Commit Graph

11992 Commits

Author SHA1 Message Date
Matthias
55efaec83d
Merge pull request #9522 from freqtrade/bt/improve_futures_speed
Improve funding fee calculation
2023-12-12 06:33:57 +01:00
Matthias
c5c2c8c185 Enforce kwargs for preliminary 2023-12-11 20:35:49 +01:00
Matthias
755ce3a858 Prevent config modification during webserver startup 2023-12-11 20:32:37 +01:00
Matthias
105cd99395 use max_open_trades from straetgy instead of config 2023-12-11 19:52:49 +01:00
Matthias
db7799d2fb Use variable instead of config for startup_candle_count 2023-12-11 19:42:13 +01:00
Matthias
30f94ef5b7 Use LocalTrade for typehint 2023-12-11 19:12:08 +01:00
Robert Caulk
020d4b5b4d
Merge pull request #9523 from freqtrade/fix/freqai-append-bug
Bugfix: ensure zeros are properly appended after each inference
2023-12-10 17:29:51 +01:00
robcaulk
78cb1e608f fix: ensure we have a row of zeros appended (not the function) 2023-12-10 15:30:19 +01:00
Matthias
8964c138f1 Call funding fee calculation whenever a trade is closed 2023-12-10 14:00:06 +01:00
Matthias
074343f0f1 Don't calculate funding_fees on every iteration 2023-12-10 14:00:06 +01:00
Matthias
966eb59fd3 Extract funding fee calculation to separate method 2023-12-10 14:00:06 +01:00
Robert Caulk
476703bf76
Update data_kitchen.py
Ensure our exception is raised when users dont download the data
2023-12-10 12:26:39 +01:00
Stefano Ariestasia
bf8b3e831d
Merge branch 'freqtrade:develop' into bt-metrics 2023-12-07 15:41:09 +09:00
Matthias
71178ff1d2 Remove "activate" activator
they raise warnings as they're unused.
2023-12-06 19:48:19 +01:00
Robert Caulk
caac77c90b
Update data_drawer.py 2023-12-05 12:16:08 +01:00
Stefano Ariestasia
90332128b1 allow trade to be closed via partial exit call if remaining amount is exactly 0 2023-12-05 17:10:15 +09:00
robcaulk
8b5e6bf9be chore: fix pandas warning about merging on datetime. fix pandas warning about inconsistent key lists in concat 2023-12-04 16:23:55 +01:00
Matthias
04f2b7bad6 Add support for different timeInForce for bybit 2023-12-04 07:23:52 +01:00
Matthias
0235db48a8 Prevent merge artifacts in "informative" pair 2023-12-03 13:31:16 +01:00
Matthias
e9e7bf3caf Slight cleanup of unused comment 2023-12-03 13:31:16 +01:00
Matthias
4464b02719 Add handling to properly merge 1M data to
closes #9490
2023-12-03 13:31:16 +01:00
Robert Caulk
6754072bca
chore: fix future warning on pandas 2023-12-03 12:55:16 +01:00
Robert Caulk
15771043f7
Merge pull request #9450 from freqtrade/fix/startup-candle-count
Bug: freqai backtesting startup_candle_count handling
2023-12-02 21:01:11 +01:00
Robert Caulk
b417a0297b
Merge pull request #9468 from freqtrade/freqai/fix_dump
Use cloudpickle to pickle freqai models
2023-12-02 18:51:31 +01:00
Matthias
08db2f05aa
Merge pull request #9485 from stash86/bt-metrics
exposing bot_name to discord rpc field
2023-11-30 19:04:34 +01:00
Matthias
c34cb9eb12 Bump version to 2023.12-dev 2023-11-30 07:04:38 +01:00
Stefano Ariestasia
36836ea803 add bot_name to discord rpc field 2023-11-30 14:11:09 +09:00
Matthias
6db66b1e58 Add bitmart to "official supported" exchanges 2023-11-28 18:18:19 +01:00
Matthias
a18c85ec64 Explicitly disable stoploss on exchange for bitmart 2023-11-28 18:13:21 +01:00
Matthias
