Robert Caulk
|
607455919e
|
Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!)
|
2022-07-10 12:35:44 +02:00 |
|
Matthias
|
819cc9c0e4
|
Fully align LightGBM with Catboost
|
2022-07-10 11:06:18 +02:00 |
|
Matthias
|
58b18770e3
|
Fix LightGBM missing argument in predict method
|
2022-07-10 11:05:35 +02:00 |
|
Matthias
|
9313a2d294
|
Update leverage tiers to latest version
|
2022-07-10 10:11:39 +02:00 |
|
Matthias
|
2e1061af64
|
Fix faulty LightGBM model
|
2022-07-09 08:21:42 +00:00 |
|
Matthias
|
c98e7ea055
|
Revert allowing empty currency for futures
|
2022-07-09 08:57:15 +02:00 |
|
Matthias
|
b7167ec880
|
Fix wrong fee calclulation for gateio futures
|
2022-07-09 08:51:59 +02:00 |
|
Matthias
|
5b733a723d
|
use "fees" for trades responses
|
2022-07-09 08:51:28 +02:00 |
|
Matthias
|
81f7d77d74
|
Allow fee currency to be empty for futures
|
2022-07-09 08:51:28 +02:00 |
|
Matthias
|
2499276fca
|
Refactor calculate_fee_rate to take separate parameters instead of an "Order"
we passed in a trade object anyway
|
2022-07-09 08:51:28 +02:00 |
|
Matthias
|
e52f82b565
|
Add leverage to custom_stake_amount callback
closes #7047
|
2022-07-08 19:44:20 +02:00 |
|
Matthias
|
b39508f64d
|
remove loadMarkets from "required" section,
it's now implied that all ccxt exchanges provide this method.
|
2022-07-07 19:44:54 +02:00 |
|
robcaulk
|
d9acdc9767
|
remove excess, increase no model warning clarity
|
2022-07-06 18:20:21 +02:00 |
|
Matthias
|
dbc3376fe9
|
Add alias for gate to gateio
|
2022-07-06 07:12:13 +02:00 |
|
robcaulk
|
514f7d491c
|
change rejected to denied
|
2022-07-05 12:58:43 +02:00 |
|
robcaulk
|
647f9b5460
|
replace the word abortion with rejected in log messages
|
2022-07-05 12:49:09 +02:00 |
|
robcaulk
|
4cac67fd66
|
Catch infrequent issue associated with grabbing first candle
|
2022-07-05 12:43:33 +02:00 |
|
Matthias
|
6f0721ae2b
|
Update dry-order-fix to use sqlalchemy internals
|
2022-07-04 17:17:39 +02:00 |
|
Matthias
|
6da3fa08e4
|
Update migrations to also support Postgres
closes #7038
|
2022-07-04 11:14:59 +02:00 |
|
robcaulk
|
bd3a6ba2fe
|
update backtesting to handle new output framework
|
2022-07-03 17:34:44 +02:00 |
|
robcaulk
|
8ac8d53c32
|
All LGBMRegressor model parameters are now set in config
|
2022-07-03 16:30:01 +02:00 |
|
robcaulk
|
a6077ac7f4
|
Merge feat/freqai into develop to get new features
|
2022-07-03 16:17:13 +02:00 |
|
Matthias
|
07aa372e2a
|
Ensure bot_loop_start is called in hyperopt, too
closes #7001
|
2022-07-03 14:10:59 +02:00 |
|
Matthias
|
c5e6520fee
|
Reorder methods in freqtradebot
|
2022-07-03 13:35:26 +02:00 |
|
robcaulk
|
4ff0ef7359
|
fix bug returning multiple targets for training
|
2022-07-03 12:15:59 +02:00 |
|
Matthias
|
f2fdc21374
|
Only use exit_tag if exit_type i exit_signal
closes #7027
|
2022-07-03 11:07:05 +02:00 |
|
robcaulk
|
ffb39a5029
|
black formatting on freqai files
|
2022-07-03 10:59:38 +02:00 |
|
robcaulk
|
106131ff0f
|
Rehaul organization of return values
|
2022-07-02 18:09:38 +02:00 |
|
robcaulk
|
93e1410ed9
|
first step toward cleaning output and enabling multimodel training per pair
|
2022-07-01 14:00:30 +02:00 |
|
robcaulk
|
6c7d02cb18
|
