Commit Graph

10808 Commits

Author SHA1 Message Date
Matthias 8cf3e9f91b Accept "insufficient funds" error on set_leverage from stop calls
closes #8341
2023-03-21 19:29:27 +01:00
Matthias 36c45fd14f Remove unused argument from set_leverage 2023-03-21 19:14:09 +01:00
Joe Schr 0128b63c1c add 'feather' to AVAILABLE_DATAHANDLERS_TRADES 2023-03-21 19:13:32 +01:00
Joe Schr e16db814fa featherdatahandler: implement trades_store/_trades_load 2023-03-21 17:56:51 +01:00
robcaulk 1ba01746a0 organize pytorch files 2023-03-21 15:09:54 +01:00
Yinon Polak 83a7d888bc type hint init in pytorch mlp classes 2023-03-21 15:19:34 +02:00
Yinon Polak a80afc8f1b add optional target tensor squeezing to pytorch trainer 2023-03-21 13:20:54 +02:00
Yinon Polak 97339e14cf round up divisions in calc_n_epochs 2023-03-21 12:29:05 +02:00
Yinon Polak 443263803c unsqueeze target tensor when 1 dimensional 2023-03-21 11:42:05 +02:00
Yinon Polak 9906e7d646 clean code 2023-03-21 11:23:45 +02:00
Yinon Polak e8f040bfbd add class_name attribute to freqai interface 2023-03-20 20:38:43 +02:00
Matthias 97c420b2df Add explicit test for okx lev_prep 2023-03-20 19:27:48 +01:00
Yinon Polak a4b617e482 type hints fixes 2023-03-20 20:22:28 +02:00
Matthias 7b5e322ef2
Merge pull request #8360 from freqtrade/okx_stop
Okx stoploss on exchange
2023-03-20 19:19:59 +01:00
Yinon Polak c06cd38951 clean code 2023-03-20 19:55:39 +02:00
Yinon Polak 0a55753faf move default attributes of pytorch classifier to initializer,
to prevent mypy from complaining
2023-03-20 19:40:36 +02:00
Yinon Polak 6b4d9f97c1 clean code 2023-03-20 19:28:30 +02:00
Matthias 639987cbab Prevent parameter reuse 2023-03-20 18:19:17 +01:00
Matthias 56c2aa89bc
Merge pull request #8344 from freqtrade/fix/db_concurrent
Fix db concurrent problem
2023-03-20 18:17:09 +01:00
Yinon Polak 500c401b75 improve pytorch classifier documentation 2023-03-20 18:41:04 +02:00
Yinon Polak 9aec1ddb17 sort imports 2023-03-20 18:41:04 +02:00
Yinon Polak d98890f32e sort imports 2023-03-20 18:41:04 +02:00
Yinon Polak f659f8e309 remove unused imports 2023-03-20 18:41:04 +02:00
Yinon Polak 54db239175 add pytorch regressor example 2023-03-20 18:41:04 +02:00
Yinon Polak 601c37f862 refactor classifiers class names 2023-03-20 18:41:04 +02:00
Yinon Polak 501e746c52 improve mlp documentation 2023-03-20 18:41:04 +02:00
Yinon Polak d04146d1b1 improve mlp documentation 2023-03-20 18:41:04 +02:00
Yinon Polak ea08931ab3 add mlp documentation 2023-03-20 18:41:04 +02:00
Yinon Polak ddd1b5c0ff modify feedforward net, move layer norm to start of thr block 2023-03-20 18:41:04 +02:00
Yinon Polak fbf7049ac5 sort imports 2023-03-20 18:41:04 +02:00
Yinon Polak 833aaf8e10 create children class to PyTorchClassifier to implement the fit method where we initialize the trainer and model objects 2023-03-20 18:41:04 +02:00
robcaulk fab505be1b cheat flake8 for now until we can refactor save into the model class 2023-03-20 18:41:03 +02:00
Matthias 4f4bfdac4d Adjustments to okx stoploss 2023-03-20 09:00:00 +01:00
Matthias a7c7f720c0 Add test for okx fetch_stop 2023-03-19 20:03:34 +01:00
Matthias 224f289ec8 OKX Stop: Add some more okx specific logic 2023-03-19 19:45:30 +01:00
Matthias d84ece7258 Use conditional orders for stop orders 2023-03-19 19:44:35 +01:00