2738f3e437 Add minimal Exchange class for bitmart 2023-11-28 18:13:21 +01:00
Stefano Ariestasia
4bcb4fdd82
Merge branch 'freqtrade:develop' into bt-metrics 2023-11-27 10:46:21 +09:00
Matthias
be8ea685de Remove unused function in freqAI example 2023-11-26 13:37:02 +01:00
Robert Caulk
1380cadf15
Merge pull request #9448 from freqtrade/dependabot/pip/develop/stable-baselines3-2.2.1
Bump stable-baselines3 from 2.1.0 to 2.2.1
2023-11-26 12:39:46 +01:00
Matthias
72eeb6561c use Cloudpickle also for reading 2023-11-25 19:37:49 +01:00
Matthias
eeb460e55c Use cloudpickle throughout 2023-11-25 19:36:14 +01:00
Matthias
8c5194d5e2 force-reload markets when BadSymbol appears
closes #9463
2023-11-25 15:05:56 +01:00
Matthias
67e81c9018 Fix wrong/faulty docstring 2023-11-25 13:10:45 +01:00
Matthias
25ebdb4cb3 use strategy_wrapper for bot_loop_start in plotting
closes #9464
2023-11-25 12:51:17 +01:00
Matthias
1657fd1f0f
Merge pull request #9435 from freqtrade/revisit_relative_intratrade
Improve trade close profit assertions
2023-11-23 20:02:02 +01:00
Stefano Ariestasia
63e702a3bf remove unused comments 2023-11-23 15:55:21 +09:00
Matthias
e9f21d0209 Improve logging for #9460 2023-11-23 07:22:44 +01:00
Matthias
a044649eef Also have "badrequest" act as InvalidOrderException
causing an emergencyexit.

closes #9456
2023-11-23 06:51:29 +01:00
Matthias
5003c2af21 training_env is a property, also, so types can't be overridden 2023-11-22 07:22:40 +01:00
Matthias
e2863e1620 fix: logger has been converted to a property
so it can't be assigned anymore
e9f0f23ce4 (diff-d668633497da171f21b8069c33d594b1ee2ad47c1be4848bea33292bc80b7f5c)
2023-11-22 06:54:41 +01:00
Matthias
869756d87d
Merge pull request #9454 from freqtrade/ci/bittrex_removal
Remove Bittrex from supported exchanges
2023-11-21 20:52:43 +01:00
Matthias
3619247123 Remove bittrex from code for suppored exchanges 2023-11-21 06:39:29 +01:00
chas s
10ae0ed9c1
Removed redudant negative from sentence 2023-11-20 16:33:22 -06:00
robcaulk
d52936fd42 chore: try to keep startup_candle_count behaving the same as a normal FT strat 2023-11-20 09:13:01 +01:00
robcaulk
21a5abf25d fix: make sure that get_required_startup is timeframe independent 2023-11-20 08:42:27 +01:00
Stefano Ariestasia
58cd455642 fix unused vars 2023-11-19 20:32:28 +09:00
Stefano Ariestasia
caf59d25e8 forgot comma 2023-11-19 18:07:45 +09:00
Stefano Ariestasia
7df32a34a0 remove order list from /status and add new /order 2023-11-19 18:01:32 +09:00
Matthias
ca3f349d84 Update intermediate close_profit calculation 2023-11-18 19:47:09 +01:00
froggleston
eb186e22d6
Fix backtesting-analysis when no trades for a pair 2023-11-15 11:52:25 +00:00
Matthias
7814927dd1
Merge pull request #9418 from freqtrade/dependabot/pip/develop/mypy-1.7.0
Bump mypy from 1.6.1 to 1.7.0
2023-11-13 19:28:46 +01:00
Matthias
f286cb0a90 Use BaseException in exception check 2023-11-13 18:14:18 +01:00
Matthias
c237aa00b8 Remove non-used imports 2023-11-13 07:15:35 +01:00
Matthias
23efa4c9c3 Remove deprecated json_encoders key from model_config 2023-11-13 07:15:35 +01:00
Matthias
8273c0c2cd Skip exchange validation in API server dependencies
Especially when validating pairlists for non-main exchanges (the exchange not in the config),
validation can mess with the exchange loading.
