Matthias
a704c43402
provide cancel-reason to handle_cancel_order
2023-01-31 07:08:12 +01:00
Matthias
5a7008f377
rename handle_timedout to handle_cancel_order
2023-01-30 20:02:01 +01:00
Matthias
f57394c1ce
Merge branch 'develop' into bybit
2023-01-30 07:23:41 +01:00
Matthias
2593a929d4
Bump version to 2023.2.dev
2023-01-30 07:19:35 +01:00
Matthias
25dfbb5a08
Compare stake amout >= in backtesting
...
closes #8067
2023-01-29 12:47:16 +01:00
Matthias
9286cbed86
add partial Docstring to backtesting enter_trade
2023-01-29 11:02:31 +01:00
Matthias
7029b9602c
Merge branch 'develop' into bybit
2023-01-27 20:30:05 +01:00
Matthias
020dc3c6e1
filled-date shouldn't update again
2023-01-27 20:21:29 +01:00
Matthias
fa033965c8
use "swap" for bybit
2023-01-27 19:34:29 +01:00
Matthias
1431f7cc3e
Set position mode to one-way on startup
2023-01-26 19:54:35 +01:00
Matthias
73ef1d5191
Improve exception wording on binance
2023-01-26 19:53:14 +01:00
Matthias
c12fb1a49c
bybit: Some final cleanup
2023-01-24 20:12:50 +01:00
Matthias
25fa6bee74
Override get_funding_fees for bybit
2023-01-24 07:21:56 +01:00
Matthias
3a83427f92
Add Bybit stoploss support
2023-01-24 07:21:56 +01:00
Matthias
c2b33a0f58
Fix set-leverage function sig
2023-01-24 07:21:56 +01:00
Matthias
7a18e96042
bybit: hot-fix funding fees (temporary - must be changed)
2023-01-24 07:21:56 +01:00
Matthias
f681ce9139
Allow margin and leverage setting failures
...
(this is important when an exchange "fails" a request if the setting didn't change).
2023-01-24 07:21:56 +01:00
Matthias
31745a9dc2
bybit: Initial implementation liquidation calculation
2023-01-24 07:21:56 +01:00
Matthias
752110a268
Add online tests for bybit
2023-01-24 07:21:56 +01:00
Matthias
34e7433844
Add leverage to dry-run liquidation price calculation
2023-01-24 07:21:56 +01:00
Matthias
3192af8df8
Limit bybit futures markets to USDT
2023-01-24 07:21:56 +01:00
Matthias
63c732a560
Bybit futures data download
2023-01-24 07:21:56 +01:00
Matthias
6c0fa0dc1f
Fix typo in docstring
2023-01-24 07:21:43 +01:00
Matthias
8108a48f39
Follow PEP 484 - no implicit optionals
2023-01-21 20:01:56 +01:00
Matthias
bb355cfac5
improve naming of backtest function
2023-01-21 19:46:27 +01:00
Matthias
80bb120026
Simplify backtesting by removing now unnecessary private function
2023-01-21 18:01:01 +01:00
Matthias
89eb1b0084
funding-fees need to be recalculated for detailed timeframes, too.
...
closes #7978
2023-01-21 17:47:37 +01:00
Matthias
772800bf74
Fix bug in stake_amount adjustment
...
This was preventing a DCA order to take the remaining stake
2023-01-21 08:52:10 +01:00
Matthias
81349c2a03
Remove edge section from config template
2023-01-19 19:57:34 +01:00
Matthias
2298656e45
Bump api_version to 2.23
2023-01-18 18:15:14 +01:00
Matthias
3216a05a9e
Enable plot_config to work in webserver mode
...
(requires strategy argument)
2023-01-18 18:15:07 +01:00
Matthias
da0992f859
add Config typehint in rpc
2023-01-18 06:45:31 +01:00
Matthias
4aaa439221
Merge pull request #7976 from adarkforce/max-open-trades
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Hyperopt Max open trades
2023-01-17 20:41:48 +01:00
Matthias
c8ecedf6d5
Clarify a variable via typehint
2023-01-17 20:05:18 +01:00
Matthias
6a4fc33c30
Remove <3.8 bandaid
2023-01-17 19:46:56 +01:00
Matthias
7713f343a9
Bump ccxt to 2.6.26
...
closes #8032
2023-01-17 06:46:49 +01:00
Antonio Della Fortuna
5e10bb2cca
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
2023-01-16 20:19:46 +01:00
Matthias
81eb9ebc6e
Merge pull request #8031 from froggleston/eea_grp5
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Add a new analysis group to output stats grouped by exit_tag
2023-01-16 15:50:47 +01:00
Matthias
8cfa5934db
Catch AttributeError when importing modules
...
