Commit Graph

3764 Commits

Author SHA1 Message Date
Timothy Pogue 2f6a61521f add more tests 2022-09-09 17:14:40 -06:00
Matthias 939fb7acb3 Fix enum imports 2022-09-09 20:31:30 +02:00
Matthias 97be3318f4 Use Datetime_format from constants 2022-09-09 20:31:02 +02:00
Matthias 37fcbeba58 Update backtesting output wording to Entries 2022-09-09 19:58:55 +02:00
Timothy Pogue 6cbc03a96a support jwt token in place of ws token 2022-09-09 11:38:42 -06:00
Emre df6e43d2c5 Add XGBoostRegressorMultiTarget class 2022-09-09 19:30:53 +02:00
Emre 1b6410d7d1 Add XGBoostRegressor for freqAI, fix mypy errors 2022-09-09 19:30:53 +02:00
Timothy Pogue c9d4f666c5 minor apiserver test change 2022-09-08 14:00:22 -06:00
Timothy Pogue 2b9c8550b0 moved ws_schemas, first ws tests 2022-09-08 13:58:28 -06:00
Timothy Pogue b9e7af1ce2 fix ws token auth 2022-09-08 11:25:30 -06:00
Timothy Pogue 9b752475db re-add fix to freqtradebot test 2022-09-08 10:20:03 -06:00
Timothy Pogue 4104d0f68a Merge branch 'develop' into feat/externalsignals 2022-09-08 10:19:23 -06:00
Timothy Pogue 4fac125443 fix apiserver cleanup issues in tests 2022-09-08 10:14:30 -06:00
Timothy Pogue 83770d20fa fix existing freqtradebot tests 2022-09-08 10:10:32 -06:00
Matthias 883abe5b4f
Merge pull request #7379 from freqtrade/fix/keyerror_fundingfee
Fix keyerror fundingfee update
2022-09-08 12:06:52 +02:00
Matthias 9ef0ffe277 Update tests for funding-Fee exceptions 2022-09-08 07:19:17 +00:00
Matthias 791f61c089 Add test case for funding fee update failure 2022-09-08 07:13:15 +00:00
Matthias b91ad609f2
Merge pull request #7370 from wizrds/feat/suffix-merge-informative
Add optional `suffix` parameter to `merge_informative_pair`
2022-09-08 08:08:55 +02:00
Matthias 39b6cadd14 Test keyerror case for funding_Fee calculation 2022-09-08 07:24:57 +02:00
Matthias 045c3f0f3a Reduce diff by avoiding unnecessary changes 2022-09-08 07:01:37 +02:00
Timothy Pogue 1ef1fc269e docstring and tests 2022-09-07 15:26:38 -06:00
Matthias 322f00e3e8 Fix empty entry message if order doesn't fill immediately
closes #7368
2022-09-07 18:19:43 +02:00
Matthias c08c82bc40
Merge pull request #7322 from freqtrade/add-inlier-metric
Add inlier metric
2022-09-07 07:05:57 +02:00
Matthias 3454a52b95 Explicitly test amount_to_contract_precision 2022-09-07 06:55:22 +02:00
Matthias 83d9f3aeba Add test showing #7365 2022-09-07 06:37:53 +02:00
Timothy Pogue 8bfaf0a998 Merge branch 'develop' into feat/externalsignals 2022-09-06 13:02:36 -06:00
Robert Caulk d7585161b2
Merge branch 'develop' into add-inlier-metric 2022-09-06 20:40:21 +02:00
robcaulk e83c9b276d fix whitespace 2022-09-06 19:56:52 +02:00
robcaulk 4b28d0495f fix timestamping, move imports, add words to doc 2022-09-06 19:46:58 +02:00
Matthias 98ec84fca6
Merge pull request #7339 from freqtrade/fix/fundingfee_handling
Fix/fundingfee handling
2022-09-06 19:21:40 +02:00
Timothy Pogue cd8455ccb7 Merge branch 'develop' into feat/externalsignals 2022-09-05 15:10:25 -06:00
Matthias 9fb3517adc Fix non-resolvable freqai test
this test could never succeed in UI's as the name was constantly changing.
