10412 Commits

Author	SHA1	Message	Date
Matthias	c3daddc629	Merge pull request #7809 from richardjozsa/develop ... Improve the RL learning process	2022-11-29 06:28:36 +01:00
Matthias	100d65b20b	Merge pull request #7822 from eltociear/patch-1 ... Fix typo in strategy_analysis_example.md	2022-11-29 06:24:36 +01:00
Matthias	e891c41760	Fix typo in ipynb, too.	2022-11-28 18:20:30 +01:00
Emre	9cbfa12011	Directly set model_type in base RL model	2022-11-28 16:02:17 +03:00
Matthias	40b274351c	Merge pull request #7813 from freqtrade/dependabot/pip/develop/flake8-6.0.0 ... Bump flake8 from 5.0.4 to 6.0.0	2022-11-28 08:00:45 +01:00
Matthias	d73fd42769	Fix flake8 error introduced with 6.0 update	2022-11-28 06:38:35 +01:00
Stefano Ariestasia	f410b1b14d	Update metrics.py	2022-11-28 08:56:49 +09:00
robcaulk	56518def42	isort	2022-11-27 21:06:01 +01:00
robcaulk	7fd6bc526e	add randomize_starting_position to the rl_config	2022-11-27 21:03:13 +01:00
robcaulk	25e041b98e	sneak in small change to FreqaiExampleHybridStrategy docstring and startup count	2022-11-27 20:50:03 +01:00
richardjozsa	64d4a52a56	Improve the RL learning process ... Improve the RL learning process by selecting random start point for the agent, it can help to block the agent to only learn on the selected period of time, while improving the quality of the model.	2022-11-27 20:43:50 +01:00
Matthias	f4025ee5de	Merge pull request #7289 from freqtrade/feat/freqai-rl-dev ... Add reinforcement learning module to FreqAI	2022-11-27 17:15:21 +01:00
Matthias	2219d2f491	Merge pull request #7707 from freqtrade/bt/full_detail ... backtesting - use full detail timeframe	2022-11-27 16:09:23 +01:00
Matthias	cf000a4c00	Bump develop version to 2022.12-dev	2022-11-27 16:08:54 +01:00
Matthias	e4a3efc7d4	Don't use strategy.stoploss too often ... discovered in #7760	2022-11-27 15:54:35 +01:00
Matthias	3fc367f536	Merge pull request #7771 from wizrds/feat/refactor-ws ... Refactor WebSocket API for performance	2022-11-27 15:49:34 +01:00
Matthias	21d7406291	Temporary fix for kraken download ... closes #7790 will be removed once the patch is in ccxt.	2022-11-27 15:16:43 +01:00
froggleston	1a3f88c7b9	Replace separate start/end date option with usual timerange option	2022-11-27 11:30:13 +00:00
stm	51d21b413d	Fix 4ac update_total_profit ... _update_total_profit() must be executed before "self._position = Positions.Neutral" because _update_total_profit() calls get_unrealized_profit(), which returns 0 if position is neutral and total_profit is not updated	2022-11-26 23:35:20 +03:00
robcaulk	dba30393fb	ensure extra_returns_per_train are set properly on first hist_preds build	2022-11-26 18:04:47 +01:00
froggleston	706bc9ebea	Merge branch 'entry_exit_date_print' of github.com:froggleston/freqtrade into entry_exit_date_print	2022-11-26 16:59:27 +00:00
froggleston	4790aaaae1	Implement cli options for backtesting-analysis date filtering	2022-11-26 16:58:56 +00:00
Robert Davey	e1456e407b	Merge branch 'freqtrade:develop' into entry_exit_date_print	2022-11-26 16:53:48 +00:00
Timothy Pogue	a26b3a9ca8	change sleep call back to 0.01	2022-11-26 09:40:22 -07:00
Matthias	ce213b55a2	Bybit fix candle limit	2022-11-26 13:58:22 +01:00
robcaulk	b52f05923a	fix list to array in constants.py	2022-11-26 13:47:47 +01:00
robcaulk	be890b52fd	remove np import	2022-11-26 13:44:58 +01:00
robcaulk	aaaa5a5f64	add documentation for net_arch, other small changes	2022-11-26 13:44:58 +01:00
Matthias	fcf13580f1	Revert "offload initial df computation to thread" ... This reverts commit f268187e9b.	2022-11-26 13:33:54 +01:00
Matthias	7b0a76fb70	Improve typehint	2022-11-26 13:33:26 +01:00
Matthias	7ebc8ee169	Fix missing Optional typehint	2022-11-26 13:32:18 +01:00
Matthias	bdfedb5fcb	Improve typehints / reduce warnings from mypy	2022-11-26 13:03:07 +01:00
robcaulk	81fd2e588f	ensure typing, remove unsued code	2022-11-26 12:11:59 +01:00
robcaulk	8dbfd2cacf	improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc	2022-11-26 11:51:08 +01:00
Timothy Pogue	bd95392eea	fix formatted string in warning message :)	2022-11-25 13:10:22 -07:00
Timothy Pogue	4aa4c6f49d	change sleep in channel send to 0	2022-11-25 13:08:41 -07:00
Timothy Pogue	f268187e9b	offload initial df computation to thread	2022-11-25 12:56:33 -07:00
Timothy Pogue	afc00bc30a	log warning if channel too far behind, add docstrings to message stream	2022-11-25 12:48:57 -07:00