closes #8023
2023-01-16 13:54:25 +00:00
froggleston
813724bd82
Add a new analysis group to output stats grouped by exit_tag
2023-01-16 13:28:40 +00:00
Matthias
0296061e49
Fix version comparison to use packaging.version
2023-01-16 06:54:29 +01:00
Matthias
270eed7e14
Fail if detecting invalid ccxt version for binance futures
2023-01-15 19:38:50 +01:00
Antonio Della Fortuna
ab12aace5f
changed trades_space to max_open_trades_space
2023-01-15 11:50:40 +01:00
Antonio Della Fortuna
5e64980319
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
2023-01-15 11:44:35 +01:00
Antonio Della Fortuna
b0f1d914c8
Changed max_open_trades type to int or inf
2023-01-15 11:44:10 +01:00
Matthias
5d4a247fa0
Add test for binance data migration
2023-01-14 20:34:04 +01:00
Matthias
cbcee02ded
call data migration from backtesting
2023-01-14 20:07:33 +01:00
Matthias
47b50a8a29
Udpate binance leverage tiers to new pair format
2023-01-13 20:32:25 +01:00
Matthias
c93b265ec8
Run migration commands on certain data commands
2023-01-13 07:27:18 +01:00
Matthias
5b3304189c
trading_mode is not necessarily mandatory
2023-01-12 23:38:53 +01:00
Matthias
5ad664aaca
Update binance futures name to swap
2023-01-12 23:35:16 +01:00
Matthias
9cb7d6c26e
Run binance futures migrations on startup
2023-01-12 23:35:06 +01:00
Matthias
ee7b505dcb
Add data migration method
2023-01-12 20:59:43 +01:00
Matthias
b1bfd76741
Add binance futures db migration
2023-01-12 20:36:06 +01:00
Matthias
518e8d24dc
Merge pull request #8007 from TheJoeSchr/fix/version-cwd
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fix "--version": needs to change working directory
2023-01-12 20:24:28 +01:00
Joe Schr
1cf69f139c
refactor "--version" to use "pathlib" instead of "os"
2023-01-12 19:27:41 +01:00
Matthias
9d647fd193
Fix websockets for dataframes with NaT entreis
2023-01-11 22:07:20 +01:00
Joe Schr
08748dd021
fix "--version": needs to change working directory
...
before calling `git`. otherwise it would display git commit id from the
directory where you are calling `freqtrade` from instead of freqtrade's
current commit id
2023-01-11 21:12:06 +01:00
Antonio Della Fortuna
534aa8f7ff
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
...
# Conflicts:
# freqtrade/optimize/backtesting.py
2023-01-11 18:55:57 +01:00
Matthias
f677dea6a4
Merge pull request #7950 from freqtrade/freqai_feature_engineering_functions
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FreqAI Strategy - Improve user experience
2023-01-10 20:04:53 +01:00
Wagner Costa
2241f24290
moved deprecated warning to start function
2023-01-10 09:10:30 -03:00
robcaulk
93aff9325e
improve deprecation note
2023-01-09 20:15:03 +01:00
robcaulk
a61274ae18
ensure cached corr-pairs works with new framework
2023-01-09 20:04:36 +01:00
Matthias
811f13e09a
Merge pull request #7981 from freqtrade/backtest_detail_speed
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Improve backtest detail speed
2023-01-09 18:21:54 +01:00
Matthias
305b067e48
Support having no Amount/Price available from the exchange initially
2023-01-08 13:55:09 +01:00
Matthias
fd694f14c2
Add new order columns, ft_amount and ft_price
2023-01-08 13:53:08 +01:00
Antonio Della Fortuna
10d8b016e4
Changed max_open_trades default range for optimization
2023-01-08 12:48:36 +01:00
Antonio Della Fortuna
f77dffc951
align to develop
2023-01-08 12:46:27 +01:00
Antonio Della Fortuna
24ace646c3
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
2023-01-08 12:40:01 +01:00
Antonio Della Fortuna
464cb4761c
Fixed max_open_trades update from hyperopt
...
Fixed max_open_trades update from hyperopt + removed max_open_trades as a param to backtesting + refactoring
2023-01-08 12:39:39 +01:00
Matthias
550ab2b8e8
Improve select_order to only consider filled where needed.
