Commit Graph

6870 Commits

Author SHA1 Message Date
Matthias
9bb2dd1851
Merge pull request #5694 from freqtrade/dependabot/pip/develop/fastapi-0.70.0
Bump fastapi from 0.68.1 to 0.70.0
2021-10-17 15:01:28 +02:00
Matthias
e23eb99abf Disable ability to use lookahead-biased vwap
closes #5782
2021-10-17 11:23:58 +02:00
Matthias
fb2c8f7621 Rollback after each request
This closes the transaction and avoids "sticking" transactions.
2021-10-17 10:30:06 +02:00
Matthias
5ba1d66be7 Make sure transactions are reset
closes #5719
2021-10-16 17:57:51 +02:00
Matthias
794862a35a
Merge pull request #5670 from sergeykhliustin/develop
Added min_profit param to PerformanceFilter
2021-10-14 19:57:36 +02:00
Matthias
c02a538187 Add documentation and log to PerformanceFilter 2021-10-14 19:36:34 +02:00
Matthias
0e7d903a6f
Merge pull request #5644 from slyons/develop
Add ability to ignore unparameterized spaces
2021-10-14 08:07:07 +02:00
theluxaz
0bb7ea10ab Fixed minor header for backtesting 2021-10-14 01:34:30 +03:00
theluxaz
ed39b8dab0 fixed profit total calculation 2021-10-14 01:18:16 +03:00
theluxaz
d341d85079 Refixed some files for the pull request 2021-10-14 01:13:28 +03:00
theluxaz
96cab22a8c Fixed some bugs for live sell_tags. 2021-10-14 01:03:15 +03:00
Matthias
3279ea568c Add new parameter to hyperopt docs 2021-10-13 19:57:42 +02:00
Matthias
aed919a05f Simplify "no-space-configured" error handling by moving it to hyperopt_auto 2021-10-13 19:54:35 +02:00
theluxaz
0f670189eb quick typo fix 2021-10-13 02:14:07 +03:00
theluxaz
b151cf032b Merge branch 'develop' of https://github.com/theluxaz/freqtrade into main
# Conflicts:
#	freqtrade/freqtradebot.py
#	freqtrade/optimize/backtesting.py
2021-10-13 02:01:26 +03:00
theluxaz
02243b1a2b minifix 2021-10-13 01:34:29 +03:00
theluxaz
80b71790bc Added some bigfixes for sell_tag 2021-10-13 01:22:53 +03:00
theluxaz
b898f86364 Added sell_tag and buy/sell telegram performance functions 2021-10-13 00:02:28 +03:00
Matthias
ce9debe9fd Add version argument to freqUI installer 2021-10-12 06:44:07 +02:00
Matthias
cae8ff5949
Merge pull request #5623 from froggleston/rest_sysinfo
Add CPU,RAM sysinfo support to the REST API to help with bot system m…
2021-10-09 15:17:21 +02:00
Matthias
91ceaef02f
Merge pull request #5678 from sidml/develop
Hyperopt loss function using max drawdown
2021-10-09 10:26:40 +02:00
sid
30bc96cf3f simplify expression 2021-10-09 06:36:23 +05:30
Matthias
11ec1d9b06 Revert previous commit 2021-10-08 20:22:07 +02:00
Matthias
482f4418c6 Clarify "required candle" message 2021-10-08 14:36:52 +02:00
Robert Davey
f07eeddda0
Update api_schemas.py
Fix api schema for cpu_pct float List.