2023-11-12 17:34:16 +01:00
Matthias
c7624b1ed6 Simplify LiveStats models 2023-11-11 17:18:18 +01:00
Matthias
54536a1c8e use profit_ratio for mix_tag_performance 2023-11-11 17:18:13 +01:00
Matthias
7daa06a207 Align mixtag response with other statistic models 2023-11-11 17:18:06 +01:00
Matthias
2ef716e94c Add response_models for new endpoints 2023-11-11 14:43:30 +01:00
Matthias
de68850d28 Don't tag informative endpoints as "trading" 2023-11-11 14:31:18 +01:00
Stefano Ariestasia
05e36f7b21 increase API version 2023-11-11 15:33:15 +09:00
Stefano Ariestasia
0738cae4a0 fix pre-commit 2023-11-11 15:23:20 +09:00
Stefano Ariestasia
da3c42bbbc add entries, exits, and mix_tags API endpoints 2023-11-11 15:16:40 +09:00
robcaulk
72dc65cb6a fix: swap tensor dimension to play nicely with pandas 2023-11-04 14:29:51 +01:00
Matthias
2a0175f629 Add "empty" config to disable default discord messages
closes #9372
2023-11-02 18:09:41 +01:00
Matthias
051b6e9458 Update documentation 2023-11-01 11:02:03 +01:00
Matthias
44a24685ac Add support for {base} and {quote} in informative decorator 2023-11-01 11:01:55 +01:00
Matthias
1cde980c08 Extract pair_formating options 2023-11-01 10:14:19 +01:00
Matthias
05ef4f9b6f Fix forceenter - cancel dialog not working
closes #9368
2023-11-01 09:10:21 +01:00
Matthias
53f00f248e
Merge pull request #9362 from freqtrade/dependabot/pip/develop/pandas-2.1.2
Bump pandas from 2.0.3 to 2.1.2
2023-10-31 14:29:09 +01:00
Matthias
a9cd282500
Merge pull request #9349 from freqtrade/fix/issue_9346
Fix/issue 9346
2023-10-31 06:44:37 +01:00
Matthias
26aa14dbfc update binance leverage tiers 2023-10-30 20:10:01 +01:00
Matthias
04cd931cc8 Pass explicit stringIO type to pandas read_json 2023-10-30 19:20:59 +01:00
Matthias
b8a6330c3f Improve pandas handling 2023-10-30 19:16:22 +01:00
Matthias
949c3c660b Ignore "nan" enter and exit tags
these happen if strings are assigned to individual rows without initializing the whole column
2023-10-30 19:05:15 +01:00
Matthias
9297a90d7f Use proper indexing to avoid deprecation warnings 2023-10-30 18:26:25 +01:00
Matthias
b19f17fdfa Improve handling of bt results in optimize_reports 2023-10-30 18:26:01 +01:00
Matthias
0c51e2637f Fix calculation issue for #9346
Closes #9346
2023-10-29 14:29:07 +01:00
Matthias
7492b75e1c Bump version to 2023.11-dev 2023-10-29 13:55:51 +01:00
Matthias
2c20464983 Reinit orders list on "local" objects to instance variable 2023-10-29 09:18:00 +01:00
robcaulk
4f4b7c5625 fix: bug in startup candle offset 2023-10-23 20:31:51 +02:00
amargedon
16dfde22fc
Add FIAT mapping for USDC 2023-10-22 18:43:35 +02:00
Matthias
bbbc8a760c Fix stop evaluation sequence to have stop before liquidation
Adjust test to have liquidation above stop
closes #9296
2023-10-22 09:24:28 +02:00
Matthias
0a5cee6a73 Ensure we're not erroring on invalid custom_entry / exit prices
closes #9323
2023-10-19 22:06:21 +02:00
Matthias
a80c979482 Improve behavior when downloading trades data on time-based pagination
closes #9307
2023-10-18 20:26:51 +02:00
Matthias
c6e979ddda
Merge pull request #9303 from freqtrade/fix/progressbarCallback
Improve freqAI RL (error) behavior
2023-10-17 18:01:31 +02:00
Matthias
1a78346cf1 Add further ebug log message for stopping clarity for --dl-data 2023-10-17 07:11:06 +02:00
Matthias