froggleston	391817243c	Tidy up complex functions	2022-11-25 16:12:15 +00:00
Matthias	79c041b62d	Update tests for new export format	2022-11-25 16:57:58 +01:00
Matthias	8c014bd365	Export trade-counts to csv ... closes #7789	2022-11-25 16:57:45 +01:00
Matthias	8ee8b6e943	Improve hyperopt list output ... closes #7789	2022-11-25 16:31:21 +01:00
Matthias	0f97ef0d7b	Reset stoploss_order_id when order is canceled ... closes #7766	2022-11-25 16:08:33 +01:00
Matthias	1b3e62bcbc	Lock execute_entry to prevent timing hickups	2022-11-25 14:50:48 +01:00
Matthias	c593cdc438	Improve type hints	2022-11-25 14:48:06 +01:00
Matthias	5e6cda11ef	Update method name for trade fee updating	2022-11-25 14:43:56 +01:00
Matthias	b8d1862ca8	Update cached binance leverage tiers ... closes #7794	2022-11-25 10:42:19 +01:00
Timothy Pogue	bcc8063eeb	Merge branch 'develop' into feat/refactor-ws	2022-11-24 13:42:57 -07:00
Timothy Pogue	fc59b02255	prevent ws endpoint from running without valid token	2022-11-24 13:41:10 -07:00
Timothy Pogue	101dec461e	close ws channel if can't accept	2022-11-24 11:35:50 -07:00
robcaulk	2e82e6784a	move data_provider cleanup to shutdown()	2022-11-24 19:07:38 +01:00
robcaulk	73c458d47b	use importlib instead of __import___	2022-11-24 19:04:35 +01:00
robcaulk	4894d772ed	merge develop into feat/freqai-rl-dev	2022-11-24 18:50:11 +01:00
robcaulk	3a07749fcc	fix docstring	2022-11-24 18:46:54 +01:00
robcaulk	44b042ba51	remove unused function	2022-11-24 17:53:26 +01:00
Matthias	8f1a8c752b	Add freqairl docker build process	2022-11-24 07:00:12 +01:00
Timothy Pogue	48242ca02b	update catch block in cancel channel tasks	2022-11-22 12:43:45 -07:00
Matthias	7785c91c5d	Merge pull request #7756 from wizrds/feat/secure-ws-conn ... Support SSL in WebSocket connection	2022-11-22 19:18:16 +01:00
Wagner Costa	d09157efb8	update code to use one prediction file / pair	2022-11-22 15:15:42 -03:00
Timothy Pogue	a5442772fc	ensure only broadcasting to subscribed topics	2022-11-22 09:42:09 -07:00
Wagner Costa	91779bb28b	Merge branch 'develop' into backtest_fitlivepredictions	2022-11-22 13:09:48 -03:00
Wagner Costa	c01f25ddc9	update code to freqai_backtest_live_models only from historic predictions	2022-11-22 13:09:09 -03:00
Timothy Pogue	d9d7df70bf	fix tests, log unknown errors	2022-11-21 12:21:40 -07:00
Matthias	0fa5217043	Improve protection setup ... lock_pair should be called when the order closes, not when the exit order is placed. it should also be called for stoploss orders, too. closes #7783	2022-11-21 19:30:49 +01:00
Timothy Pogue	106ac2ab4d	fix tests, change to get call	2022-11-20 16:36:22 -07:00
Timothy Pogue	d2870d48ea	change typing to async iterator	2022-11-20 16:24:44 -07:00
Timothy Pogue	48a1f2418f	update typing, remove unneeded try block, readd sleep	2022-11-20 16:18:24 -07:00
Timothy Pogue	60a167bdef	add dynamic send timeout	2022-11-20 14:09:45 -07:00
Timothy Pogue	dc79284c54	Merge branch 'develop' into feat/refactor-ws	2022-11-20 10:05:22 -07:00
Matthias	12b471c64b	Prevent 2 parallel open orders through forceentry ... this leads to forgetting the prior order closes #7765	2022-11-20 09:28:14 +01:00
Wagner Costa Santos	fdc82af883	fix tests - update code to backtest with historic_predictions	2022-11-19 22:27:58 -03:00
Timothy Pogue	3714d7074b	smaller throttle in channel send	2022-11-19 13:29:23 -07:00
Timothy Pogue	c1a73a5512	move sleep call in send, minor cleanup	2022-11-19 13:21:26 -07:00
Wagner Costa Santos	80d070e9ee	update code to use historic_predictions for freqai_backtest_live_models	2022-11-19 14:15:58 -03:00
Wagner Costa Santos	3d3195847c	Merge branch 'develop' into backtest_fitlivepredictions	2022-11-18 17:53:34 -03:00
Timothy Pogue	98d87b3ba6	Merge branch 'develop' into feat/refactor-ws	2022-11-18 13:41:22 -07:00
Timothy Pogue	0cb6f71c02	better error handling, true async sending, more readable api	2022-11-18 13:32:27 -07:00
Matthias	4de9a46618	Merge pull request #7759 from wizrds/fix/pd-mem-leak ... Fix Pandas to_json memory leak	2022-11-18 20:24:16 +01:00
Timothy Pogue	b6a8e421f1	remove redundant timestamp conversion in ws serializer	2022-11-18 09:43:39 -07:00
Matthias	12cd83453c	Add warning when queue websocket queue becomes too full	2022-11-18 14:03:56 +01:00
Matthias	4c7bb79c86	Restore prior data transfer format	2022-11-18 13:59:29 +01:00
Timothy Pogue	ba493eb7a7	Merge fix/pd-mem-leak	2022-11-17 16:21:12 -07:00