Matthias 6c5dc7e0a9 OKX: improve stop order handling 2023-03-19 19:44:35 +01:00
Matthias df20757d21 OKX stop: implement proper stoploss fetching 2023-03-19 19:44:35 +01:00
Matthias a2ce288241 Add okx stoploss on exchange (non-working for futures). 2023-03-19 19:44:35 +01:00
Matthias ce3efa8f00 Remove pointless asserts 2023-03-19 18:05:08 +01:00
Matthias c92f28bf6f ruff: Activate UP ruleset 2023-03-19 17:57:56 +01:00
Matthias 222ecdecd2 Improve code quality 2023-03-19 17:50:08 +01:00
Matthias 3d91dd8a98 Support post-only orders for Binance spot
closes #8044
2023-03-19 15:36:35 +01:00
Matthias 9ccc3e52ec Simplify time in force code structure 2023-03-19 15:30:27 +01:00
Matthias f5f151fcc5 Fix typing error 2023-03-19 15:06:56 +01:00
hippocritical 763f4f4a3e
Merge branch 'freqtrade:develop' into strategy_utils 2023-03-18 20:15:12 +01:00
hippocritical 4925d8f580 Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils 2023-03-18 20:07:34 +01:00
hippocritical b1f88e8861 fixed typo from trades to trade 2023-03-18 20:02:55 +01:00
Matthias 62c8dd98d5 Use combination of thread-local and asyncio-aware session context 2023-03-18 19:28:22 +01:00
Matthias b0a7b64d44 Close sessions after telegram calls 2023-03-18 19:28:22 +01:00
Matthias d808dd49e8 Fix ruff violation 2023-03-18 19:28:13 +01:00
Matthias 818d2bf92a Fix stoploss on exchange value in /show_config call 2023-03-18 18:02:46 +01:00
Matthias 477dc50425 Add pair output to "tossed" messages 2023-03-18 16:32:07 +00:00
Robert Caulk 186fe5933b
Merge pull request #8338 from freqtrade/freqai_exception
Fix exceptions when training fails
2023-03-18 12:56:25 +01:00
Matthias 8ab35bbaf3
Merge pull request #8340 from freqtrade/sqlalchemy2_queyr
remove Sqlalchemy .query usage
2023-03-18 08:10:56 +01:00
Matthias 9044052b4e Fix exceptions when training fails 2023-03-17 18:29:10 +01:00
hippocritical 209811d23a
Merge branch 'freqtrade:develop' into strategy_utils 2023-03-17 08:48:52 +01:00
Matthias b7709126f9 remove .query completely 2023-03-16 18:07:22 +01:00
Robert Caulk 00054dcfde
Merge pull request #8307 from initrv/tensorboard-category
Improve tensorboard_log
2023-03-16 11:10:29 +01:00
Matthias 6ed337faa3 Update several tests to remove .query 2023-03-16 07:04:15 +01:00
Matthias e579ff9532 Simplify pairlock querying 2023-03-16 06:48:12 +01:00
Matthias ae361e1d5d Update more .query usages 2023-03-16 06:44:53 +01:00
Matthias 8865af9104 Remove .query from pairlock 2023-03-15 21:21:00 +01:00
Matthias aa54b77702 Rename _session to sessoin 2023-03-15 21:12:06 +01:00
Matthias 8073989c98 Remove more usages of .query 2023-03-15 21:10:47 +01:00
Matthias d45599ca3b Fix some type errors 2023-03-15 21:09:25 +01:00
Matthias b469addffb remove usage of .query from regular models 2023-03-15 21:00:30 +01:00
Matthias 95ff59a21c Improve documentation for get_trades_proxy 2023-03-15 07:23:54 +01:00
Matthias 8f29312c9e Minimum re-entry stake should not include stoploss 2023-03-14 08:14:01 +01:00
Matthias 5c280d5649 Improve emergency_exit handling 2023-03-13 20:28:13 +01:00
Matthias 487469680f Use correct exception type for ccxt.InvalidOrder 2023-03-13 20:13:12 +01:00
Matthias 8fd13933c3 Improve variable naming 2023-03-13 19:51:03 +01:00
Matthias cf70deaf8d Disallow negative liquidation prices
part of #8300
2023-03-13 19:41:39 +01:00