e6d0d53e47 Add further ebug log message for stopping clarity 2023-10-17 07:03:03 +02:00
Stefano Ariestasia
9d552d45c2 have to use bitwise operator, otherwise ambiguous error is thrown 2023-10-15 19:32:03 +09:00
Matthias
1e1b8dbe53 Handle multiproc calls for now 2023-10-15 12:03:18 +02:00
Matthias
2d9d8dc976 Improve logic for progressbarcallback handling 2023-10-15 11:20:25 +02:00
Matthias
ba674fc796 Type-ignore training-envs 2023-10-15 11:20:11 +02:00
Matthias
58550515ad Fix deprecation warning from tensorboard-callback 2023-10-15 11:04:05 +02:00
Matthias
27bae60b68 Fix typo 2023-10-15 10:51:36 +02:00
Matthias
646dd63faf Properly close out progressbarCallback
based on suggestions provided in https://github.com/DLR-RM/stable-baselines3/issues/1645
2023-10-15 10:41:07 +02:00
Matthias
8d2b389e27 Fix wording in log msg 2023-10-15 10:40:45 +02:00
Matthias
042e35e8d3 Improve funding fee startup behavior 2023-10-13 06:45:00 +02:00
Matthias
b76513ce33 Fix typo in trade_model 2023-10-12 10:18:57 +00:00
Matthias
368bfcf476 Add comment for funding fees running 2023-10-12 07:25:46 +02:00
Matthias
fee3c598d0 Move schedule to 1 minute after the hour
This will avoid congestion at :00, and make sure that the dry-run funding fees are actually already available
2023-10-12 07:16:56 +02:00
Matthias
69264cc164 Reduce funding fee update calls
Funding fees update every 4-8 hours - calling this every 15 minutes is way overboard.
2023-10-12 07:13:30 +02:00
Matthias
0843b19b6c Implement logic around funding_fees runnign 2023-10-12 06:53:46 +02:00
Matthias
813b472c6c Add funding_fee_running column 2023-10-12 06:48:35 +02:00
Matthias
97e9d2dc42 Remove get_funding_fee error handling - it's no longer raising this error. 2023-10-12 06:27:35 +02:00
Matthias
7344f20803 Handle funding_fee error in exchange class 2023-10-12 06:27:29 +02:00
Matthias
bfe04464b4 Handle funding fee errors for regular trades per trade 2023-10-11 20:27:54 +02:00
Matthias
2225f5661b Additional funding fee update after additional entry orders 2023-10-11 20:27:03 +02:00
Matthias
b65fa98cee Simplify backtesting by using current_time more consequently 2023-10-11 19:45:00 +02:00
Matthias
b57821b273 Add set_funding_fees to backtesting 2023-10-11 19:38:58 +02:00
Matthias
db7f9598b0 add set_funding_fees method 2023-10-11 19:38:46 +02:00
Matthias
e547da10de Move funding fee assignment to update_trade 2023-10-11 18:28:15 +02:00
Matthias
0f5b69b4f2 Move from_json to LocalTrade class 2023-10-10 07:13:32 +02:00
Matthias
4b80961c65
Merge pull request #9276 from freqtrade/cancel_behavior
Improve Cancel order messaging behavior
2023-10-09 18:13:04 +02:00
Matthias
19620470bd Improve funding fee cutof logic 2023-10-09 07:04:13 +02:00
Matthias
bc531cf846 Improve variable naming 2023-10-09 07:04:13 +02:00
Matthias
14908e52e2 Improv variable naming 2023-10-09 07:04:13 +02:00
Matthias
40ec2c4921 Improve messaging in case of delayed exchange cancel 2023-10-08 11:17:29 +02:00
Matthias
f02c9f0435 Pass order object to handle_cancel* methods 2023-10-08 10:26:27 +02:00
Matthias
c59b5e7781 Improve type hinting 2023-10-08 09:58:06 +02:00
Matthias
e525c6694b Add ft_cancel_reason column to order object 2023-10-08 09:46:12 +02:00
Matthias
897c14e2e5 Don't check for "open orders" in handle_cancel_enter
it's actually irrelenant (closes #9273).