robcaulk	387c905a86	merge develop into RL	2022-11-17 21:59:07 +01:00
robcaulk	60fcd8dce2	fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc	2022-11-17 21:50:02 +01:00
robcaulk	91df79ff44	merge dev into backtest-live-predictions	2022-11-17 21:20:47 +01:00
Matthias	436b314c80	add safe_remaining ... fixes #7757	2022-11-17 19:07:47 +00:00
Timothy Pogue	49ecc83061	Merge branch 'develop' into fix/pd-mem-leak	2022-11-17 12:04:49 -07:00
Timothy Pogue	ce43fa5f43	small fix to websocketchannel and relay	2022-11-17 12:03:11 -07:00
Timothy Pogue	875e9ab447	change df serialization to avoid mem leak	2022-11-17 11:59:03 -07:00
Robert Caulk	cd6f87be17	Merge pull request #7728 from freqtrade/improve_timerange ... Simplify timerange handling	2022-11-17 19:57:48 +01:00
Matthias	b929e0bb2b	Merge branch 'develop' into gc_improvements	2022-11-17 19:55:03 +01:00
Matthias	9432bcd065	Fix telegram error on force_enter exception ... closes #7727	2022-11-17 19:52:03 +01:00
Wagner Costa Santos	3903b04d3f	save_live_data_backtest - added docs and tests	2022-11-17 15:20:07 -03:00
Wagner Costa Santos	99bff9cbfa	backtesting_from_live_saved_files - code refactoring	2022-11-17 10:30:51 -03:00
Wagner Costa Santos	913749c81b	backtesting_from_live_saved_files - code refactoring	2022-11-17 10:30:16 -03:00
Wagner Costa Santos	b01e4e3dbf	change default value - save_live_data_backtest as false	2022-11-17 10:14:30 -03:00
Wagner Costa Santos	1a19d90e2e	Merge branch 'develop' into backtest_fitlivepredictions	2022-11-17 10:13:11 -03:00
Matthias	afcb86f422	Improve migration types	2022-11-17 10:25:51 +00:00
Matthias	93addbe5c3	Improve typechecking	2022-11-17 10:16:38 +00:00
Timothy Pogue	6a1655c047	support ssl connections in emc	2022-11-15 22:26:54 -07:00
Timothy Pogue	442467e8ae	remove old comments and code	2022-11-14 22:26:34 -07:00
Matthias	6deb2dfb61	Merge pull request #7744 from freqtrade/dependabot/pip/develop/mypy-0.990 ... Bump mypy from 0.982 to 0.990	2022-11-15 06:24:24 +01:00
Timothy Pogue	d713af045f	remove main queue completely	2022-11-14 22:21:40 -07:00
Timothy Pogue	659c8c237f	initial revision	2022-11-14 20:27:45 -07:00
Matthias	0a702cdd26	Ensure more methods are typechecked	2022-11-14 20:56:35 +01:00
Matthias	a951b49541	Use Generator when sending initial dataframes	2022-11-14 19:43:59 +01:00
Matthias	30b467906c	Delist FTX, following ccxt's delisting.	2022-11-14 19:40:57 +01:00
Matthias	95fd4072fa	Merge pull request #7701 from freqtrade/add-single-precision-freqai ... add option to force single precision	2022-11-14 07:02:35 +01:00
Matthias	42b29cd307	Fix constants type	2022-11-13 19:31:49 +01:00
robcaulk	bf4d5b432a	ensure model_type is defined	2022-11-13 18:50:25 +01:00
robcaulk	6394ef4558	fix docstrings	2022-11-13 17:43:52 +01:00
robcaulk	96fafb7f56	remove limit_ram_use	2022-11-13 17:14:47 +01:00
robcaulk	b421521be3	help default ReinforcementLearner users by assigning the model_type automatically	2022-11-13 17:12:17 +01:00
robcaulk	90f168d1ff	remove more user references. cleanup dataprovider	2022-11-13 17:06:06 +01:00
robcaulk	388ca21200	update docs, fix bug in environment	2022-11-13 16:56:31 +01:00
robcaulk	1e9e7887aa	fix constants.py, fix freqai test	2022-11-13 15:38:35 +01:00
robcaulk	af9e400562	add test coverage, fix bug in base environment. Ensure proper fee is used.	2022-11-13 15:31:37 +01:00
Matthias	942840da2d	Improve setting wording to keep future possibilities open	2022-11-13 15:22:44 +01:00
robcaulk	81f800a79b	switch to using FT calc_profi_pct, reverse entry/exit fees	2022-11-13 13:41:17 +01:00
robcaulk	e45d791c19	Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev	2022-11-13 13:00:16 +01:00
Matthias	fed3bc6730	Simplify Websocket Init	2022-11-13 10:33:54 +01:00
Matthias	954da4fec9	Add "forcebuy error" exception log ... part of #7727	2022-11-12 19:52:10 +01:00
robcaulk	e71a8b8ac1	add ability to integrate state info or not, and prevent state info integration during backtesting	2022-11-12 18:46:48 +01:00
Wagner Costa Santos	27fa9f1f4e	backtest saved dataframe from live	2022-11-12 14:37:23 -03:00
Matthias	ee0e59157c	Update join relationship of orders table to selectin ... closes #6791 by slightly improving performance in this area.	2022-11-12 16:34:00 +01:00
Matthias	7adca97358	Improve python GC behavior	2022-11-12 15:43:02 +01:00
