Commit Graph

10301 Commits

Author SHA1 Message Date
Antonio Della Fortuna 534aa8f7ff Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
# Conflicts:
#	freqtrade/optimize/backtesting.py
2023-01-11 18:55:57 +01:00
Matthias f677dea6a4
Merge pull request #7950 from freqtrade/freqai_feature_engineering_functions
FreqAI Strategy - Improve user experience
2023-01-10 20:04:53 +01:00
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
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