fd3afdc230
plot-profit should use absolute values
2021-04-25 10:10:09 +02:00
e855530483
hdf5 handler should include the end-date
2021-04-24 20:26:37 +02:00
406c1267a2
Remove superfluss space
2021-04-22 20:01:08 +02:00
09efa7b06b
Add --new-pairs-days parameter for download-data command.
...
This parameter allows us to customize a number of days we would like to download for new pairs only. This allows us to achieve efficient data update, downloading all data for new pairs and only missing data for existing pairs. To do that use `freqtrade download-data --new-pairs-days=3650` (not specifying `--days` or `--timerange` causes freqtrade to download only missing data for existing pairs).
2021-04-22 10:07:13 +03:00
9b23be4021
Return a copy from `current_whitelist`
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this avoids manipulating of the pair whitelist from within a strategy
2021-04-13 06:49:53 +02:00
50fcb3f330
Reduce verbosity of missing data if less than 1% of data is missing
2021-03-30 07:26:39 +02:00
89bbfd2324
Remove candle_count from dataframe before backtesting
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closes #3754
2021-03-29 20:26:54 +02:00
53a57f2c81
Change some types
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Fix types of new model object
2021-02-27 09:33:00 +01:00
aed23d55c2
Add starting balance to profit cumsum calculation
2021-02-27 09:33:00 +01:00
0d2f877e77
Use absolute drawdown calc
2021-02-27 09:32:59 +01:00
5c263c7ffd
add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed
2021-02-14 19:41:12 +01:00
2c80388b40
Fix valueerror in case of empty array files
2021-02-01 06:28:49 +01:00
5724371a4f
Fix types for numpy 1.20.0 upgrade
2021-01-31 11:21:23 +01:00
ea0ffbae73
use profit_ratio in calculate_cum_profit
2021-01-29 19:06:57 +01:00
789a980a30
Fix tests for new export format
2021-01-24 19:42:32 +01:00
deb8432d33
Streamline trade to dataframe conversion
2021-01-24 08:58:41 +01:00
0d4cf32086
Slightly adapt to pandas incompatibility
2020-12-28 09:50:48 +01:00
ceb50a7807
use exception handler when downloading data
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closes #3992
2020-11-25 07:57:27 +01:00
e8e3ca0c3c
Catch ValueError from trade_conversion
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closes #3967
2020-11-21 10:57:19 +01:00
83861fabde
Fix #3967 , move TradeList type to constants
2020-11-21 10:52:15 +01:00
52c9a2c37f
Convert np to None when loading hdf5 trades to allow duplicate detection
2020-11-19 07:31:54 +01:00
887d78171c
Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp
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Convert timestamp to int_timestamp for all arrow occurances
2020-11-02 16:40:43 +01:00
78874fa865
informative_pairs does not honor dataformat
2020-10-31 10:53:51 +00:00
adffd402ea
Replace some pointless occurances of arrow
2020-10-20 20:11:38 +02:00
8cdc795a44
Rename persistence.init to init_db
2020-10-16 08:15:18 +02:00
6977ffdbf9
Merge branch 'develop' into isort_config
2020-09-28 20:21:55 +02:00
