
84e8a19bd3 Remove duplicate log message 2024-06-06 18:05:58 +02:00
Matthias
31219299d2 Don't fail trades loop if one pair fails 2024-06-06 18:05:45 +02:00
xmatthias
779905a8f2 chore: update pre-commit hooks 2024-06-06 03:02:43 +00:00
Matthias
9da0437e3d Improve exchange_ws shutdown 2024-06-04 19:52:19 +02:00
Matthias
50bf770351 Merge branch 'develop' into feature/fetch-public-trades 2024-06-04 19:49:27 +02:00
Matthias
0f9335d242 Merge branch 'develop' into ci/ccxt.pro 2024-06-04 19:45:22 +02:00
Matthias
133dc1d343 api_async is mandatory ... 2024-06-04 19:42:04 +02:00
Joe Schr
f075d728c5 constants: make "orderflow" fields required 2024-06-04 19:23:23 +02:00
Matthias
a2251d045c Only load markets once 
Increases startup speed by 6s on binance (from 9 to 3s).
 2024-06-04 19:01:00 +02:00
Matthias
5a08d1acf9 combine _load_markets and reload_markets 2024-06-04 07:21:42 +02:00
Matthias
d5361d84fa use np.where instead of apply 2024-06-02 17:09:23 +02:00
Matthias
6913aed027 Merge branch 'develop' into ci/ccxt.pro 2024-06-01 08:48:50 +02:00
Matthias
0e44cd91d8 StrEnum was only introduced in 3.11 . . . 2024-06-01 08:43:04 +02:00
Joe Schr
bfb29d3c14 orderflow: fix ask/bid & buy/sell mixup 2024-05-31 21:25:36 +02:00
Matthias
5a0e0263d8 use StrEnum for RunMode 2024-05-31 20:36:18 +02:00
Matthias
122896f9ab Improved "task done" message 2024-05-31 07:12:02 +02:00
Matthias
8b90643f3a Don't show "exchange closed by user" exceptions 2024-05-31 07:03:40 +02:00
Matthias
12852438a5 Call connection at intervals 2024-05-31 06:52:11 +02:00
Matthias
33e61b1308 Extract connection reset from exchange_ws 2024-05-31 06:48:38 +02:00
Matthias
7e736a34dd Reduce ccxt.pro verbosity 2024-05-31 06:40:14 +02:00
Matthias
f33c4db572 Apply ruff formatting to ws branch 2024-05-31 06:40:14 +02:00
Matthias
cabd36253e Reduce level of "reuse watch result" . . . 2024-05-31 06:40:14 +02:00
Matthias
212ac2073e Don't multiply klines_last_refresh 
with 1000 - it's already in ms
 2024-05-31 06:40:14 +02:00
Matthias
627154cb66 improve ws "removing" condition 2024-05-31 06:40:14 +02:00
Matthias
7ec8b28be3 Re-adjust ts handling to not use time.time() 2024-05-31 06:40:14 +02:00
Matthias
765fa06daa Deepcopy ccxt ws result 2024-05-31 06:40:14 +02:00
Matthias
d5d818be8b Remove unused import 2024-05-31 06:40:14 +02:00
Matthias
ed8b9018c5 Properly handle shutdown (canceled coroutines) 
This will imrove shutdown behavior
 2024-05-31 06:40:14 +02:00
Matthias
68c36ce07d Fix typo 2024-05-31 06:40:14 +02:00
Matthias
b5239f06ae Improve log formatting 2024-05-31 06:40:14 +02:00
Matthias
7bc4fdca27 remove pairs from _pairs_schedules when their coroutine stops 2024-05-31 06:40:14 +02:00
Matthias
93cdf1bb54 Simplify logging 2024-05-31 06:40:14 +02:00
Matthias
554d4134ff Add humanized date to debug log 2024-05-31 06:40:14 +02:00
Matthias
45c17f2448 Reduce excessive log again 2024-05-31 06:40:14 +02:00
Matthias
