Commit Graph

10167 Commits

Author SHA1 Message Date
Wagner Costa Santos
b01e4e3dbf change default value - save_live_data_backtest as false 2022-11-17 10:14:30 -03:00
Wagner Costa Santos
1a19d90e2e Merge branch 'develop' into backtest_fitlivepredictions 2022-11-17 10:13:11 -03:00
Matthias
afcb86f422 Improve migration types 2022-11-17 10:25:51 +00:00
Matthias
93addbe5c3 Improve typechecking 2022-11-17 10:16:38 +00:00
Timothy Pogue
6a1655c047 support ssl connections in emc 2022-11-15 22:26:54 -07:00
Timothy Pogue
442467e8ae remove old comments and code 2022-11-14 22:26:34 -07:00
Matthias
6deb2dfb61
Merge pull request #7744 from freqtrade/dependabot/pip/develop/mypy-0.990
Bump mypy from 0.982 to 0.990
2022-11-15 06:24:24 +01:00
Timothy Pogue
d713af045f remove main queue completely 2022-11-14 22:21:40 -07:00
Timothy Pogue
659c8c237f initial revision 2022-11-14 20:27:45 -07:00
Matthias
0a702cdd26 Ensure more methods are typechecked 2022-11-14 20:56:35 +01:00
Matthias
a951b49541 Use Generator when sending initial dataframes 2022-11-14 19:43:59 +01:00
Matthias
30b467906c Delist FTX, following ccxt's delisting. 2022-11-14 19:40:57 +01:00
Matthias
95fd4072fa
Merge pull request #7701 from freqtrade/add-single-precision-freqai
add option to force single precision
2022-11-14 07:02:35 +01:00
Matthias
42b29cd307 Fix constants type 2022-11-13 19:31:49 +01:00
robcaulk
bf4d5b432a ensure model_type is defined 2022-11-13 18:50:25 +01:00
robcaulk
6394ef4558 fix docstrings 2022-11-13 17:43:52 +01:00
robcaulk
96fafb7f56 remove limit_ram_use 2022-11-13 17:14:47 +01:00
robcaulk
b421521be3 help default ReinforcementLearner users by assigning the model_type automatically 2022-11-13 17:12:17 +01:00
robcaulk
90f168d1ff remove more user references. cleanup dataprovider 2022-11-13 17:06:06 +01:00
robcaulk
388ca21200 update docs, fix bug in environment 2022-11-13 16:56:31 +01:00
robcaulk
1e9e7887aa fix constants.py, fix freqai test 2022-11-13 15:38:35 +01:00
robcaulk
af9e400562 add test coverage, fix bug in base environment. Ensure proper fee is used. 2022-11-13 15:31:37 +01:00
Matthias
942840da2d Improve setting wording to keep future possibilities open 2022-11-13 15:22:44 +01:00
robcaulk
81f800a79b switch to using FT calc_profi_pct, reverse entry/exit fees 2022-11-13 13:41:17 +01:00
robcaulk
e45d791c19 Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev 2022-11-13 13:00:16 +01:00
Matthias
fed3bc6730 Simplify Websocket Init 2022-11-13 10:33:54 +01:00
Matthias
954da4fec9 Add "forcebuy error" exception log
part of #7727
2022-11-12 19:52:10 +01:00
robcaulk
e71a8b8ac1 add ability to integrate state info or not, and prevent state info integration during backtesting 2022-11-12 18:46:48 +01:00
Wagner Costa Santos
27fa9f1f4e backtest saved dataframe from live 2022-11-12 14:37:23 -03:00
Matthias
ee0e59157c Update join relationship of orders table to selectin
closes #6791 by slightly improving performance in this area.
