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10261 Commits

Author SHA1 Message Date
Matthias
29585b5ecd Improve worker iteration logic 2022-11-06 11:18:13 +01:00
Matthias
d48a9ae96d Add leverage to backtest results 
closes #7574
 2022-11-06 09:40:44 +01:00
Matthias
1d2b89bc13 Improve handling of get_fee to not allow impossible combinations 2022-11-06 09:16:03 +01:00
Matthias
ded57fb301 Remove no longer valid test part 2022-11-05 20:32:31 +01:00
Matthias
d089fdae34 Fix current-time_det calculation 2022-11-05 20:02:36 +01:00
Robert Caulk
820aad670c
Merge pull request #7690 from freqtrade/track-current-candle 
Track current candle in FreqAI
 2022-11-05 17:35:05 +01:00
Emre
06a2957837
Merge branch 'develop' into add-single-precision-freqai 2022-11-05 19:15:12 +03:00
Emre
43bdd34964
Optimize reduce_dataframe_footprint function 2022-11-05 19:13:02 +03:00
Matthias
0888b53b5a Udpate current_time handling for detail loop 2022-11-05 17:02:27 +01:00
Matthias
a11d579bc2 Verify order fills on "detail" timeframe 2022-11-05 17:02:27 +01:00
robcaulk
53df607067 avoid duplicating features with okx/gateio, ensure inference timer gets logged 2022-11-05 15:42:19 +01:00
Matthias
6e09d552ac Properly handle and test ohlcv min_max with empty files 2022-11-05 13:14:35 +01:00
robcaulk
257c833831 add doc for single precision, dont allow half precision, add test 2022-11-04 18:10:04 +01:00
robcaulk
3ccc120f92 add option to force single precision 2022-11-04 17:42:10 +01:00
robcaulk
8bdc99a3d6 fix self-imposed bug 2022-11-04 16:41:38 +01:00
robcaulk
19d90b813a improve readibility in start_backtesting() 2022-11-04 16:10:46 +01:00
Wagner Costa Santos
8008c63319 Merge branch 'develop' into backtest_live_models 2022-11-04 09:09:39 -03:00
Wagner Costa Santos
a7acfb7ab7 fix dict key error 2022-11-04 09:02:28 -03:00
robcaulk
90c5bfb4b5 add default conv_width 2022-11-03 21:35:12 +01:00
robcaulk
05b309caf2 ensure colon replaced for cached attach 2022-11-03 21:17:48 +01:00
robcaulk
6938ed6584 change default conv_width to 1 2022-11-03 21:11:26 +01:00
robcaulk
444a068481 merge develop into track-current-candle 2022-11-03 21:09:08 +01:00
robcaulk
db942321ad fix bug with lightgbm and colons 2022-11-03 21:03:48 +01:00
robcaulk
d721b50230 flake8 2022-11-03 19:13:24 +01:00
robcaulk
3ba1e221eb fix typo 2022-11-03 19:08:33 +01:00
robcaulk
6c4bdb8f67 remove special characters from feature names 2022-11-03 18:49:39 +01:00
Wagner Costa Santos
17798b3397 Merge branch 'develop' into backtest_live_models 2022-11-03 13:29:25 -03:00
Wagner Costa Santos
356d79b38a verify mean and std exists in model metadata 2022-11-03 13:27:56 -03:00
Wagner Costa Santos
cdf12cc541 Merge branch 'develop' into fix_issue_7666 2022-11-03 08:30:46 -03:00
Matthias
ff619edebf Improve explanation comment as to why we're waiting ourselfs 2022-11-03 06:50:18 +01:00
Timothy Pogue
b749f3edd6 add latency measure from ping in emc and ws_client 2022-11-02 19:30:35 -06:00
Timothy Pogue
000b0c2198 prevent memory leaks from error in _broadcast_queue_data 2022-11-02 18:00:10 -06:00
Timothy Pogue
cbede2e27d refactor channel.send to avoid queue.put 2022-11-02 17:57:11 -06:00
Timothy Pogue
2dc55e89e6 better error handling channel send 2022-11-02 15:25:39 -06:00
Timothy Pogue
55bf195bfb remove debugging log calls 2022-11-02 14:21:34 -06:00
Timothy Pogue
c2bdaea84a change exception handling in channel send 2022-11-02 14:19:08 -06:00
Timothy Pogue
d848c27283 add task done to broadcast queue method 2022-11-02 13:30:42 -06:00
Timothy Pogue
e25dea7e0e update channel disconnecting 2022-11-02 13:26:27 -06:00
robcaulk
ce92731132 ensure backwards compatitibility 2022-11-02 20:20:35 +01:00
Wagner Costa Santos
23b6915dde fix issue with different backtesting prediction size 2022-11-02 15:49:51 -03:00
Matthias
2c3c7e1e3a
Merge pull request #7663 from freqtrade/shuffle_list_enhance 
Improve ShufflePairlist to shuffle only once per candle
 2022-11-02 19:37:48 +01:00
robcaulk
1a38c10fc6 remove old code 2022-11-02 19:37:47 +01:00
robcaulk
255eb71270 start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df 2022-11-02 19:32:22 +01:00
robcaulk
97df232ac6 add a warning to __init__ for get_corr_dataframes 2022-10-31 18:18:00 +01:00
robcaulk
66d8ed6c0b Merge remote-tracking branch 'origin/develop' into reduce-indicator-population 2022-10-31 09:42:01 +01:00
robcaulk
d59a7fa2f9 remove analysis_lock and realign example hybrid strat 2022-10-30 17:07:33 +01:00
Matthias
391c3f56f7 Add typehint to corr_pairlist 2022-10-30 13:28:01 +01:00
Mark Regan
7053f81fa8 simplified predict and predict_proba using super(). Added duplicate class label check. 2022-10-30 09:48:30 +00:00
Matthias
cf4af2175c
Merge pull request #7662 from markdregan/backtest_extra_returns_fix 
Fix missing f-string from PR #7611
 2022-10-30 10:47:06 +01:00
robcaulk