253b7b763e
Apply isort to freqtrade codebase
2020-09-28 19:40:46 +02:00
6e70ae6e95
Improve code quality
2020-09-27 19:40:55 +02:00
3cb1a9a5a9
Support loading results from a specific hyperopt history file
2020-09-27 17:03:30 +02:00
c42a924df8
Load latest file
2020-09-27 16:50:42 +02:00
77d0189695
Remove not needed argument in update_trade_state
2020-09-19 09:37:11 +02:00
38c52c7eee
Merge pull request #3626 from freqtrade/feat/hdf5
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Introduce HDF5 Datahandler
2020-08-31 16:10:24 +02:00
284d39930f
Allow using pairlists through dataprovider in backtesting
2020-08-30 10:07:28 +02:00
309ea1246a
Update config to use single quotes
2020-08-26 20:52:09 +02:00
4eb17b4daf
Remove unneeded function
2020-08-18 15:20:37 +02:00
87e4a82041
Merge branch 'develop' into bt_add_maxdrawdown
2020-08-09 08:34:36 +02:00
bad89307dd
Fix mypy error
2020-07-25 17:19:41 +02:00
119bf2a8ea
Document hdf5 dataformat
2020-07-25 17:06:58 +02:00
0a28818b46
Add some tests for hdf5
2020-07-24 19:37:37 +02:00
861e7099cc
Rename hdf5handler to hdf5DataHandler
2020-07-24 19:23:37 +02:00
3171ad33b7
Add blosc compression
2020-07-24 17:44:29 +02:00
0f08addfbe
Don't store empty arrays
2020-07-24 17:37:07 +02:00
31df42e737
Implement get_available_data
2020-07-24 17:31:43 +02:00
d4540c846a
Add trades_load method
2020-07-23 19:33:23 +02:00
55591e287c
First version of hdf5handler - no proper support for trades yet
2020-07-23 19:33:23 +02:00
b035d9e267
Update return type comment
2020-07-12 10:23:09 +02:00
d4fc52d2d5
Add tests for ohlcv_get_available_data
2020-07-12 09:56:46 +02:00
422825ea1b
Add ohlcv_get_available_data to find available data
2020-07-12 09:50:53 +02:00
d56f9655e2
Update notebook with new statistics example
2020-07-03 07:20:43 +02:00
d999fa2a7e
Test autogetting result filename
2020-07-03 06:58:27 +02:00
7c5587aeaa
exportfilename can be a file or directory
2020-07-03 06:58:27 +02:00
2ed808da1f
Extract .last_result.json to constant
2020-07-03 06:58:27 +02:00
afefe92523
Add multi-strategy loading logic
2020-07-03 06:58:27 +02:00
c13ec4a1d4
implement fallback loading for load_backtest_data
2020-07-03 06:58:27 +02:00
04eaf2c39c
Add test for get_last_backtest_Result
2020-07-03 06:58:27 +02:00
7727292861
Rename duration to trade_duration
2020-07-03 06:58:27 +02:00
af9a9592b7
Remove unnecessary statement
2020-07-03 06:58:27 +02:00
dacb40a976
Add get_latest_backtest_filename
2020-07-03 06:58:27 +02:00
b068e7c564
Rename open_time and close_time to *date
2020-07-03 06:58:27 +02:00
415853583b
Save backtest-stats
2020-07-03 06:58:27 +02:00
5fce7f3b22
Add market Change
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closes #2524 and #3518
2020-07-03 06:58:27 +02:00
c2a6f70b4c
Merge branch 'develop' into keep_dataframe_noapi
2020-06-30 07:46:52 +02:00
bf61bc9d83
Introduce ExchangeError
2020-06-28 16:01:40 +02:00
676006b99c
--dl-trades should also support increasing download span
...
(by downloading the whole dataset again to avoid missing data in the
middle).