2021-10-07 12:04:42 +01:00
Matthias
45b7a0c837 Add Test and docs for MaxDrawDownHyperOptLoss 2021-10-07 07:12:45 +02:00
Matthias
29863ad2bf Fix error when ask_last_balance is not set
closes #5181
2021-10-07 06:51:29 +02:00
sid
46c320513a use profit_abs 2021-10-07 08:07:07 +05:30
sid
93e4cf4006 Merge remote-tracking branch 'upstream/develop' into develop 2021-10-07 08:04:40 +05:30
Matthias
526bdaa2dc Recommend using 0.0.0.0 as listen address for docker 2021-10-06 20:14:59 +02:00
Matthias
57ef25789e Fix style errors 2021-10-06 19:36:41 +02:00
sid
6ba46b38bd fix formatting 2021-10-06 13:46:05 +05:30
sid
c0d01dbc26 add max_drawdown loss 2021-10-06 13:24:27 +05:30
froggleston
0db5c07314 Fix issues with sysinfo rpc/API code, add SysInfo api_schema 2021-10-05 00:10:39 +01:00
Matthias
92f8f231af Remove ratelimit from kucoin template 2021-10-04 20:22:41 +02:00
Matthias
7f4baab420 Remove explicit rateLimits, improve docs 2021-10-04 20:14:22 +02:00
Matthias
f15922a168 Fix custom_stoploss in strategy template
closes #5658
2021-10-04 19:11:35 +02:00
Sergey Khliustin
07750518c3 Added min_profit param to PerformanceFilter 2021-10-04 18:49:57 +03:00
Matthias
1c63d01cec Prevent using market-orders on gateio
GateIo does not support market orders on spot markets
2021-10-03 14:14:16 +02:00
Matthias
f5e5203388 Use "round" to 12 digits for TickSize mode
Avoids float rounding problems, fix #5652
2021-10-03 09:49:55 +02:00
Matthias
f69cb39a17 Fix missing comma in kucoin template
closes #5646
2021-10-01 19:26:51 +02:00
Matthias
99e3450d30
Merge pull request #5642 from freqtrade/add_trade_conversion_command
Add trade conversion command
2021-10-01 06:38:42 +02:00
Scott Lyons
df45f467c6
Adding ability to ignore unparameterized spaces 2021-09-30 01:11:02 -07:00
Scott Lyons
95227376b6
Adding IUS to optimize args 2021-09-30 00:53:46 -07:00
Scott Lyons
08fcd1a0d4
Adding ignore space errors to Hyperopt CLI 2021-09-30 00:46:56 -07:00
Scott Lyons
5dd1088d8d
Adding ignore unparameterized spaces flag 2021-09-30 00:44:26 -07:00
Matthias
5f23af5802 Rename update_open_trades to clarify it's only called at startup 2021-09-30 07:24:16 +02:00
Matthias
178db516bf Add documentation for trade-to-ohlcv 2021-09-29 20:00:14 +02:00
Matthias
248c61bb26 Add test for trades-to-ohlcv 2021-09-29 19:39:29 +02:00
Matthias
fc511aac44 don't use %default when no default is defined 2021-09-29 19:21:54 +02:00
Matthias
656526c007 Add trades-to-ohlcv command to simplify adding new timeframes 2021-09-29 16:50:05 +02:00
Robert Roman
ca973c05d1
Merge branch 'freqtrade:develop' into develop 2021-09-28 10:16:36 -05:00
Robert Roman
626a40252d
resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:33:29 -05:00
Robert Roman
c3414c3b78
resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:32:49 -05:00
Matthias
5726886b06 Reduce backtest-noise from "pandas slice" warning 2021-09-27 20:52:19 +02:00
Robert Roman
67e9626da1
fixed isort issue 2021-09-27 12:16:57 -05:00
Robert Roman
a1566fe5d7
updated to latest constant.py file 2021-09-27 11:47:03 -05:00
Robert Roman
193b22475d
Merge branch 'freqtrade:develop' into develop 2021-09-27 11:35:34 -05:00
Matthias
3fbf716f85 Fix "sticking" timerange in webserver mode 2021-09-27 17:52:00 +02:00
Matthias
5b7a1f8642 Validate config also in webserver mode 2021-09-27 07:12:40 +02:00
Robert Roman
bdca3e2343
Merge branch 'freqtrade:develop' into develop 2021-09-26 15:37:09 -05:00
Matthias
6319c104fe Fix unreliable backtest-result when using webserver mode 2021-09-26 15:07:48 +02:00
Robert Roman
a77ca22026
Merge branch 'freqtrade:develop' into develop 2021-09-26 02:57:02 -05:00
Robert Roman
89b7dfda0e
Added Calmar Ratio Daily 2021-09-25 16:34:41 -05:00
Robert Roman
24baad7884
Add Calmar Ratio Daily
This hyper opt loss calculates the daily Calmar ratio.