a2843165e1 fix leftovers from merge 2022-10-30 10:31:38 +01:00
robcaulk
52e15b2070 Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev 2022-10-30 10:16:39 +01:00
robcaulk
d1a0874683 merge develop into feat/freqai-rl-dev 2022-10-30 10:13:03 +01:00
robcaulk
fc53054d43 leverage list length knowledge, f-string change 2022-10-30 10:12:14 +01:00
Emre
f98c7a2423 Remove loop of normalization from metadata 2022-10-30 10:12:14 +01:00
Matthias
5c14aeddc6 Add "--log-file" alias for "--logfile" 2022-10-30 09:50:54 +01:00
Matthias
5013351143 Rename "shuffle" parameter to "shuffle_freq" 2022-10-30 09:48:55 +01:00
Matthias
a323acf343 Improve ShufflePairlist to shuffle only once per candle 2022-10-30 09:46:12 +01:00
Mark Regan
c26fda282f fix missing f-string from PR #7611 2022-10-30 08:19:59 +00:00
robcaulk
650bb8b7d7 ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs. 2022-10-29 22:26:49 +02:00
Matthias
352adaf127 Improve readability of is_time_to_refresh function 2022-10-29 19:45:46 +02:00
Matthias
c23a9475e6 Move exchange utilities into separate module 2022-10-29 09:29:17 +02:00
Matthias
801e91c39e
Merge pull request #7618 from wizrds/fix/docker-config-record 
Update function in FreqAI interface to record FreqAI config params
 2022-10-29 08:56:20 +02:00
Matthias
54c7122cc3
Merge pull request #7647 from freqtrade/combine_stop 
Combine stop logic
 2022-10-28 19:38:40 +02:00
Matthias
777af5517d Version bump develop version to 2022.11-dev 2022-10-28 19:38:19 +02:00
Mark Regan
6ef82dd8b6 minor change to return 2022-10-27 12:41:12 +01:00
Matthias
9e0b39cddc Properly invert sign 
fixes 98ba57ff
 2022-10-27 06:56:33 +02:00
Matthias
255f38537e Simplify stoploss behavior by combining more commonalities 2022-10-26 07:14:33 +02:00
Matthias
6e0ca058f4 Update function-head for _get_stop_params 2022-10-26 07:12:49 +02:00
Matthias
cf6b75a3f3 Use combined stoploss_adjust where possible 2022-10-26 07:12:42 +02:00
Matthias
d831d7d317 Rename Freqai hybrid example 
closes #7645
 2022-10-26 06:47:34 +02:00
Matthias
110db8b241
Merge pull request #7621 from wizrds/fix/channel-api 
Improved WebSocketChannel API
 2022-10-26 06:31:42 +02:00
Timothy Pogue
b9bf9edb02 update rapidjson opts 2022-10-25 14:12:13 -06:00
Timothy Pogue
fd5f31368c fix indent in initial df send 2022-10-25 14:08:28 -06:00
Mark Regan
217add70bd add strat and config for testing on PR 2022-10-25 20:07:39 +01:00
Matthias
3fa50077c9 Don't use pydantic to type-verify outgoing messages 2022-10-25 20:00:53 +02:00
Mark Regan
47056eded3 multi target classifier working but not for parallel 2022-10-25 18:24:27 +01:00
Matthias
1ef38f137d
Fix XGBoost regressor "used before assignment" 2022-10-25 13:37:04 +02:00
Timothy Pogue
51be45547f remove np object, make default str 2022-10-24 12:23:54 -06:00
Timothy Pogue
32600a113f fix broadcast 2022-10-24 12:21:17 -06:00
Matthias
f93b6eec63 Improve timing for worker throttling 2022-10-24 20:09:13 +02:00
Matthias
e969479525
Merge pull request #7619 from freqtrade/stop/usehighlow 
Stop/usehighlow
 2022-10-24 20:04:36 +02:00
Matthias
6669714a73 Update mal-formatted docstrings 2022-10-24 18:12:17 +02:00
Robert Caulk
137aa1756b
Merge pull request #7593 from th0rntwig/prediction-shape 
Fix constant PCA
 2022-10-24 08:33:36 +02:00
Matthias
3a40ad87c6
Merge pull request #7615 from freqtrade/price_jump_warn 
Add price jump warning
 2022-10-24 06:27:53 +02:00
robcaulk
4d2b7a74f1 move record params to utils, use rapidjson 2022-10-23 20:51:32 +02:00
Timothy Pogue
07e813dfa0 change param record to only get certain params 2022-10-23 12:09:07 -06:00
Timothy Pogue
94b65a007a fix message typing in channel manager, minor improvements 2022-10-23 11:42:59 -06:00
th0rntwig
49ff51f11f Change storage loc and fix test fail 2022-10-23 16:24:02 +02:00
Matthias
10090a36d5 simplify throttle 2022-10-23 14:52:10 +02:00
Matthias
d0571464db Improve test for worker throttle 2022-10-23 14:20:59 +02:00
Matthias
c36141594e Simplify "refresh" condition 2022-10-23 13:56:11 +02:00
Timothy Pogue
9cffa3ca2b add comment in channel 2022-10-22 21:03:57 -06:00
Timothy Pogue
4cbea0fd00 Merge branch 'develop' of https://github.com/wizrds/freqtrade into fix/channel-api 2022-10-22 21:03:31 -06:00
Timothy Pogue
3d7a311caa removed sleep calls, better channel sending 2022-10-22 19:02:05 -06:00
Timothy Pogue
2b6d00dde4 initial channel api change 2022-10-22 09:30:18 -06:00
Matthias
3a9853db10 use high/low for custom stoploss evaluation in backtesting 2022-10-22 12:52:13 +02:00
Matthias
84a194bcab Simplify stoploss logic by removing redundant condition 2022-10-22 11:57:59 +02:00
Matthias
547fd28811 Price-jump detection should only run once 2022-10-22 08:43:37 +02:00
Matthias
0ff7a0771d Move price_jump_warn to dataloading 
it's not relevant for live data, and should only run when loading data
from disk.
