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10457 Commits

Author SHA1 Message Date
Matthias
9286cbed86 add partial Docstring to backtesting enter_trade 2023-01-29 11:02:31 +01:00
Matthias
7029b9602c Merge branch 'develop' into bybit 2023-01-27 20:30:05 +01:00
Matthias
020dc3c6e1 filled-date shouldn't update again 2023-01-27 20:21:29 +01:00
Matthias
fa033965c8 use "swap" for bybit 2023-01-27 19:34:29 +01:00
Matthias
1431f7cc3e Set position mode to one-way on startup 2023-01-26 19:54:35 +01:00
Matthias
73ef1d5191 Improve exception wording on binance 2023-01-26 19:53:14 +01:00
Matthias
c12fb1a49c bybit: Some final cleanup 2023-01-24 20:12:50 +01:00
Matthias
25fa6bee74 Override get_funding_fees for bybit 2023-01-24 07:21:56 +01:00
Matthias
3a83427f92 Add Bybit stoploss support 2023-01-24 07:21:56 +01:00
Matthias
c2b33a0f58 Fix set-leverage function sig 2023-01-24 07:21:56 +01:00
Matthias
7a18e96042 bybit: hot-fix funding fees (temporary - must be changed) 2023-01-24 07:21:56 +01:00
Matthias
f681ce9139 Allow margin and leverage setting failures 
(this is important when an exchange "fails" a request if the setting didn't change).
 2023-01-24 07:21:56 +01:00
Matthias
31745a9dc2 bybit: Initial implementation liquidation calculation 2023-01-24 07:21:56 +01:00
Matthias
752110a268 Add online tests for bybit 2023-01-24 07:21:56 +01:00
Matthias
34e7433844 Add leverage to dry-run liquidation price calculation 2023-01-24 07:21:56 +01:00
Matthias
3192af8df8 Limit bybit futures markets to USDT 2023-01-24 07:21:56 +01:00
Matthias
63c732a560 Bybit futures data download 2023-01-24 07:21:56 +01:00
Matthias
6c0fa0dc1f Fix typo in docstring 2023-01-24 07:21:43 +01:00
Matthias
8108a48f39 Follow PEP 484 - no implicit optionals 2023-01-21 20:01:56 +01:00
Matthias
bb355cfac5 improve naming of backtest function 2023-01-21 19:46:27 +01:00
Matthias
80bb120026 Simplify backtesting by removing now unnecessary private function 2023-01-21 18:01:01 +01:00
Matthias
89eb1b0084 funding-fees need to be recalculated for detailed timeframes, too. 
closes #7978
 2023-01-21 17:47:37 +01:00
Matthias
772800bf74 Fix bug in stake_amount adjustment 
This was preventing a DCA order to take the remaining stake
 2023-01-21 08:52:10 +01:00
Matthias
81349c2a03 Remove edge section from config template 2023-01-19 19:57:34 +01:00
Matthias
2298656e45 Bump api_version to 2.23 2023-01-18 18:15:14 +01:00
Matthias
3216a05a9e Enable plot_config to work in webserver mode 
(requires strategy argument)
 2023-01-18 18:15:07 +01:00
Matthias
da0992f859 add Config typehint in rpc 2023-01-18 06:45:31 +01:00
Matthias
4aaa439221
Merge pull request #7976 from adarkforce/max-open-trades 
Hyperopt Max open trades
 2023-01-17 20:41:48 +01:00
Matthias
c8ecedf6d5 Clarify a variable via typehint 2023-01-17 20:05:18 +01:00
Matthias
6a4fc33c30 Remove <3.8 bandaid 2023-01-17 19:46:56 +01:00
Matthias
7713f343a9 Bump ccxt to 2.6.26 
closes #8032
 2023-01-17 06:46:49 +01:00
Antonio Della Fortuna
5e10bb2cca Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-16 20:19:46 +01:00
Matthias
81eb9ebc6e
Merge pull request #8031 from froggleston/eea_grp5 
Add a new analysis group to output stats grouped by exit_tag
 2023-01-16 15:50:47 +01:00
Matthias
8cfa5934db Catch AttributeError when importing modules 
closes #8023
 2023-01-16 13:54:25 +00:00
froggleston
813724bd82 Add a new analysis group to output stats grouped by exit_tag 2023-01-16 13:28:40 +00:00
Matthias
0296061e49 Fix version comparison to use packaging.version 2023-01-16 06:54:29 +01:00
Matthias
270eed7e14 Fail if detecting invalid ccxt version for binance futures 2023-01-15 19:38:50 +01:00
Antonio Della Fortuna
ab12aace5f changed trades_space to max_open_trades_space 2023-01-15 11:50:40 +01:00
Antonio Della Fortuna