2022-11-12 16:34:00 +01:00
Matthias
7adca97358 Improve python GC behavior 2022-11-12 15:43:02 +01:00
Wagner Costa Santos
f9c6c538be Merge branch 'develop' into backtest_fitlivepredictions 2022-11-12 09:37:45 -03:00
robcaulk
9c6b97c678 ensure normalization acceleration methods are employed in RL 2022-11-12 12:01:59 +01:00
robcaulk
6746868ea7 store dataprovider to self instead of strategy 2022-11-12 11:33:03 +01:00
robcaulk
7a4bb040a5 merge develop into feat/freqai-rl-dev 2022-11-12 10:54:34 +01:00
robcaulk
214c622475 move dataframe converter to converter.py 2022-11-12 10:38:25 +01:00
robcaulk
9617d8143d Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai 2022-11-12 10:21:38 +01:00
Matthias
e6172a68d7
Merge pull request #7730 from freqtrade/fix-metric-tracker
fix loading of metric tracker from disk
2022-11-11 20:01:26 +01:00
Robert Caulk
833578716c
Merge pull request #7644 from markdregan/multi-target-classifier
Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
robcaulk
790ff2a84b merge develop into add-single-prec 2022-11-11 18:08:51 +01:00
robcaulk
e46a57bbd0 move mem logs to debug 2022-11-11 18:05:32 +01:00
robcaulk
66514e84e4 add LightGBMClassifierMultiTarget. add test 2022-11-11 17:45:53 +01:00
robcaulk
054133955b fix loading of metric tracker from disk 2022-11-11 17:24:09 +01:00
Matthias
0f9c5f8d41 Simplify timerange handling 2022-11-10 18:28:18 +01:00
Matthias
57313dd961 Update some usages of timerange to new, simplified method 2022-11-10 18:11:39 +01:00
Matthias
3e676dbaa4 Add properties to simplify timerange handling 2022-11-10 16:33:57 +01:00
Matthias
9e17eabd0a Improve Bybit configuration 2022-11-10 07:09:54 +01:00
Wagner Costa Santos
4f0f3e5b64 removed unnecessary code 2022-11-09 10:07:24 -03:00
Wagner Costa Santos
8ee95db927 refactoring backtesting_fit_live_predictions function 2022-11-09 09:51:42 -03:00
Wagner Costa Santos
3e57c18ac6 add fix_live_predictions function to backtesting 2022-11-08 18:20:39 -03:00
Matthias
f43f967040 Improve handling of unfilled stoploss orders in edge-cases 2022-11-08 20:34:18 +01:00
Matthias
ce3959a0c6
Merge pull request #7708 from freqtrade/improve_iteration
Improve iteration logic
2022-11-08 19:25:01 +01:00
Wagner Costa Santos
8d9988a942 enforce date column in backtesting freqai predictions files 2022-11-08 11:06:23 -03:00
Wagner Costa Santos
9c5ba0732a save predictions with date and merge by date 2022-11-08 10:32:18 -03:00
Matthias
884014a4b9 Fix some minor typos 2022-11-07 18:35:28 +00:00
Wagner Costa Santos
6559384286 Merge branch 'develop' into backtest_live_models 2022-11-07 15:14:10 -03:00
Matthias
29585b5ecd Improve worker iteration logic 2022-11-06 11:18:13 +01:00
Matthias
d48a9ae96d Add leverage to backtest results
closes #7574
2022-11-06 09:40:44 +01:00
Matthias
1d2b89bc13 Improve handling of get_fee to not allow impossible combinations 2022-11-06 09:16:03 +01:00
Matthias
ded57fb301 Remove no longer valid test part 2022-11-05 20:32:31 +01:00
Matthias
d089fdae34 Fix current-time_det calculation 2022-11-05 20:02:36 +01:00
Robert Caulk
820aad670c
Merge pull request #7690 from freqtrade/track-current-candle
Track current candle in FreqAI
2022-11-05 17:35:05 +01:00
Emre
06a2957837
Merge branch 'develop' into add-single-precision-freqai 2022-11-05 19:15:12 +03:00
Emre
43bdd34964
