Matthias
|
f677dea6a4
|
Merge pull request #7950 from freqtrade/freqai_feature_engineering_functions
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
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 |
|
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
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 |
|
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
Fix Backtesting Analysis Column Wrong
|
2023-01-04 16:38:29 +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 |
|
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
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 |
|