10602 Commits

Author	SHA1	Message	Date
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
Antonio Della Fortuna	10d8b016e4	Changed max_open_trades default range for optimization	2023-01-08 12:48:36 +01:00
Antonio Della Fortuna	f77dffc951	align to develop	2023-01-08 12:46:27 +01:00
Antonio Della Fortuna	24ace646c3	Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades	2023-01-08 12:40:01 +01:00
Antonio Della Fortuna	464cb4761c	Fixed max_open_trades update from hyperopt ... Fixed max_open_trades update from hyperopt + removed max_open_trades as a param to backtesting + refactoring	2023-01-08 12:39:39 +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
Antonio Della Fortuna	8c3ac56bc5	Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades	2023-01-07 11:11:59 +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
Antonio Della Fortuna	f2fa476dc6	max_open_trades should be an integer ... Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity	2023-01-04 16:09:27 +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
robcaulk	3cbe51c3ca	remove duplicated line	2023-01-04 13:58:25 +01:00
robcaulk	dc25668468	handle data gaps between FreqAI and DP better	2023-01-04 11:41:06 +01:00
Antonio Della Fortuna	ce661cb58b	Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades	2023-01-04 10:35:09 +01:00
Antonio Della Fortuna	5fd85368a9	Added support for max_open_trades hyperopting	2023-01-04 10:34:44 +01:00
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
Matthias	d5b516842c	Fix 2 docstrings	2022-12-28 14:44:23 +01:00
Matthias	02eb00fa33	Merge branch 'develop' into pr/stash86/7810	2022-12-28 14:04:54 +01:00
robcaulk	c2936d551b	improve doc, update test strats, change function names	2022-12-28 13:25:40 +01:00
Matthias	cd4faa9c59	keep max_stake_amount through backtests	2022-12-27 18:08:20 +01:00
Wagner Costa	8227b4aafe	freqAI Strategy - improve user experience	2022-12-27 11:37:01 -03:00
Matthias	62c4675e29	Remove some deprecated fields from the API	2022-12-27 14:28:07 +01:00
Matthias	cb66663fd2	show max_stake_amount in API	2022-12-27 14:28:07 +01:00
Matthias	55001bf321	Keep max_stake_amount (only relevant for DCA orders).	2022-12-27 14:28:07 +01:00
Matthias	63f114395a	is_short should be a boolean	2022-12-26 14:02:47 +01:00
Stefano Ariestasia	6353f3ac1a	fix formulas and implement new metrics	2022-12-26 08:19:51 +09:00
Matthias	7a5439321c	Show new metrics in backtesting	2022-12-25 21:29:37 +01:00
Matthias	ce13ce4b10	Update binance stoploss order types ... closes #7927 an update to the most recent ccxt version (>2.4.55) would have the same effect.	2022-12-25 09:05:53 +01:00
Matthias	4601705814	Merge pull request #7923 from freqtrade/freqai_backtest ... Freqai backtest	2022-12-23 19:17:12 +01:00
Matthias	ad0d7c9a9e	Don't allow DCA trades to go beyond max order size ... closes #7924	2022-12-23 16:09:35 +01:00
Matthias	73792fd6ce	Don't attempt to convert None to dict	2022-12-21 06:28:55 +01:00
Matthias	70531224e6	Allow setting identifier via UI	2022-12-20 19:44:01 +01:00
Matthias	07606a9e23	Simplify APi backtest config merging	2022-12-20 19:32:29 +01:00
Matthias	6d9f1fafb7	allow backtest_cache to be provided via backtest API	2022-12-20 19:20:39 +01:00
Matthias	5dbd5c235a	Add endpoint for freqAI models	2022-12-20 07:24:54 +01:00
Matthias	3012c55ec5	Merge pull request #7867 from Bloodhunter4rc/remotepairlist ... Add Remotepairlist	2022-12-19 19:28:49 +01:00
Matthias	a119fbd895	Small error-message finetuning	2022-12-19 18:19:55 +01:00