2021-09-25 16:28:36 -05:00
froggleston
097da448e2 Add CPU,RAM sysinfo support to the REST API to help with bot system monitoring 2021-09-25 15:48:42 +01:00
Matthias
b59906b117 Update minimum for tradable_balance_ratio to 0.0 2021-09-24 19:24:33 +02:00
Robert Roman
0f29cbc882
added CalmarHyperOptLoss
I added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN variable inside constants.py file
2021-09-23 21:37:28 -05:00
Robert Roman
3b99c84b0a
resolved the total profit issue
I resolved the total profit issue and locally ran flak8 and isort
2021-09-23 21:31:33 -05:00
Matthias
9a6d8977de
Merge pull request #5605 from peterwilli/fix-sell-cancel-webhook-error
fixed webhook "unsupported format string passed to NoneType." error
2021-09-23 20:17:35 +02:00
Peter Willemsen
692e91a26d changed close date from datetime.utcnow() to datetime.now(timezone.utc) 2021-09-23 10:28:15 +02:00
Robert Roman
c6b684603c
removed trade_count inside if statement
i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
2021-09-22 09:21:43 -05:00
Robert Roman
b946f8e7f1
I sorted imports with isort 2021-09-22 09:18:17 -05:00
Robert Roman
3834bb86ff
updated line 42
I removed the minus sign on max drawdown.
2021-09-21 20:25:17 -05:00
Robert Roman
3845d55186
a new hyperopt loss created that uses calmar ratio
This is a new hyperopt loss file that uses the Calmar Ratio.

Calmar Ratio = average annual rate of return / maximum drawdown
2021-09-21 20:04:23 -05:00
Peter Willemsen
b0de4d333e fixed webhook error 2021-09-21 23:20:40 +02:00
Matthias
3ce05c0d54 Add "sane" defaults to protection triggers 2021-09-20 20:16:58 +02:00
Matthias
fd23ab3d64 improve formatting, add tests 2021-09-20 19:50:56 +02:00
Matthias
dd0db7ee5d Split protection-notification into global and per-pair 2021-09-20 19:23:40 +02:00
Matthias
a0fb43c6ca Add pairlock-notification 2021-09-20 19:12:59 +02:00
Matthias
1da091dea3 ProtectionManager should return the lock just created 2021-09-19 19:41:19 +02:00
Matthias
879bf47b32 Refactor telegram.py to simplify send_msg 2021-09-19 19:25:36 +02:00
Matthias
ec03531771 Improve naming of variables 2021-09-19 13:29:09 +02:00
Matthias
ab88217186 Improve /balance output to include starting balance and percentual change
closes #5503
2021-09-19 13:17:34 +02:00
Rokas Kupstys
713e7819f7 [SQUASH] Remove mypy import. 2021-09-18 15:27:58 +03:00
Rokas Kupstys
e4ca42faec [SQUASH] Update stoploss_from_absolute to behave more like stoploss_from_open and add a test for it. 2021-09-18 10:48:53 +03:00
Rokas Kupstys
7e6aa9390a [SQUASH] Unconditionally include quote currency when asset is explicitly specified. Added docs suggesting to use string formatting to make strategy independent of configured stake currency. 2021-09-18 10:48:53 +03:00
Rokas Kupstys
e88c4701bb [SQUASH] Address PR comments. 2021-09-18 10:48:53 +03:00
Matthias
bb6ae682fc Small simplifications 2021-09-18 10:48:53 +03:00
Rokas Kupstys
5dc78a0c66 [SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists. 2021-09-18 10:48:53 +03:00
Rokas Kupstys
f81df19b93 [TMP] Make tests not fail for now. 2021-09-18 10:48:53 +03:00
Rokas Kupstys
dfa61b7ad2 [SQUASH] Fix informatives for each pair not being created because dataprovider was not available.