2022-09-05 21:08:01 +02:00
Matthias 36e5c18fa6 Don't raise exception when a message is not implemented in telegram 2022-09-05 20:54:03 +02:00
robcaulk c8a9ac900c fix broken CI 2022-09-05 00:52:26 +02:00
Robert Caulk 63514b0443
Merge pull request #7325 from wagnercosta/develop
Improve Freqai backtesting performance
2022-09-03 19:28:04 +02:00
robcaulk c9be66b5b6 increase test coverage for dk, improve function naming, extra cleaning 2022-09-03 15:52:29 +02:00
Matthias b95b3d8391 Update test to actually test funding fee appliance 2022-09-03 15:09:50 +02:00
robcaulk 599c1c79fb reorganized backtest utilities, test new functionality, improve/update doc 2022-09-03 14:00:01 +02:00
Matthias be192fae91 Test should use proper Order objects 2022-09-03 10:54:58 +02:00
Matthias 966de19611 Improve test resiliance by properly setting Order object 2022-09-03 08:16:33 +02:00
Matthias f3c73189d5 Remove pointless default on wallet_balance argument 2022-09-01 06:49:51 +02:00
Matthias ba2eb7cf0f Fix BNB fee bug when selling
thanks @epigramx, for reporting and for the detailed data.
2022-09-01 06:42:51 +02:00
Wagner Costa Santos 44d3a9140d Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop 2022-08-31 15:37:06 -03:00
Wagner Costa Santos 7bed0450d2 pr review - refactoring backtesting freqai 2022-08-31 15:36:29 -03:00
Timothy Pogue 865b34cd6f add producer names 2022-08-31 11:43:02 -06:00
Matthias 7ba4fda5d7 Implement PR feedback 2022-08-31 10:26:47 +00:00
Matthias a88ffd2c9d Merge branch 'develop' into move_datadownload 2022-08-31 10:23:45 +00:00
Matthias 4aec2db14d Remove isClose from tests in favor of pytest.approx 2022-08-31 08:25:56 +00:00
Matthias 10e0d53860 Simplify 2 more tests 2022-08-30 20:49:53 +02:00
Matthias c9aa09ec89 Simplify base fee handling 2022-08-30 20:46:06 +02:00
Matthias 71846ecbf2 Partially revert prior commit, use correct exchange class 2022-08-29 21:51:10 +02:00
Matthias eee2071e32 Fix non-testing liquidation test 2022-08-29 21:04:09 +02:00
Matthias 27a9f98d5f Simplify liquidation price structure, improve test cov 2022-08-29 07:04:48 +02:00
Matthias 226fa5d93c Simplify liquidation price calling structure 2022-08-29 07:04:48 +02:00
Matthias 4def3678b7
Merge pull request #7298 from freqtrade/tif_align
align TimeInForce to ccxt usage
2022-08-29 06:36:51 +02:00
Robert Caulk 39a739eadb
Merge pull request #7296 from th0rntwig/dbscan
Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
2022-08-28 14:37:47 +02:00
robcaulk a44a235b56 isort imports in tests/freqai 2022-08-28 13:47:01 +02:00
robcaulk 6634229cc1 appease the flake8 gods 2022-08-28 13:21:29 +02:00
robcaulk dd628eb525 add tests for outlier detection and removal functions 2022-08-28 12:56:39 +02:00
Matthias b9f35cadb3 add /stopentry alias for /stopbuy 2022-08-28 11:37:22 +02:00
Matthias 104a73025d Uppercase TimeInForce (align with ccxt) 2022-08-27 10:30:06 +02:00
Matthias 6686489c06
Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator
Add flag to move hyperopt populate_indicators to epoch
2022-08-27 09:21:16 +02:00
Timothy Pogue 2b5f067877 Refactoring, minor improvements, data provider improvements 2022-08-26 23:40:13 -06:00
Timothy Pogue a998d6d773 fix tests 2022-08-26 14:52:15 -06:00
Matthias 2ef4534fee Fix ccxt / longrun tests 2022-08-26 20:44:36 +02:00
Matthias 01126c43f7 Fix liquidation price tier calculation
closes #7294
2022-08-26 20:14:24 +02:00
Matthias 753d1b2aad Update leverage tier terminology to be clear and aligned with ccxt 2022-08-26 19:34:51 +02:00
Matthias 6636f17e0f Simplify usage of amount_to_contract precision 2022-08-25 07:08:22 +02:00
Matthias 205ab26e92 Remove TODO in test 2022-08-25 06:50:10 +02:00
Matthias 70df037690 Improve test precision 2022-08-25 06:50:10 +02:00
Matthias 6036018f35 Extract contracts_to_amount and amount_to_contracts to standalone functions 2022-08-23 06:37:38 +02:00
Matthias 5f38a574ce Add okx broker id 2022-08-23 06:37:38 +02:00
robcaulk ac42c0153d deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting. 2022-08-22 18:19:07 +02:00
Matthias f55d5ffd8c Don't fail when `--strategy-path` is not a valid directory.
