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Merge remote-tracking branch 'origin/develop' into dev-merge-rl

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This commit is contained in:
robcaulk
2022-10-01 17:48:47 +02:00
parent 09e834fa21 3e34f10e3d
commit 048cb95bd6
119 changed files with 5062 additions and 1694 deletions
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53
freqtrade/constants.py
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@@ -31,12 +31,13 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
'CalmarHyperOptLoss',
'MaxDrawDownHyperOptLoss', 'MaxDrawDownRelativeHyperOptLoss',
'ProfitDrawDownHyperOptLoss']
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'ProducerPairList',
'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
AVAILABLE_DATAHANDLERS_TRADES = ['json', 'jsongz', 'hdf5']
AVAILABLE_DATAHANDLERS = AVAILABLE_DATAHANDLERS_TRADES + ['feather', 'parquet']
BACKTEST_BREAKDOWNS = ['day', 'week', 'month']
BACKTEST_CACHE_AGE = ['none', 'day', 'week', 'month']
BACKTEST_CACHE_DEFAULT = 'day'
@@ -243,6 +244,7 @@ CONF_SCHEMA = {
'exchange': {'$ref': '#/definitions/exchange'},
'edge': {'$ref': '#/definitions/edge'},
'freqai': {'$ref': '#/definitions/freqai'},
'external_message_consumer': {'$ref': '#/definitions/external_message_consumer'},
'experimental': {
'type': 'object',
'properties': {
@@ -404,6 +406,7 @@ CONF_SCHEMA = {
},
'username': {'type': 'string'},
'password': {'type': 'string'},
'ws_token': {'type': ['string', 'array'], 'items': {'type': 'string'}},
'jwt_secret_key': {'type': 'string'},
'CORS_origins': {'type': 'array', 'items': {'type': 'string'}},
'verbosity': {'type': 'string', 'enum': ['error', 'info']},
@@ -432,7 +435,7 @@ CONF_SCHEMA = {
},
'dataformat_trades': {
'type': 'string',
'enum': AVAILABLE_DATAHANDLERS,
'enum': AVAILABLE_DATAHANDLERS_TRADES,
'default': 'jsongz'
},
'position_adjustment_enable': {'type': 'boolean'},
@@ -488,6 +491,47 @@ CONF_SCHEMA = {
},
'required': ['process_throttle_secs', 'allowed_risk']
},
'external_message_consumer': {
'type': 'object',
'properties': {
'enabled': {'type': 'boolean', 'default': False},
'producers': {
'type': 'array',
'items': {
'type': 'object',
'properties': {
'name': {'type': 'string'},
'host': {'type': 'string'},
'port': {
'type': 'integer',
'default': 8080,
'minimum': 0,
'maximum': 65535
},
'ws_token': {'type': 'string'},
},
'required': ['name', 'host', 'ws_token']
}
},
'wait_timeout': {'type': 'integer', 'minimum': 0},
'sleep_time': {'type': 'integer', 'minimum': 0},
'ping_timeout': {'type': 'integer', 'minimum': 0},
'remove_entry_exit_signals': {'type': 'boolean', 'default': False},
'initial_candle_limit': {
'type': 'integer',
'minimum': 0,
'maximum': 1500,
'default': 1500
},
'message_size_limit': { # In megabytes
'type': 'integer',
'minimum': 1,
'maxmium': 20,
'default': 8,
}
},
'required': ['producers']
},
"freqai": {
"type": "object",
"properties": {
@@ -508,7 +552,7 @@ CONF_SCHEMA = {
"weight_factor": {"type": "number", "default": 0},
"principal_component_analysis": {"type": "boolean", "default": False},
"use_SVM_to_remove_outliers": {"type": "boolean", "default": False},
"plot_feature_importance": {"type": "boolean", "default": False},
"plot_feature_importances": {"type": "integer", "default": 0},
"svm_params": {"type": "object",
"properties": {
"shuffle": {"type": "boolean", "default": False},
@@ -523,6 +567,7 @@ CONF_SCHEMA = {
"properties": {
"test_size": {"type": "number"},
"random_state": {"type": "integer"},
"shuffle": {"type": "boolean", "default": False}
},
},
"model_training_parameters": {