Fix not being able to have informative dataframe of a pair in whitelist.
2021-09-18 10:48:53 +03:00
Rokas Kupstys
f2a1d9d2fc [SQUASH] Address PR comments. 2021-09-18 10:48:18 +03:00
Rokas Kupstys
1fdb656334 Add a decorator which can be used to declare populate_indicators() functions for informative pairs. 2021-09-18 10:48:18 +03:00
Rokas Kupstys
d84ef34740 A helper to calculate stoploss value from absolute price. 2021-09-18 10:48:18 +03:00
Matthias
11f08b0053
Merge pull request #5582 from sergeykhliustin/develop
Added days parameter to PerformanceFilter
2021-09-18 09:24:14 +02:00
Matthias
564e0b9a1a Switch performanceFilter to use Minutes lookback resolution
closes #5060
2021-09-18 09:10:25 +02:00
Matthias
12c12d42df Add documentation for days parameter in PerformanceFilter 2021-09-18 08:30:44 +02:00
Matthias
853c3a4433
Merge pull request #5587 from raph92/patch-3
Update prepare_trials_columns() return type
2021-09-18 08:08:18 +02:00
Sergey Khliustin
d7395e873b Removed unused OperationalException 2021-09-17 22:05:57 +03:00
raphael
4b2c1a9b8e
Remove trailing whitespace 2021-09-17 14:39:15 -04:00
raphael
e715f2a253
Update formatting
Line 302 was too long
2021-09-17 14:23:26 -04:00
raphael
9525a5b96c
Add type to "trials" parameter 2021-09-17 14:10:37 -04:00
raphael
124e97f3b9
Remove ununsed variables from export_csv_file 2021-09-17 11:57:36 -04:00
raphael
5fc993231a
Update HyperoptTools.export_csv_file usage 2021-09-17 11:51:55 -04:00
raphael
3a98fb72a4
Update prepare_trials_columns() return type
Was returning str, updated to pd.DataFrame
2021-09-17 11:42:33 -04:00
sergeykhliustin
982deeedf0
Update freqtrade/persistence/models.py
Co-authored-by: Matthias <xmatthias@outlook.com>
2021-09-17 18:23:13 +03:00
Sergey Khliustin
54ef36a497 Updates after review to PerformanceFilter days param 2021-09-17 13:45:44 +03:00
Sergey Khliustin
457e738b4a Added days parameter to PerformanceFilter 2021-09-16 14:48:02 +03:00
Matthias
994c3c3a4c Add some errorhandling for custom estimator 2021-09-16 07:13:25 +02:00
Matthias
c0811ae896 Add possibility to override estimator from within hyperopt 2021-09-15 21:36:53 +02:00
Matthias
90ad178932 Remove verbosity of edge 2021-09-15 21:04:25 +02:00
Matthias
57ea0c322f Rename indicator_space to buy_indicator_space 2021-09-15 20:20:31 +02:00
Matthias
f7bae81d96 Dataframe should be copied after populate_indicator
Without that, PerformanceWarnings can appear throughout hyperopt which
are unnecessary and missleading for users

closes #5408
2021-09-15 19:56:12 +02:00
Matthias
e4ec5679a1
Merge pull request #5574 from freqtrade/agefilter_cache
Agefilter cache
2021-09-15 06:33:36 +02:00
Matthias
315ea1e116
Merge pull request #5566 from freqtrade/remove_hyperopt
Remove legacy hyperopt
2021-09-14 19:20:58 +02:00
Matthias
3ce5197e8d Add Tests for AgeFilter caching
closes #5552
2021-09-14 06:45:26 +02:00
Matthias
c9ba52d732 Expire cached pairs in age-filter once per day 2021-09-14 06:30:18 +02:00
Matthias
a12c3ecc9b Remove credentials whenever dry-run is set from within the exchange 2021-09-13 20:27:32 +02:00
