Commit Graph

7977 Commits

Author SHA1 Message Date
Matthias 45c03f1440 Docstrings are evaluated, while comments are not 2022-02-09 07:02:44 +01:00
Matthias 4e2f06fe9c Simplify band-aid code 2022-02-09 06:48:26 +01:00
Matthias 6191288ff9 Add test for NaT problematic 2022-02-09 06:36:17 +01:00
Matthias 1d10d2c87c Okex -> okx 2022-02-08 19:45:39 +01:00
Matthias 172e018d2d Add probit to list of non-working exchanges
closes #6379
2022-02-08 19:21:27 +01:00
Matthias dcf8ad36f9 Backtesting should not allow unrealistic (automatic-filling) orders. 2022-02-08 19:12:01 +01:00
Joe Schr 926b017981 Fix freqUI charts not displaying when dtype(datetime) column has NaT values
fix dataframe_to_dict() issues by replacing NaT empty string and
prepare for proper `.replace({NaT})` fix
2022-02-08 17:09:37 +01:00
Joe Schr 118ae8a3d0 Fix api_schemas/json_encoders by manually converting NaT values to empty Strings
makes import of datetime columns more robust by first checking
if value is null because strftime can't handle NaT values

use `isnull()` because it handles all NaN/None/NaT cases
2022-02-08 17:09:29 +01:00
Matthias b192c82731 Only call "custom_exit_price" for limit orders 2022-02-08 07:10:54 +01:00
Matthias 535bbd681f
Merge pull request #6362 from ediziks/add-profit-drawdown-hypeloss
Add ProfitDrawdownHyperoptLoss method
2022-02-07 19:37:35 +01:00
Matthias 036c2888b4 Track timedout entry/exit orders 2022-02-07 18:49:30 +01:00
zx 4bce64b427 commented method deletition 2022-02-07 14:12:07 +01:00
Sam Germain 33b04b1992 deleted outdated todos 2022-02-07 02:47:18 -06:00
zx 7811a36ae9 max_drawdown_abs calc fix & .DS_Store deletition 2022-02-07 07:44:13 +01:00
zx 8cdb6e0774 DRAWDOWN_MULT back to a higher value as built-in for safer HOs first 2022-02-07 06:31:16 +01:00
zx 2893d0b50d proper var name 2022-02-07 06:22:27 +01:00
Stefano Ariestasia 099a03f190 flake8 2022-02-07 01:52:59 +00:00
Stefano Ariestasia 6d91a5ecbd Change "buy" and "sell" to "entry" and "exit" 2022-02-07 01:40:05 +00:00
zx 7d3b80fbde isort fix and leftover cleaning 2022-02-06 21:09:40 +01:00
Matthias fe33b86308
Merge pull request #6360 from stash86/pos_adjust
Hide some lines for /status when a trade is closed
2022-02-06 17:08:37 +01:00
zx 6b5f63d4d6 change profit_ratio by profit_abs 2022-02-06 16:28:01 +01:00
Matthias 5eb5029856 Performancefilter - improve sorting
Ordering of Pairs without history should remain identical, so pairs with
positive performance move to the front, and negative pairs move to the back.