expose nu in the SVM outlier detection via svm_nu in config
|
2022-06-28 15:12:25 +02:00 |
|
robcaulk
|
7dfbd432d1
|
fix config saving bug, assign priorities to pairs in scanning, sleep the scanning loop to reduce CPU usage
|
2022-06-27 11:35:33 +02:00 |
|
robcaulk
|
68bafa9517
|
archive config to the model folder, filter out features before returning dataframe to strategy (to alleviate frequi issues)`
|
2022-06-26 23:03:48 +02:00 |
|
robcaulk
|
051b99791d
|
reduce unnecessary verbosity, fix error on first training sweep, add LightGBMPredictionModel
|
2022-06-26 19:04:23 +02:00 |
|
Matthias
|
2b07d34611
|
Revert several undesired changes
|
2022-06-23 20:47:51 +02:00 |
|
Matthias
|
8bf0bf10c5
|
Merge branch 'develop' into pr/SmartManoj/6859
|
2022-06-23 20:43:35 +02:00 |
|
Surfer
|
06571e99aa
|
Merge branch 'freqtrade:develop' into develop
|
2022-06-22 09:38:23 -04:00 |
|
Matthias
|
53e5483daa
|
Store StopPrice for dry-run orders
closes #6996
|
2022-06-22 06:31:51 +02:00 |
|
Surfer
|
cc4e5b26f0
|
Merge branch 'freqtrade:develop' into develop
|
2022-06-21 14:16:03 -04:00 |
|
Surfer Admin
|
e2a94d75b4
|
Merge branch 'develop' of https://github.com/Surfableio/freqtrade into develop
|
2022-06-21 14:06:56 -04:00 |
|
Surfer Admin
|
405ea74f16
|
stopPrice
|
2022-06-21 14:06:41 -04:00 |
|
Matthias
|
3a0f31fe89
|
Merge pull request #6914 from freqtrade/leverage_tiers_async
Leverage tiers async
|
2022-06-21 10:18:40 +02:00 |
|
Robert Caulk
|
852706cd6b
|
Fix default behavior for expiration_hours
|
2022-06-21 08:12:51 +02:00 |
|
robcaulk
|
b35c64b6c0
|
fix bug in backtest, typo in example strat
|
2022-06-19 16:41:09 +02:00 |
|
Matthias
|
0d967f93ba
|
Improve performance of some RPC calls
These don't need orders to be loaded. As a side-effect, this will
also reduce the strain on the database.
|
2022-06-19 16:13:04 +02:00 |
|
Matthias
|
0809f9aef6
|
Add offset to trade response
|
2022-06-18 19:27:05 +02:00 |
|
Matthias
|
bb61250bfe
|
Merge pull request #6987 from freqtrade/profit_metrics
Profit metrics
|
2022-06-18 17:20:20 +02:00 |
|
Matthias
|
0168343b76
|
Add trading-volume to api schema
|
2022-06-18 16:53:25 +02:00 |
|
Matthias
|
474e6705e6
|
Add Profit factor to backtesting
|
2022-06-18 16:35:40 +02:00 |
|
Matthias
|
8c46d19071
|
Fix backtesting bug
balance was never released on cancelled trades
|
2022-06-18 16:27:54 +02:00 |
|
robcaulk
|
3599d18ff6
|
fix bug in follow_mode, thanks @blood4rc
|
2022-06-18 12:05:28 +02:00 |
|
Matthias
|
40c9abc7e1
|
Add trading volume to /profit output
|
2022-06-18 11:40:32 +02:00 |
|
Matthias
|
6a15d36d14
|
Add Drawdown and profit_factor to /profit
#6816
|
2022-06-18 11:14:28 +02:00 |
|
Matthias
|
d77ce468ea
|
Add "dry" hint to buy/sell messages
part of #6962
|
2022-06-18 09:40:53 +02:00 |
|
Matthias
|
03815cb81b
|
Use fstrings in telegram messaging
|
2022-06-18 09:23:16 +02:00 |
|
Matthias
|
d62273294d
|
Update /help for /fx to align with actual command name
closes #6985
|
2022-06-18 09:10:33 +02:00 |
|
Matthias
|
017fd03180
|
Fix but with late entries in backtesting
|
2022-06-18 09:05:22 +02:00 |
|
Matthias
|
616bf315cb
|
gateio: futures market orders require IOC to be set.