Wagner Costa Santos	f9c6c538be	Merge branch 'develop' into backtest_fitlivepredictions	2022-11-12 09:37:45 -03:00
robcaulk	9c6b97c678	ensure normalization acceleration methods are employed in RL	2022-11-12 12:01:59 +01:00
robcaulk	6746868ea7	store dataprovider to self instead of strategy	2022-11-12 11:33:03 +01:00
robcaulk	7a4bb040a5	merge develop into feat/freqai-rl-dev	2022-11-12 10:54:34 +01:00
robcaulk	214c622475	move dataframe converter to converter.py	2022-11-12 10:38:25 +01:00
robcaulk	9617d8143d	Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai	2022-11-12 10:21:38 +01:00
Matthias	e6172a68d7	Merge pull request #7730 from freqtrade/fix-metric-tracker ... fix loading of metric tracker from disk	2022-11-11 20:01:26 +01:00
Robert Caulk	833578716c	Merge pull request #7644 from markdregan/multi-target-classifier ... Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)	2022-11-11 18:48:38 +01:00
robcaulk	790ff2a84b	merge develop into add-single-prec	2022-11-11 18:08:51 +01:00
robcaulk	e46a57bbd0	move mem logs to debug	2022-11-11 18:05:32 +01:00
robcaulk	66514e84e4	add LightGBMClassifierMultiTarget. add test	2022-11-11 17:45:53 +01:00
robcaulk	054133955b	fix loading of metric tracker from disk	2022-11-11 17:24:09 +01:00
Matthias	0f9c5f8d41	Simplify timerange handling	2022-11-10 18:28:18 +01:00
Matthias	57313dd961	Update some usages of timerange to new, simplified method	2022-11-10 18:11:39 +01:00
Matthias	3e676dbaa4	Add properties to simplify timerange handling	2022-11-10 16:33:57 +01:00
Matthias	9e17eabd0a	Improve Bybit configuration	2022-11-10 07:09:54 +01:00
Wagner Costa Santos	4f0f3e5b64	removed unnecessary code	2022-11-09 10:07:24 -03:00
Wagner Costa Santos	8ee95db927	refactoring backtesting_fit_live_predictions function	2022-11-09 09:51:42 -03:00
Wagner Costa Santos	3e57c18ac6	add fix_live_predictions function to backtesting	2022-11-08 18:20:39 -03:00
Matthias	f43f967040	Improve handling of unfilled stoploss orders in edge-cases	2022-11-08 20:34:18 +01:00
Matthias	ce3959a0c6	Merge pull request #7708 from freqtrade/improve_iteration ... Improve iteration logic	2022-11-08 19:25:01 +01:00
Wagner Costa Santos	8d9988a942	enforce date column in backtesting freqai predictions files	2022-11-08 11:06:23 -03:00
Wagner Costa Santos	9c5ba0732a	save predictions with date and merge by date	2022-11-08 10:32:18 -03:00
Matthias	884014a4b9	Fix some minor typos	2022-11-07 18:35:28 +00:00
Wagner Costa Santos	6559384286	Merge branch 'develop' into backtest_live_models	2022-11-07 15:14:10 -03:00
Matthias	29585b5ecd	Improve worker iteration logic	2022-11-06 11:18:13 +01:00
Matthias	d48a9ae96d	Add leverage to backtest results ... closes #7574	2022-11-06 09:40:44 +01:00
Matthias	1d2b89bc13	Improve handling of get_fee to not allow impossible combinations	2022-11-06 09:16:03 +01:00
Matthias	ded57fb301	Remove no longer valid test part	2022-11-05 20:32:31 +01:00
Matthias	d089fdae34	Fix current-time_det calculation	2022-11-05 20:02:36 +01:00
Robert Caulk	820aad670c	Merge pull request #7690 from freqtrade/track-current-candle ... Track current candle in FreqAI	2022-11-05 17:35:05 +01:00
Emre	06a2957837	Merge branch 'develop' into add-single-precision-freqai	2022-11-05 19:15:12 +03:00
Emre	43bdd34964	Optimize reduce_dataframe_footprint function	2022-11-05 19:13:02 +03:00
Matthias	0888b53b5a	Udpate current_time handling for detail loop	2022-11-05 17:02:27 +01:00
Matthias	a11d579bc2	Verify order fills on "detail" timeframe	2022-11-05 17:02:27 +01:00
robcaulk	53df607067	avoid duplicating features with okx/gateio, ensure inference timer gets logged	2022-11-05 15:42:19 +01:00
Matthias	6e09d552ac	Properly handle and test ohlcv min_max with empty files	2022-11-05 13:14:35 +01:00
robcaulk	257c833831	add doc for single precision, dont allow half precision, add test	2022-11-04 18:10:04 +01:00
robcaulk	3ccc120f92	add option to force single precision	2022-11-04 17:42:10 +01:00
robcaulk	8bdc99a3d6	fix self-imposed bug	2022-11-04 16:41:38 +01:00
robcaulk	19d90b813a	improve readibility in start_backtesting()	2022-11-04 16:10:46 +01:00
Wagner Costa Santos	8008c63319	Merge branch 'develop' into backtest_live_models	2022-11-04 09:09:39 -03:00
Wagner Costa Santos	a7acfb7ab7	fix dict key error	2022-11-04 09:02:28 -03:00
robcaulk	90c5bfb4b5	add default conv_width	2022-11-03 21:35:12 +01:00
robcaulk	05b309caf2	ensure colon replaced for cached attach	2022-11-03 21:17:48 +01:00