Matthias 3d31eca365 Update Exception to contain more info
part of #8300
2023-03-13 19:40:52 +01:00
Matthias d723979c42 Move total_trades to explicit variable 2023-03-13 19:21:53 +01:00
Yinon Polak 918889a2bd reduce mlp number of parameters for testing 2023-03-13 20:09:12 +02:00
initrv f3a1177bad bring inc back 2023-03-13 17:53:35 +03:00
Matthias 0e663a5bf8 Refresh binance cached leverage tiers 2023-03-13 07:06:59 +01:00
Yinon Polak d7ea750823 revert to using model_training_parameters 2023-03-13 00:35:51 +02:00
Yinon Polak b6096efadd logging change 2023-03-13 00:35:14 +02:00
Yinon Polak b927c9dc01 remove train loss calculation from estimate_loss 2023-03-13 00:17:34 +02:00
Yinon Polak 523a58d3d6 simplify statement for pytorch file_type extension 2023-03-13 00:16:44 +02:00
Matthias fbca8e6587 Allow empty pairlock reasons through api
closes #8312
2023-03-12 21:31:08 +01:00
initrv a10f78e3ef fix increment in case of 0 2023-03-12 23:29:27 +03:00
Matthias f584edf809 Improve tests by simply running a full strategy through everything 2023-03-12 16:45:56 +01:00
Matthias 0911cd72a2 Add test for strategy-updater start method 2023-03-12 15:59:14 +01:00
Matthias d2a412d2c6 Simplify start_strategy_update 2023-03-12 15:47:03 +01:00
Matthias cb086f79ff Improve doc wording and command parameters 2023-03-12 15:46:44 +01:00
Yinon Polak 0012fe36ca sort imports 2023-03-12 16:16:04 +02:00
hippocritical d186f8f1e1
Merge branch 'freqtrade:develop' into strategy_utils 2023-03-12 14:40:02 +01:00
Yinon Polak cb17b36981 simplify file_type check comparisons 2023-03-12 14:50:08 +02:00
Yinon Polak f9fdf1c31b generalize mlp model 2023-03-12 14:31:08 +02:00
Yinon Polak 1cf0e7be24 use one iteration on all test and train data for evaluation 2023-03-12 12:48:15 +02:00
initrv 82cb107520 add tensorboard category 2023-03-12 01:32:55 +03:00
Matthias 8726a4645d Don't use deprecated Type construct 2023-03-11 15:15:32 +01:00
Matthias 59d2ff3ffa Simplify `handle_cancel_exit ` 2023-03-11 15:15:10 +01:00
Matthias 39c651e40c Remove pointless reset of close_profit 2023-03-11 15:15:02 +01:00
Matthias a76ca771f8 telegram: Fix sending telegram message with exception 2023-03-10 18:09:05 +01:00
hippocritical f722823b0d Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils 2023-03-10 09:24:08 +01:00
hippocritical a3988f56b2 Sorry matthias, did not see that you already committed something and did overwrite you.
Added your version to it instead of mine and pushed again (since it was already overwritten by me).
2023-03-10 09:23:56 +01:00
hippocritical 5a467eb969
Merge branch 'freqtrade:develop' into strategy_utils 2023-03-10 09:18:44 +01:00
hippocritical 5f8202e1b5 Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils
# Conflicts:
#	freqtrade/commands/strategy_utils_commands.py
#	tests/test_strategy_updater.py
2023-03-10 09:00:00 +01:00
hippocritical bfc7f48f17 added checks for python3.8 or lower since ast_comments.unparse() needs python 3.9 or higher.
testing with python 3.8 would make the build fail tests, skipping it there.
2023-03-10 08:59:07 +01:00
Matthias 5b2a291109
Merge pull request #8273 from freqtrade/stop_from_open_lev
Stop from open lev
2023-03-09 19:44:16 +01:00
Matthias d3a3ddbc61 Check if exchang provides bid/ask via fetch_tickers - and fail with spread filter if it doesn't.