closes #7264
2022-08-22 09:20:14 +00:00
Matthias 2dc34779d5 Fix line length 2022-08-21 18:07:41 +02:00
Matthias f6d832c6d9 Add get_option to expose ft_has via method 2022-08-21 17:51:46 +02:00
Matthias 87a3115073 Add get_open_trade_count() to simplify getting open trade count. 2022-08-21 17:08:27 +02:00
Matthias cdd4745693
Merge pull request #7263 from freqtrade/okx_cache_tiers
Okx cache tiers
2022-08-20 15:18:13 +02:00
Matthias 1fb2e9558f Disable caching of leverage tiers in ccxt compat methods 2022-08-20 14:39:11 +02:00
Matthias 5b3f031590 Use hyperopt safe amount precision method 2022-08-20 14:13:15 +02:00
Matthias 4511634f3a improve test coverage 2022-08-20 14:03:47 +02:00
Matthias 738e95b875 Add tests for leverage tiers caching 2022-08-20 13:54:54 +02:00
Matthias 7563050f17 Realign tests to precision backtesting 2022-08-20 11:47:15 +02:00
Matthias 665cf4431d Add explicit test cov. for .range behavior 2022-08-20 08:41:31 +02:00
Matthias b7553d20d4 Get min/max data in list-data command 2022-08-19 13:45:55 +02:00
Matthias 47b3143534 Simplify and fix some tests 2022-08-19 09:10:54 +02:00
Matthias 76a3e97e05 Add migrations end message
closes #7251
2022-08-19 06:39:51 +02:00
Matthias 70a77ba3d9 Check for "last" availability in PrecisionFilter
closes #7250
2022-08-18 20:07:50 +02:00
Matthias 83ca168bb8
Merge pull request #7216 from freqtrade/precise_calcs
Precise calcs
2022-08-17 14:32:02 +02:00
Matthias b9667f50cf Fix random test failure 2022-08-17 14:05:12 +02:00
Matthias 8d182768f9 stoploss should also use trimmed prices 2022-08-17 09:57:11 +02:00
Matthias 3b44dc52e1 Minor corrections 2022-08-16 18:10:48 +02:00
Matthias 1ac81aa316 Show message if fee update failed due to missing
closes #7234
2022-08-16 17:09:23 +02:00
Matthias fa89368c02 Add test for precision backpopulation 2022-08-16 11:11:52 +02:00
Matthias b8c1cf0107 Fix test leakage if config is available 2022-08-16 10:19:19 +02:00
Matthias 711b6b1a1a Merge branch 'develop' into precise_calcs 2022-08-16 09:29:39 +02:00
Matthias 1dd56e35d5 Ensure comparisions align when closing a trade 2022-08-16 08:21:02 +02:00
Matthias e4b7bcaeab Fix some tests 2022-08-16 08:01:07 +02:00
Matthias e818797427 Minor fix in amount_to_precision logic 2022-08-15 20:29:05 +02:00
Matthias 09ee9089fb
Merge pull request #6832 from freqtrade/feat/freqai
Freqai: an interface for users to build/train/backtest predictive models and run them live
2022-08-15 20:03:08 +02:00
Matthias 15e85797c2 Simplify to_precision tests and imports 2022-08-15 08:51:15 +02:00
Matthias 398b2946b5 Update test formatting 2022-08-15 06:49:28 +02:00
robcaulk 3f6d427084 add a check for number of training features in tests 2022-08-14 21:46:37 +02:00
Matthias 3a9ec76c91 Move "freqai.lock" to backend to simplify user interface 2022-08-14 17:19:50 +02:00
Matthias 22ac291c3a
Merge pull request #7211 from ecoppen/rpc/whitelist_options
Optional /whitelist args - sorted, nobase
2022-08-14 08:26:21 +02:00