ce33b031f2 Show pair for task finished 2024-05-31 06:40:14 +02:00
Matthias
fc66a12c14 Improve "stopped" messages 2024-05-31 06:40:14 +02:00
Matthias
85725b5472 Improved exception message 2024-05-31 06:40:14 +02:00
Matthias
c482b7e40f Add log for "removal" tracking 2024-05-31 06:40:14 +02:00
Matthias
80c7d4eb5f Improve debug logging 2024-05-31 06:40:14 +02:00
Matthias
d3962a7c07 Remove websocket init for non-trade modes 2024-05-31 06:40:14 +02:00
Matthias
2ade5191e6 Ensure shutdown of async exchange, fix test 2024-05-31 06:40:14 +02:00
Matthias
d42e012ec3 ws - Improve cleanup behavior 2024-05-31 06:40:14 +02:00
Matthias
9f2708247a Enable ws for bybit 2024-05-31 06:40:14 +02:00
Matthias
f324af938a Improve WS logic to assume a candle is complete if time rolled over 2024-05-31 06:40:14 +02:00
Matthias
b5dc54072e Ensure exchange objects are not undefined 2024-05-31 06:40:14 +02:00
Matthias
c61d9e0dec Reduce verbosity 2024-05-31 06:40:14 +02:00
Matthias
c0c775114e Slightly improved loggign 2024-05-31 06:40:14 +02:00
Matthias
0ec751826b Opt in binance to websocket support 2024-05-31 06:40:14 +02:00
Matthias
137ddb2ec3 Require opt-in for ws enablement to allow slow rollout 2024-05-31 06:40:14 +02:00
Matthias
f9ce0bb9ab Improve exchange formatting 2024-05-31 06:40:14 +02:00
Matthias
35e2e58a5c Improve formatting 2024-05-31 06:40:14 +02:00
Matthias
8375209a8e Add fixtures for exchange_ws 2024-05-31 06:40:14 +02:00
Matthias
55bd7db022 Don't forget to close WS session 2024-05-31 06:40:14 +02:00
Matthias
c18b6cdb74 Improve stop behavior 2024-05-31 06:40:14 +02:00
Matthias
4832c10973 Only import ccxt.async when necessary 2024-05-31 06:40:14 +02:00
Matthias
67a6c11f6d No longer import ccxt.async_support 2024-05-31 06:40:14 +02:00
Matthias
55ed505f94 Update exchange_ws get_ohlcv logic 2024-05-31 06:40:14 +02:00
Matthias
f90574abee use OHLCVResponse in ws 2024-05-31 06:40:14 +02:00
Matthias
0b620817a2 Don't append fake candle 2024-05-31 06:40:14 +02:00
Matthias
fcaee33706 Improve log msg 2024-05-31 06:40:14 +02:00
Matthias
ec6c54367b Add exchange_ws test case 2024-05-31 06:40:14 +02:00
Matthias
f223319909 Improve typehint for ohlcv endpoint 2024-05-31 06:40:14 +02:00
Matthias
e8b4bcc65d use default argument 2024-05-31 06:40:14 +02:00
Matthias
dadc96306f Better define what interface is external 2024-05-31 06:40:14 +02:00
Matthias
8a00bf3188 Use proper typehint 2024-05-31 06:40:14 +02:00
Matthias
aef0324aa7 set markets for ws exchange on reload 2024-05-31 06:40:14 +02:00
Matthias
f4f8b910fe Improve exchange_ws terminology 2024-05-31 06:40:14 +02:00
Matthias
60cfda5d52 Add very basic exception handling 2024-05-31 06:40:14 +02:00
Matthias
f9524aebe9 Improve temporary log output for exchange_ws 2024-05-31 06:40:14 +02:00
Matthias
eda8a767ca Improve ws exchange 2024-05-31 06:40:14 +02:00
Matthias
18dabd519a ccxt.pro - move get_klines to ws_exchange 2024-05-31 06:40:13 +02:00
Matthias
e2b567165c remove double log 2024-05-31 06:40:13 +02:00