2023-01-08 11:24:04 +01:00
Matthias
8d4f7341c9
Merge pull request #7987 from stash86/bt-metrics
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update calmar, sharpe, and sortino hyperopt losses to use latest formula
2023-01-08 10:37:24 +01:00
Matthias
c7f485687f
Fix ccxt test failure
...
as identified and analyzed https://github.com/ccxt/ccxt/issues/16335
2023-01-07 15:13:22 +01:00
Antonio Della Fortuna
8c3ac56bc5
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
2023-01-07 11:11:59 +01:00
root
7bf531c8b8
isort fix
2023-01-07 09:50:05 +09:00
Stefano Ariestasia
c1042996db
flake8 fix
2023-01-07 09:46:46 +09:00
Stefano Ariestasia
6198b21001
update calmar loss
2023-01-07 09:30:16 +09:00
Stefano Ariestasia
d3b1aa7f01
update sortino calc
2023-01-07 09:19:06 +09:00
Stefano Ariestasia
157bf962f7
add missing imports
2023-01-07 09:14:56 +09:00
Stefano Ariestasia
86ba7dae92
change sharpe hyperopt loss
2023-01-07 08:56:40 +09:00
Matthias
8b456441a9
Merge pull request #7971 from paranoidandy/patch-1
...
Update FreqaiExampleStrategy.py
2023-01-06 15:16:31 +01:00
Stefano Ariestasia
329d95366a
Merge branch 'freqtrade:develop' into bt-metrics
2023-01-06 08:04:00 +08:00
Matthias
787d292ba0
Move "drop_candle" decision to coroutine
2023-01-05 22:31:32 +01:00
Wagner Costa
d82264ced9
Merge branch 'develop' into freqai_feature_engineering_functions
2023-01-05 17:55:35 -03:00
Matthias
bdf6537c60
Remove unused (and pointless) exchange method
2023-01-05 11:45:15 +01:00
Matthias
4bac66ff0e
Type ohlcv coroutine
2023-01-05 11:33:47 +01:00
Matthias
75b0a3e63d
Use dedicated type for OHLCV response
2023-01-05 11:30:15 +01:00
Matthias
92800930e9
Improve backtest detail speed
2023-01-05 10:14:58 +01:00
Wagner Costa
ed99e7f857
fix corr_pairs startup candle count bug
2023-01-04 14:21:37 -03:00
Matthias
8e5b4750d6
Continue in "regular backtest" case (no detail-data available).
...
link to #7967
2023-01-04 18:08:45 +01:00
Matthias
6470635753
In cases of no losing trade, sortino ratio can't be calculated.
...
closes #7977
2023-01-04 17:55:24 +01:00
Matthias
7a43f37eb7
Merge pull request #7972 from Undertoned/develop
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Fix Backtesting Analysis Column Wrong
2023-01-04 16:38:29 +01:00
Antonio Della Fortuna
f2fa476dc6
max_open_trades should be an integer
...
Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity
2023-01-04 16:09:27 +01:00
Wagner Costa
ed2b1b1ed1
Merge branch 'develop' into freqai_feature_engineering_functions
2023-01-04 10:40:20 -03:00
Wagner Costa
801ab39a24
fix get dataframe data to include startup_candle
2023-01-04 10:36:19 -03:00
robcaulk
3cbe51c3ca
remove duplicated line
2023-01-04 13:58:25 +01:00
robcaulk
dc25668468
handle data gaps between FreqAI and DP better
2023-01-04 11:41:06 +01:00
Antonio Della Fortuna
ce661cb58b
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
2023-01-04 10:35:09 +01:00
Antonio Della Fortuna
5fd85368a9
Added support for max_open_trades hyperopting
2023-01-04 10:34:44 +01:00
Robert Caulk
c384d1357e
Update FreqaiExampleStrategy.py
2023-01-03 21:52:16 +01:00
Matthias
6f031f005d
Fix flake error
2023-01-03 20:29:08 +01:00
zhanglei14
63db1fd894
Fix Backtesting Analysis Column Wrong
2023-01-04 01:38:07 +08:00
Wagner Costa
314c0925bf
fix get dataframe data to include startup_candle
2023-01-03 14:02:42 -03:00
paranoidandy
73114b93c2
Update FreqaiExampleStrategy.py
...
Change can_short to True to enable shorting
2023-01-03 15:11:46 +00:00
Matthias
cd7bd9bf9a
Update gate liquidation price link
2022-12-31 10:25:21 +01:00
Matthias
6498e352c1
Remove pointless default
2022-12-31 10:23:39 +01:00
Stefano Ariestasia
5188464fc0
fix typo
2022-12-31 02:03:02 +09:00
Wagner Costa
c8aa7720a2
added again feature check in BT from pred files
2022-12-30 11:16:35 -03:00
Wagner Costa
b39fc6b924
remove add pair to column from docs, fix keyerror bug and adjust hybrid strategy example
2022-12-30 10:42:31 -03:00
robcaulk
b2bab68fba
move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies
2022-12-30 13:02:39 +01:00
Matthias
798438df9d
Extract funding-rate call to separate method
...
this will allow overwriting in subclasses.