2023-10-08 09:40:46 +02:00
Matthias
6c00bf423b Fix comment 2023-10-08 08:59:18 +02:00
Matthias
094984eb2f Fix wrong typehint 2023-10-07 15:09:44 +02:00
Matthias
081411fba4 Improve bot typehints 2023-10-07 15:09:34 +02:00
Matthias
178c0972ff Read funding_fee on order objects in "from_json" 2023-10-07 08:43:06 +02:00
Matthias
910e317a45 Fix unhandled exception
closes #9270
2023-10-06 20:13:37 +02:00
Matthias
f5db856a75 re-align adjust_entry_price between backtest and live 2023-10-05 18:11:35 +02:00
Matthias
b2ad40253f Hide most non-freqtrade logs in -v mode 2023-10-05 07:03:29 +02:00
Matthias
1e0d622d80 Don't run "recovery" when stop-orders are open 2023-10-05 06:45:00 +02:00
Matthias
b2796b850b Add funding_fee export to order object
Helps debugging #9163
2023-10-04 06:36:39 +02:00
Stefano Ariestasia
f14b4133c3 fix wording 2023-10-03 13:36:31 +09:00
Stefano
609ed2d7b3 fix return values 2023-10-03 08:41:05 +09:00
Stefano Ariestasia
183166b3fb fix output if no variance, and fix docs 2023-10-03 08:27:28 +09:00
Matthias
84335d58b3 Greatly speed up recursive by caching exchange 2023-10-02 06:34:35 +02:00
Matthias
19af144b33 Improve of analysis files further 2023-10-01 07:58:46 +02:00
Matthias
7e6f2cba53 Move analysis command into their own subspace 2023-10-01 07:54:09 +02:00
Matthias
c6199e5ca6
Merge pull request #9232 from freqtrade/kraken/dldata
Kraken - dataimport
2023-10-01 07:13:54 +02:00
Matthias
f7ff1dc610 Bump develop version to 2023.10-dev 2023-09-30 13:13:18 +02:00
Matthias
e27636b798
Merge pull request #9241 from freqtrade/fix/process-only-new-candles
chore: protect users against process_only_new_candles=False
2023-09-30 12:53:54 +02:00
Matthias
2d56b1bc8c Fix whitespace 2023-09-30 08:23:21 +02:00
Matthias
659cbd987a
Merge pull request #9152 from stash86/bt-metrics
Add recursive-analysis sub-command
2023-09-29 17:59:37 +02:00
Robert Caulk
aff5372a8f
chore: protect users against process_only_new_candles=False 2023-09-29 13:12:44 +02:00
Stefano Ariestasia
7971cb29bb fix error message 2023-09-29 14:17:44 +09:00
Matthias
37550d3bdb Fix typo in --strategy_list 2023-09-28 21:01:37 +02:00
Matthias
d52d30cfbe invert setting-location for stopLossPrice
Slowly migrating to stopLossPrice in favor of stopPrice.
2023-09-28 19:33:59 +02:00
Matthias
56a85690b4 Update cached leverage tiers 2023-09-28 06:38:29 +02:00
Matthias
504f51fabb Fix liquidation price setting in backtesting
closes #9205
2023-09-27 06:40:24 +02:00
Matthias
3f60b2c140 Update bybit stoploss parameter/prop for new ccxt version 2023-09-26 06:45:48 +02:00
Matthias
927d1d2686 Split stop_price parameter from property 2023-09-26 06:34:10 +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
a3f167f6df Split format-from for trades to allow for trades special case 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
d9b5d05e2a Align sample configs with the "no ratelimit" recommendation 2023-09-24 23:03:38 +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
41cdd28f5f Improve log output for convert-trades 2023-09-24 10:26:51 +02:00
Matthias
966247baaf Make sure use_db is set as early as possible. 2023-09-23 18:20:19 +02:00
Stefano Ariestasia
c0b2b0b96d fix args description 2023-09-23 19:27:57 +09:00
Stefano Ariestasia
6cfc1836a2 fix wrong startup candle 2023-09-23 19:23:03 +09:00
Matthias
35800f3ada remove hardcoded docs link
we should have one place to configure this.