|
2022-06-17 23:02:39 +02:00 |
|
Matthias
|
fda8248d41
|
Gateio allow market orders on futures markets
|
2022-06-17 22:43:24 +02:00 |
|
robcaulk
|
6da7a98857
|
add docstrings to new functions, remove superceded code
|
2022-06-17 16:16:23 +02:00 |
|
robcaulk
|
f631ae911b
|
add model expiration feature, fix bug in DI return values
|
2022-06-17 14:55:40 +02:00 |
|
Matthias
|
6bdf9c2a94
|
Simplify trade profit calculations further
|
2022-06-17 11:17:05 +00:00 |
|
Matthias
|
91f9818ae3
|
Simplify trade calculations
|
2022-06-17 09:53:29 +00:00 |
|
Matthias
|
d7770c507b
|
Remove implicit use of certain rates in profit calculations
|
2022-06-17 07:00:42 +00:00 |
|
robcaulk
|
0b0688a91e
|
ensure scanning purges models
|
2022-06-16 16:12:38 +02:00 |
|
Surfer
|
36f7315481
|
Merge branch 'freqtrade:develop' into develop
|
2022-06-16 08:19:57 -04:00 |
|
robcaulk
|
c5de0c49e4
|
first functional scanning commit
|
2022-06-16 00:24:18 +02:00 |
|
robcaulk
|
4d472a0ea1
|
merging datarehaul into scanning branch
|
2022-06-16 00:22:49 +02:00 |
|
Matthias
|
8f32fa5cb3
|
Avoid exception on exchange recycling if __init__ fails
|
2022-06-15 20:13:07 +02:00 |
|
Matthias
|
f9e2e87346
|
Improve some formatting and typehints
|
2022-06-15 20:03:36 +02:00 |
|
Matthias
|
ec40e79362
|
Merge pull request #6874 from froggleston/buy_reasons
Buy reasons
|
2022-06-15 19:06:00 +02:00 |
|
froggleston
|
14110bd5ca
|
Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons
|
2022-06-15 11:25:24 +01:00 |
|
froggleston
|
c391ca08de
|
Change backtesting-analysis options to space separated lists
|
2022-06-15 11:25:06 +01:00 |
|
Matthias
|
29d8aeb9b3
|
Don't fail on invalid parameter
|
2022-06-15 07:13:47 +02:00 |
|
Matthias
|
3c62df6b86
|
Ensure the same timestamp is used for backtest and signal export
|
2022-06-15 06:53:52 +02:00 |
|
froggleston
|
6bb342f23a
|
Add export-filename support
|
2022-06-14 16:54:27 +01:00 |
|
Matthias
|
01a68e1060
|
Remove unnecessary check and condition
|
2022-06-13 20:48:49 +02:00 |
|
Matthias
|
1ffee96bad
|
Fix protection parameters not loading from parameter file
closes #6978
|
2022-06-13 19:59:05 +02:00 |
|
Matthias
|
d5fd1f9c38
|
Improve order filled handling
|
2022-06-13 13:24:48 +00:00 |
|
Matthias
|
c981ad4608
|
Fix missing space
|
2022-06-12 08:31:02 +02:00 |
|
Matthias
|
75a248cf42
|
Fstring freqAI sample strategy, remove duplicate features
|
2022-06-11 19:56:37 +02:00 |
|
Matthias
|
2e1ed132f7
|
Merge pull request #6964 from freqtrade/rpc_rel_daily
Telegram / api daily relative profit
|
2022-06-11 19:31:32 +02:00 |
|
Matthias
|
9c65fad73f
|
Merge Pull request #6919 into develop
|
2022-06-11 17:49:32 +02:00 |
|
Matthias
|
4b70e03daa
|
Add some rudimentary tsts for discord webhook integration
|
2022-06-11 17:49:23 +02:00 |
|
Matthias
|
fdfa94bcc3
|
make discord notifications fully configurable.
|
2022-06-11 17:43:46 +02:00 |
|
Matthias
|
f816c15e1e
|
Update discord message format
|
2022-06-11 16:48:28 +02:00 |
|
Matthias
|
3a06337601
|
Update API to provide new values.
|
2022-06-11 11:28:45 +02:00 |
|
Matthias
|
9ba11f7bcc
|
Update docs and tests for new daily command
|
2022-06-11 11:26:49 +02:00 |
|
Matthias
|
76827b31a9
|
Add relative profit to daily/weekly commands
|
2022-06-11 11:18:21 +02:00 |
|
robcaulk
|
eb47c74096
|
merge datarehaul into main freqai branch
|
2022-06-10 20:26:19 +02:00 |
|
Matthias
|
76f87377ba
|
Reduce decimals on FIAT daily column
|
2022-06-10 20:18:53 +02:00 |
|
Matthias
|
e8f8cd9d36
|
Merge pull request #6960 from italodamato/opt-ask-force-new-points
remove `random_state` condition when sampling random points
|
2022-06-10 19:45:36 +02:00 |
|
Italo
|
7142394121
|
remove random_state condition
otherwise the random sample always draws the same set of points
|
2022-06-10 09:46:45 +01:00 |
|
Matthias
|
ad3c01736e
|
time aggregate to only query for data necessary
improves the query by not creating a full trade object.