robcaulk	6938ed6584	change default conv_width to 1	2022-11-03 21:11:26 +01:00
robcaulk	444a068481	merge develop into track-current-candle	2022-11-03 21:09:08 +01:00
robcaulk	db942321ad	fix bug with lightgbm and colons	2022-11-03 21:03:48 +01:00
robcaulk	d721b50230	flake8	2022-11-03 19:13:24 +01:00
robcaulk	3ba1e221eb	fix typo	2022-11-03 19:08:33 +01:00
robcaulk	6c4bdb8f67	remove special characters from feature names	2022-11-03 18:49:39 +01:00
Wagner Costa Santos	17798b3397	Merge branch 'develop' into backtest_live_models	2022-11-03 13:29:25 -03:00
Wagner Costa Santos	356d79b38a	verify mean and std exists in model metadata	2022-11-03 13:27:56 -03:00
Wagner Costa Santos	cdf12cc541	Merge branch 'develop' into fix_issue_7666	2022-11-03 08:30:46 -03:00
Matthias	ff619edebf	Improve explanation comment as to why we're waiting ourselfs	2022-11-03 06:50:18 +01:00
Timothy Pogue	b749f3edd6	add latency measure from ping in emc and ws_client	2022-11-02 19:30:35 -06:00
Timothy Pogue	000b0c2198	prevent memory leaks from error in _broadcast_queue_data	2022-11-02 18:00:10 -06:00
Timothy Pogue	cbede2e27d	refactor channel.send to avoid queue.put	2022-11-02 17:57:11 -06:00
Timothy Pogue	2dc55e89e6	better error handling channel send	2022-11-02 15:25:39 -06:00
Timothy Pogue	55bf195bfb	remove debugging log calls	2022-11-02 14:21:34 -06:00
Timothy Pogue	c2bdaea84a	change exception handling in channel send	2022-11-02 14:19:08 -06:00
Timothy Pogue	d848c27283	add task done to broadcast queue method	2022-11-02 13:30:42 -06:00
Timothy Pogue	e25dea7e0e	update channel disconnecting	2022-11-02 13:26:27 -06:00
robcaulk	ce92731132	ensure backwards compatitibility	2022-11-02 20:20:35 +01:00
Wagner Costa Santos	23b6915dde	fix issue with different backtesting prediction size	2022-11-02 15:49:51 -03:00
Matthias	2c3c7e1e3a	Merge pull request #7663 from freqtrade/shuffle_list_enhance ... Improve ShufflePairlist to shuffle only once per candle	2022-11-02 19:37:48 +01:00
robcaulk	1a38c10fc6	remove old code	2022-11-02 19:37:47 +01:00
robcaulk	255eb71270	start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df	2022-11-02 19:32:22 +01:00
robcaulk	97df232ac6	add a warning to __init__ for get_corr_dataframes	2022-10-31 18:18:00 +01:00
robcaulk	66d8ed6c0b	Merge remote-tracking branch 'origin/develop' into reduce-indicator-population	2022-10-31 09:42:01 +01:00
robcaulk	d59a7fa2f9	remove analysis_lock and realign example hybrid strat	2022-10-30 17:07:33 +01:00
Matthias	391c3f56f7	Add typehint to corr_pairlist	2022-10-30 13:28:01 +01:00
Mark Regan	7053f81fa8	simplified predict and predict_proba using super(). Added duplicate class label check.	2022-10-30 09:48:30 +00:00
Matthias	cf4af2175c	Merge pull request #7662 from markdregan/backtest_extra_returns_fix ... Fix missing f-string from PR #7611	2022-10-30 10:47:06 +01:00
robcaulk	a2843165e1	fix leftovers from merge	2022-10-30 10:31:38 +01:00
robcaulk	52e15b2070	Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev	2022-10-30 10:16:39 +01:00
robcaulk	d1a0874683	merge develop into feat/freqai-rl-dev	2022-10-30 10:13:03 +01:00
robcaulk	fc53054d43	leverage list length knowledge, f-string change	2022-10-30 10:12:14 +01:00
Emre	f98c7a2423	Remove loop of normalization from metadata	2022-10-30 10:12:14 +01:00
Matthias	5c14aeddc6	Add "--log-file" alias for "--logfile"	2022-10-30 09:50:54 +01:00
Matthias	5013351143	Rename "shuffle" parameter to "shuffle_freq"	2022-10-30 09:48:55 +01:00
Matthias	a323acf343	Improve ShufflePairlist to shuffle only once per candle	2022-10-30 09:46:12 +01:00
Mark Regan	c26fda282f	fix missing f-string from PR #7611	2022-10-30 08:19:59 +00:00
robcaulk	650bb8b7d7	ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs.	2022-10-29 22:26:49 +02:00
Matthias	352adaf127	Improve readability of is_time_to_refresh function	2022-10-29 19:45:46 +02:00
Matthias	c23a9475e6	Move exchange utilities into separate module	2022-10-29 09:29:17 +02:00
Matthias	801e91c39e	Merge pull request #7618 from wizrds/fix/docker-config-record ... Update function in FreqAI interface to record FreqAI config params	2022-10-29 08:56:20 +02:00
Matthias	54c7122cc3	Merge pull request #7647 from freqtrade/combine_stop ... Combine stop logic	2022-10-28 19:38:40 +02:00
Matthias	777af5517d	Version bump develop version to 2022.11-dev	2022-10-28 19:38:19 +02:00
Mark Regan	6ef82dd8b6	minor change to return	2022-10-27 12:41:12 +01:00