 2022-10-22 08:37:30 +02:00
Timothy Pogue
4464e91256 use self.identifier in full path 2022-10-21 19:53:33 -06:00
Timothy Pogue
5ee3b8cbbb update config recording to use all configs, fix tests 2022-10-21 19:48:26 -06:00
Robert Caulk
a85826bf24
Merge pull request #7611 from markdregan/backtest_extra_returns 
Make extra_returns_per_train data available during backtest
 2022-10-21 17:13:22 +02:00
Matthias
b715d9c521 Improve fee handling 
closes #7586
 2022-10-21 16:30:14 +02:00
Robert Caulk
410a744ee9
Merge pull request #7613 from freqtrade/fix_typo_fit_live_predictions_candles 
fix typos - live predictions candles
 2022-10-21 16:19:40 +02:00
Matthias
d1591883a6 add missing datetime conversion in fromJson 2022-10-21 07:01:47 +02:00
Matthias
bd424a877b Add Trade from_json method 2022-10-20 20:33:08 +02:00
Matthias
107845afa8 Keep version number in docker versioning 2022-10-20 19:55:42 +02:00
Wagner Costa Santos
6606a0113f refactoring - remove unnecessary config file 2022-10-20 14:53:25 -03:00
Matthias
60cb11a44d Add price jump warning 2022-10-20 19:36:28 +02:00
Wagner Costa Santos
589944055e fix typos - live predictions candles 2022-10-20 12:15:41 -03:00
Wagner Costa Santos
52b60c5cbb Merge branch 'develop' into backtest_live_models 2022-10-20 11:59:37 -03:00
rcaulk
a9db668082 avoid redundant indicator population for corr_pair list 2022-10-20 16:30:32 +02:00
Mark Regan
073ce1659e remove un-used f-string 2022-10-20 14:26:10 +01:00
Mark Regan
295ba21389 Make extra_returns_per_train values available during backtest 2022-10-20 12:05:37 +01:00
Matthias
7192ed7be6 Fix bug with dataframe not being 0 indexed 2022-10-19 11:57:18 +02:00
th0rntwig
033c5bd441 Make check constant pred labels agnostic 2022-10-18 12:55:47 +02:00
Matthias
c3d4fb9f1b Simplify backtest calling interface 2022-10-18 06:39:55 +02:00
Matthias
c7fff1213c Rate-limit EMC startup to avoid overwelming the queue 2022-10-17 20:46:15 +02:00
Matthias
880ddccaa8
Merge pull request #7590 from freqtrade/list-models 
List models
 2022-10-17 20:40:41 +02:00
Matthias
441032be25 Fix sys.stdout bug for CatboostRegressorMultiTarget 2022-10-17 19:48:27 +02:00
Matthias
b166c04cba Bring back asyncio.sleep to avoid overwelming the a consumer queue 2022-10-17 19:29:30 +02:00
Matthias
c8e103e4a4 Adjust typehints to match return value 2022-10-17 10:02:55 +00:00
Matthias
c2914feb12 Don't fail contract size repopulation if pair is no longer available 2022-10-17 09:55:18 +00:00
Matthias
6cb14148aa Fix random test failure due to catboost bug 
https://github.com/catboost/catboost/issues/2195
 2022-10-17 07:00:44 +02:00
Matthias
6252ae466e Convert position_stacking to attribute of backtest 2022-10-17 06:57:26 +02:00
Matthias
8534dfb0d4 Extract backtest 1 candle from main function 2022-10-17 06:57:26 +02:00
Matthias
0e8cf366f5 Keep trade state in LocalTrade 2022-10-17 06:57:26 +02:00
Matthias
23a5a516f9
Merge pull request #7557 from freqtrade/add-metric-tracker 
Add metric tracker to FreqAI
 2022-10-16 18:20:07 +02:00
Matthias
e82baf5f60 Use helper-method to modify trades_open 2022-10-16 16:45:16 +02:00
Evgeniy Vladimirov
de9f5660f3 Fix counting available trade slots in backtesting. 2022-10-16 12:56:59 +03:00
Matthias
dc50186d5b Merge branch 'develop' into list-models 2022-10-16 09:23:10 +02:00
Matthias
b6c096d3bc Simplify backtest condition 2022-10-16 09:22:56 +02:00
th0rntwig
20fc521771 Fix constant PCA 2022-10-15 23:30:12 +02:00
Robert Caulk
62ca822597
Merge pull request #7569 from Silur/develop 
Add XGBoost random forest predictors to freqai
 2022-10-15 16:09:26 +02:00
Robert Caulk
46ba3bb357
Merge pull request #7585 from aemr3/add-eval-set-catboost 
Add eval set to CatboostClassifier
 2022-10-15 16:08:13 +02:00
robcaulk
9135e631c0 :Merge branch 'develop' into add-metric-tracker 2022-10-15 15:54:41 +02:00
robcaulk
3b4402aaab Merge branch 'move-disk-writing-to-ram' into add-metric-tracker 2022-10-15 13:52:14 +02:00
robcaulk
99dbba6cad avoid reading from disk to instantiate large objects 2022-10-15 13:50:55 +02:00
robcaulk
d81eef0b70 add timestamps to each metric, use rapidjson 2022-10-15 13:23:01 +02:00
Matthias
