Commit Graph

8731 Commits

Author SHA1 Message Date
froggleston bb758da940 Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not 2022-05-17 22:05:33 +01:00
eSeR1805 34684ec86a
Merge branch 'freqtrade:develop' into feat_bt_cancel_entry_reporting 2022-05-17 14:09:57 +03:00
eSeR1805 0585b378b3
BT: Report canceled/replaced orders also. 2022-05-17 14:07:42 +03:00
eSeR1805 6e8f24f6a7
BT: track canceled/replaced orders also. 2022-05-17 14:07:02 +03:00
Matthias 8d46e16c46
Merge pull request #6848 from freqtrade/datahandler_case
Datahandler case insensitive
2022-05-17 09:34:11 +02:00
Matthias 1cd8ebc8c8
Merge pull request #6847 from freqtrade/use_Precise
Use precise
2022-05-17 09:33:39 +02:00
Matthias 6fd003c655
Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting
BT: Reporting canceled trade entries
2022-05-17 07:05:26 +02:00
மனோஜ்குமார் பழனிச்சாமி 7cd0f8a7b1
Merge branch 'develop' into patch-10 2022-05-17 08:07:13 +05:30
eSeR1805 f2e2e57237
Report trade entries canceled by user. 2022-05-17 01:41:31 +03:00
eSeR1805 fb7c0792c0
Track trade entries canceled by user. 2022-05-17 01:41:01 +03:00
Matthias 76637d3939 Simplify timeframe-transition 2022-05-16 20:10:52 +02:00
Matthias 2e65a1793d Add fallback to load 1M files as well as 1Mo files 2022-05-16 19:48:27 +02:00
Matthias a1048fb619 Store monthly candles as "Mo" 2022-05-16 19:39:43 +02:00
Matthias 9607d04279 Improve ccxt imports 2022-05-16 19:22:07 +02:00
Matthias c8e0fc926d Update to do Builtin Precise math 2022-05-16 19:21:38 +02:00
Matthias a793cf8f05 Use ccxt's "precise" to do precise math 2022-05-16 19:21:38 +02:00
Matthias 528509f809 Extract get_price_side from get_rate 2022-05-16 19:20:13 +02:00
Stefano Ariestasia 2cb8eecf18 add space 2022-05-16 07:43:36 +09:00
Stefano Ariestasia e21f6a7787 missing newline 2022-05-16 07:28:40 +09:00
Matthias 3d36d35e30
Merge pull request #6825 from freqtrade/okx_history
Okx history
2022-05-15 19:27:45 +02:00
Matthias a0b25938f4 Fix exit_reason assignment in backtesting 2022-05-15 17:41:59 +02:00
Matthias a8f064a8cb Fix exit_reason assignment in live mode 2022-05-15 17:41:59 +02:00
Matthias 706994340f Fix bad docstring 2022-05-15 17:06:40 +02:00
Matthias ebab02fce3
Merge pull request #6827 from eSeR1805/fix_readjust_entry_bt_sl
Fix: Refresh SL on entry order replacement
2022-05-15 16:41:18 +02:00
Matthias 18fd3bb333 Update stoploss handling for entry-order adjustment 2022-05-15 15:45:39 +02:00
Matthias 9143e9ecb1 Add some safety measures for new startup_candles verification 2022-05-15 15:12:29 +02:00
Matthias d60d0f64d2 Revert ohlcv_candle_limit logic for okx 2022-05-14 19:35:06 +02:00
Matthias 116b58e97c add "date_minus_candles" method 2022-05-14 19:30:42 +02:00
Matthias 3b14439240 Slightly improve performance of order adjusts
Avoind  2nd call to `get_rate()`.