2023-09-23 12:02:34 +02:00
Matthias
8452399c12
Merge pull request #9187 from stash86/full-pairlist
Add FullTradesPairlist
2023-09-23 10:24:13 +02:00
Matthias
b4e732617e Add handling for order replacement cancel failing 2023-09-22 06:37:56 +02:00
Matthias
450219c83b Extract replace_order_faild message and behavior 2023-09-22 06:37:56 +02:00
Stefano
eb7df30061 add test 2023-09-22 09:43:03 +09:00
Stefano
89d47ffd8f 4 more tests 2023-09-21 17:47:51 +09:00
Stefano
b9e9f82503 first test done 2023-09-21 16:45:43 +09:00
Matthias
9f445cb053 Don't rely on status when determining open order count 2023-09-21 07:14:51 +02:00
Matthias
1d23ba6e30 Improve wording after order-replacement 2023-09-21 07:14:31 +02:00
Matthias
1b28521875 Improve execute_entry interface 2023-09-21 06:28:51 +02:00
Stefano Ariestasia
d465fcffd5 change startup cande in sample strat 2023-09-21 11:13:06 +09:00
Matthias
4bca8b97f3 Don't allow empty order-type from exchange 2023-09-20 20:32:37 +02:00
Matthias
ddb0ae10b4 Ensure no None status is passed from "create_order" 2023-09-20 20:02:06 +02:00
Stefano Ariestasia
37fa186c55 remove 1 column 2023-09-20 22:43:01 +09:00
Stefano Ariestasia
1555667da7 Merge remote-tracking branch 'origin/bt-metrics2' into bt-metrics2 2023-09-20 17:55:59 +09:00
Stefano Ariestasia
8a52a7b50d
Merge branch 'freqtrade:develop' into bt-metrics2 2023-09-20 17:48:52 +09:00
Matthias
8600ae0387
Merge pull request #9191 from freqtrade/fix/double-date-column
Bug: FreqAI fit_live_predictions()
2023-09-20 08:23:41 +02:00
robcaulk
d21f0f4081 chore: add guardrails for users who neglect docs 2023-09-19 12:24:44 +02:00
Matthias
fd4877759c Update hard min-requirement for python 2023-09-18 18:12:39 +02:00
Matthias
75f89ec12f
Merge pull request #9188 from Axel-CH/add-trade-param-to-custom-entry-price
Add trade param to custom entry price
2023-09-17 23:23:42 +02:00
Matthias
f6fce2162c Add new parameter to strategy template 2023-09-17 22:25:23 +02:00
robcaulk
1f1abfe798 fix: avoid duplicate date columns interfering with fit_live_predictions() 2023-09-17 17:36:01 +02:00
Axel-CH
2bc0c4ecd5 update docstring 2023-09-17 03:17:07 -04:00
Axel-CH
224213840d update trade object as optional parameter 2023-09-17 03:13:40 -04:00
Matthias
14c5f435aa okx: Use proper history endpoint for fetch_orders 2023-09-16 20:01:19 +02:00
Axel-CH
a7cd9d77f2 ignore custom_entry_price trade object type test, remove LocalTrade as type 2023-09-16 13:58:59 -04:00
Axel-CH
5b857aeaf0 fix custom_entry_price trade object type test 2023-09-16 13:46:56 -04:00
Matthias
afb1b787c8 add okx to fully tested exchanges 2023-09-16 19:43:39 +02:00
Axel-CH
3f4715ba49 update custom_entry_price docstring 2023-09-16 13:20:10 -04:00