05ca725e4d Remove no longer needed local state 2022-10-15 12:07:22 +02:00
Matthias
c8e6dad9cd use exit_reason to determine left open trades 2022-10-15 12:00:20 +02:00
Matthias
4bfe58706b Generalize "path" variables for resolvers 2022-10-14 19:49:06 +02:00
robcaulk
b236e362ba Merge remote-tracking branch 'origin/develop' into add-metric-tracker 2022-10-14 19:00:49 +02:00
Matthias
fda3a2827b add list-freqAI models command 2022-10-14 16:20:49 +00:00
Matthias
4a8cb3359b Fix broken tests 2022-10-14 16:07:49 +00:00
Matthias
9d4ba767c4 Update usages of search_all_objects 2022-10-14 14:50:52 +00:00
Matthias
1d8d360a12 update _search_all_objects functioning 2022-10-14 14:32:30 +00:00
Emre
7f05b44376
Add eval set to CatboostClassifier 2022-10-13 23:01:09 +03:00
Wagner Costa Santos
02fc59d473 Merge branch 'develop' into backtest_live_models 2022-10-13 15:52:19 -03:00
Wagner Costa Santos
6919f3aa75 Backtest live models - fix utc date convert issue 2022-10-13 15:03:27 -03:00
Matthias
f019471051 Don't round prices if no custom prices have been used 
closes #7573
 2022-10-13 19:51:42 +02:00
Wagner Costa Santos
93fe2b6446 Merge branch 'develop' into backtest_live_models 2022-10-13 11:22:58 -03:00
Matthias
2045780810 Reinstate default of 1000% for roi 
closes #7583
 2022-10-13 11:58:32 +00:00
Matthias
e3ca740704
Merge pull request #7558 from wizrds/feat/queue-per-client-ws 
Refactor broadcasting in Message Websocket
 2022-10-13 09:52:29 +02:00
Matthias
75f1a123eb Move "tickers_needed" check to pairlistmanager to cover all pairlists 2022-10-13 06:58:17 +00:00
Matthias
39c27cfc37 Don't fail if fetchTickers is not availlable 2022-10-13 06:58:02 +00:00
Matthias
a6f6a17393 Type fetch_ticker 2022-10-11 21:42:48 +02:00
Matthias
52e9528361 Improve ticker type 2022-10-11 19:33:07 +00:00
Matthias
35f3f988d4 Improve price handling in priceFilter 2022-10-11 19:33:05 +00:00
Matthias
afaca2167c use Type Alias for Ticker result to improve keyerror resiliancy 2022-10-11 19:33:02 +00:00
robcaulk
1e31be562e remove whitespace 2022-10-11 21:05:42 +02:00
robcaulk
dba1b573bc remove tensorboard dir from other pred models 2022-10-11 19:49:24 +02:00
robcaulk
5b5bb8aab5 catboost tensorboard bugfix 2022-10-11 19:05:46 +02:00
Timothy Pogue
eb8c89fe31 move send delay to relay 2022-10-10 23:32:10 -06:00
Timothy Pogue
5ada5eb540 fix error message, update exception import 2022-10-10 23:30:43 -06:00
Matthias
28f0a35e73
Merge pull request #7549 from froggleston/discord_sendmsg 
Add support for dp.send_msg() to webhooks
 2022-10-11 06:35:29 +02:00
Robert Caulk
2e34aa9f04
Merge pull request #7544 from th0rntwig/prediction-shape 
Remove constant labels from prediction
 2022-10-10 21:24:25 +02:00
Robert Caulk
7bcb7d9a1a
Merge pull request #7554 from initrv/add-catboost-tensorboard 
Add tensorboard for catboost
 2022-10-10 21:03:45 +02:00
Wagner Costa Santos
88418d524a Merge branch 'develop' into backtest_live_models 2022-10-10 15:14:59 -03:00
Wagner Costa Santos
3081e73f8a Merge branch 'develop' into backtest_live_models 2022-10-10 14:53:45 -03:00
Matthias
ee0d90d1aa Automatically create freqai models directory 2022-10-10 18:04:54 +02:00
Matthias
002a46c5a0 Fix typo in docstring 2022-10-10 14:16:37 +00:00
silur
2ad086dd7a add XGBoost random forest predictors to freqai 2022-10-10 14:38:43 +02:00
Matthias
eaae9c9e03 Update docstring format 2022-10-10 12:19:29 +00:00
Matthias
60de192d47 Update Classifier docstrings 2022-10-10 12:13:41 +00:00
Matthias
d3b2b2972e Update pairlist docstring to be less missleading 2022-10-10 12:01:39 +00:00
Timothy Pogue
db8cf6c957 disable ping interval in client 2022-10-09 18:51:52 -06:00
Timothy Pogue
71bbffd10a update ws channel send to add data to queue 2022-10-09 18:49:04 -06:00
Timothy Pogue
2c76dd9e39 change wait timeout to 30 seconds to better support reverse proxies 2022-10-09 15:23:56 -06:00
Timothy Pogue
2f64a08623 set channel queue maxsize to 32 2022-10-09 15:11:58 -06:00
Timothy Pogue
3e8d8fd1b0 refactor broadcasting to a queue per client 2022-10-09 15:04:52 -06:00
robcaulk
a4aa1b972c isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality 2022-10-09 21:11:37 +02:00
robcaulk