closes #6821
2022-05-14 16:16:32 +02:00
eSeR1805 c27e0a0a1b
Allow SL refresh only if no filled entry orders. 2022-05-14 16:56:56 +03:00
eSeR1805 1c20fb7638
Refresh open_rate and stoploss on order replacement. 2022-05-14 16:37:04 +03:00
Matthias 5767d652bf Add explicit test and document behavior 2022-05-14 14:18:51 +02:00
Matthias 2a1368d508 Offsetfilter: add number_assets parameter
closes #6824
2022-05-14 14:16:13 +02:00
Matthias bb1b283d95 Update some ohlcv_candle_limit calls 2022-05-14 13:44:10 +02:00
Matthias 111b04c9e6 Okx - conditional candle-length 2022-05-14 09:51:44 +02:00
Matthias 64668b11da add ohlcv_has_history - disabling kraken downloads 2022-05-14 09:10:38 +02:00
மனோஜ்குமார் பழனிச்சாமி 64670726a6
flake8 fix 2022-05-13 21:52:26 +05:30
மனோஜ்குமார் பழனிச்சாமி 71a80cab3a
fixed variable naming style 2022-05-13 21:19:40 +05:30
மனோஜ்குமார் பழனிச்சாமி 8a3c2c6cad
Corrected docstring
Discussed in Discord
2022-05-13 19:32:52 +05:30
Matthias c299601ece Add warning about OKX futures backtesting data 2022-05-13 07:03:18 +02:00
Matthias 5444f4ee6f
Merge pull request #6793 from mkavinkumar1/log
logged balance details
2022-05-12 19:11:28 +02:00
Matthias 891900c186
Merge pull request #6812 from freqtrade/db_migrate
Db migrate
2022-05-11 19:54:31 +02:00
Matthias 1fc041d0d6
Fix formatting issue 2022-05-11 19:39:56 +02:00
Matthias ae463fcdf2
Merge pull request #6792 from mkavinkumar1/rpc
consistent exchange name
2022-05-11 19:23:36 +02:00
Matthias f374c9da70 PR cleanup 2022-05-11 06:30:40 +02:00
Matthias 044afdf7af Add better test scenario 2022-05-10 20:27:24 +02:00
Matthias 31cce741ac Add sequence migration 2022-05-10 07:13:51 +02:00
Matthias 269630e755 Add preliminary documentation for database conversion 2022-05-10 07:13:42 +02:00
Matthias 0958c06b84 Implement database migration to other system 2022-05-09 20:58:40 +02:00
Matthias c3b0f6b64b Add feature shell for database conversion 2022-05-09 20:58:40 +02:00
Matthias 0f499469fc
Merge pull request #6796 from freqtrade/model_reorg
Model reorg
2022-05-09 20:15:45 +02:00
Matthias 30d6eeffd0 Fix migration bug 2022-05-08 17:49:13 +02:00
Matthias b58e811b14 Move trade/order Models to their own class 2022-05-08 17:45:20 +02:00
Matthias af1a5e0449 Extract base and Pairlock from models file 2022-05-08 17:38:06 +02:00
Matthias 3221726d85 Update migration to use boolean value
closes #6794
2022-05-08 17:29:42 +02:00
Matthias ab91758c7e
Merge pull request #6790 from eSeR1805/profit_reporting
Report profit only on filled entries.
2022-05-08 17:25:42 +02:00
Matthias 4a7515e66a Add test for 0.0 case 2022-05-08 16:04:06 +02:00
மனோஜ்குமார் பழனிச்சாமி f43ae0ea43 logged balance details 2022-05-08 13:53:07 +05:30
மனோஜ்குமார் பழனிச்சாமி d79b90a98f consistent exchange name 2022-05-08 12:46:58 +05:30
Matthias 45b328af2e explicitly call cleanup when cleaning backtest 2022-05-08 08:11:39 +02:00
eSeR1805 bfc7898654
Report profit only on filled entries. 2022-05-07 21:56:22 +03:00
Matthias c9498d0117
Merge pull request #6692 from eSeR1805/feat_readjust_entry
Feature: Readjust Entry Order
2022-05-07 20:11:20 +02:00
Matthias 277e07589e update/fix some comments and docs 2022-05-07 17:47:37 +02:00
Matthias f5f599c7f0 Add LowProfitPairs only_per_side option 2022-05-07 15:25:15 +02:00
Matthias dc0c1bf87d Only fetch accounts when authenticated. 2022-05-07 13:17:27 +02:00
Matthias 149704e748 Fix wrong type 2022-05-07 11:39:47 +02:00
Matthias 6fdcf3a10a Support both position modes on OKX 2022-05-07 10:58:41 +02:00
Matthias 2da284b921 Properly type side for create_order 2022-05-07 10:02:54 +02:00
Matthias 5b3eaa3003 Ensure advanced strategy template is runnable 2022-05-06 06:42:08 +02:00
Matthias d11c44940e Slightly reword docs
remove some Note-boxes - people tend to skip these.
2022-05-06 06:42:01 +02:00
Matthias 2d9be6dace move open_rate updating to close_bt_order 2022-05-05 19:50:16 +02:00
eSeR1805 29f1edbde7
Cleanup. Remove stray new line. 2022-05-05 12:24:32 +03:00
eSeR1805 495708df76
Merge branch 'develop' into feat_readjust_entry 2022-05-05 12:20:09 +03:00
eSeR1805 2bed0eab0c
BT: Update trade open_rate on first filled order. 2022-05-05 12:19:05 +03:00
eSeR1805 25c74e26d1
Models:Trade: Revert trade open_rate update. 2022-05-05 12:18:19 +03:00
Matthias 1a37c6ff42 Bump ccxt to 1.81.43
fixes bug in okx live liquidation pricing
2022-05-05 07:05:00 +02:00
eSeR1805 ae01afdd0f
Models:Trade: Fix open_rate updates. 2022-05-04 22:05:53 +03:00
eSeR1805 496bf84e3a
Merge branch 'develop' into feat_readjust_entry 2022-05-04 21:43:41 +03:00
eSeR1805 dbecc097df
Models:Trade: Update trade open_rate based on lastest order. 2022-05-04 21:34:45 +03:00
Mark Regan ce035a5947
Add bot_loop_start() call in plotting.py
plotting.py was missing a call to strategy.bot_loop_start() resulting in strategies using this callback to not work.