Matthias	9e0b39cddc	Properly invert sign ... fixes 98ba57ff	2022-10-27 06:56:33 +02:00
Matthias	255f38537e	Simplify stoploss behavior by combining more commonalities	2022-10-26 07:14:33 +02:00
Matthias	6e0ca058f4	Update function-head for _get_stop_params	2022-10-26 07:12:49 +02:00
Matthias	cf6b75a3f3	Use combined stoploss_adjust where possible	2022-10-26 07:12:42 +02:00
Matthias	d831d7d317	Rename Freqai hybrid example ... closes #7645	2022-10-26 06:47:34 +02:00
Matthias	110db8b241	Merge pull request #7621 from wizrds/fix/channel-api ... Improved WebSocketChannel API	2022-10-26 06:31:42 +02:00
Timothy Pogue	b9bf9edb02	update rapidjson opts	2022-10-25 14:12:13 -06:00
Timothy Pogue	fd5f31368c	fix indent in initial df send	2022-10-25 14:08:28 -06:00
Mark Regan	217add70bd	add strat and config for testing on PR	2022-10-25 20:07:39 +01:00
Matthias	3fa50077c9	Don't use pydantic to type-verify outgoing messages	2022-10-25 20:00:53 +02:00
Mark Regan	47056eded3	multi target classifier working but not for parallel	2022-10-25 18:24:27 +01:00
Matthias	1ef38f137d	Fix XGBoost regressor "used before assignment"	2022-10-25 13:37:04 +02:00
Timothy Pogue	51be45547f	remove np object, make default str	2022-10-24 12:23:54 -06:00
Timothy Pogue	32600a113f	fix broadcast	2022-10-24 12:21:17 -06:00
Matthias	f93b6eec63	Improve timing for worker throttling	2022-10-24 20:09:13 +02:00
Matthias	e969479525	Merge pull request #7619 from freqtrade/stop/usehighlow ... Stop/usehighlow	2022-10-24 20:04:36 +02:00
Matthias	6669714a73	Update mal-formatted docstrings	2022-10-24 18:12:17 +02:00
Robert Caulk	137aa1756b	Merge pull request #7593 from th0rntwig/prediction-shape ... Fix constant PCA	2022-10-24 08:33:36 +02:00
Matthias	3a40ad87c6	Merge pull request #7615 from freqtrade/price_jump_warn ... Add price jump warning	2022-10-24 06:27:53 +02:00
robcaulk	4d2b7a74f1	move record params to utils, use rapidjson	2022-10-23 20:51:32 +02:00
Timothy Pogue	07e813dfa0	change param record to only get certain params	2022-10-23 12:09:07 -06:00
Timothy Pogue	94b65a007a	fix message typing in channel manager, minor improvements	2022-10-23 11:42:59 -06:00
th0rntwig	49ff51f11f	Change storage loc and fix test fail	2022-10-23 16:24:02 +02:00
Matthias	10090a36d5	simplify throttle	2022-10-23 14:52:10 +02:00
Matthias	d0571464db	Improve test for worker throttle	2022-10-23 14:20:59 +02:00
Matthias	c36141594e	Simplify "refresh" condition	2022-10-23 13:56:11 +02:00
Timothy Pogue	9cffa3ca2b	add comment in channel	2022-10-22 21:03:57 -06:00
Timothy Pogue	4cbea0fd00	Merge branch 'develop' of https://github.com/wizrds/freqtrade into fix/channel-api	2022-10-22 21:03:31 -06:00
Timothy Pogue	3d7a311caa	removed sleep calls, better channel sending	2022-10-22 19:02:05 -06:00
Timothy Pogue	2b6d00dde4	initial channel api change	2022-10-22 09:30:18 -06:00
Matthias	3a9853db10	use high/low for custom stoploss evaluation in backtesting	2022-10-22 12:52:13 +02:00
Matthias	84a194bcab	Simplify stoploss logic by removing redundant condition	2022-10-22 11:57:59 +02:00
Matthias	547fd28811	Price-jump detection should only run once	2022-10-22 08:43:37 +02:00
Matthias	0ff7a0771d	Move price_jump_warn to dataloading ... it's not relevant for live data, and should only run when loading data from disk.	2022-10-22 08:37:30 +02:00
Timothy Pogue	4464e91256	use self.identifier in full path	2022-10-21 19:53:33 -06:00
Timothy Pogue	5ee3b8cbbb	update config recording to use all configs, fix tests	2022-10-21 19:48:26 -06:00
Robert Caulk	a85826bf24	Merge pull request #7611 from markdregan/backtest_extra_returns ... Make extra_returns_per_train data available during backtest	2022-10-21 17:13:22 +02:00
Matthias	b715d9c521	Improve fee handling ... closes #7586	2022-10-21 16:30:14 +02:00
Robert Caulk	410a744ee9	Merge pull request #7613 from freqtrade/fix_typo_fit_live_predictions_candles ... fix typos - live predictions candles	2022-10-21 16:19:40 +02:00
Matthias	d1591883a6	add missing datetime conversion in fromJson	2022-10-21 07:01:47 +02:00
Matthias	bd424a877b	Add Trade from_json method	2022-10-20 20:33:08 +02:00
Matthias	107845afa8	Keep version number in docker versioning	2022-10-20 19:55:42 +02:00
Wagner Costa Santos	6606a0113f	refactoring - remove unnecessary config file	2022-10-20 14:53:25 -03:00
Matthias	60cb11a44d	Add price jump warning	2022-10-20 19:36:28 +02:00