Optimize reduce_dataframe_footprint function 2022-11-05 19:13:02 +03:00
Matthias
0888b53b5a Udpate current_time handling for detail loop 2022-11-05 17:02:27 +01:00
Matthias
a11d579bc2 Verify order fills on "detail" timeframe 2022-11-05 17:02:27 +01:00
robcaulk
53df607067 avoid duplicating features with okx/gateio, ensure inference timer gets logged 2022-11-05 15:42:19 +01:00
Matthias
6e09d552ac Properly handle and test ohlcv min_max with empty files 2022-11-05 13:14:35 +01:00
robcaulk
257c833831 add doc for single precision, dont allow half precision, add test 2022-11-04 18:10:04 +01:00
robcaulk
3ccc120f92 add option to force single precision 2022-11-04 17:42:10 +01:00
robcaulk
8bdc99a3d6 fix self-imposed bug 2022-11-04 16:41:38 +01:00
robcaulk
19d90b813a improve readibility in start_backtesting() 2022-11-04 16:10:46 +01:00
Wagner Costa Santos
8008c63319 Merge branch 'develop' into backtest_live_models 2022-11-04 09:09:39 -03:00
Wagner Costa Santos
a7acfb7ab7 fix dict key error 2022-11-04 09:02:28 -03:00
robcaulk
90c5bfb4b5 add default conv_width 2022-11-03 21:35:12 +01:00
robcaulk
05b309caf2 ensure colon replaced for cached attach 2022-11-03 21:17:48 +01:00
robcaulk
6938ed6584 change default conv_width to 1 2022-11-03 21:11:26 +01:00
robcaulk
444a068481 merge develop into track-current-candle 2022-11-03 21:09:08 +01:00
robcaulk
db942321ad fix bug with lightgbm and colons 2022-11-03 21:03:48 +01:00
robcaulk
d721b50230 flake8 2022-11-03 19:13:24 +01:00
robcaulk
3ba1e221eb fix typo 2022-11-03 19:08:33 +01:00
robcaulk
6c4bdb8f67 remove special characters from feature names 2022-11-03 18:49:39 +01:00
Wagner Costa Santos
17798b3397 Merge branch 'develop' into backtest_live_models 2022-11-03 13:29:25 -03:00
Wagner Costa Santos
356d79b38a verify mean and std exists in model metadata 2022-11-03 13:27:56 -03:00
Wagner Costa Santos
cdf12cc541 Merge branch 'develop' into fix_issue_7666 2022-11-03 08:30:46 -03:00
Matthias
ff619edebf Improve explanation comment as to why we're waiting ourselfs 2022-11-03 06:50:18 +01:00
Timothy Pogue
b749f3edd6 add latency measure from ping in emc and ws_client 2022-11-02 19:30:35 -06:00
Timothy Pogue
000b0c2198 prevent memory leaks from error in _broadcast_queue_data 2022-11-02 18:00:10 -06:00
Timothy Pogue
cbede2e27d refactor channel.send to avoid queue.put 2022-11-02 17:57:11 -06:00
Timothy Pogue
2dc55e89e6 better error handling channel send 2022-11-02 15:25:39 -06:00
Timothy Pogue
55bf195bfb remove debugging log calls 2022-11-02 14:21:34 -06:00
Timothy Pogue
c2bdaea84a change exception handling in channel send 2022-11-02 14:19:08 -06:00
Timothy Pogue
d848c27283 add task done to broadcast queue method 2022-11-02 13:30:42 -06:00
Timothy Pogue
e25dea7e0e update channel disconnecting 2022-11-02 13:26:27 -06:00
robcaulk
ce92731132 ensure backwards compatitibility 2022-11-02 20:20:35 +01:00
Wagner Costa Santos
23b6915dde fix issue with different backtesting prediction size 2022-11-02 15:49:51 -03:00
Matthias
2c3c7e1e3a
Merge pull request #7663 from freqtrade/shuffle_list_enhance
Improve ShufflePairlist to shuffle only once per candle
2022-11-02 19:37:48 +01:00
robcaulk
1a38c10fc6 remove old code 2022-11-02 19:37:47 +01:00
robcaulk
255eb71270 start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df 2022-11-02 19:32:22 +01:00
robcaulk
97df232ac6 add a warning to __init__ for get_corr_dataframes 2022-10-31 18:18:00 +01:00