Bloodhunter4rc	ebf60d85da	self._init_done placed wrong. fixed	2022-12-19 16:25:22 +01:00
Bloodhunter4rc	43f5a16006	parse exception handling, remove info, cache change	2022-12-19 15:36:28 +01:00
Robert Caulk	cc30210b3f	Merge pull request #7908 from freqtrade/add-3action-rl-env ... Add 3 Action RL Env	2022-12-19 14:47:57 +01:00
Bloodhunter4rc	6380c3d462	reduce duplicate code, fix cache check	2022-12-18 23:37:18 +01:00
Bloodhunter4rc	bb33b96ba7	init cache on first iteration, init checks, limit length and charmap to info replace if invalid, move filter logic	2022-12-18 22:28:12 +01:00
Matthias	bad6fe77d3	Remove deprecated trade property	2022-12-18 17:21:50 +01:00
Emre	c293401b22	Add can_short to freqai base model	2022-12-16 23:19:08 +03:00
Emre	7727f31507	Add 3 Action RL env	2022-12-16 22:18:49 +03:00
Emre	dde363343c	Add can_short param to base env	2022-12-16 22:16:19 +03:00
initrv	36948e2a74	fix base4 env done condition	2022-12-16 14:14:05 +03:00
robcaulk	c9bc91c75b	add shuffle_after_split option	2022-12-16 11:20:37 +01:00
Sam Germain	32d57f624e	delisted bibox following ccxt PR https://github.com/ccxt/ccxt/pull/16067	2022-12-15 15:00:27 -05:00
Matthias	2828255435	Merge pull request #7842 from wizrds/feat/refactor-emc ... Change to broadcasting single candles in Producer/Consumer	2022-12-15 19:47:29 +01:00
Matthias	b915872f66	Merge pull request #7899 from freqtrade/fix/multiproc-dp ... Ensure data provider is passed to multiproc envs	2022-12-15 19:31:23 +01:00
Bloodhunter4rc	9e20d13e50	Merge branch 'freqtrade:develop' into remotepairlist	2022-12-15 17:38:56 +01:00
robcaulk	581a5296cc	fix docstrings to reflect new env_info changes	2022-12-15 16:50:08 +01:00
robcaulk	7b4abd5ef5	use a dictionary to make code more readable	2022-12-15 12:25:33 +01:00
Matthias	7a0eadbdf5	Don't recalc profit on closed trades	2022-12-15 07:05:07 +01:00
Matthias	ca2a878b86	Update test naming	2022-12-14 20:06:55 +01:00
Emre	3af2251ce8	Fix add_state_info backtesting bug	2022-12-14 22:03:23 +03:00
Emre	2018da0767	Add env_info dict to base environment	2022-12-14 22:03:05 +03:00
Matthias	fa260e6560	Move "replace or append" decision to dataprovider	2022-12-14 19:56:54 +01:00
robcaulk	2285ca7d2a	add dp to multiproc	2022-12-14 18:22:20 +01:00
Matthias	97fee37072	Improve emc test	2022-12-14 07:22:51 +01:00
Bloodhunter4rc	7f3524949c	- print	2022-12-13 21:00:23 +01:00
Bloodhunter4rc	d52c1c7554	Add unit tests	2022-12-13 20:21:06 +01:00
Robert Caulk	e6da646e2f	Merge pull request #7866 from initrv/cleanup-tensorboard-callback ... Cleanup tensorboard callback	2022-12-13 09:05:46 +01:00
Timothy Pogue	0dd3836cc7	fix rpc method docstring	2022-12-12 22:47:35 -07:00
Matthias	a693495a6d	Improve external_candle aggregation	2022-12-12 22:47:35 -07:00
Timothy Pogue	414c0ce050	change unused var	2022-12-12 22:47:35 -07:00
Timothy Pogue	6717dff19b	update overlapping candle handling, move append to misc	2022-12-12 22:47:35 -07:00
Timothy Pogue	0602479f7d	minor changes, update candle appending to support overlaps	2022-12-12 22:47:35 -07:00
Timothy Pogue	f1ebaf4730	fix tests	2022-12-12 22:47:35 -07:00
Timothy Pogue	49f6f40662	remove comment	2022-12-12 22:47:35 -07:00
Timothy Pogue	0d5b2eed94	fix same candle handling	2022-12-12 22:47:35 -07:00
Timothy Pogue	d376bf4052	fix indefinite reconnecting	2022-12-12 22:47:35 -07:00
Timothy Pogue	ccd1aa70a2	change log calls to debug, handle already received candle	2022-12-12 22:47:35 -07:00