Matthias 61acbf21d0 Fix broken telegram tests 2022-08-13 15:46:06 +02:00
Matthias e09fbe9e53 Improve test resiliance 2022-08-13 11:17:22 +02:00
Matthias d36da95941 Fix bad import 2022-08-13 11:07:58 +02:00
Matthias 82ac8cb41f Add freqai backtesting_load test 2022-08-13 10:48:57 +02:00
Matthias 0b92c30abd Fix typo in test file 2022-08-13 10:19:46 +02:00
Matthias 5aaab75d1c Add test for dynamic_pairlist_expand 2022-08-13 10:18:57 +02:00
Matthias 1ac6ec1446 Fix failing test... 2022-08-13 09:56:21 +02:00
Matthias b682fc446e Graciously fail if strategy has freqAI code, but freqAI is not enabled. 2022-08-13 09:53:18 +02:00
Matthias c190d57f1a Test populate_any_indicator interface 2022-08-13 09:48:59 +02:00
Matthias 3b827ee60a Add "freqai.enabled" flag to disable freqAI via config flag
aligns with how other optional modules work in freqtrade.
2022-08-13 09:24:04 +02:00
Matthias f6545ebdb8 Disallow backtesting with --strategy-list for now. 2022-08-13 09:10:03 +02:00
Matthias e3a5b97b45 Update recalc_from_trades to use FtPrecise 2022-08-13 08:43:56 +02:00
Matthias 9513c39a17 Fix migration rounding test 2022-08-13 08:43:56 +02:00
Matthias 902afc2f02 Use FtPrecise in interest calculation 2022-08-13 08:43:56 +02:00
Matthias 0e61c2d057 Replace Decimal with FtPrecise in trade_model 2022-08-13 08:43:56 +02:00
Matthias df701b5862 Merge branch 'develop' into feat/freqai 2022-08-13 08:43:24 +02:00
ecoppen ccc0ad6f64 fix - reload whitelist
Should fix the issue, if not I'll move development to a different computer and get local testing running properly.
2022-08-12 19:58:41 +01:00
Matthias b427c7ff13 Use diff. close time to avoid buggy behavior 2022-08-12 07:28:19 +00:00
Matthias d93bb82193
Add more Commits to failing test 2022-08-12 08:19:40 +02:00
Matthias aa1bf2adbd Try fix windows testfailure 2022-08-12 06:43:34 +02:00
Matthias dd4e44931e Improve NAN handling in RPC module 2022-08-11 15:02:52 +00:00
Matthias f7502bcc92 slightly update dca_short test 2022-08-11 11:35:24 +00:00
ecoppen ace9626483 Update tests for sorted and nobase
Tests for PR #7211
2022-08-10 15:04:24 +01:00
Matthias ed004236ce Add float initializer to FtPrecise 2022-08-10 11:54:07 +00:00
Matthias e7cb1b7375 Wrap Precise into FtPecise 2022-08-10 11:26:06 +00:00
Matthias adc8ee88e2 Move periodicCache to Utils package 2022-08-10 08:57:19 +00:00
Matthias 53251e7140
Merge pull request #7194 from freqtrade/rpc/partial_forceexit
Partial forceExit
2022-08-10 07:12:40 +02:00
Matthias b5c5a95b64 FTX: Use conditionalOrders endpoint to get proper stop-market order id
closes #7165
2022-08-09 20:09:35 +02:00
robcaulk aef086b02e Improved dict typing, timeframe parser, collect dates associated with training data points 2022-08-09 15:30:25 +02:00
Matthias 9a82898d6b Merge branch 'develop' into feat/freqai 2022-08-09 06:22:57 +02:00
Matthias 77b3b8a134 Use main exchange instead of creating a separate instance. 2022-08-08 18:34:11 +00:00
Matthias 20b4134787 Properly exclude catboost in ARM 2022-08-08 18:15:18 +00:00
