Commit Graph

324 Commits

Author SHA1 Message Date
hroff-1902 f8b01f5a43 Make flake happy 2020-05-16 12:27:56 +03:00
hroff-1902 035a12ce61 Move _create_pair_whitelist to dataprovider 2020-05-16 12:27:56 +03:00
hroff-1902 bf25746965 Introduce datatype for informative pairs 2020-05-16 12:27:56 +03:00
hroff-1902 aae096c6ae Handle fetching ticker for non-existing pair safe way 2020-05-14 13:36:48 +03:00
hroff-1902 3079e18239 Merge branch 'develop' into dataprovider-add-ticker 2020-05-14 13:22:52 +03:00
hroff-1902 b4d2433fc1
Merge pull request #3267 from GrilledChickenThighs/develop
Method for accessing current pairlist inside strategy.
2020-05-13 21:29:39 +03:00
Matthias d86855f2f3
Merge pull request #3129 from freqtrade/trades_to_list
convert dl-trades datadownload to list
2020-05-13 09:41:26 +02:00
Paul D. Mendes 9fbe135790 attached pairlist manager onto dataprovider init for unified access to dynamic whitelist 2020-05-11 20:17:03 +04:00
Paul D. Mendes bc9efc31ad Added Method for accessing current pair list on initialization for dynamic informative pairs
moved import into function to avoid circular import with hyperopt
2020-05-11 19:45:15 +04:00
hroff-1902 63b55658ac Add ticker to dataprovider 2020-05-01 05:11:30 +03:00
Matthias 7aba9bc62a
Update freqtrade/data/converter.py
Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-04-17 06:22:25 +02:00
hroff-1902 f2b1802666
Merge pull request #3137 from freqtrade/fix_maxdrawdown
[minor] Fix maxdrawdown
2020-04-14 16:03:25 +03:00
Matthias ddf37ef059 Add test to demonstrate that the dataframe is not changed 2020-04-14 08:02:42 +02:00
Matthias 4ee0cbb575 Reset index to correctly gather index 2020-04-12 10:40:02 +02:00
orehunt 20abb379aa trim trades to the available ohlcv data before plotting profits 2020-04-06 15:54:17 +02:00
Matthias 41d5c40f10 Correctly test drawdown plot 2020-04-05 14:44:44 +02:00
Matthias e204170eb6 Fix max_drawdown bug finding low before high! 2020-04-05 14:29:40 +02:00
Matthias 9d7ad23d42 Fix test leakage 2020-04-02 08:20:50 +02:00
Matthias eab6c9c5f2 Fix message 2020-04-01 20:50:00 +02:00
Matthias 0d51383b57 Format logmessages correctly 2020-04-01 20:31:21 +02:00
Matthias ba03d96961 Test 5s offset on since 2020-04-01 20:04:36 +02:00
Matthias ff9caf790b remove trade duplicates in datahandler 2020-04-01 19:45:46 +02:00
Matthias 0506caf986 Implement trades_remove_dulicates 2020-04-01 19:45:38 +02:00
Matthias bac0eaab03 fix convert to ohlcv 2020-04-01 19:45:35 +02:00
Matthias d76bb1ccf4 Use List of Lists instead of list of Dicts for trades data 2020-04-01 19:45:21 +02:00
Matthias 1659ddcc5d Add conversion function from fetch_trades to list 2020-04-01 19:45:21 +02:00
Matthias 3e1bef888a Fix flake8 error 2020-03-18 19:40:13 +01:00
Fredrik81 0920d6fce4
Update freqtrade/data/btanalysis.py
Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-03-18 11:01:09 +01:00
Fredrik81 8c33e07dc6 Update based on comments 2020-03-15 21:20:32 +01:00
hroff-1902 57ff3ff450
Merge branch 'develop' into plot-trades 2020-03-15 13:31:00 +03:00
Matthias 0f1640bed4 convert exportfilename to Path when config parsing 2020-03-15 09:39:45 +01:00
Fredrik81 27faf12fde Fix if no file exists 2020-03-14 22:15:03 +01:00
hroff-1902 59fadabb5b Fix merging 2020-03-13 20:26:14 +03:00
hroff-1902 51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
Matthias 6f67b8d9b9 iCheck after clean_dataframe, too 2020-03-12 19:50:46 +01:00
Matthias 129a88d5da Extract emptyness check to it's own method 2020-03-11 19:53:28 +01:00
orehunt 3eaae4661d check again for emptiness after trimming dataframe 2020-03-09 17:51:21 +01:00
hroff-1902 3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
Matthias 9d8970a76b Add test and formatting to drawdown 2020-03-03 20:23:44 +01:00
Matthias 33a63562cb make drawdown function less restrictive 2020-03-03 07:23:38 +01:00
Matthias e050511ddc Add test for max_drawdown calculation 2020-03-03 07:20:41 +01:00
Matthias 3479f7d986 Add max_drawdown function 2020-03-03 07:15:03 +01:00
hroff-1902 e2e6b940a3 copy=False does not make the changes inline anyway, so not needed 2020-02-22 19:54:19 +03:00
hroff-1902 c651e0ac82 Fix #2948 2020-02-22 19:46:40 +03:00
Matthias 3186add87b Use explicit column list for float parsing 2020-02-22 14:46:54 +01:00
Matthias 7ecc56fa44 Load ohlcv data as float 2020-02-22 13:10:41 +01:00
Matthias d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
hroff-1902 f3d500085c Add some type hints 2020-02-02 07:00:40 +03:00
Matthias 41945138ac Converting pairs from filename to pair corrected 2020-01-05 13:35:36 +01:00
Matthias 4eaaec9d1a Implement pair_to_filename to datahandler
includes tests - taken from #2744 and modified to adapt to new structure
2020-01-05 10:36:08 +01:00
Matthias f82c4346b6 data conversion, not data conversation
* we're not talking to the data yet ...