5e64980319 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-15 11:44:35 +01:00
Antonio Della Fortuna
b0f1d914c8 Changed max_open_trades type to int or inf 2023-01-15 11:44:10 +01:00
Matthias
5d4a247fa0 Add test for binance data migration 2023-01-14 20:34:04 +01:00
Matthias
cbcee02ded call data migration from backtesting 2023-01-14 20:07:33 +01:00
Matthias
47b50a8a29 Udpate binance leverage tiers to new pair format 2023-01-13 20:32:25 +01:00
Matthias
c93b265ec8 Run migration commands on certain data commands 2023-01-13 07:27:18 +01:00
Matthias
5b3304189c trading_mode is not necessarily mandatory 2023-01-12 23:38:53 +01:00
Matthias
5ad664aaca Update binance futures name to swap 2023-01-12 23:35:16 +01:00
Matthias
9cb7d6c26e Run binance futures migrations on startup 2023-01-12 23:35:06 +01:00
Matthias
ee7b505dcb Add data migration method 2023-01-12 20:59:43 +01:00
Matthias
b1bfd76741 Add binance futures db migration 2023-01-12 20:36:06 +01:00
Matthias
518e8d24dc
Merge pull request #8007 from TheJoeSchr/fix/version-cwd 
fix "--version": needs to change working directory
 2023-01-12 20:24:28 +01:00
Joe Schr
1cf69f139c refactor "--version" to use "pathlib" instead of "os" 2023-01-12 19:27:41 +01:00
Matthias
9d647fd193 Fix websockets for dataframes with NaT entreis 2023-01-11 22:07:20 +01:00
Joe Schr
08748dd021 fix "--version": needs to change working directory 
before calling `git`. otherwise it would display git commit id from the
directory where you are calling `freqtrade` from instead of freqtrade's
current commit id
 2023-01-11 21:12:06 +01:00
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
robcaulk
3cbe51c3ca remove duplicated line 2023-01-04 13:58:25 +01:00
robcaulk
dc25668468 handle data gaps between FreqAI and DP better 2023-01-04 11:41:06 +01:00
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
Matthias
798438df9d Extract funding-rate call to separate method 
this will allow overwriting in subclasses.
 2022-12-30 07:32:59 +01:00
Matthias
499cc5bae1 Better visualize downloaded candletype in debug mode 2022-12-30 07:15:24 +01:00
Wagner Costa
2e30bdb9b2 freqai bt - fix tests 2022-12-29 16:35:11 -03:00
Wagner Costa
2b89f643b7 adjust backtest to new feature engineering functions 2022-12-28 19:03:41 -03:00
Matthias
973cfd0182
Merge pull request #7810 from stash86/bt-metrics 
Add more calculations for backtest metrics
 2022-12-28 15:57:07 +01:00
Matthias
2805e83c9f Bump Develop version to 2023.1 2022-12-28 15:53:43 +01:00
Matthias
c52910f28b Improve resiliance against invalid data 
closes #7947
 2022-12-28 15:30:57 +01:00
Matthias
32bbe603cb Fix sortino std calculation 2022-12-28 14:59:49 +01:00
robcaulk
6f7eb71bbb ensure RL works with new naming scheme 2022-12-28 14:52:33 +01:00
Matthias
d5b516842c Fix 2 docstrings 2022-12-28 14:44:23 +01:00
Matthias
02eb00fa33 Merge branch 'develop' into pr/stash86/7810 2022-12-28 14:04:54 +01:00
robcaulk
c2936d551b improve doc, update test strats, change function names 2022-12-28 13:25:40 +01:00
Matthias
cd4faa9c59 keep max_stake_amount through backtests 2022-12-27 18:08:20 +01:00
Wagner Costa
8227b4aafe freqAI Strategy - improve user experience 2022-12-27 11:37:01 -03:00
Matthias
62c4675e29 Remove some deprecated fields from the API 2022-12-27 14:28:07 +01:00
Matthias
cb66663fd2 show max_stake_amount in API 2022-12-27 14:28:07 +01:00
Matthias
55001bf321 Keep max_stake_amount (only relevant for DCA orders). 2022-12-27 14:28:07 +01:00
Matthias
63f114395a is_short should be a boolean 2022-12-26 14:02:47 +01:00
Stefano Ariestasia
6353f3ac1a fix formulas and implement new metrics 2022-12-26 08:19:51 +09:00
Matthias
7a5439321c Show new metrics in backtesting 2022-12-25 21:29:37 +01:00
Matthias
ce13ce4b10 Update binance stoploss order types 
closes #7927
an update to the most recent ccxt version (>2.4.55) would have the same effect.