76b33359a9 add an optional metric tracker to collect train timings, inference timings, and cpu load data 2022-10-09 20:22:42 +02:00
Matthias
a10b2d003f Add freqai timeframe validation (incl. test) 
closes #7543
 2022-10-09 14:40:25 +02:00
Matthias
4623c3ec1d Improve test resiliance 2022-10-09 10:55:38 +02:00
Matthias
db1132bebd ensure required_candle_call_count is always set 
closes #7552
 2022-10-09 09:29:37 +02:00
Matthias
8e3a4eca41 Remove unused type:ignore 2022-10-09 09:15:11 +02:00
th0rntwig
4daf0000c7 Move check and add log warning 2022-10-08 16:15:48 +02:00
robcaulk
8d7adfabe9 clean RL tests to avoid dir pollution and increase speed 2022-10-08 12:10:38 +02:00
Matthias
9454fb8f7b Fix discord message sending 2022-10-07 20:59:49 +02:00
Matthias
df5ae66252 Refactor webhook method 2022-10-07 20:52:52 +02:00
Matthias
fb2f2d9a39 Allow webhook message setting directly 2022-10-07 20:44:47 +02:00
Emre
e337d4b78a Reset dataframe index after slice 2022-10-07 20:00:05 +02:00
froggleston
8fcb80df69 Add support for dp.send_msg() to webhooks 2022-10-07 16:06:30 +01:00
Matthias
d42fb15608 Improve generic exception handler 2022-10-07 16:05:41 +02:00
Matthias
a5bf34587a Improve fiat-convert behavior in case of coingecko outage 2022-10-07 15:46:31 +02:00
Matthias
fab6b2f105 Align datetime import in fiat_convert 2022-10-07 15:23:32 +02:00
Matthias
6e179c7699 Only store tick refresh time if we cache 2022-10-06 19:35:38 +02:00
th0rntwig
a9d5e04a43 Remove constant labels from prediction 2022-10-06 19:26:33 +02:00
initrv
86c781798a Add сatboost train_dir for tensorboard 2022-10-06 19:59:35 +03:00
Matthias
7c702dd106 Add cache eviction 2022-10-06 14:51:52 +00:00
Matthias
92a1d58df8 Evict cache if we didn't get new candles for X hours 2022-10-06 14:51:52 +00:00
Matthias
cea017e79f Age out old candles 2022-10-06 14:51:52 +00:00
Matthias
b7f26e4f96 Update some formatting issues 2022-10-06 14:51:52 +00:00
Matthias
02e238a944 Combine ohlcv data in exchange class for live mode 2022-10-06 14:51:52 +00:00
Matthias
edb942f662 Add typing import to sampleStrategy 2022-10-06 06:30:38 +02:00
robcaulk
488739424d fix reward inconsistency in template 2022-10-05 20:55:50 +02:00
robcaulk
936ca24482 separate RL install from general FAI install, update docs 2022-10-05 15:58:54 +02:00
robcaulk
9c73411ac2 Merge remote-tracking branch 'origin/develop' into dev-merge-rl 2022-10-05 15:21:45 +02:00
Marek Cieplucha
4df533feb0
Add missing comma 2022-10-04 21:16:30 +02:00
Marek Cieplucha
5019300d5c
Fix for #7534 in bot 2022-10-04 20:28:47 +02:00
Marek Cieplucha
3264d7b890
Fix for #7534 in backtesting 2022-10-04 20:27:13 +02:00
Matthias
c1d8ade2fa Improve supported exchange check by supporting exchange aliases 2022-10-04 19:28:57 +02:00
Matthias
68db0bc647 move check_exchange to exchange package 2022-10-04 18:25:23 +02:00
Matthias
a6296be2f5 Update market_change datatype 2022-10-04 10:27:04 +00:00
Matthias
eb8eebe492 Reset open_order_id after trade cancel 
Part of #7526
 2022-10-04 10:08:58 +00:00
Matthias
016e438468 Calculate market-change in hyperopt 
closes #7532
 2022-10-04 08:37:07 +00:00
Matthias
bc6729f724 Improve readability of "now_is_time_to_refresh" 2022-10-04 06:56:10 +02:00
Matthias
7f475e37d7 refactor refresh_latest_ohlcv 2022-10-04 06:56:06 +02:00
Matthias
4c83552f3b
Merge pull request #7506 from freqtrade/cancel_partial_sell 
Support cancellation partially filled exit orders
 2022-10-03 19:36:51 +02:00
robcaulk
292d72d593 automatically handle model_save_type for user 2022-10-03 18:42:20 +02:00
Matthias
ca22d857b7 Improve handling of trades that fail to cancel as they are closed 2022-10-03 18:09:53 +02:00
Robert Caulk
3585742b43
remove trailing whitespace 2022-10-03 17:28:45 +02:00
Robert Caulk
265795824b
make default type for close_price and date_pred np.nan 2022-10-03 11:58:22 +02:00
Robert Caulk
6ecd92de4a
Allow updating without changing identifier 2022-10-03 09:55:57 +02:00
robcaulk
b70f18f4c3 add close price and date to historic_predictions 2022-10-02 18:33:39 +02:00
Matthias
d0b8c8b1a0 improve invalid canceled order response handling 2022-10-02 08:45:41 +02:00
Matthias