2022-12-30 07:32:59 +01:00
Matthias
499cc5bae1
Better visualize downloaded candletype in debug mode
2022-12-30 07:15:24 +01:00
Wagner Costa
2e30bdb9b2
freqai bt - fix tests
2022-12-29 16:35:11 -03:00
Wagner Costa
2b89f643b7
adjust backtest to new feature engineering functions
2022-12-28 19:03:41 -03:00
Matthias
973cfd0182
Merge pull request #7810 from stash86/bt-metrics
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Add more calculations for backtest metrics
2022-12-28 15:57:07 +01:00
Matthias
2805e83c9f
Bump Develop version to 2023.1
2022-12-28 15:53:43 +01:00
Matthias
c52910f28b
Improve resiliance against invalid data
...
closes #7947
2022-12-28 15:30:57 +01:00
Matthias
32bbe603cb
Fix sortino std calculation
2022-12-28 14:59:49 +01:00
robcaulk
6f7eb71bbb
ensure RL works with new naming scheme
2022-12-28 14:52:33 +01:00
Matthias
d5b516842c
Fix 2 docstrings
2022-12-28 14:44:23 +01:00
Matthias
02eb00fa33
Merge branch 'develop' into pr/stash86/7810
2022-12-28 14:04:54 +01:00
robcaulk
c2936d551b
improve doc, update test strats, change function names
2022-12-28 13:25:40 +01:00
Matthias
cd4faa9c59
keep max_stake_amount through backtests
2022-12-27 18:08:20 +01:00
Wagner Costa
8227b4aafe
freqAI Strategy - improve user experience
2022-12-27 11:37:01 -03:00
Matthias
62c4675e29
Remove some deprecated fields from the API
2022-12-27 14:28:07 +01:00
Matthias
cb66663fd2
show max_stake_amount in API
2022-12-27 14:28:07 +01:00
Matthias
55001bf321
Keep max_stake_amount (only relevant for DCA orders).
2022-12-27 14:28:07 +01:00
Matthias
63f114395a
is_short should be a boolean
2022-12-26 14:02:47 +01:00
Stefano Ariestasia
6353f3ac1a
fix formulas and implement new metrics
2022-12-26 08:19:51 +09:00
Matthias
7a5439321c
Show new metrics in backtesting
2022-12-25 21:29:37 +01:00
Matthias
ce13ce4b10
Update binance stoploss order types
...
closes #7927
an update to the most recent ccxt version (>2.4.55) would have the same effect.
2022-12-25 09:05:53 +01:00
Matthias
4601705814
Merge pull request #7923 from freqtrade/freqai_backtest
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Freqai backtest
2022-12-23 19:17:12 +01:00
Matthias
ad0d7c9a9e
Don't allow DCA trades to go beyond max order size
...
closes #7924
2022-12-23 16:09:35 +01:00
Matthias
73792fd6ce
Don't attempt to convert None to dict
2022-12-21 06:28:55 +01:00
Matthias
70531224e6
Allow setting identifier via UI
2022-12-20 19:44:01 +01:00
Matthias
07606a9e23
Simplify APi backtest config merging
2022-12-20 19:32:29 +01:00
Matthias
6d9f1fafb7
allow backtest_cache to be provided via backtest API
2022-12-20 19:20:39 +01:00
Matthias
5dbd5c235a
Add endpoint for freqAI models
2022-12-20 07:24:54 +01:00
Matthias
3012c55ec5
Merge pull request #7867 from Bloodhunter4rc/remotepairlist
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Add Remotepairlist
2022-12-19 19:28:49 +01:00
Matthias
a119fbd895
Small error-message finetuning
2022-12-19 18:19:55 +01:00
Bloodhunter4rc
ebf60d85da
self._init_done placed wrong. fixed
2022-12-19 16:25:22 +01:00
Bloodhunter4rc
43f5a16006
parse exception handling, remove info, cache change
2022-12-19 15:36:28 +01:00
Robert Caulk
cc30210b3f
Merge pull request #7908 from freqtrade/add-3action-rl-env
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Add 3 Action RL Env
2022-12-19 14:47:57 +01:00
Bloodhunter4rc
6380c3d462
reduce duplicate code, fix cache check
2022-12-18 23:37:18 +01:00
Bloodhunter4rc
bb33b96ba7
init cache on first iteration, init checks, limit length and charmap to info replace if invalid, move filter logic
2022-12-18 22:28:12 +01:00
Matthias
bad6fe77d3
Remove deprecated trade property
2022-12-18 17:21:50 +01:00
Emre
c293401b22
Add can_short to freqai base model
2022-12-16 23:19:08 +03:00
Emre
7727f31507
Add 3 Action RL env
2022-12-16 22:18:49 +03:00
Emre
dde363343c
Add can_short param to base env
2022-12-16 22:16:19 +03:00
initrv
36948e2a74
fix base4 env done condition
2022-12-16 14:14:05 +03:00