robcaulk
66d8ed6c0b Merge remote-tracking branch 'origin/develop' into reduce-indicator-population 2022-10-31 09:42:01 +01:00
robcaulk
d59a7fa2f9 remove analysis_lock and realign example hybrid strat 2022-10-30 17:07:33 +01:00
Matthias
391c3f56f7 Add typehint to corr_pairlist 2022-10-30 13:28:01 +01:00
Mark Regan
7053f81fa8 simplified predict and predict_proba using super(). Added duplicate class label check. 2022-10-30 09:48:30 +00:00
Matthias
cf4af2175c
Merge pull request #7662 from markdregan/backtest_extra_returns_fix
Fix missing f-string from PR #7611
2022-10-30 10:47:06 +01:00
robcaulk
a2843165e1 fix leftovers from merge 2022-10-30 10:31:38 +01:00
robcaulk
52e15b2070 Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev 2022-10-30 10:16:39 +01:00
robcaulk
d1a0874683 merge develop into feat/freqai-rl-dev 2022-10-30 10:13:03 +01:00
robcaulk
fc53054d43 leverage list length knowledge, f-string change 2022-10-30 10:12:14 +01:00
Emre
f98c7a2423 Remove loop of normalization from metadata 2022-10-30 10:12:14 +01:00
Matthias
5c14aeddc6 Add "--log-file" alias for "--logfile" 2022-10-30 09:50:54 +01:00
Matthias
5013351143 Rename "shuffle" parameter to "shuffle_freq" 2022-10-30 09:48:55 +01:00
Matthias
a323acf343 Improve ShufflePairlist to shuffle only once per candle 2022-10-30 09:46:12 +01:00
Mark Regan
c26fda282f fix missing f-string from PR #7611 2022-10-30 08:19:59 +00:00
robcaulk
650bb8b7d7 ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs. 2022-10-29 22:26:49 +02:00
Matthias
352adaf127 Improve readability of is_time_to_refresh function 2022-10-29 19:45:46 +02:00
Matthias
c23a9475e6 Move exchange utilities into separate module 2022-10-29 09:29:17 +02:00
Matthias
801e91c39e
Merge pull request #7618 from wizrds/fix/docker-config-record
Update function in FreqAI interface to record FreqAI config params
2022-10-29 08:56:20 +02:00
Matthias
54c7122cc3
Merge pull request #7647 from freqtrade/combine_stop
Combine stop logic
2022-10-28 19:38:40 +02:00
Matthias
777af5517d Version bump develop version to 2022.11-dev 2022-10-28 19:38:19 +02:00
Mark Regan
6ef82dd8b6 minor change to return 2022-10-27 12:41:12 +01:00
Matthias
9e0b39cddc Properly invert sign
fixes 98ba57ff
2022-10-27 06:56:33 +02:00
Matthias
255f38537e Simplify stoploss behavior by combining more commonalities 2022-10-26 07:14:33 +02:00
Matthias
6e0ca058f4 Update function-head for _get_stop_params 2022-10-26 07:12:49 +02:00
Matthias
cf6b75a3f3 Use combined stoploss_adjust where possible 2022-10-26 07:12:42 +02:00
Matthias
d831d7d317 Rename Freqai hybrid example
closes #7645
2022-10-26 06:47:34 +02:00
Matthias
110db8b241
Merge pull request #7621 from wizrds/fix/channel-api
Improved WebSocketChannel API
2022-10-26 06:31:42 +02:00
Timothy Pogue
b9bf9edb02 update rapidjson opts 2022-10-25 14:12:13 -06:00
Timothy Pogue
fd5f31368c fix indent in initial df send 2022-10-25 14:08:28 -06:00
Mark Regan
217add70bd add strat and config for testing on PR 2022-10-25 20:07:39 +01:00
Matthias
3fa50077c9 Don't use pydantic to type-verify outgoing messages 2022-10-25 20:00:53 +02:00
Mark Regan
47056eded3 multi target classifier working but not for parallel 2022-10-25 18:24:27 +01:00
Matthias
1ef38f137d
Fix XGBoost regressor "used before assignment" 2022-10-25 13:37:04 +02:00
Timothy Pogue