a5bc75b48c Merge branch 'develop' into cancel_partial_sell 2022-10-02 08:38:18 +02:00
Matthias
9bb061073d Improve tests 2022-10-02 08:36:34 +02:00
Matthias
2c94ed2e59 Decrease message throughput 
fixes memory leak by queue raising indefinitely
 2022-10-01 21:23:33 +02:00
robcaulk
cf882fa84e fix tests 2022-10-01 20:26:41 +02:00
robcaulk
048cb95bd6 Merge remote-tracking branch 'origin/develop' into dev-merge-rl 2022-10-01 17:48:47 +02:00
Robert Caulk
3e34f10e3d
Merge pull request #7508 from aemr3/fix-pca-errors 
Fix feature list match for PCA
 2022-10-01 16:50:29 +02:00
robcaulk
f4c6b99d63 remove commented lines 2022-10-01 14:23:15 +02:00
robcaulk
cd514cf15d fix inlier metric in backtesting 2022-10-01 14:18:46 +02:00
robcaulk
f2b875483f ensure raw features match when PCA is employed 2022-10-01 13:14:59 +02:00
robcaulk
51556e08c3 Merge branch 'develop' into pr/th0rntwig/7495 2022-10-01 12:45:08 +02:00
Matthias
8f8b5cc28e Disable log spam from analyze_df in webhook/discord 2022-10-01 09:35:21 +02:00
Matthias
201bbbcee6 Okx formatting 2022-10-01 09:32:16 +02:00
Matthias
a96aa568bf Add binance futures mode checks 
closes #7505
 2022-10-01 09:23:41 +02:00
Matthias
545d652352 Update okx exception wording 2022-10-01 09:02:05 +02:00
Emre
cdc01a0781
Fix feature list match for pca 2022-09-30 15:22:05 -07:00
Matthias
47ef99f588 Simplify interface to notify_exit_cancel 2022-09-30 17:18:27 +02:00
Matthias
819488c906 Improve exit message wording 2022-09-30 17:04:34 +02:00
Matthias
c946d30596 Add partial cancel message 2022-09-30 16:24:16 +02:00
Matthias
649879192b Implement partial sell 2022-09-30 16:24:16 +02:00
Matthias
bd664580fb Don't unnecessarily reset order_id 2022-09-30 15:43:23 +02:00
Matthias
cc06c60fd8 Fix pandas deprecation warnings from freqAI 2022-09-30 15:43:23 +02:00
Matthias
f6a0d677d2 Remove pointless notification assignment 2022-09-30 09:34:00 +02:00
Matthias
7dd984e25e Simplify cancel_entry 2022-09-30 09:34:00 +02:00
Matthias
2d2ff2fff6 remove unnecessary assignments and comments 2022-09-30 09:34:00 +02:00
Matthias
2ce265bed3
Merge pull request #7473 from freqtrade/feat/producerpairlist 
Producerpairlist
 2022-09-30 06:54:15 +02:00
robcaulk
be48131185 make shuffle false in constants 2022-09-30 00:33:08 +02:00
Matthias
578da343dc
Merge pull request #7491 from freqtrade/partial_close_leverage 
Partial close leverage
 2022-09-29 19:42:16 +02:00
Matthias
00965d8c06 Default to assume stored data only contains complete candles 
closes #7468
 2022-09-29 19:18:52 +02:00
Robert Caulk
6e74d46660
Ensure 1 thread available 2022-09-29 14:02:00 +02:00
Robert Caulk
7ef56e3029
Ensure at least 1 thread is available 2022-09-29 14:01:22 +02:00
Robert Caulk
555cc42630
Ensure 1 thread is available (for testing purposes) 2022-09-29 14:00:09 +02:00
Matthias
388a572cb3 Version bump develop version 2022-09-29 07:17:38 +02:00
Matthias
ac229b7a42 Reduce message consumer verbosity 2022-09-29 07:10:00 +02:00
Wagner Costa Santos
6845a5c6ea backtest_live_models - refactoring after PR review 2022-09-29 01:48:38 -03:00
Matthias
4e920e9c53 Reduce verbosity of sending-message 2022-09-29 06:41:16 +02:00
Robert Caulk
dcf6ebe273
Update BaseReinforcementLearningModel.py 2022-09-29 00:37:03 +02:00
robcaulk
83343dc2f1 control number of threads, update doc 2022-09-29 00:10:18 +02:00
th0rntwig
683b084323 Set train-test-split shuffle=False as default and remove stratification 2022-09-28 18:23:56 +02:00
Wagner Costa Santos
df0927cdee Merge branch 'develop' into backtest_live_models 2022-09-28 08:49:15 -03:00
Wagner Costa Santos
55ebbeec18 backtest_live models tests refactoring 2022-09-28 08:48:32 -03:00
Matthias
fb3d408338 Respect max_open_trades when forceentering 
closes #7489
 2022-09-28 09:32:07 +00:00
Matthias
7c84edbc23 Avoid online call when asking for /status. 2022-09-28 07:21:52 +02:00
Timothy Pogue
099137adac remove hasattr calls 2022-09-27 22:35:15 -06:00
Timothy Pogue
9e36b0d2ea fix formatting 2022-09-27 22:02:33 -06:00
Timothy Pogue
caa47a2f47 close subproc env on shutdown 2022-09-28 03:06:05 +00:00
Matthias
42cecb83f2 Disable base64 loading via API 
closes severe RCE vulnerability reported privately.