Matthias e48e82232d Force response API to js to fix faulty system configs
closes #7147
2022-08-07 10:42:56 +02:00
Matthias 6ded2d5b7c Improve forceexit API test 2022-08-07 09:47:11 +02:00
Matthias d3780b931c Add test passing leverage to execute_entry 2022-08-07 09:47:11 +02:00
robcaulk eb8bde37c1 Add lightgbm classifier, add classifier check test, fix classifier bug. 2022-08-06 17:51:21 +02:00
Matthias bfa859e618 Remove unnecessary method (simplify) 2022-08-06 17:46:58 +02:00
Matthias 5250189f77 Add Rollback function to Trade
simplifies Session work
2022-08-06 17:03:49 +02:00
Robert Caulk c172ce1011 improve flexibility of user defined prediction dataframe 2022-08-06 13:51:19 +02:00
Matthias 2687633941 Test iterative sending of /status 2022-08-06 09:16:04 +02:00
Matthias b12dd15f4f Send multiple messages in /status if required 2022-08-06 09:10:12 +02:00
Robert Caulk 07763d0d4f add classifier, improve model naming scheme 2022-08-06 08:33:55 +02:00
Matthias 7675187c37 Use telegram message length to avoid constants 2022-08-05 07:31:19 +02:00
Matthias cffc769549 Fix /profit endpoint calculations for partial sells
* don't recalculate for closed trades
* include realized_profit in the calculation

part of #7178
2022-08-05 07:26:41 +02:00
Matthias c6e121ffb4 Update tests with correct usdt mock trades 2022-08-05 07:21:46 +02:00
Matthias 778833f90e Modify comment in new test-strategies to point out their purpose 2022-08-04 07:17:26 +02:00
Matthias d75e0a9820 Fix Flake8 errors after flake update 2022-08-01 06:43:59 +02:00
robcaulk d830105605 *BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests 2022-07-31 17:05:29 +02:00
Kavinkumar a4bada3ebe
Partial exit using average price (#6545)
Introduce Partial exits
2022-07-31 14:19:04 +02:00
robcaulk 61693f6c8b fix tests after changing config_example file 2022-07-31 13:20:11 +02:00
Matthias 369c6da5d8
Merge pull request #7146 from freqtrade/fix/liquidation
Update liquidation price handling
2022-07-31 08:09:54 +02:00
Matthias bad15f077c Simplify fetch_positions by using already existing method 2022-07-30 17:49:06 +02:00
Matthias dc82675f00 Add Test for liquidation in stop-loss-reached 2022-07-30 17:28:19 +02:00
Matthias fc31c890e3
Merge pull request #7135 from freqtrade/rpc/sendmsg
Strategy allow rpc messages
2022-07-30 16:15:00 +02:00
Matthias d046f0cc5e Improve method wording for liquidation price setter 2022-07-30 16:11:31 +02:00
Matthias 845cecd38f Add stoploss or liquidation property 2022-07-30 16:10:16 +02:00
Matthias ff4cc5d316 Revamp liquidation test to actually make sense 2022-07-30 16:10:16 +02:00
Matthias 9852733ef7 Improve tests to align with modified logic 2022-07-30 16:10:16 +02:00
Matthias f57ecb1861 Simplify adjust_stop test 2022-07-30 16:10:16 +02:00
Matthias 3273881282 Merge branch 'develop' into feat/freqai 2022-07-28 06:36:38 +02:00
Matthias cc3ead9d7b Set required_profit for stoploss guard, allowing to ignore small stoplosses.