Timothy Pogue	c050eb8b8b	add candle difference calculation to dataprovider	2022-12-12 22:47:35 -07:00
Timothy Pogue	89338fa677	allow specifying channel send throttle	2022-12-12 22:47:35 -07:00
Timothy Pogue	d2c8487ecf	update add_external_candle, fix breaking on ping error, handle empty dataframes	2022-12-12 22:47:35 -07:00
Timothy Pogue	fce1e9d6d0	update analyzed df request to allow specifying a single pair	2022-12-12 22:47:35 -07:00
Timothy Pogue	36a00e8de0	update add_external_candle returns	2022-12-12 22:47:35 -07:00
Timothy Pogue	4cbb3341d7	change how missing candles will be handled	2022-12-12 22:47:35 -07:00
Timothy Pogue	9660e445b8	use new channel apis in emc, extend analyzed df to include list of dates for candles	2022-12-12 22:47:35 -07:00
Matthias	abc3badfb5	Improve shutdown behavior ... closes #7882	2022-12-12 20:01:54 +01:00
Bloodhunter4rc	6f92c58e33	add docs, add bearer token.	2022-12-12 13:24:33 +01:00
initrv	f9b7d35900	add increment param for tensorboard_log	2022-12-12 14:14:23 +03:00
Bloodhunter4rc	f6b90595fa	remove html. change var names.	2022-12-12 11:05:03 +01:00
robcaulk	0f6b98b69a	merge develop into tensorboard cleanup	2022-12-11 15:38:32 +01:00
robcaulk	0fd8e214e4	add documentation for tensorboard_log, change how users interact with tensorboard_log	2022-12-11 15:31:29 +01:00
Matthias	888ba65367	Merge branch 'develop' into fix/multioutput-bug	2022-12-11 15:23:53 +01:00
initrv	cb8fc3c8c7	custom info to tensorboard_metrics	2022-12-11 15:37:45 +03:00
robcaulk	8c7ec07951	ensure predict_proba follows suit. Remove all lib specific params from example config	2022-12-11 12:39:31 +01:00
robcaulk	85f22b5c30	fix bug in MultiOutput* with conv_width = 1	2022-12-11 12:15:19 +01:00
Emre	6b9f3f2795	Fix test validation	2022-12-11 13:24:24 +03:00
Emre	272c3302e3	Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling	2022-12-11 13:12:45 +03:00
Matthias	980a5a9b52	Fix docs typo	2022-12-10 19:54:04 +01:00
Matthias	da4914513a	Merge pull request #7835 from rzhb/patch-1 ... update strategy_analysis_example.ipynb	2022-12-08 14:17:50 +01:00
Bloodhunter4rc	66412bfa58	Remove unnecessary loop	2022-12-08 01:51:12 +01:00
Bloodhunter4rc	7efcbbb457	Local File Loading	2022-12-08 01:09:17 +01:00
Bloodhunter4rc	da2747d487	Add Local .json file Loading	2022-12-08 00:52:54 +01:00
robcaulk	7b3406914c	flip add_state_info	2022-12-07 19:49:39 +01:00
robcaulk	9b4364ddc3	ensure that add_state_info is deactivated during backtesting	2022-12-07 19:49:14 +01:00
Bloodhunter4rc	b144a6357d	Remove Duplicate	2022-12-07 18:24:55 +01:00
Bloodhunter4rc	547a75d9c1	Fix Info	2022-12-07 17:49:21 +01:00
Bloodhunter4rc	607d5b2f8f	Split to fetch_pairlist function, Info Message	2022-12-07 17:47:38 +01:00
Bloodhunter4rc	48160f3fe9	Flake 8 fix, Json Fetching	2022-12-07 17:01:45 +01:00
Bloodhunter4rc	199fd2d074	+Remote Pairlist	2022-12-07 15:08:33 +01:00
initrv	58604c747e	cleanup tensorboard callback	2022-12-07 14:37:55 +03:00
Stefano Ariestasia	89c7c2fec6	isort fix	2022-12-07 18:09:57 +09:00
Stefano Ariestasia	611e35ed81	flake8 fix	2022-12-07 15:47:58 +09:00
Robert Caulk	b9f6911a6a	Merge pull request #7843 from smarmau/develop ... freqai RL agent info during training	2022-12-06 20:06:41 +01:00
Matthias	e7195b7bfb	Merge pull request #7862 from freqtrade/ws_newcandle ... New websocket message "new_candle"	2022-12-06 07:07:32 +01:00
Wagner Costa	c81b00fb37	Merge branch 'develop' into freqai_bt_from_predictions_improvement	2022-12-05 18:00:55 -03:00