Matthias
972b932e5d Implement ws cleanup 2024-05-31 06:40:13 +02:00
Matthias
2fd5b4a6e1 Use websocket results 2024-05-31 06:40:13 +02:00
Matthias
1d12985b70 Update exchange_ws with cleanup function 2024-05-31 06:40:13 +02:00
Matthias
bd494ed67a Cleanup exchange changes 2024-05-31 06:40:13 +02:00
Matthias
3468edddf6 Add enable_ws config setting 2024-05-31 06:40:13 +02:00
Matthias
51890f80c4 Add parameter for ws enablin 2024-05-31 06:40:13 +02:00
Matthias
34ccada909 Tests with seperate thread 2024-05-31 06:40:13 +02:00
Matthias
e985c1890b Implement basic ccxt.pro to test 2024-05-31 06:40:13 +02:00
Matthias
ad7b78ec93 Update exchange init to use .pro if available 2024-05-31 06:40:13 +02:00
Matthias
c9b1071baa Use api_async for exchange_has 2024-05-31 06:40:13 +02:00
Matthias
feeccfedaa Update list-exchanges with watchOHLCV 2024-05-31 06:40:13 +02:00
Matthias
a02ef7dce1 Bump dev version to 2024.6-dev 2024-05-30 06:40:15 +02:00
xmatthias
d983572358 chore: update pre-commit hooks 2024-05-30 03:02:44 +00:00
Joe Schr
41def8b28b orderflow: removes unnecessary code 2024-05-29 20:09:34 +02:00
Joe Schr
5dcf75f648 exchange: replace OperationalException with logger.error message 2024-05-29 19:52:37 +02:00
Joe Schr
82e8901db4 orderflow: remove unused function orderflow_to_volume_profile 2024-05-29 19:49:33 +02:00
Joe Schr
07034ed7a6 orderflow: add comment with insight about imbalances 2024-05-29 19:49:33 +02:00
Joe Schr
24707ab7b9 orderflow: raise DependencyException instead of raising generic exception 2024-05-29 19:49:33 +02:00
Joe Schr
4629362a60 Fixing merge error 2024-05-29 19:46:27 +02:00
Joe Schr
bf3eeeb0fc Use .exception instead of .error for trace logging 2024-05-29 19:46:27 +02:00
Joe Schr
32f931ca25 Revert "refresh_latest_trades: remove "-cached" from trades pair files" 
This reverts commit 839827c0d7.
 2024-05-29 19:46:27 +02:00
Matthias
72d33070d4 Fix a few codespell typos 2024-05-28 06:37:54 +02:00
Matthias
30ad4ca9a9 Add bingx to list of supported exchanges 2024-05-26 16:37:21 +02:00
Matthias
64c7f6b06a Improve bingx file formatting 2024-05-26 16:37:21 +02:00
Matthias
71cb2ded79 Add Bingx stoploss documentation 2024-05-26 16:37:21 +02:00
Matthias
7f990e7df6 Enable bingx stoploss 2024-05-26 16:37:21 +02:00
Matthias
46e97e5806 fix htx: Reduce amount of data downloaded on higher timeframes 
closes #10247
 2024-05-26 15:49:48 +02:00
Matthias
32ff3ebb99 Improve handling for immediately canceled orders 2024-05-26 09:42:28 +02:00
Matthias
edd92194b0 have handle_onexchange_order delete trades if no order filled. 2024-05-26 08:36:02 +02:00
Matthias
ec0f6cb246 Add Properties for canceled orders to trade_model 2024-05-26 08:35:57 +02:00
Matthias
dc92787f1d Fix gone-wrong hyperopt fix 
closes #10192
 2024-05-25 11:52:41 +02:00
xmatthias
d59422159a chore: update pre-commit hooks 2024-05-23 03:02:28 +00:00
Matthias
c3fa8a4c45 feat: Allow empty fiat_display_currency 