2020-06-24 17:40:23 +02:00
ab9382434f
Add test for get_analyzed_dataframe
2020-06-18 06:50:06 +02:00
8166b37253
Explicitly check if dp is available
2020-06-18 06:50:06 +02:00
9794914838
store dataframe updated as tuple
2020-06-18 06:50:05 +02:00
fd97ad9b76
Cache analyzed dataframe
2020-06-18 06:50:05 +02:00
a3506f4d8e
Merge branch 'develop' into timeframe
2020-06-15 06:35:55 +02:00
3f9ab0846d
Rename profitperc to profit_percent
2020-06-07 15:39:59 +02:00
f4c2bb1346
Fix crash in #3404
2020-06-02 19:37:08 +03:00
f9bb1a7f22
Update more occurances of ticker_interval
2020-06-02 10:02:55 +02:00
cadc50ce9b
Replace more occurances of ticker_interval with timeframe
2020-06-01 20:49:40 +02:00
16cd1f06b2
Rename get_order_book to fetch_l2_order_book (aligning to ccxt)
2020-05-26 20:27:35 +02:00
046202fdda
Fix typing circular dependency
2020-05-22 20:56:34 +02:00
1a984ac677
Explicitly raise ValueError if trades are empty
2020-05-21 07:12:53 +02:00
115586a50f
Introduce freqtrade.typing
2020-05-18 21:59:50 +03:00
627c5059f0
Move create_pair_list to pairlistmanager
2020-05-18 13:54:21 +03:00
5f2a871637
Add missing module
2020-05-16 17:15:58 +03:00
e7c11ed2cf
Fix fetching timeframe (failed in backtesting)
2020-05-16 12:27:56 +03:00
f8b01f5a43
Make flake happy
2020-05-16 12:27:56 +03:00
035a12ce61
Move _create_pair_whitelist to dataprovider
2020-05-16 12:27:56 +03:00
bf25746965
Introduce datatype for informative pairs
2020-05-16 12:27:56 +03:00
aae096c6ae
Handle fetching ticker for non-existing pair safe way
2020-05-14 13:36:48 +03:00
3079e18239
Merge branch 'develop' into dataprovider-add-ticker
2020-05-14 13:22:52 +03:00
b4d2433fc1
Merge pull request #3267 from GrilledChickenThighs/develop
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Method for accessing current pairlist inside strategy.
2020-05-13 21:29:39 +03:00
d86855f2f3
Merge pull request #3129 from freqtrade/trades_to_list
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convert dl-trades datadownload to list
2020-05-13 09:41:26 +02:00
9fbe135790
attached pairlist manager onto dataprovider init for unified access to dynamic whitelist
2020-05-11 20:17:03 +04:00
bc9efc31ad
Added Method for accessing current pair list on initialization for dynamic informative pairs
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moved import into function to avoid circular import with hyperopt
2020-05-11 19:45:15 +04:00
63b55658ac
Add ticker to dataprovider
2020-05-01 05:11:30 +03:00
7aba9bc62a
Update freqtrade/data/converter.py
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Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-04-17 06:22:25 +02:00
f2b1802666
Merge pull request #3137 from freqtrade/fix_maxdrawdown
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[minor] Fix maxdrawdown
2020-04-14 16:03:25 +03:00
ddf37ef059
Add test to demonstrate that the dataframe is not changed
2020-04-14 08:02:42 +02:00
4ee0cbb575
Reset index to correctly gather index
2020-04-12 10:40:02 +02:00
20abb379aa
trim trades to the available ohlcv data before plotting profits
2020-04-06 15:54:17 +02:00
41d5c40f10
Correctly test drawdown plot
2020-04-05 14:44:44 +02:00
e204170eb6
Fix max_drawdown bug finding low before high!
2020-04-05 14:29:40 +02:00
9d7ad23d42
Fix test leakage
2020-04-02 08:20:50 +02:00
eab6c9c5f2
Fix message
2020-04-01 20:50:00 +02:00
0d51383b57
Format logmessages correctly
2020-04-01 20:31:21 +02:00
ba03d96961
Test 5s offset on since
2020-04-01 20:04:36 +02:00
ff9caf790b
remove trade duplicates in datahandler
2020-04-01 19:45:46 +02:00
0506caf986
Implement trades_remove_dulicates
2020-04-01 19:45:38 +02:00
bac0eaab03
fix convert to ohlcv
2020-04-01 19:45:35 +02:00
d76bb1ccf4
Use List of Lists instead of list of Dicts for trades data
2020-04-01 19:45:21 +02:00
1659ddcc5d
Add conversion function from fetch_trades to list
2020-04-01 19:45:21 +02:00
3e1bef888a
Fix flake8 error
2020-03-18 19:40:13 +01:00
0920d6fce4
Update freqtrade/data/btanalysis.py
...
Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-03-18 11:01:09 +01:00
8c33e07dc6
Update based on comments
2020-03-15 21:20:32 +01:00
57ff3ff450
Merge branch 'develop' into plot-trades
2020-03-15 13:31:00 +03:00
0f1640bed4
convert exportfilename to Path when config parsing
2020-03-15 09:39:45 +01:00
27faf12fde
Fix if no file exists
2020-03-14 22:15:03 +01:00
59fadabb5b
Fix merging
2020-03-13 20:26:14 +03:00
51f52c8609
Merge branch 'develop' into no-ticker-2
2020-03-13 16:43:52 +03:00
6f67b8d9b9
iCheck after clean_dataframe, too
2020-03-12 19:50:46 +01:00
129a88d5da
Extract emptyness check to it's own method
2020-03-11 19:53:28 +01:00
3eaae4661d
check again for emptiness after trimming dataframe
2020-03-09 17:51:21 +01:00
3208faf7ed
Do not use ticker where it's not a ticker
2020-03-08 20:47:02 +03:00
9d8970a76b
Add test and formatting to drawdown
2020-03-03 20:23:44 +01:00
33a63562cb
make drawdown function less restrictive
2020-03-03 07:23:38 +01:00
e050511ddc
Add test for max_drawdown calculation
2020-03-03 07:20:41 +01:00
3479f7d986
Add max_drawdown function
2020-03-03 07:15:03 +01:00
e2e6b940a3
copy=False does not make the changes inline anyway, so not needed
2020-02-22 19:54:19 +03:00
c651e0ac82
Fix #2948
2020-02-22 19:46:40 +03:00
3186add87b
Use explicit column list for float parsing
2020-02-22 14:46:54 +01:00
7ecc56fa44
Load ohlcv data as float
2020-02-22 13:10:41 +01:00
d65a06947d
Merge branch 'develop' into data_handler
2020-02-09 15:16:43 +01:00
f3d500085c
Add some type hints
2020-02-02 07:00:40 +03:00
41945138ac
Converting pairs from filename to pair corrected
2020-01-05 13:35:36 +01:00
4eaaec9d1a
Implement pair_to_filename to datahandler
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includes tests - taken from #2744 and modified to adapt to new structure
2020-01-05 10:36:08 +01:00
f82c4346b6
data conversion, not data conversation
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* we're not talking to the data yet ...
2020-01-05 09:55:02 +01:00
2409261cb7
Merge branch 'develop' into data_handler
2020-01-04 11:36:27 +01:00
2c8e8d8ef6
Align columns for btanalysis loading
2020-01-02 09:51:47 +01:00
699c0d6bc3
Merge branch 'develop' into data_handler
2019-12-30 19:40:43 +01:00
1ffda29fd2
Adjust improts to new exception location
2019-12-30 15:02:17 +01:00
814cc20c6b
Remove potential circular import
2019-12-28 19:58:41 +01:00
f4a532ef6d
Pass format to load_data
2019-12-28 14:57:39 +01:00
ae1b28aab7
Remove get_datahandlerclass from package exposes
2019-12-28 14:32:11 +01:00
66d18575a7
Implement abstract interface
2019-12-28 11:10:31 +01:00
9e4fc00a0f
Add test for convert_ohlcv
2019-12-28 11:03:06 +01:00
28787a001c
Move convert functions to convert module
2019-12-28 11:02:34 +01:00
6860491189
Rename datahandler module to history module
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Also move previous history.py into this module - so everything is
bundled
2019-12-28 11:01:42 +01:00
9c5b94adf5
Pass data_format to methods
2019-12-28 11:01:42 +01:00
d65c1eea7a
Add some tests for datahandler
2019-12-28 11:01:42 +01:00
8a030e7fc0
Use exists instead of is_file
2019-12-28 11:01:42 +01:00
a3144cb2f0
remove trim_tickerlist
2019-12-28 11:01:42 +01:00
d1b52809ac
Cleanup history
2019-12-28 11:01:41 +01:00
d06777b8ce
Remove old "load_cached_data" method
2019-12-28 11:01:41 +01:00
7a6476c9ba
Update tests
2019-12-28 11:01:41 +01:00
df085a6f15
Fix small bug and test
2019-12-28 11:01:41 +01:00
Matthias
Rokas Kupstys
Florian Reitmeir
Matthias Spiller
hroff-1902
hroff-1902
Paul D. Mendes
orehunt
Fredrik81