Emre	227cdb0938	Change dict update order	2022-12-05 23:58:04 +03:00
Emre	26a61afa15	Move base tf logic to config validation	2022-12-05 23:54:15 +03:00
Emre	bc48099e48	Revert changes	2022-12-05 23:52:48 +03:00
robcaulk	62c69bf2b5	fix custom_info	2022-12-05 20:22:54 +01:00
Matthias	7c27eedda5	Bump API version	2022-12-05 19:56:33 +01:00
Matthias	24edc276ea	Simplify new_candle message	2022-12-05 19:46:39 +01:00
Matthias	d30a872ed4	Move message-silencing list next to enum	2022-12-05 19:23:03 +01:00
Matthias	5e533b550f	Emit a simple "new candle" message to allow UI's to refresh charts	2022-12-05 18:19:19 +01:00
Matthias	189fa64052	Add more dynamic to directory change	2022-12-05 18:14:16 +01:00
Emre	730fba956b	Ensure base tf included in include_timeframes	2022-12-05 16:16:17 +03:00
Emre	e734b39929	Make model_training_parameters optional	2022-12-05 14:54:42 +03:00
robcaulk	d8565261e1	ignore initializer type	2022-12-04 14:10:33 +01:00
robcaulk	24766928ba	reorganize/generalize tensorboard callback	2022-12-04 13:54:30 +01:00
Matthias	310eba5932	Merge pull request #7735 from freqtrade/gc_improvements ... Improve python GC behavior	2022-12-03 15:54:59 +01:00
smarmau	b2edc58089	fix flake8	2022-12-03 22:31:02 +11:00
smarmau	d6f45a12ae	add multiproc fix flake8	2022-12-03 22:30:04 +11:00
smarmau	469aa0d43f	add state/action info to callbacks	2022-12-03 21:16:46 +11:00
smarmau	075c8c23c8	add state/action info to callbacks	2022-12-03 21:16:04 +11:00
Matthias	4dc591a170	Merge pull request #7834 from freqtrade/fix-data-drawer-model-load ... Fix sb3_contrib loading issue	2022-12-02 06:29:23 +01:00
Wagner Costa	77dc2c92a7	performance improvevemnts - backtest freqai from saved predictions	2022-12-01 12:53:19 -03:00
robcaulk	aceee67e2b	Merge remote-tracking branch 'origin/develop' into gc_improvements	2022-12-01 14:32:19 +01:00
robcaulk	2b3e166dc2	fix fees RL	2022-12-01 10:10:28 +01:00
k	eb81cccede	add download-data command ... change directory fix relative config path	2022-12-01 16:37:24 +08:00
Emre	396e666e9b	Keep old behavior of model loading	2022-12-01 11:03:51 +03:00
Emre	4a9982f86b	Fix sb3_contrib loading issue	2022-12-01 10:08:42 +03:00
Matthias	95651fcd5a	Improve/simplify telegram exception handling ... Move exceptionhandling to the decorator.	2022-12-01 06:27:25 +01:00
Matthias	dac4a35be2	Merge pull request #7828 from freqtrade/fix-state-info-rl ... bring back market side setting in get_state_info	2022-11-30 19:57:28 +01:00
Wagner Costa	79821ebb33	fix flake8 errors	2022-11-30 08:41:44 -03:00
robcaulk	e7f72d52b8	bring back market side setting in get_state_info	2022-11-30 12:36:26 +01:00
Wagner Costa	26e8a5766f	Merge branch 'develop' into backtest_fitlivepredictions	2022-11-30 08:29:28 -03:00
Wagner Costa	17cf3c7e83	bug fixes and removed fillna from fit_live_predictions	2022-11-30 08:28:45 -03:00
robcaulk	4571aedb33	consolidate and clean code	2022-11-30 00:53:35 +01:00
Matthias	3c322bf7df	Improve forceenter validation messages	2022-11-29 18:27:08 +01:00
Matthias	e6b8cb8ea9	Merge pull request #7795 from froggleston/entry_exit_date_print ... Add date selection arguments to backtest-analysis printout	2022-11-29 16:56:58 +01:00
Wagner Costa	8ea58ab352	change BT prediction files to feather format	2022-11-29 10:38:35 -03:00
Wagner Costa	df979ece33	Merge branch 'develop' into backtest_fitlivepredictions	2022-11-29 09:39:15 -03:00
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