closes #4893
2022-02-06 16:19:11 +01:00
zx 0b01fcf047 Add ProfitDrawdownHyperoptLoss method 2022-02-06 15:40:54 +01:00
Matthias 303b12efd8
Merge pull request #6273 from freqtrade/pg_migrations
Update database migrations for PG and mariadb
2022-02-06 14:39:02 +01:00
Matthias da73e754b4 Explicit map coingecko symbol to ID for bnb and sol
closes #6361
2022-02-06 14:20:09 +01:00
Matthias 644442e2f9 Track timedout orders 2022-02-06 13:37:31 +01:00
Matthias 17d748dd4c Improve handling of left_open_trades 2022-02-06 13:19:00 +01:00
Stefano Ariestasia 2a3ab1ef61 1 more line to be hidden 2022-02-06 07:08:27 +00:00
Stefano Ariestasia 4cf514e293 fix flake8 2022-02-06 03:16:56 +00:00
Stefano Ariestasia 131b2d68d8 reduce complexity (flake8) 2022-02-06 03:04:23 +00:00
Stefano Ariestasia 0477070faa hide some lines if trade is closed 2022-02-06 02:49:02 +00:00
Stefano Ariestasia c4a54cc9cd refinement of status 2022-02-06 02:31:14 +00:00
Stefano Ariestasia cfaf13c90f update 2022-02-06 02:21:16 +00:00
Sam Germain e0d42ad9a7
Update backtesting.py 2022-02-05 18:29:48 -06:00
Matthias 808cefe526 Update order_selection logic 2022-02-05 16:28:47 +01:00
Matthias 9bf86bbe27 Extract backtesting row validation to separate function 2022-02-05 16:28:47 +01:00
Matthias 58fad72778 Update wallets when necessary
closes #6321
2022-02-05 16:28:47 +01:00
Matthias 4ea79a32e4 Use Order object for ft_timeout check 2022-02-05 16:28:47 +01:00
Matthias 1e603985c5 Extract backtesting order cancelling 2022-02-05 16:28:47 +01:00
Matthias 6637dacd7f Extract protections in backtesting 2022-02-05 16:28:47 +01:00
Matthias 7ac44380f7 Extract backtest order closing to models class 2022-02-05 16:28:46 +01:00
Matthias 090554f197 Try fill backtest order imediately for adjusted order 2022-02-05 16:28:21 +01:00
Matthias f4149ee462 Force ROI to be within candle 2022-02-05 16:28:21 +01:00
Matthias 44e616c264 Add unfilledtimeout to required props for backtesting 2022-02-05 16:28:21 +01:00
Matthias 49cecf1cb2 Small cosmetic fix 2022-02-05 16:28:21 +01:00
Rokas Kupstys 9140679bf4 Backtest order timeout continued. 2022-02-05 16:28:21 +01:00
Rokas Kupstys 15698dd1ca Fix errors so it runs, implement timeout handling. 2022-02-05 16:28:21 +01:00
Matthias f7a1cabe23 Add first version to fill orders "later" in backtesting 2022-02-05 16:28:21 +01:00
Matthias c12e5a3b6c Initial idea backtesting order timeout 2022-02-05 16:28:21 +01:00
Matthias 6ed237a72a
Merge pull request #6272 from stash86/fix-docs
Add more info on Telegram's status message
2022-02-05 16:22:45 +01:00
Sam Germain 8b57827676 exchange.get_max_pair_stake_amount hard set leverage to 0 2022-02-04 14:26:15 -06:00
Joe Schr 761f7fdefb fix: linter 2022-02-04 13:14:55 +01:00
Joe Schr e84a58de28 fix: don't use different configuration keys, just add as 2nd argument 2022-02-04 12:47:13 +01:00
Joe Schr a3e045f69d Plotting: add alias `--backtest-filename` for `--export-filename`
makes it easier to discover how to use this argument
2022-02-04 12:47:13 +01:00
Sam Germain dc6cb445fd Merge branch 'feat/short' into max-amount 2022-02-04 04:42:38 -06:00
Sam Germain 1824ee6b73 removed TODO 2022-02-04 04:41:41 -06:00
Sam Germain e7d71d01c0 removed plotting todo 2022-02-03 20:39:47 -06:00
Sam Germain 3ee2b7978c wallets.validate_stake_amount added param max_stake_available 2022-02-03 20:33:16 -06:00
Sam Germain 30c476e3c1 freqtradebot.get_valid_enter_price_and_stake gets min of stake_amount and max_stake_amount before calling wallets.validate_stake_amount 2022-02-03 20:33:16 -06:00
Sam Germain a50f4d2c57 Exchange.createOrder added * as second param 2022-02-03 20:33:16 -06:00
Sam Germain 16c2d54482 updated margin_modes 2022-02-03 20:33:16 -06:00
Sam Germain 7465037906 freqtradebot.execute_entry test for too high stake amount 2022-02-03 20:33:16 -06:00
Sam Germain 8c680d75b9 moved max_stake_amount check for None to exchange.get_max_pair_stake_amount 2022-02-03 20:33:16 -06:00
Sam Germain 6b6b35ac1c check for max stake limit in freqtradebot and backtesting 2022-02-03 20:33:04 -06:00
Sam Germain 55d91f018f exchange._get_stake_amount_limit (merged min_pair_stake_amount and get_max_tradeable amount) 2022-02-03 20:33:04 -06:00
Sam Germain ff5fffefb4 exchange.get_max_amount_tradable looks at cost also 2022-02-03 20:33:03 -06:00
Sam Germain 6e8420914e removed unnecessary CCXT checks in exchange.get_min_pair_stake_amount 2022-02-03 20:33:03 -06:00
Sam Germain 64ad810445 Revert "moved get_max_leverage to get_min_pair_stake_amount"
This reverts commit 90e48d5b98bcfb1452aa818a3274745eac395712.
2022-02-03 20:33:03 -06:00
Sam Germain 73319a74d3 moved get_max_leverage to get_min_pair_stake_amount 2022-02-03 20:33:03 -06:00
Sam Germain f3b42b0ef3 wrote exchange.get_max_amount_tradable 2022-02-03 20:33:03 -06:00
Sam Germain de557f1386 models.update removed TODO-lev 2022-02-03 17:48:34 -06:00
Sam Germain 99b8a8ca79 Revert "plot.generate_candlestick_graph Added short equivelent, separating plotting scatter creation to a function"
This reverts commit 0abba7f9b7299ba3c45df6a2ba6e35ad6a19c5a0.
2022-02-03 17:48:34 -06:00
Sam Germain 84dea0339b Added todo to freqtradebot._safe_exit_amount 2022-02-03 17:48:34 -06:00
Sam Germain edc0e9c75f backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def 2022-02-03 17:48:34 -06:00
Sam Germain 1f74cfe841 plot.generate_candlestick_graph Added short equivelent, separating plotting scatter creation to a function 2022-02-03 17:48:34 -06:00
Sam Germain a31cf236e4 freqtradebot._safe_exit_amount, no _safe_exit_amount is needed for futures 2022-02-03 17:48:34 -06:00
Sam Germain d5376c2c89 wrote freqtradebot.test_leverage_prep 2022-02-03 17:48:33 -06:00
Sam Germain 977f87659c edited backtesting._get_sell_trade_entry TODO: removed "Other fees" 2022-02-03 17:48:33 -06:00
Sam Germain 73d10b5c02 backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures 2022-02-03 17:48:33 -06:00
Sam Germain 64bfa118e0 freqtradebot.handle_cancel_enter todo - Check edge cases, we dont want to make leverage > 1.0 if we dont have to 2022-02-03 17:48:33 -06:00
Sam Germain bc6614df2d fixed failing tests in tests/commands/test_commands.py by adding NONE='' option to MarginMode 2022-02-03 17:48:33 -06:00
Sam Germain f58b92bb86 exchange.create_order removed default for leverage 2022-02-03 17:48:08 -06:00
Matthias f8faf748df Simplify prepare_buy_details 2022-02-03 19:47:03 +01:00
Matthias 1e6362debf Add test for new /status telegram message 2022-02-03 19:41:45 +01:00
Matthias 29879bb415 Update wording to entry/exit 2022-02-03 19:11:35 +01:00
Matthias a733a74dd9
Merge pull request #6294 from xataxxx/health
/health api and telegram commands to return last processing time
2022-02-02 19:53:45 +01:00
Matthias a4e1aaa9bd
Merge pull request #6307 from freqtrade/bt_shift
Remove shift in analyzed dataframe columns
2022-02-02 19:52:10 +01:00
Sam Germain 179947fa72
New config (#6333)
* updated new-config to add trading_mode and margin_mode