 2022-09-27 20:37:16 +02:00
Matthias
30a5bb08dd partial exits should account for leverage 2022-09-27 19:53:55 +02:00
Matthias
6c491ee02e Update missed changes to plot_feature_importance 2022-09-27 18:17:49 +02:00
Wagner Costa Santos
3c002ff752 Merge branch 'develop' into backtest_live_models 2022-09-27 10:27:47 -03:00
Wagner Costa Santos
0be115de9c backtest_live_models - added new tests and refactoring 2022-09-27 10:26:57 -03:00
Matthias
24c1d84982 Fix lineending 2022-09-27 09:26:52 +00:00
Matthias
8c2e473ee5 Fix test warning 2022-09-27 08:53:29 +00:00
Matthias
43e847ff2f Update to pandas 1.5.0 syntax, avoiding warnings 2022-09-27 08:02:51 +00:00
Matthias
bc007ce038 Update binance leverage tiers 
closes #7485
 2022-09-27 07:14:55 +02:00
Wagner Costa Santos
72aa47fc51 backtest_live_models - fix issue with timerange BT and 2 trainings within same candle (no data) 2022-09-27 00:14:12 -03:00
Wagner Costa Santos
14b96aaa38 backtesting live models - fix ci issues 2022-09-26 19:52:59 -03:00
Wagner Costa Santos
290afd9699 backtest_live_models - fix typo 2022-09-26 19:21:53 -03:00
Wagner Costa Santos
0318ca9f12 backtest_live_models - fix typo 2022-09-26 19:08:25 -03:00
Wagner Costa Santos
22bef71d5d backtest_live_models - add function comments and tests 2022-09-26 19:01:24 -03:00
Wagner Costa Santos
182d9e5426 Merge branch 'develop' into backtest_live_models 2022-09-26 17:23:44 -03:00
Matthias
ba8c714698 Require kwargs on ohlcv_load 2022-09-26 20:33:49 +02:00
Matthias
cf5267a4d3
Merge pull request #7481 from chusri/develop 
✏️ fixed typo from StaticPairlist to StaticPairList
 2022-09-26 18:11:56 +02:00
Matthias
8e0811d9de Call cleanup explicitly 2022-09-26 09:35:21 +00:00
Matthias
cde1d1c2b3
Merge pull request #7474 from wizrds/bugfix-emc 
Fix bug in API Server WebSocket
 2022-09-26 10:45:44 +02:00
Matthias
a1a62681bf add fixes for random test failures 2022-09-26 08:11:00 +00:00
Thaweesak Chusri
c4784c6695 ✏️ fixed typo from StaticPairlist to StaticPairList 2022-09-26 11:05:27 +08:00
Wagner Costa Santos
ec947ad65c remove commented code - backtest_live_models 2022-09-25 23:47:27 -03:00
Wagner Costa Santos
5880f7a638 backtest_live_models - params validation and get timerange from live models in BT 2022-09-25 23:14:00 -03:00
Wagner Costa Santos
f3f3917da3 Merge branch 'develop' into backtest_live_models 2022-09-25 20:05:26 -03:00
Timothy Pogue
e54ed5b10e fix runtime error: dict changed size during iteration 2022-09-25 15:05:56 -06:00
robcaulk
48e89e68b9 fix typos 2022-09-25 20:22:19 +02:00
Matthias
af59572cb9 prior pairlists should go first 2022-09-25 19:32:39 +02:00
Wagner Costa Santos
0ed7b2bfc3 change start_backtesting to handle backtest_live_models 2022-09-25 10:35:55 -03:00
robcaulk
873d2a5069 no model save backtest, plot features backtest, ensure inlier plays nice, doc 2022-09-25 11:18:10 +02:00
Matthias
bd106b4b8e Add tests for Producerpairlist 2022-09-25 10:13:00 +02:00
Matthias
1bb45a2650 Fix crash due to insufficient check 2022-09-25 09:47:57 +02:00
Matthias
30d51b6939 Move "pairlist" logging to manager 2022-09-25 09:43:39 +02:00
Matthias
527fd36134 num_assets should be optional 2022-09-25 09:38:20 +02:00
Matthias
4940fa7be3 Add Producer Pairlist 2022-09-25 09:29:22 +02:00
Matthias
0c810868de Add Dataprovider to pairlist 2022-09-25 09:22:21 +02:00
Matthias
f4fac53a13
Merge pull request #7458 from xmatthias/dataformat/feather 
new Dataformats feather and Parquet
 2022-09-25 09:00:22 +02:00
Wagner Costa Santos
7f116db95e added generic function to get timerange from existent models 2022-09-24 13:01:53 -03:00
Wagner Costa Santos
d9c16d4888 Merge branch 'develop' into backtest_live_models 2022-09-24 12:30:55 -03:00
Wagner Costa Santos
3ee7eb63f7 starting backtest live models 2022-09-24 12:28:52 -03:00
Matthias