51be45547f remove np object, make default str 2022-10-24 12:23:54 -06:00
Timothy Pogue
32600a113f fix broadcast 2022-10-24 12:21:17 -06:00
Matthias
f93b6eec63 Improve timing for worker throttling 2022-10-24 20:09:13 +02:00
Matthias
e969479525
Merge pull request #7619 from freqtrade/stop/usehighlow
Stop/usehighlow
2022-10-24 20:04:36 +02:00
Matthias
6669714a73 Update mal-formatted docstrings 2022-10-24 18:12:17 +02:00
Robert Caulk
137aa1756b
Merge pull request #7593 from th0rntwig/prediction-shape
Fix constant PCA
2022-10-24 08:33:36 +02:00
Matthias
3a40ad87c6
Merge pull request #7615 from freqtrade/price_jump_warn
Add price jump warning
2022-10-24 06:27:53 +02:00
robcaulk
4d2b7a74f1 move record params to utils, use rapidjson 2022-10-23 20:51:32 +02:00
Timothy Pogue
07e813dfa0 change param record to only get certain params 2022-10-23 12:09:07 -06:00
Timothy Pogue
94b65a007a fix message typing in channel manager, minor improvements 2022-10-23 11:42:59 -06:00
th0rntwig
49ff51f11f Change storage loc and fix test fail 2022-10-23 16:24:02 +02:00
Matthias
10090a36d5 simplify throttle 2022-10-23 14:52:10 +02:00
Matthias
d0571464db Improve test for worker throttle 2022-10-23 14:20:59 +02:00
Matthias
c36141594e Simplify "refresh" condition 2022-10-23 13:56:11 +02:00
Timothy Pogue
9cffa3ca2b add comment in channel 2022-10-22 21:03:57 -06:00
Timothy Pogue
4cbea0fd00 Merge branch 'develop' of https://github.com/wizrds/freqtrade into fix/channel-api 2022-10-22 21:03:31 -06:00
Timothy Pogue
3d7a311caa removed sleep calls, better channel sending 2022-10-22 19:02:05 -06:00
Timothy Pogue
2b6d00dde4 initial channel api change 2022-10-22 09:30:18 -06:00
Matthias
3a9853db10 use high/low for custom stoploss evaluation in backtesting 2022-10-22 12:52:13 +02:00
Matthias
84a194bcab Simplify stoploss logic by removing redundant condition 2022-10-22 11:57:59 +02:00
Matthias
547fd28811 Price-jump detection should only run once 2022-10-22 08:43:37 +02:00
Matthias
0ff7a0771d Move price_jump_warn to dataloading
it's not relevant for live data, and should only run when loading data
from disk.
2022-10-22 08:37:30 +02:00
Timothy Pogue
4464e91256 use self.identifier in full path 2022-10-21 19:53:33 -06:00
Timothy Pogue
5ee3b8cbbb update config recording to use all configs, fix tests 2022-10-21 19:48:26 -06:00
Robert Caulk
a85826bf24
Merge pull request #7611 from markdregan/backtest_extra_returns
Make extra_returns_per_train data available during backtest
2022-10-21 17:13:22 +02:00
Matthias
b715d9c521 Improve fee handling
closes #7586
2022-10-21 16:30:14 +02:00
Robert Caulk
410a744ee9
Merge pull request #7613 from freqtrade/fix_typo_fit_live_predictions_candles
fix typos - live predictions candles
2022-10-21 16:19:40 +02:00
Matthias
d1591883a6 add missing datetime conversion in fromJson 2022-10-21 07:01:47 +02:00
Matthias
bd424a877b Add Trade from_json method 2022-10-20 20:33:08 +02:00
Matthias
107845afa8 Keep version number in docker versioning 2022-10-20 19:55:42 +02:00
Wagner Costa Santos
6606a0113f refactoring - remove unnecessary config file 2022-10-20 14:53:25 -03:00
Matthias
60cb11a44d Add price jump warning 2022-10-20 19:36:28 +02:00
Wagner Costa Santos
589944055e fix typos - live predictions candles 2022-10-20 12:15:41 -03:00
Wagner Costa Santos