Matthias
8afb3c4b70 Move AgeFilter cache to instance level 2021-09-13 19:33:28 +02:00
Matthias
3cdd06f562 Add PeriodicCache 2021-09-13 19:32:51 +02:00
Matthias
0017b3438e Remove list-hyperopts 2021-09-12 08:18:17 +02:00
Matthias
3675df8344 Update documentation regarding Legacy Hyperopt 2021-09-12 08:18:17 +02:00
Matthias
fd6bf591f8 Update some tests to remove explicit hyperopt interface 2021-09-12 08:18:13 +02:00
Matthias
dad4a49e81 Remove legacy hyperopt interface from hyperopt.py 2021-09-12 08:18:13 +02:00
Matthias
ebb0b8aa3f Remove new-hyperopt command 2021-09-12 08:18:13 +02:00
Matthias
432c3df17e Add documentation for Bittex/Gemini with VolumePairlist
closes #5565
2021-09-12 08:04:22 +02:00
Matthias
a5f90a409c Small updates to async_history_fetch 2021-09-11 08:18:32 +02:00
Matthias
8c9159f596 Improve comments 2021-09-10 19:46:38 +02:00
Matthias
a19c33ba54 Don't blindly create coroutines, but fire them off in batches 2021-09-10 19:37:07 +02:00
Matthias
7251a3ab19
Merge pull request #5544 from freqtrade/new_pair_download
New pair download improvement
2021-09-10 19:36:45 +02:00
Matthias
982534ddc7 Add gate.io to list of supported exchanges 2021-09-10 19:32:20 +02:00
Sam Germain
b2f289e404 Fixed freqtradebot failing tests 2021-09-08 02:16:25 -06:00
Sam Germain
a1c9a4d619 freqtradebot local name changes 2021-09-08 02:09:36 -06:00
Sam Germain
362dc20406 notify_buy -> notify_enter, notify_sell -> notify_exit 2021-09-08 02:06:01 -06:00
Sam Germain
e1f846f22f sell_lock -> exit_lock 2021-09-08 02:04:31 -06:00
Sam Germain
e0092a85e9 handle_cancel_buy/sell -> handle_cancel_enter/exit 2021-09-08 02:04:20 -06:00
Sam Germain
be93c75e44 reupdate_buy_order_fees -> reupdate_enter_order_fees 2021-09-08 02:03:40 -06:00
Sam Germain
aac05029e1 safe_sell_amount -> safe_exit_amount 2021-09-08 02:03:24 -06:00
Matthias
2d66987ac7 Add test for "pair-startdate" detection 2021-09-07 20:27:49 +02:00
Matthias
8c83c258a5 Move "first-pair_getting" to binance subclass 2021-09-07 19:32:32 +02:00
Matthias
71ff214adf Support "initial_call" for download-data of new pairs 2021-09-07 07:14:40 +02:00
Matthias
6bd495a32a Fix 0Exception error
happens when wrong stake-currency is selected and /profit
is called
2021-09-06 19:55:04 +02:00
lenik terenin
1d24d3d5ee
case insensitive blacklist
Allow "btc/usdt" pairs in blacklist to match to "BTC/USDT" pairs that come from the exchange.
2021-09-05 22:41:58 +09:00
Matthias
c519ecf8df Exclude more untestable sections from coverage 2021-09-05 15:40:21 +02:00
Matthias
4e049f65f2 Exclude some parts from coverage that can't really be tested 2021-09-05 09:14:44 +02:00
Matthias
493fb35073 Fix uvicorn not working properly on windows 2021-09-03 22:05:40 +02:00
Matthias
b4130dfabb Use volumePairlist instead of staticPairlist in generated config 2021-09-03 09:23:26 +02:00
Matthias
c489e6825c Simplify binance blacklist 2021-09-03 09:18:15 +02:00
Matthias
68f13173bc Update new-config templates to use USDT by default 2021-09-03 08:59:43 +02:00