873eb5f2ca Improve EMC config validations 2022-09-24 16:43:58 +02:00
Matthias
585342f193
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai 
Ensure the DF has the same size in backtesting FreqAI
 2022-09-24 16:17:39 +02:00
Matthias
8d77ba118c Fix line endings 2022-09-24 16:15:15 +02:00
Matthias
50dfde7048 Remove unnecessary typing import 2022-09-24 16:11:15 +02:00
Matthias
53c8e0923f Improve typing in message_consumer 2022-09-24 16:10:42 +02:00
Matthias
166ae8e3a1 Remove missleading comment 2022-09-24 15:51:20 +02:00
Matthias
4efe2e9bc4 use FtPrecise to convert to contracts and back 2022-09-24 14:55:58 +02:00
paranoidandy
2cc00a1a2c
Allow use of --strategy-list with freqai, with warning (#7455) 
* Allow use of --strategy-list with freqai, with warning

* ensure populate_any_indicators is identical for resused identifiers

* use pair instead of metadata["pair"]

Co-authored-by: robcaulk <rob.caulk@gmail.com>
 2022-09-24 13:21:01 +02:00
Matthias
6643d90e64 simplify freqAI start_backtesting 2022-09-24 10:34:14 +02:00
Matthias
5d27d5689f
Merge pull request #7457 from aemr3/add-training-time 
Add elapsed time to Freqai training logs
 2022-09-24 10:27:08 +02:00
Timothy Pogue
6b5d71049e add sleep 2022-09-23 13:10:45 -06:00
Timothy Pogue
4c7cef570f typo in exception 2022-09-23 12:58:26 -06:00
Timothy Pogue
b8e1d29a1b catch connectionclosederror 2022-09-23 12:36:05 -06:00
robcaulk
647200e8a7 isort 2022-09-23 19:30:56 +02:00
robcaulk
77c360b264 improve typing, improve docstrings, ensure global tests pass 2022-09-23 19:17:27 +02:00
Matthias
7e1e388b9c Add feather/parquet docs 2022-09-23 18:24:30 +02:00
robcaulk
9c361f4422 increase test coverage for RL and FreqAI 2022-09-23 18:04:43 +02:00
Matthias
48352b8a37 Update hdf5 handler to reset index on load 2022-09-23 14:49:17 +00:00
Robert Caulk
f5cd8f62c6
Remove unused code from BaseEnv 2022-09-23 10:24:39 +02:00
Emre
a4eaff4da6
Add training elapsed time 2022-09-23 01:18:34 -07:00
Matthias
044891f543 Add conditional formats depending on mode 2022-09-23 07:18:18 +02:00
Matthias
dc2b93228b Add ParquetDataHandler 2022-09-23 07:18:18 +02:00
Matthias
3c0d2c446d Add Feather datahandler (no trade mode yet) 2022-09-23 07:18:18 +02:00
Matthias
1db8421b9d
Merge pull request #7303 from wizrds/feat/externalsignals 
Producer/consumer mode
 2022-09-23 06:29:58 +02:00
robcaulk
7295ba0fb2 add test for Base4ActionEnv 2022-09-22 23:42:33 +02:00
robcaulk
eeebb78a5c skip darwin in RL tests, remove example scripts, improve doc 2022-09-22 21:16:21 +02:00
Matthias
1626eb7f97 Update dataprovider function name to get_producer_df 2022-09-22 20:46:40 +02:00
Matthias
e6c5c22ea0 Update websocket/follower docs 2022-09-22 20:31:42 +02:00
robcaulk
ea8e34e192 Merge branch 'develop' into dev-merge-rl 2022-09-22 19:46:50 +02:00
th0rntwig
71e6c54ea4
Normalise distances before Weibull fit (#7432) 
* Normalise distances before Weibull

* Track inlier-metric params
 2022-09-22 18:11:50 +02:00
Wagner Costa Santos
b1dbc3a65f remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count 2022-09-22 12:13:51 -03:00
Timothy Pogue
6a6ae809f4 fix jwt auth 2022-09-21 18:23:00 -06:00
Timothy Pogue
77ed713232 add catch for invalid message error 2022-09-21 16:04:25 -06:00
Timothy Pogue
128b117af6 support list of tokens in ws_token 2022-09-21 16:02:21 -06:00
Timothy Pogue
0811bca8b4 revise docs, update dp method docstring 2022-09-21 15:50:11 -06:00
Matthias
91dc5e7aa6 Be sure to provide an amount in entry notifications 2022-09-21 21:12:08 +02:00
Matthias
08e183fb55 Add note about okx trading mode 2022-09-21 20:59:12 +02:00
Matthias
923182680e Explicitly define notification defaults 2022-09-21 12:46:58 +00:00
Matthias
02f2096fc3 Reverse and fix rangestability conditions 
closes #7447
 2022-09-21 06:53:07 +02:00