Wagner Costa Santos	589944055e	fix typos - live predictions candles	2022-10-20 12:15:41 -03:00
Wagner Costa Santos	52b60c5cbb	Merge branch 'develop' into backtest_live_models	2022-10-20 11:59:37 -03:00
rcaulk	a9db668082	avoid redundant indicator population for corr_pair list	2022-10-20 16:30:32 +02:00
Mark Regan	073ce1659e	remove un-used f-string	2022-10-20 14:26:10 +01:00
Mark Regan	295ba21389	Make extra_returns_per_train values available during backtest	2022-10-20 12:05:37 +01:00
Matthias	7192ed7be6	Fix bug with dataframe not being 0 indexed	2022-10-19 11:57:18 +02:00
th0rntwig	033c5bd441	Make check constant pred labels agnostic	2022-10-18 12:55:47 +02:00
Matthias	c3d4fb9f1b	Simplify backtest calling interface	2022-10-18 06:39:55 +02:00
Matthias	c7fff1213c	Rate-limit EMC startup to avoid overwelming the queue	2022-10-17 20:46:15 +02:00
Matthias	880ddccaa8	Merge pull request #7590 from freqtrade/list-models ... List models	2022-10-17 20:40:41 +02:00
Matthias	441032be25	Fix sys.stdout bug for CatboostRegressorMultiTarget	2022-10-17 19:48:27 +02:00
Matthias	b166c04cba	Bring back asyncio.sleep to avoid overwelming the a consumer queue	2022-10-17 19:29:30 +02:00
Matthias	c8e103e4a4	Adjust typehints to match return value	2022-10-17 10:02:55 +00:00
Matthias	c2914feb12	Don't fail contract size repopulation if pair is no longer available	2022-10-17 09:55:18 +00:00
Matthias	6cb14148aa	Fix random test failure due to catboost bug ... https://github.com/catboost/catboost/issues/2195	2022-10-17 07:00:44 +02:00
Matthias	6252ae466e	Convert position_stacking to attribute of backtest	2022-10-17 06:57:26 +02:00
Matthias	8534dfb0d4	Extract backtest 1 candle from main function	2022-10-17 06:57:26 +02:00
Matthias	0e8cf366f5	Keep trade state in LocalTrade	2022-10-17 06:57:26 +02:00
Matthias	23a5a516f9	Merge pull request #7557 from freqtrade/add-metric-tracker ... Add metric tracker to FreqAI	2022-10-16 18:20:07 +02:00
Matthias	e82baf5f60	Use helper-method to modify trades_open	2022-10-16 16:45:16 +02:00
Evgeniy Vladimirov	de9f5660f3	Fix counting available trade slots in backtesting.	2022-10-16 12:56:59 +03:00
Matthias	dc50186d5b	Merge branch 'develop' into list-models	2022-10-16 09:23:10 +02:00
Matthias	b6c096d3bc	Simplify backtest condition	2022-10-16 09:22:56 +02:00
th0rntwig	20fc521771	Fix constant PCA	2022-10-15 23:30:12 +02:00
Robert Caulk	62ca822597	Merge pull request #7569 from Silur/develop ... Add XGBoost random forest predictors to freqai	2022-10-15 16:09:26 +02:00
Robert Caulk	46ba3bb357	Merge pull request #7585 from aemr3/add-eval-set-catboost ... Add eval set to CatboostClassifier	2022-10-15 16:08:13 +02:00
robcaulk	9135e631c0	:Merge branch 'develop' into add-metric-tracker	2022-10-15 15:54:41 +02:00
robcaulk	3b4402aaab	Merge branch 'move-disk-writing-to-ram' into add-metric-tracker	2022-10-15 13:52:14 +02:00
robcaulk	99dbba6cad	avoid reading from disk to instantiate large objects	2022-10-15 13:50:55 +02:00
robcaulk	d81eef0b70	add timestamps to each metric, use rapidjson	2022-10-15 13:23:01 +02:00
Matthias	05ca725e4d	Remove no longer needed local state	2022-10-15 12:07:22 +02:00
Matthias	c8e6dad9cd	use exit_reason to determine left open trades	2022-10-15 12:00:20 +02:00
Matthias	4bfe58706b	Generalize "path" variables for resolvers	2022-10-14 19:49:06 +02:00
robcaulk	b236e362ba	Merge remote-tracking branch 'origin/develop' into add-metric-tracker	2022-10-14 19:00:49 +02:00
Matthias	fda3a2827b	add list-freqAI models command	2022-10-14 16:20:49 +00:00
Matthias	4a8cb3359b	Fix broken tests	2022-10-14 16:07:49 +00:00
Matthias	9d4ba767c4	Update usages of search_all_objects	2022-10-14 14:50:52 +00:00
Matthias	1d8d360a12	update _search_all_objects functioning	2022-10-14 14:32:30 +00:00
Emre	7f05b44376	Add eval set to CatboostClassifier	2022-10-13 23:01:09 +03:00
Wagner Costa Santos	02fc59d473	Merge branch 'develop' into backtest_live_models	2022-10-13 15:52:19 -03:00
Wagner Costa Santos	6919f3aa75	Backtest live models - fix utc date convert issue	2022-10-13 15:03:27 -03:00
Matthias	f019471051	Don't round prices if no custom prices have been used ... closes #7573	2022-10-13 19:51:42 +02:00
Wagner Costa Santos	93fe2b6446	Merge branch 'develop' into backtest_live_models	2022-10-13 11:22:58 -03:00
Matthias	2045780810	Reinstate default of 1000% for roi ... closes #7583	2022-10-13 11:58:32 +00:00