Made changes and confirmed plotting now works for strategies using bot_loop_start() callback.

LMK if anything else needed for PR.
2022-05-03 23:34:12 +01:00
Matthias 2705096ce6
Merge pull request #6777 from freqtrade/fix/contractsizefee
Fix fee handling for futures trades
2022-05-03 20:34:37 +02:00
Matthias 091cb4fb8d Reduce no stake amount verbosity
closes #6768
2022-05-03 19:42:17 +02:00
Matthias eb996a152a Fix fee handling for futures trades 2022-05-03 19:06:17 +02:00
Matthias 88c8fe5570
Merge pull request #6715 from nicolaspapp/feat/relative-drawdown
Add relative drawdown
2022-05-02 21:09:14 +02:00
Matthias 3f64c6307f Maintain compatibility with old backtest results 2022-05-02 20:01:44 +02:00
Matthias 1e2523af61 Fix some assumptions on the data
available_capital is not guaranteed to be available, while dry-run-wallet is.
2022-05-02 19:44:14 +02:00
eSeR1805 52d510c331
Merge branch 'develop' into feat_readjust_entry 2022-05-02 18:30:05 +03:00
eSeR1805 4c74601073
Freqtradebot: Cleanup stray debug messages. 2022-05-02 18:22:41 +03:00
eSeR1805 59397cdd19
Freqtradebot: Fix full cancel logging location. 2022-05-02 18:09:28 +03:00
Matthias 2a6efab8a2 Don't use deprecated abstractclassmethod decorator 2022-05-02 06:24:52 +00:00
eSeR1805 04c51d2d1a
Merge branch 'develop' into feat_readjust_entry 2022-05-01 21:42:15 +03:00
Nicolas Papp f9244aad92 Fix on max drawdown formula to match tests 2022-05-01 12:25:53 -03:00
eSeR1805 4e43194dfe
BT: Refactor open order management. 2022-05-01 18:06:20 +03:00
Matthias 582e30bca6
Merge pull request #6716 from freqtrade/pairlocks_direction
Pairlocks direction
2022-05-01 17:04:20 +02:00
Matthias 910addd02b
Merge pull request #6753 from freqtrade/download_prepend
Download prepend
2022-05-01 15:15:16 +02:00
Matthias 995c48b642 Merge branch 'develop' into pairlocks_direction 2022-05-01 14:59:04 +02:00
eSeR1805 9d205132d0
Revert unintended comment change. 2022-05-01 12:10:11 +03:00
eSeR1805 8c19953cdd
Quick exit when order should be maintained. 2022-05-01 12:08:19 +03:00
Matthias 53a2f55cf0 Merge branch 'develop' into pr/nicolaspapp/6715 2022-05-01 10:03:10 +02:00
Matthias d5fc923dcb Properly validate stoploss existence for optimize commands
closes #6740
2022-05-01 09:53:46 +02:00