nightshift2k
f30e300f18
adjusted test_pairlist.py
for fixed rolling sum
2021-07-07 11:28:35 +02:00
nightshift2k
3c3772703b
changed quoteVolume to be built over a
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rolling period using lookback_period
to avoid pair_candles being larger
than requested lookback_period
2021-07-07 09:46:05 +02:00
octaviusgus
d1104bd434
fix daily profit data and daily profit curve example
2021-07-06 22:47:39 +02:00
Kevin Julian
0f3d34eaf4
Merge branch 'develop' into agefilter-max-days-listed
2021-07-06 19:47:18 +07:00
kevinjulian
502c69dce3
change short desc
2021-07-06 19:36:42 +07:00
Matthias
dec523eef0
Display verison of installed FreqUI
2021-07-06 07:20:05 +02:00
nightshift2k
1e87225e91
added test_VolumePairList_range
to test_pairlist.py
2021-07-05 20:59:27 +02:00
Matthias
baf6bca34e
Merge pull request #5240 from freqtrade/dependabot/pip/develop/pandas-1.3.0
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Bump pandas from 1.2.5 to 1.3.0
2021-07-05 19:56:03 +02:00
Matthias
10998eb0fa
Remove further usages of int(int_timestamp)
2021-07-05 19:51:14 +02:00
Matthias
1682578a39
Merge pull request #5234 from nightshift2k/fixups/pairlists
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fixup pairlist filters, change float_timestamp to int_timestamp
2021-07-05 19:45:35 +02:00
nightshift2k
346d66748b
first version of OffsetFilter
2021-07-05 12:50:56 +02:00
nightshift2k
5626ca5a06
removed unnecessary casting to int()
2021-07-05 10:39:22 +02:00
Matthias
70a41a0f67
Merge pull request #5239 from freqtrade/dependabot/pip/develop/python-telegram-bot-13.7
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Bump python-telegram-bot from 13.6 to 13.7
2021-07-05 07:06:28 +02:00
Matthias
eb3ead4930
Merge pull request #5229 from kevinjulian/telegram-balance
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compact low balance currencies
2021-07-05 06:56:35 +02:00
dependabot[bot]
ac7598ff14
Bump python-telegram-bot from 13.6 to 13.7
...
Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot ) from 13.6 to 13.7.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases )
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst )
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v13.6...v13.7 )
---
updated-dependencies:
- dependency-name: python-telegram-bot
dependency-type: direct:production
update-type: version-update:semver-minor
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Signed-off-by: dependabot[bot] <support@github.com>
2021-07-05 04:31:00 +00:00
dependabot[bot]
0c8afea382
Bump pandas from 1.2.5 to 1.3.0
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Bumps [pandas](https://github.com/pandas-dev/pandas ) from 1.2.5 to 1.3.0.
- [Release notes](https://github.com/pandas-dev/pandas/releases )
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md )
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.2.5...v1.3.0 )
---
updated-dependencies:
- dependency-name: pandas
dependency-type: direct:production
update-type: version-update:semver-minor
...
Signed-off-by: dependabot[bot] <support@github.com>
2021-07-05 04:30:54 +00:00
Matthias
94ec9d2366
Merge pull request #5237 from freqtrade/dependabot/pip/develop/sqlalchemy-1.4.20
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Bump sqlalchemy from 1.4.19 to 1.4.20
2021-07-05 06:29:58 +02:00
Matthias
6c789e4130
Merge pull request #5236 from freqtrade/dependabot/pip/develop/ccxt-1.52.40
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Bump ccxt from 1.52.4 to 1.52.40
2021-07-05 06:29:39 +02:00
Matthias
1e696c4a20
Merge pull request #5235 from freqtrade/dependabot/pip/develop/plotly-5.1.0
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Bump plotly from 5.0.0 to 5.1.0
2021-07-05 06:29:19 +02:00
Matthias
d146697297
Merge pull request #5238 from freqtrade/dependabot/pip/develop/fastapi-0.66.0
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Bump fastapi from 0.65.2 to 0.66.0
2021-07-05 06:28:56 +02:00
dependabot[bot]
d1555a1095
Bump fastapi from 0.65.2 to 0.66.0
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Bumps [fastapi](https://github.com/tiangolo/fastapi ) from 0.65.2 to 0.66.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases )
- [Commits](https://github.com/tiangolo/fastapi/compare/0.65.2...0.66.0 )
---
updated-dependencies:
- dependency-name: fastapi
dependency-type: direct:production
update-type: version-update:semver-minor
...
Signed-off-by: dependabot[bot] <support@github.com>
2021-07-05 03:01:28 +00:00
dependabot[bot]
7ae5f47242
Bump sqlalchemy from 1.4.19 to 1.4.20
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Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy ) from 1.4.19 to 1.4.20.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases )
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES )
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits )
---
updated-dependencies:
- dependency-name: sqlalchemy
dependency-type: direct:production
update-type: version-update:semver-patch
...