Matthias	e3ca740704	Merge pull request #7558 from wizrds/feat/queue-per-client-ws ... Refactor broadcasting in Message Websocket	2022-10-13 09:52:29 +02:00
Matthias	75f1a123eb	Move "tickers_needed" check to pairlistmanager to cover all pairlists	2022-10-13 06:58:17 +00:00
Matthias	39c27cfc37	Don't fail if fetchTickers is not availlable	2022-10-13 06:58:02 +00:00
Matthias	a6f6a17393	Type fetch_ticker	2022-10-11 21:42:48 +02:00
Matthias	52e9528361	Improve ticker type	2022-10-11 19:33:07 +00:00
Matthias	35f3f988d4	Improve price handling in priceFilter	2022-10-11 19:33:05 +00:00
Matthias	afaca2167c	use Type Alias for Ticker result to improve keyerror resiliancy	2022-10-11 19:33:02 +00:00
robcaulk	1e31be562e	remove whitespace	2022-10-11 21:05:42 +02:00
robcaulk	dba1b573bc	remove tensorboard dir from other pred models	2022-10-11 19:49:24 +02:00
robcaulk	5b5bb8aab5	catboost tensorboard bugfix	2022-10-11 19:05:46 +02:00
Timothy Pogue	eb8c89fe31	move send delay to relay	2022-10-10 23:32:10 -06:00
Timothy Pogue	5ada5eb540	fix error message, update exception import	2022-10-10 23:30:43 -06:00
Matthias	28f0a35e73	Merge pull request #7549 from froggleston/discord_sendmsg ... Add support for dp.send_msg() to webhooks	2022-10-11 06:35:29 +02:00
Robert Caulk	2e34aa9f04	Merge pull request #7544 from th0rntwig/prediction-shape ... Remove constant labels from prediction	2022-10-10 21:24:25 +02:00
Robert Caulk	7bcb7d9a1a	Merge pull request #7554 from initrv/add-catboost-tensorboard ... Add tensorboard for catboost	2022-10-10 21:03:45 +02:00
Wagner Costa Santos	88418d524a	Merge branch 'develop' into backtest_live_models	2022-10-10 15:14:59 -03:00
Wagner Costa Santos	3081e73f8a	Merge branch 'develop' into backtest_live_models	2022-10-10 14:53:45 -03:00
Matthias	ee0d90d1aa	Automatically create freqai models directory	2022-10-10 18:04:54 +02:00
Matthias	002a46c5a0	Fix typo in docstring	2022-10-10 14:16:37 +00:00
silur	2ad086dd7a	add XGBoost random forest predictors to freqai	2022-10-10 14:38:43 +02:00
Matthias	eaae9c9e03	Update docstring format	2022-10-10 12:19:29 +00:00
Matthias	60de192d47	Update Classifier docstrings	2022-10-10 12:13:41 +00:00
Matthias	d3b2b2972e	Update pairlist docstring to be less missleading	2022-10-10 12:01:39 +00:00
Timothy Pogue	db8cf6c957	disable ping interval in client	2022-10-09 18:51:52 -06:00
Timothy Pogue	71bbffd10a	update ws channel send to add data to queue	2022-10-09 18:49:04 -06:00
Timothy Pogue	2c76dd9e39	change wait timeout to 30 seconds to better support reverse proxies	2022-10-09 15:23:56 -06:00
Timothy Pogue	2f64a08623	set channel queue maxsize to 32	2022-10-09 15:11:58 -06:00
Timothy Pogue	3e8d8fd1b0	refactor broadcasting to a queue per client	2022-10-09 15:04:52 -06:00
robcaulk	a4aa1b972c	isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality	2022-10-09 21:11:37 +02:00
robcaulk	76b33359a9	add an optional metric tracker to collect train timings, inference timings, and cpu load data	2022-10-09 20:22:42 +02:00
Matthias	a10b2d003f	Add freqai timeframe validation (incl. test) ... closes #7543	2022-10-09 14:40:25 +02:00
Matthias	4623c3ec1d	Improve test resiliance	2022-10-09 10:55:38 +02:00
Matthias	db1132bebd	ensure required_candle_call_count is always set ... closes #7552	2022-10-09 09:29:37 +02:00
Matthias	8e3a4eca41	Remove unused type:ignore	2022-10-09 09:15:11 +02:00
th0rntwig	4daf0000c7	Move check and add log warning	2022-10-08 16:15:48 +02:00
robcaulk	8d7adfabe9	clean RL tests to avoid dir pollution and increase speed	2022-10-08 12:10:38 +02:00
Matthias	9454fb8f7b	Fix discord message sending	2022-10-07 20:59:49 +02:00
Matthias	df5ae66252	Refactor webhook method	2022-10-07 20:52:52 +02:00
Matthias	fb2f2d9a39	Allow webhook message setting directly	2022-10-07 20:44:47 +02:00
Emre	e337d4b78a	Reset dataframe index after slice	2022-10-07 20:00:05 +02:00
froggleston	8fcb80df69	Add support for dp.send_msg() to webhooks	2022-10-07 16:06:30 +01:00
Matthias	d42fb15608	Improve generic exception handler	2022-10-07 16:05:41 +02:00
Matthias	a5bf34587a	Improve fiat-convert behavior in case of coingecko outage	2022-10-07 15:46:31 +02:00
Matthias	fab6b2f105	Align datetime import in fiat_convert	2022-10-07 15:23:32 +02:00
Matthias	6e179c7699	Only store tick refresh time if we cache	2022-10-06 19:35:38 +02:00
th0rntwig	a9d5e04a43	Remove constant labels from prediction	2022-10-06 19:26:33 +02:00