closes #8286
2023-03-09 19:42:43 +01:00
Yinon Polak 8a9f2aedbb improve documentation 2023-03-09 14:55:52 +02:00
Yinon Polak e88a0d5248 convert single quotes to double quotes 2023-03-09 13:29:11 +02:00
Yinon Polak 2ef11faba7 reformat documentation 2023-03-09 13:25:20 +02:00
Yinon Polak c9eee2944b reformat documentation 2023-03-09 13:01:04 +02:00
Yinon Polak 6f962362f2 expand pytorch trainer documentation 2023-03-09 12:45:46 +02:00
Yinon Polak ba5de0cd00 add documentation 2023-03-09 11:21:10 +02:00
Yinon Polak 3081b9402b add documentation 2023-03-09 11:14:54 +02:00
Matthias 30fd1e742e Add 3.8 block for strategyUpdater 2023-03-09 07:46:58 +00:00
Matthias 4d8e3c25bd Merge branch 'develop' into strategy_utils 2023-03-09 07:12:48 +00:00
ASU 1132fa6093 feat: Added price_rounding modes in config 2023-03-09 02:11:31 +02:00
robcaulk d10ee0979a ensure training_features_list is updated properly 2023-03-08 19:37:11 +01:00
Matthias 0318486bee Update stoploss_from_open documentation for leverage adjustment 2023-03-08 19:35:26 +01:00
Robert Caulk 85e345fc48
Update BaseReinforcementLearningModel.py 2023-03-08 19:29:39 +01:00
Yinon Polak 1597c3aa89 set class names in IStrategy.set_freqai_targets method, also save class name with model meta data 2023-03-08 18:36:44 +02:00
Yinon Polak 7d26df01b8 fix tensor type hint 2023-03-08 16:17:19 +02:00
Yinon Polak c8296ccb2d sort imports 2023-03-08 16:13:35 +02:00
Yinon Polak 8d60327d60 add missing import 2023-03-08 16:12:47 +02:00
Yinon Polak 04564dc134 add missing import 2023-03-08 16:11:51 +02:00
Yinon Polak 6161b858c4 sort imports 2023-03-08 16:10:25 +02:00
Yinon Polak 1921a07b89 sort imports 2023-03-08 16:08:04 +02:00
Yinon Polak dfbb2e2b35 sort imports 2023-03-08 16:03:36 +02:00
Yinon Polak 1805db2b07 change documentation and small bugfix 2023-03-08 15:38:22 +02:00
Yinon Polak 76fbec0c17 ad multiclass target names encoder to ints 2023-03-08 14:29:38 +02:00
robcaulk 29d337fa02 ensure ohlc is dropped from both train and predict 2023-03-08 11:26:28 +01:00
robcaulk d9dc831772 allow user to drop ohlc from features in RL 2023-03-07 11:33:54 +01:00
Yinon Polak 4241bff32a type hints fixes 2023-03-06 20:15:36 +02:00
Yinon Polak 5dd60eda36 type hints fixes 2023-03-06 19:37:08 +02:00
Yinon Polak 8acdd0b47c type hints fixes 2023-03-06 19:14:54 +02:00
Yinon Polak 125085fbaf add freqai.model_exists pytorch file type support 2023-03-06 18:10:49 +02:00
Yinon Polak 7eedcb9c14 reformat code 2023-03-06 17:56:07 +02:00
Yinon Polak e6e747bcd8 reformat code 2023-03-06 17:50:02 +02:00
Yinon Polak 348a08f1c4 add todo - currently assuming class labels are strings ['0.0', '1.0' .. n_classes]. need to resolve it per ClassifierModel 2023-03-06 16:41:47 +02:00
Yinon Polak b1ac2bf515 use data loader, add evaluation on epoch 2023-03-06 16:16:45 +02:00
Matthias 69e5377f3d
Merge pull request #8280 from freqtrade/dependabot/pip/develop/sqlalchemy-2.0.5.post1
Bump sqlalchemy from 2.0.4 to 2.0.5.post1
2023-03-06 08:20:17 +01:00
Matthias d779d60812 Expose total_profit_ratio through API 2023-03-06 07:10:02 +01:00
Matthias c4a80e33ea Fix missing newline in telegram /status 2023-03-06 07:01:25 +01:00
Matthias cab1b750b3 Improve test accuracy 2023-03-06 06:39:05 +01:00
Matthias 9d285e3dc0 Add total_profit_ratio to telegram output
part of #8234
2023-03-06 06:39:05 +01:00
Matthias fff08f737f /status msg - improve formatting further 2023-03-06 06:39:05 +01:00
Matthias ca789b3282 /status - whitespace 2023-03-06 06:39:05 +01:00
Matthias 11eea9b4e1 Fix formatting for /status Realized profit 2023-03-06 06:39:05 +01:00
Matthias de015a2d7e Improve telegram message formatting 2023-03-06 06:39:05 +01:00
Matthias 25fd4a04d6 Update sqlalchemy QueryPropertyDescriptor to match latest version 2023-03-06 06:34:37 +01:00
hippocritical da44b39423 Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils 2023-03-05 16:20:46 +01:00
hippocritical d0d6f53dec fixed github formatting errors 2023-03-05 16:19:26 +01:00