(instead of completely deleting that key)
 2024-05-22 20:30:35 +02:00
Matthias
aecb86d3f9
Merge pull request #10229 from freqtrade/feat/coingecko_apikey 
Support Coingecko api keys
 2024-05-20 18:04:53 +02:00
Matthias
531843ebcb Improve message for fiat_display_currency 
allow leaving empty for new-config
 2024-05-20 17:02:00 +02:00
Matthias
468d0f8cf0 use FtCoinGeckoApi for marketCapPairlist, too 2024-05-20 15:22:13 +02:00
Matthias
94e0a808b7 Add test, invert logic 2024-05-20 15:14:15 +02:00
Matthias
9e0ccb1cf4 Rename coingecko wrapper file 2024-05-20 15:11:43 +02:00
Matthias
8d1285bb21 Set session params instead of headers 2024-05-20 14:44:25 +02:00
Matthias
3729daf082 Add type check for coingecko settings 2024-05-20 14:34:18 +02:00
Matthias
1ff162cf17 Use coingecko api keys 2024-05-20 14:32:08 +02:00
Matthias
62166e23f6 Improve singleton pattern 2024-05-20 14:15:20 +02:00
Matthias
cb1600d7b0 Update fiat_convert to use FtCoinGeckoApi 2024-05-20 14:08:44 +02:00
Matthias
c1f780794a Add CoinGeckoApi Wrapper 2024-05-20 14:02:09 +02:00
Matthias
4d2db33445 Add support for ipv6 
closes #10222
 2024-05-20 10:39:08 +02:00
Matthias
1a86d81200 Initial config for Bingx stop orders 2024-05-20 09:53:52 +02:00
Matthias
1717733b0f
Merge pull request #10221 from freqtrade/hyp/profit-drawdown 
improve MaxDrawDownHyperOptLoss
 2024-05-20 09:01:21 +02:00
Matthias
c1d26d0330 Don't calculate the "legacy" version of drawdown anymore. 2024-05-19 17:57:21 +02:00
Matthias
3bf02c8a64 Simplify hyperopt drawdown logic 
Reduces tons of fallback logic
 2024-05-19 17:57:05 +02:00
Matthias
480477d17a Improve profitdrawdownhyperopt balancing 2024-05-19 10:12:50 +02:00
Matthias
2a1ff7f9b3 Try improve profit-drawdown hyperopt 2024-05-19 09:45:32 +02:00
Matthias
c6a5134815 Improve wording of log message 2024-05-18 20:20:58 +02:00
Matthias
c0d43f6d03 Improve line formatting 2024-05-18 20:16:25 +02:00
Matthias
aa0f90bb68 Don't convert trades to OHLCV unless explicitly specified 2024-05-18 20:14:52 +02:00
Matthias
e6d5aa1349 add --convert-trades argument to download-data 2024-05-18 20:14:08 +02:00
Matthias
0673f3ec6c Remove unused function 2024-05-18 16:46:17 +02:00
Matthias
d0eb55a0be Small type fixes 2024-05-18 16:45:49 +02:00
Joe Schr
1167917cf6 constants: add ranges for orderflow config properties 2024-05-17 16:14:54 +02:00
Joe Schr
8afcaeeed9 trades(): add lookahead warning to docstring 2024-05-17 15:58:29 +02:00
Joe Schr
ab7f8b3a0f imbalance_ratio: use ratio instead of percentage 2024-05-17 15:49:53 +02:00
Matthias
1e04140fff Partially revert bybit leverage-tiers workaround 2024-05-16 19:25:19 +02:00
Matthias
a92178dd60 load_cached_leverage_tiers should allow a remote cache period 2024-05-16 19:11:51 +02:00
Matthias
1e2662b627 Greatly simplify leverage tier loading for binance 2024-05-16 18:20:14 +02:00
Joe Schr
0460ce45ff ruff format: exchange/trades_load 2024-05-16 14:28:30 +02:00