 2022-12-25 09:05:53 +01:00
Matthias
4601705814
Merge pull request #7923 from freqtrade/freqai_backtest 
Freqai backtest
 2022-12-23 19:17:12 +01:00
Matthias
ad0d7c9a9e Don't allow DCA trades to go beyond max order size 
closes  #7924
 2022-12-23 16:09:35 +01:00
Matthias
73792fd6ce Don't attempt to convert None to dict 2022-12-21 06:28:55 +01:00
Matthias
70531224e6 Allow setting identifier via UI 2022-12-20 19:44:01 +01:00
Matthias
07606a9e23 Simplify APi backtest config merging 2022-12-20 19:32:29 +01:00
Matthias
6d9f1fafb7 allow backtest_cache to be provided via backtest API 2022-12-20 19:20:39 +01:00
Matthias
5dbd5c235a Add endpoint for freqAI models 2022-12-20 07:24:54 +01:00
Matthias
3012c55ec5
Merge pull request #7867 from Bloodhunter4rc/remotepairlist 
Add Remotepairlist
 2022-12-19 19:28:49 +01:00
Matthias
a119fbd895 Small error-message finetuning 2022-12-19 18:19:55 +01:00
Bloodhunter4rc
ebf60d85da self._init_done placed wrong. fixed 2022-12-19 16:25:22 +01:00
Bloodhunter4rc
43f5a16006 parse exception handling, remove info, cache change 2022-12-19 15:36:28 +01:00
Robert Caulk
cc30210b3f
Merge pull request #7908 from freqtrade/add-3action-rl-env 
Add 3 Action RL Env
 2022-12-19 14:47:57 +01:00
Bloodhunter4rc
6380c3d462 reduce duplicate code, fix cache check 2022-12-18 23:37:18 +01:00
Bloodhunter4rc
bb33b96ba7 init cache on first iteration, init checks, limit length and charmap to info replace if invalid, move filter logic 2022-12-18 22:28:12 +01:00
Matthias
bad6fe77d3 Remove deprecated trade property 2022-12-18 17:21:50 +01:00
Emre
c293401b22
Add can_short to freqai base model 2022-12-16 23:19:08 +03:00
Emre
7727f31507
Add 3 Action RL env 2022-12-16 22:18:49 +03:00
Emre
dde363343c
Add can_short param to base env 2022-12-16 22:16:19 +03:00
initrv
36948e2a74 fix base4 env done condition 2022-12-16 14:14:05 +03:00
robcaulk
c9bc91c75b add shuffle_after_split option 2022-12-16 11:20:37 +01:00
Sam Germain
32d57f624e delisted bibox following ccxt PR https://github.com/ccxt/ccxt/pull/16067 2022-12-15 15:00:27 -05:00
Matthias
2828255435
Merge pull request #7842 from wizrds/feat/refactor-emc 
Change to broadcasting single candles in Producer/Consumer
 2022-12-15 19:47:29 +01:00
Matthias
b915872f66
Merge pull request #7899 from freqtrade/fix/multiproc-dp 
Ensure data provider is passed to multiproc envs
 2022-12-15 19:31:23 +01:00
Bloodhunter4rc
9e20d13e50
Merge branch 'freqtrade:develop' into remotepairlist 2022-12-15 17:38:56 +01:00