|
2022-06-10 07:26:53 +02:00 |
|
Matthias
|
2218313f5c
|
Merge pull request #6957 from freqtrade/rpc_consolidate_daily
Rpc consolidate daily
|
2022-06-10 06:39:59 +02:00 |
|
Italo
|
dce9fdd0e4
|
don't overwrite is_random
this should fix issue #6746
|
2022-06-09 20:06:23 +01:00 |
|
Matthias
|
8fb743b91d
|
improve variable wording
|
2022-06-09 20:13:26 +02:00 |
|
Matthias
|
dd32127014
|
Merge pull request #6944 from gaugau3000/develop
give extra info on rate origin for confirm_trade_*
|
2022-06-09 20:10:29 +02:00 |
|
Matthias
|
1ddd5f1901
|
Update docstring throughout the bot.
|
2022-06-09 19:41:08 +02:00 |
|
Matthias
|
88f8cbe172
|
Update tests to reflect new naming
|
2022-06-09 19:38:18 +02:00 |
|
Matthias
|
a547001601
|
Reduce Telegram "unit" stats
|
2022-06-09 07:06:32 +02:00 |
|
Matthias
|
d4dd026310
|
Consolidate monthly stats to common method
|
2022-06-09 07:06:32 +02:00 |
|
Matthias
|
3cb15a2a54
|
Combine weekly and daily profit methods
|
2022-06-09 07:06:32 +02:00 |
|
Matthias
|
c550cd8b0d
|
Simplify query in freqtradebot
|
2022-06-09 07:04:46 +02:00 |
|
Matthias
|
7eacb847b0
|
Fix backtesting bug when order is not replaced
|
2022-06-08 20:21:45 +02:00 |
|
robcaulk
|
d9b79d94e4
|
increase candle update flexibility to allow long sequential trainings that may last more than one candle
|
2022-06-07 20:57:10 +02:00 |
|
robcaulk
|
66800c7a45
|
ensure newest candles are always appended
|
2022-06-07 20:24:23 +02:00 |
|
robcaulk
|
f8f25e36ef
|
update example config/strat
|
2022-06-07 19:54:45 +02:00 |
|
robcaulk
|
15d049cffe
|
detect if upper tf candles are new or not, append if so. Correct the epoch for candle update check
|
2022-06-07 19:49:20 +02:00 |
|
Matthias
|
9534d6cca1
|
Cancel orders which can no longer be found after several days
|
2022-06-07 07:03:40 +02:00 |
|
robcaulk
|
cab8f517b4
|
add lock to datadrawer
|
2022-06-07 01:07:30 +02:00 |
|
robcaulk
|
4b26b6aaec
|
add lock to any historic data access
|
2022-06-07 00:54:18 +02:00 |
|
Robert Caulk
|
3c2e314ee5
|
Fix bugs
|
2022-06-06 16:26:07 -06:00 |
|
Robert Caulk
|
e6c5e737a2
|
Fix other bugs
|
2022-06-06 16:24:32 -06:00 |
|
Robert Caulk
|
bf19055e53
|
Update function spelling
|
2022-06-06 15:56:12 -06:00 |
|
Robert Caulk
|
2451ed8c88
|
Quick bug fix
|
2022-06-06 15:11:54 -06:00 |
|
Matthias
|
0b806af487
|
Add orders column to btresult
|
2022-06-06 10:59:10 +02:00 |
|
Matthias
|
79107fd062
|
Add minimal order object serialization
|
2022-06-05 22:12:27 +02:00 |
|
Matthias
|
8369d5bedd
|
Include open orders in json responses
|
2022-06-05 22:12:27 +02:00 |
|
Matthias
|
c0ff554d5b
|
Cleanup old, left open dry-run orders
|
2022-06-05 22:12:27 +02:00 |
|
Matthias
|
f709222943
|
Properly close out orders in backtesting
|
2022-06-05 22:12:27 +02:00 |
|
Matthias
|
c499bb051f
|
Allow empty unfilledtimeout for webserver mode
|
2022-06-05 19:41:17 +02:00 |
|
Matthias
|
a790bad1e4
|
Add entry_tag to leverage callback
closes #6929
|
2022-06-05 10:24:54 +02:00 |
|
robcaulk
|
d6b8801f41
|
fix follower bug
|
2022-06-05 04:40:58 +02:00 |
|
robcaulk
|
e8c0dcf9f3
|
add debug message to timerange
|
2022-06-03 17:14:07 +02:00 |
|
robcaulk
|
f2762e3b4b
|
fix bug in return_values()
|
2022-06-03 16:58:51 +02:00 |
|
robcaulk
|
16b4a5b71f
|
rehaul of backend data management - increasing performance by holding history in memory, reducing load on the ratelimit by only pinging exchange once per candle. Improve code readability.