closes #7076
2022-07-27 19:52:39 +02:00
Matthias 31ddec8348 Add missing test to confirm backtesting won't send messages 2022-07-27 06:51:56 +02:00
Matthias 2595e40e47 Remove unused test-strategy 2022-07-27 06:47:16 +02:00
Matthias 0adfa4d9ef Add tests for dataprovider send-message methods 2022-07-27 06:34:15 +02:00
robcaulk ad25a4cb56 reduce number of pair_dict lookups, remove coin_first 2022-07-26 15:58:40 +02:00
robcaulk fb4e8430cd isort auto import sorting 2022-07-26 10:51:39 +02:00
robcaulk e213d0ad55 isolate data_drawer functions from data_kitchen, accommodate tests, add new test 2022-07-26 10:24:14 +02:00
Matthias ea112fb583 Add test for empty order (cancelled order) 2022-07-25 17:47:28 +02:00
robcaulk 55cf378ec2 remove leftover breakpoint from test file 2022-07-25 17:13:24 +02:00
Robert Caulk 897f18a8c8 ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods 2022-07-25 15:07:09 +02:00
Robert Caulk 7b105532d1 fix mypy error and add test for principal component analysis 2022-07-25 11:46:59 +02:00
Robert Caulk 4abc26b582 add test for follow_mode 2022-07-25 10:48:04 +02:00
Matthias 61c41fd919 Merge branch 'develop' into feat/freqai 2022-07-24 16:18:58 +02:00
Matthias 83cac7bee2 Improve some more tests by adding proper orders 2022-07-24 10:51:13 +02:00
Matthias 6e691a016d Use leverage-tiers loading in tests 2022-07-24 10:24:59 +02:00
Matthias 95f5218ceb
Reenable Catboost test (#7118)
* Reenable Catboost test

* Simplify freqAI tests, ensure they use a tempdir for modelstorage
2022-07-24 07:32:13 +02:00
Matthias 81c1aa3c13 Update imports in freqAI sample strategies 2022-07-23 17:08:05 +02:00
Matthias 8a3cffcd1b Remove remaining CustomModel references 2022-07-23 17:08:05 +02:00
Matthias 62f7606d2c Update tests to new variant 2022-07-23 17:08:05 +02:00
Matthias 8fa6e8b4ba Remove freqAI model bridge in favor of `self.freqai` 2022-07-23 17:08:05 +02:00
Matthias 7682c9ace7 Update trade_close test to include orders 2022-07-23 15:27:52 +02:00
Matthias 24a786bedd Update rpc test to contain sell order 2022-07-23 15:23:24 +02:00
Matthias 80845807e1 Improve some test resiliance 2022-07-23 15:14:38 +02:00
Matthias a02d02ac12 Enhance protections tests to have orders in mock trade 2022-07-23 14:43:52 +02:00
robcaulk 8f86b0deaa *breaking change* simplify user strat by consolidating feature loops into backend 2022-07-21 12:24:22 +02:00
robcaulk a99c126266 help windows builds pass freqai tests. Add freqai to README.md 2022-07-20 16:14:19 +02:00
robcaulk 286bd0c40b follow string for adding a strat to tests/strategy/strats 2022-07-20 15:00:02 +02:00
robcaulk c43935e82a create dedicated minimal freqai test strat 2022-07-20 14:39:28 +02:00
robcaulk 88d769d801 comment out problematic catboost test 2022-07-20 14:18:06 +02:00
robcaulk d43c146676 add more tests for datakitchen functionalities, add regression tests for freqai_interface train/backtest 2022-07-20 12:56:46 +02:00
robcaulk 714d9534b6 start adding tests 2022-07-19 16:16:44 +02:00
Matthias 75e190ff1d Update sell-test without filled buy order 2022-07-19 07:20:36 +02:00
Matthias 05a5ae4fcf Update plotting to use entry/exit terminology 2022-07-16 22:28:46 +02:00
Matthias 9347677c60 Uppdate pricecontours test to not recreate backtesting every loop
in hopes to fix random failure
2022-07-16 19:33:26 +02:00
Matthias 4172f92bfc simplify dry-run taker/maker selection 2022-07-16 17:25:13 +02:00