* added trading_mode and margin_mode to config examples

* added okex config example

* new file:   config_examples/config_binance_futures.example.json

* removed trading_mode and margin_mode from base_config and binance and okex example

* deleted okex and futures config files

* updated full config file

* updated new-config command to add trading_mode and margin_mode to config

* new file:   config_examples/config_okex_futures.example.json

* removed config_okex_futures.example.json

* added trading_mode to test_start_new_config

* new-config asks exchange before asking futures

* Simplify trading_mode selection

* margin_mode is empty string for spot new configs

* build_config_commands sorted exchanges

* isort

Co-authored-by: Matthias <xmatthias@outlook.com>
2022-02-02 14:46:44 +01:00
Matthias 0058abcc2d Fix crash when no min-stake-amount could be determined 2022-02-02 12:20:05 +01:00
Sam Germain a741356d65 okex._lev_prep, removing rounding from default set_leverage 2022-02-02 00:28:57 -06:00
Sam Germain 8e51360f75 exchange._set_leverage rounds leverage 2022-02-02 00:09:58 -06:00
Sam Germain 8a64f6a27f exchange.set_margin_mode param swap 2022-02-02 00:09:53 -06:00
Sam Germain 386be2d889 set reduceOnly for futures exit orders 2022-02-02 00:08:50 -06:00
Sam Germain b3477c4802 _api.fetch_funding_history argument pair->symbol 2022-02-02 00:08:50 -06:00
Matthias ac04d5852a change to margin_mode also in documentation 2022-02-02 06:41:42 +01:00
Sam Germain 30519aa3be Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs 2022-02-01 13:05:40 -06:00
Matthias 64d0c75bbb Fix deprecation warnings 2022-02-01 19:11:51 +01:00
Matthias 45e533fc3e Add leverage/short properties to api responses 2022-02-01 07:08:43 +01:00
Matthias 7dd50f78cf Small finetuning improving a comment 2022-02-01 06:37:13 +01:00
Sam Germain fc15e14707 Merge branch 'feat/short' into isolated-liq 2022-01-31 14:22:01 -06:00