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9041 Commits

Author SHA1 Message Date
robcaulk 4141d165ff add BaseTensorFlowModel class 2022-07-12 19:10:09 +02:00
robcaulk ef409dd345 Add ground work for TensorFlow models, add protections from common mistakes 2022-07-12 18:09:17 +02:00
Robert Caulk fea63fba12 Fix saving/loading historic predictions 2022-07-12 10:12:50 +02:00
Robert Caulk 8ce6b18318 start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available. 2022-07-11 22:01:48 +02:00
Matthias 0669d93f56
Merge pull request #7068 from freqtrade/ccxt_ordertype_validations 
Ccxt ordertype validations
 2022-07-11 19:41:05 +02:00
Matthias 5c164efdb6 Also check for createLimitOrder as optionals 2022-07-11 16:09:12 +02:00
Matthias f9d3775d4c Move "candle" logic for message to telegram 
this avoids calling this method unless necessary
 2022-07-11 14:09:39 +02:00
Matthias 9a3a2f9013 Simplify adding candle to message 2022-07-11 13:55:32 +02:00
Matthias 8e8f026ea7 Telegram candle message should be configurable 2022-07-11 12:14:19 +02:00
Matthias ed03ef47ef Merge branch 'develop' into pr/SurferAdmin/6916 2022-07-11 11:49:22 +02:00
Matthias ec3179156c Revert unwanted changes. 2022-07-11 11:48:24 +02:00
Matthias 3fc92b1b21 Create BaseRegression model - designed to reduce code duplication across currently available models. 2022-07-11 11:33:59 +02:00
Matthias 6ac1aa15f5 Reenable ccxt order checks 2022-07-11 10:36:19 +02:00
Matthias 523d8a84a8 skip "supports market order" for now until CCXT fixes their assignemnt bugs. 2022-07-11 10:22:51 +02:00
Matthias 7d6b3d0e02 Update hyperopt param docs to be clear that non-conclusive parameters will be ignored 2022-07-11 08:17:16 +02:00
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