2020-01-05 09:55:02 +01:00
Matthias 2409261cb7 Merge branch 'develop' into data_handler 2020-01-04 11:36:27 +01:00
Matthias 2c8e8d8ef6 Align columns for btanalysis loading 2020-01-02 09:51:47 +01:00
Matthias 699c0d6bc3 Merge branch 'develop' into data_handler 2019-12-30 19:40:43 +01:00
Matthias 1ffda29fd2 Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
Matthias 814cc20c6b Remove potential circular import 2019-12-28 19:58:41 +01:00
Matthias f4a532ef6d Pass format to load_data 2019-12-28 14:57:39 +01:00
Matthias ae1b28aab7 Remove get_datahandlerclass from package exposes 2019-12-28 14:32:11 +01:00
Matthias 66d18575a7 Implement abstract interface 2019-12-28 11:10:31 +01:00
Matthias 9e4fc00a0f Add test for convert_ohlcv 2019-12-28 11:03:06 +01:00
Matthias 28787a001c Move convert functions to convert module 2019-12-28 11:02:34 +01:00
Matthias 6860491189 Rename datahandler module to history module
Also move previous history.py into this module - so everything is
bundled
2019-12-28 11:01:42 +01:00
Matthias 9c5b94adf5 Pass data_format to methods 2019-12-28 11:01:42 +01:00
Matthias d65c1eea7a Add some tests for datahandler 2019-12-28 11:01:42 +01:00
Matthias 8a030e7fc0 Use exists instead of is_file 2019-12-28 11:01:42 +01:00
Matthias a3144cb2f0 remove trim_tickerlist 2019-12-28 11:01:42 +01:00
Matthias d1b52809ac Cleanup history 2019-12-28 11:01:41 +01:00
Matthias d06777b8ce Remove old "load_cached_data" method 2019-12-28 11:01:41 +01:00
Matthias 7a6476c9ba Update tests 2019-12-28 11:01:41 +01:00
Matthias df085a6f15 Fix small bug and test 2019-12-28 11:01:41 +01:00
Matthias c648d973c1 Implement new "load_data_for_updating" method based on dataframes 2019-12-28 11:01:41 +01:00
Matthias ec8fb5f308 Make no-data warning optional 2019-12-28 11:01:41 +01:00
Matthias b83487a70d Extract default dataframe columns to constant 2019-12-28 11:01:41 +01:00
Matthias 91c70a0e9c Change to use ohlcv_purge 2019-12-28 11:01:41 +01:00
Matthias 37c5b68987 Move dataframe validation to abstract class 2019-12-28 11:01:41 +01:00
Matthias e861f05b75 Move dataframe trim to within jsondatahandler 2019-12-28 11:01:41 +01:00
Matthias 552c93abf0 Improve some docstrings 2019-12-28 11:01:41 +01:00
Matthias b7c1d55491 Modify tests to point to datahandlers 2019-12-28 11:01:41 +01:00
Matthias 9876d126ca Use handler for trades 2019-12-28 11:01:41 +01:00
Matthias 9547d47ae2 Initialize datahandlers 2019-12-28 11:01:41 +01:00
Matthias 5fca17d7e1 Allow initializing handler-class just once 2019-12-28 11:01:41 +01:00
Matthias 416517b0c9 Move trim_dataframe from history to converter 2019-12-28 11:01:41 +01:00
Matthias 9d8ea2f13b Replace calls to load_tickerdata_file with DataHandler calls 2019-12-28 11:01:41 +01:00
Matthias 88fa7fc24c Simplify validate dataframe method 2019-12-28 11:01:41 +01:00
Matthias 53ee636fa0 Check if file exists before loading 2019-12-28 11:01:41 +01:00
Matthias 873f5dbe6b Revrite validate_pairdata to work with pandas 2019-12-28 11:01:41 +01:00
Matthias db520a09ee Trim dataframe, not tickerlist 2019-12-28 11:01:41 +01:00
Matthias 866908d2ca Load and save using pandas internal function 2019-12-28 11:01:41 +01:00
Matthias d9e7d64f33 Split parse_ticker_dataframe some logic to clean_ohlcv_dataframe. 2019-12-28 11:01:41 +01:00
Matthias 1b90ec58b9 Use changed pair-handling for providers 2019-12-28 11:01:41 +01:00
Matthias d923bab828 Remove abstract interface for now 2019-12-28 11:01:41 +01:00
Matthias 48728e2d66 Change DataProvider interface to accept pair per method 2019-12-28 11:01:41 +01:00
Matthias e529a4c261 Fix typehint for get_datahandlerclass 2019-12-28 11:01:41 +01:00
Matthias c6d6dbfdb1 Implement jsondatahandler file store 2019-12-28 11:01:41 +01:00
Matthias abc6b9459a Add ohlcv_store call to convert_ohlcv 2019-12-28 11:01:41 +01:00
Matthias 2a728ee68f fix bug in find-files 2019-12-28 11:01:41 +01:00
Matthias ef0fcb0e0f Make data-finding safe 2019-12-28 11:01:41 +01:00
Matthias e5a61667dd Implement first version of jsondatahandler 2019-12-28 11:00:22 +01:00
Matthias bb8acc61db Convert datadir within config to Path
(it's used as Path all the time!)
2019-12-23 15:11:29 +01:00
hroff-1902 cf4c3642ce Minor improvements in data.history 2019-12-18 01:06:03 +03:00