Signed-off-by: dependabot[bot] <support@github.com>
2021-07-05 03:01:24 +00:00
dependabot[bot]
2f97846bd8
Bump ccxt from 1.52.4 to 1.52.40
...
Bumps [ccxt](https://github.com/ccxt/ccxt ) from 1.52.4 to 1.52.40.
- [Release notes](https://github.com/ccxt/ccxt/releases )
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg )
- [Commits](https://github.com/ccxt/ccxt/compare/1.52.4...1.52.40 )
---
updated-dependencies:
- dependency-name: ccxt
dependency-type: direct:production
update-type: version-update:semver-patch
...
Signed-off-by: dependabot[bot] <support@github.com>
2021-07-05 03:01:18 +00:00
dependabot[bot]
0d787fde58
Bump plotly from 5.0.0 to 5.1.0
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Bumps [plotly](https://github.com/plotly/plotly.py ) from 5.0.0 to 5.1.0.
- [Release notes](https://github.com/plotly/plotly.py/releases )
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md )
- [Commits](https://github.com/plotly/plotly.py/compare/v5.0.0...v5.1.0 )
---
updated-dependencies:
- dependency-name: plotly
dependency-type: direct:production
update-type: version-update:semver-minor
...
Signed-off-by: dependabot[bot] <support@github.com>
2021-07-05 03:01:11 +00:00
nightshift2k
7ac55e5415
AgeFilter, RangeStabilityFilter, VolatilityFilter
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changed `float_timestamp` to `int_timestamp`
2021-07-04 21:08:42 +02:00
nightshift2k
85c7b55750
improvements:
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- `float_timestamp` switched to `int_timestamp`
- added documentation to pairlists.md
2021-07-04 20:46:24 +02:00
Matthias
d758b0ccab
Merge pull request #5232 from octaviusgus/patch-1
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Daily profit plotting / equity curve
2021-07-04 20:00:44 +02:00
Matthias
c5489d530a
Reexport File to docs to have this available as documentation too
2021-07-04 19:50:44 +02:00
kevinjulian
c3cf71bba8
sort import
2021-07-04 22:04:39 +07:00
kevinjulian
2d5ced7801
fix testcase
2021-07-04 21:59:59 +07:00
kevinjulian
9e548657e0
fix testcase
2021-07-04 21:08:46 +07:00
octaviusgus
558bcc7959
Jupyter notebook snippet: Plotting daily profit / equity line
2021-07-04 15:56:55 +02:00
octaviusgus
4aa2ae37bd
add daily_profit_list
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added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook
```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd
# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"
stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]
equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
equity_daily.append(equity)
equity += float(dp)
dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])
df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})
fig = px.line(df, x="dates", y="equity_daily")
fig.show()
```
2021-07-04 14:38:17 +02:00
Matthias
791dfd9ba3
Fix some doc typos
2021-07-04 14:02:11 +02:00
Matthias
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
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automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
nightshift2k
9919061c78
PEP8 compliance
2021-07-04 11:40:45 +02:00
nightshift2k
348dbeff3f
added meaningful logging of used lookback range
2021-07-04 11:16:33 +02:00
Matthias
77293b1f1e
Remove Zero duration Trades
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after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
2021-07-04 10:50:10 +02:00
Matthias
a4096318e0
Provide full backtest-statistics to Hyperopt loss functions
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closes #5223
2021-07-04 10:15:19 +02:00
kevinjulian
7efa228d73
add dust balance
2021-07-04 03:08:29 +07:00
kevinjulian
dbdd7f38a8
add plural
2021-07-04 02:56:05 +07:00
kevinjulian
b722e12350
compact low balance currencies
2021-07-04 02:44:48 +07:00
kevinjulian
f6511c3e3f
fix typo and add blocker
2021-07-04 02:20:53 +07:00
kevinjulian
b72bbebccb
fix flake8
2021-07-04 01:46:51 +07:00
kevinjulian
3d9f3eeb07
feat(agefilter): add max_days_listed
2021-07-03 23:58:04 +07:00
Matthias
e9dbd57da4
Merge pull request #5221 from rokups/patch-2
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Add range property to CategoricalParameter.
2021-07-03 16:00:24 +02:00
Matthias
dc8abd77df
Fix import order
2021-07-03 15:45:00 +02:00
Rokas Kupstys
3686efa08a
Add range property to CategoricalParameter and DecimalParameter, add their tests.
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At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
2021-07-03 16:02:45 +03:00
nightshift2k
53f963dd73
fixed self._tf_in_secs
to self._tf_in_sec
2021-07-03 11:49:05 +02:00
nightshift2k
62da4b452c
code cleanup and comments
2021-07-03 11:47:17 +02:00