52b60c5cbb Merge branch 'develop' into backtest_live_models 2022-10-20 11:59:37 -03:00
rcaulk
a9db668082 avoid redundant indicator population for corr_pair list 2022-10-20 16:30:32 +02:00
Mark Regan
073ce1659e remove un-used f-string 2022-10-20 14:26:10 +01:00
Mark Regan
295ba21389 Make extra_returns_per_train values available during backtest 2022-10-20 12:05:37 +01:00
Matthias
7192ed7be6 Fix bug with dataframe not being 0 indexed 2022-10-19 11:57:18 +02:00
th0rntwig
033c5bd441 Make check constant pred labels agnostic 2022-10-18 12:55:47 +02:00
Matthias
c3d4fb9f1b Simplify backtest calling interface 2022-10-18 06:39:55 +02:00
Matthias
c7fff1213c Rate-limit EMC startup to avoid overwelming the queue 2022-10-17 20:46:15 +02:00
Matthias
880ddccaa8
Merge pull request #7590 from freqtrade/list-models
List models
2022-10-17 20:40:41 +02:00
Matthias
441032be25 Fix sys.stdout bug for CatboostRegressorMultiTarget 2022-10-17 19:48:27 +02:00
Matthias
b166c04cba Bring back asyncio.sleep to avoid overwelming the a consumer queue 2022-10-17 19:29:30 +02:00
Matthias
c8e103e4a4 Adjust typehints to match return value 2022-10-17 10:02:55 +00:00
Matthias
c2914feb12 Don't fail contract size repopulation if pair is no longer available 2022-10-17 09:55:18 +00:00
Matthias
6cb14148aa Fix random test failure due to catboost bug
https://github.com/catboost/catboost/issues/2195
2022-10-17 07:00:44 +02:00
Matthias
6252ae466e Convert position_stacking to attribute of backtest 2022-10-17 06:57:26 +02:00
Matthias
8534dfb0d4 Extract backtest 1 candle from main function 2022-10-17 06:57:26 +02:00
Matthias
0e8cf366f5 Keep trade state in LocalTrade 2022-10-17 06:57:26 +02:00
Matthias
23a5a516f9
Merge pull request #7557 from freqtrade/add-metric-tracker
Add metric tracker to FreqAI
2022-10-16 18:20:07 +02:00
Matthias
e82baf5f60 Use helper-method to modify trades_open 2022-10-16 16:45:16 +02:00
Evgeniy Vladimirov
de9f5660f3 Fix counting available trade slots in backtesting. 2022-10-16 12:56:59 +03:00
Matthias
dc50186d5b Merge branch 'develop' into list-models 2022-10-16 09:23:10 +02:00
Matthias
b6c096d3bc Simplify backtest condition 2022-10-16 09:22:56 +02:00
th0rntwig
20fc521771 Fix constant PCA 2022-10-15 23:30:12 +02:00
Robert Caulk
62ca822597
Merge pull request #7569 from Silur/develop
Add XGBoost random forest predictors to freqai
2022-10-15 16:09:26 +02:00
Robert Caulk
46ba3bb357
Merge pull request #7585 from aemr3/add-eval-set-catboost
Add eval set to CatboostClassifier
2022-10-15 16:08:13 +02:00
robcaulk
9135e631c0 :Merge branch 'develop' into add-metric-tracker 2022-10-15 15:54:41 +02:00
robcaulk
3b4402aaab Merge branch 'move-disk-writing-to-ram' into add-metric-tracker 2022-10-15 13:52:14 +02:00
robcaulk
99dbba6cad avoid reading from disk to instantiate large objects 2022-10-15 13:50:55 +02:00
robcaulk
d81eef0b70 add timestamps to each metric, use rapidjson 2022-10-15 13:23:01 +02:00
Matthias
05ca725e4d Remove no longer needed local state 2022-10-15 12:07:22 +02:00
Matthias
c8e6dad9cd use exit_reason to determine left open trades 2022-10-15 12:00:20 +02:00
Matthias
4bfe58706b Generalize "path" variables for resolvers 2022-10-14 19:49:06 +02:00
robcaulk
b236e362ba Merge remote-tracking branch 'origin/develop' into add-metric-tracker 2022-10-14 19:00:49 +02:00
Matthias
fda3a2827b add list-freqAI models command 2022-10-14 16:20:49 +00:00