|
2022-06-03 15:19:46 +02:00 |
|
robcaulk
|
15a971346d
|
catch infinity values when filtering
|
2022-06-02 17:13:20 +02:00 |
|
Robert Caulk
|
7d41542f93
|
process_only_new_candles in examplestrat should be True, thanks @Bloodhunter4rc
|
2022-06-02 07:24:08 -06:00 |
|
robcaulk
|
fea39254d9
|
fix custom_exit (thanks @paranoidandy)
|
2022-06-02 14:58:45 +02:00 |
|
robcaulk
|
b37c31cc21
|
fix ta-lib issue with simultaneous method access
|
2022-06-02 14:37:40 +02:00 |
|
robcaulk
|
4ac6ef2972
|
make defining period intervals more user friendly and flexible
|
2022-06-02 13:45:29 +02:00 |
|
robcaulk
|
ace951bf7e
|
another queue bug fix for fresh starts
|
2022-06-02 13:28:06 +02:00 |
|
Anuj Shah
|
eb4adeab4d
|
fix flake8 issues
|
2022-06-02 11:19:29 +05:30 |
|
Anuj Shah
|
45c47bda60
|
refactor into discord rpc module
|
2022-06-01 21:14:48 +05:30 |
|
Anuj Shah
|
afd8e85835
|
feat: add support for discord notification
|
2022-06-01 15:54:32 +05:30 |
|
robcaulk
|
833d25bda0
|
Save data after queue reorg
|
2022-06-01 08:05:38 +02:00 |
|
robcaulk
|
0b0dd8dd80
|
Force high priority pair to be trained before anything else.
|
2022-06-01 07:55:05 +02:00 |
|
Surfer Admin
|
7fe8b7661d
|
Display the signal candle analyzed in telegram.
|
2022-05-31 15:46:43 -04:00 |
|
Matthias
|
34a44b9dd2
|
Fix backtesting bug when canceling orders
closes #6911
|
2022-05-31 20:32:41 +02:00 |
|
Matthias
|
66edbcd3d5
|
Fix slight backtesting bug in edge-case scenarios
|
2022-05-31 20:08:34 +02:00 |
|
robcaulk
|
7523ed825e
|
automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now).
|
2022-05-31 18:42:27 +02:00 |
|
Matthias
|
3549176370
|
Update missleading docstring
closes #6913
|
2022-05-31 17:52:45 +02:00 |
|
Matthias
|
88845f6d88
|
Fix cancel order deleting trade
if one order was successfully filled, the trade cannot be deleted.
closes #6907
|
2022-05-31 17:49:51 +02:00 |
|
robcaulk
|
9b3b08a2bb
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let follower purge old model files
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2022-05-31 15:37:38 +02:00 |
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robcaulk
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bac4ced382
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Ensure follower predictions are persistent and uniquely stored
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2022-05-31 14:35:04 +02:00 |
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robcaulk
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70adf55643
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Automatically detect and change follower data_path to accommodate remote systems
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2022-05-31 12:35:09 +02:00 |
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robcaulk
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0306f5ca13
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Add autopurge feature so that FreqAI cleans up after itself when it no longer needs old models on disk
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2022-05-31 11:58:21 +02:00 |
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Matthias
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cce8d1aa4d
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Update get_market_leverage_tiers to be async
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2022-05-31 08:48:34 +00:00 |
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Matthias
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be6e0813db
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Remove --strategy from analysis test
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2022-05-31 06:53:03 +02:00 |
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robcaulk
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45f4f0f603
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ensure follower sends back null arrays in case leader hasnt created a model file yet
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2022-05-31 01:48:48 +02:00 |
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