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
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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
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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
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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
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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
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closes #7645
2022-10-26 06:47:34 +02:00
Matthias
110db8b241
Merge pull request #7621 from wizrds/fix/channel-api
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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
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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
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Fix constant PCA
2022-10-24 08:33:36 +02:00
Matthias
3a40ad87c6
Merge pull request #7615 from freqtrade/price_jump_warn
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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
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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
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Make extra_returns_per_train data available during backtest
2022-10-21 17:13:22 +02:00
Matthias
b715d9c521
Improve fee handling
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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
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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
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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
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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
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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
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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
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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
Matthias
4a8cb3359b
Fix broken tests
2022-10-14 16:07:49 +00:00
Matthias
9d4ba767c4
Update usages of search_all_objects
2022-10-14 14:50:52 +00:00
Matthias
1d8d360a12
update _search_all_objects functioning
2022-10-14 14:32:30 +00:00
Emre
7f05b44376
Add eval set to CatboostClassifier
2022-10-13 23:01:09 +03:00
Wagner Costa Santos
02fc59d473
Merge branch 'develop' into backtest_live_models
2022-10-13 15:52:19 -03:00
Wagner Costa Santos
6919f3aa75
Backtest live models - fix utc date convert issue
2022-10-13 15:03:27 -03:00
Matthias
f019471051
Don't round prices if no custom prices have been used
...
closes #7573
2022-10-13 19:51:42 +02:00
Wagner Costa Santos
93fe2b6446
Merge branch 'develop' into backtest_live_models
2022-10-13 11:22:58 -03:00
Matthias
2045780810
Reinstate default of 1000% for roi
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closes #7583
2022-10-13 11:58:32 +00:00
Matthias
e3ca740704
Merge pull request #7558 from wizrds/feat/queue-per-client-ws
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Refactor broadcasting in Message Websocket
2022-10-13 09:52:29 +02:00
Matthias
75f1a123eb
Move "tickers_needed" check to pairlistmanager to cover all pairlists
2022-10-13 06:58:17 +00:00
Matthias
39c27cfc37
Don't fail if fetchTickers is not availlable
2022-10-13 06:58:02 +00:00
Matthias
a6f6a17393
Type fetch_ticker
2022-10-11 21:42:48 +02:00
Matthias
52e9528361
Improve ticker type
2022-10-11 19:33:07 +00:00
Matthias
35f3f988d4
Improve price handling in priceFilter
2022-10-11 19:33:05 +00:00
Matthias
afaca2167c
use Type Alias for Ticker result to improve keyerror resiliancy
2022-10-11 19:33:02 +00:00
robcaulk
1e31be562e
remove whitespace
2022-10-11 21:05:42 +02:00
robcaulk
dba1b573bc
remove tensorboard dir from other pred models
2022-10-11 19:49:24 +02:00
robcaulk
5b5bb8aab5
catboost tensorboard bugfix
2022-10-11 19:05:46 +02:00
Timothy Pogue
eb8c89fe31
move send delay to relay
2022-10-10 23:32:10 -06:00
Timothy Pogue
5ada5eb540
fix error message, update exception import
2022-10-10 23:30:43 -06:00
Matthias
28f0a35e73
Merge pull request #7549 from froggleston/discord_sendmsg
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Add support for dp.send_msg() to webhooks
2022-10-11 06:35:29 +02:00
Robert Caulk
2e34aa9f04
Merge pull request #7544 from th0rntwig/prediction-shape
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Remove constant labels from prediction
2022-10-10 21:24:25 +02:00
Robert Caulk
7bcb7d9a1a
Merge pull request #7554 from initrv/add-catboost-tensorboard
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Add tensorboard for catboost
2022-10-10 21:03:45 +02:00
Wagner Costa Santos
88418d524a
Merge branch 'develop' into backtest_live_models
2022-10-10 15:14:59 -03:00
Wagner Costa Santos
3081e73f8a
Merge branch 'develop' into backtest_live_models
2022-10-10 14:53:45 -03:00
Matthias
ee0d90d1aa
Automatically create freqai models directory
2022-10-10 18:04:54 +02:00
Matthias
002a46c5a0
Fix typo in docstring
2022-10-10 14:16:37 +00:00
silur
2ad086dd7a
add XGBoost random forest predictors to freqai
2022-10-10 14:38:43 +02:00
Matthias
eaae9c9e03
Update docstring format
2022-10-10 12:19:29 +00:00
Matthias
60de192d47
Update Classifier docstrings
2022-10-10 12:13:41 +00:00
Matthias
d3b2b2972e
Update pairlist docstring to be less missleading
2022-10-10 12:01:39 +00:00
Timothy Pogue
db8cf6c957
disable ping interval in client
2022-10-09 18:51:52 -06:00
Timothy Pogue
71bbffd10a
update ws channel send to add data to queue
2022-10-09 18:49:04 -06:00
Timothy Pogue
2c76dd9e39
change wait timeout to 30 seconds to better support reverse proxies
2022-10-09 15:23:56 -06:00
Timothy Pogue
2f64a08623
set channel queue maxsize to 32
2022-10-09 15:11:58 -06:00
Timothy Pogue
3e8d8fd1b0
refactor broadcasting to a queue per client
2022-10-09 15:04:52 -06:00
robcaulk
a4aa1b972c
isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality
2022-10-09 21:11:37 +02:00
robcaulk
76b33359a9
add an optional metric tracker to collect train timings, inference timings, and cpu load data
2022-10-09 20:22:42 +02:00
Matthias
a10b2d003f
Add freqai timeframe validation (incl. test)
...
closes #7543
2022-10-09 14:40:25 +02:00
Matthias
4623c3ec1d
Improve test resiliance
2022-10-09 10:55:38 +02:00
Matthias
db1132bebd
ensure required_candle_call_count is always set
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closes #7552
2022-10-09 09:29:37 +02:00
Matthias
8e3a4eca41
Remove unused type:ignore
2022-10-09 09:15:11 +02:00
th0rntwig
4daf0000c7
Move check and add log warning
2022-10-08 16:15:48 +02:00
robcaulk
8d7adfabe9
clean RL tests to avoid dir pollution and increase speed
2022-10-08 12:10:38 +02:00
Matthias
9454fb8f7b
Fix discord message sending
2022-10-07 20:59:49 +02:00
Matthias
df5ae66252
Refactor webhook method
2022-10-07 20:52:52 +02:00
Matthias
fb2f2d9a39
Allow webhook message setting directly
2022-10-07 20:44:47 +02:00
Emre
e337d4b78a
Reset dataframe index after slice
2022-10-07 20:00:05 +02:00
froggleston
8fcb80df69
Add support for dp.send_msg() to webhooks
2022-10-07 16:06:30 +01:00
Matthias
d42fb15608
Improve generic exception handler
2022-10-07 16:05:41 +02:00
Matthias
a5bf34587a
Improve fiat-convert behavior in case of coingecko outage
2022-10-07 15:46:31 +02:00
Matthias
fab6b2f105
Align datetime import in fiat_convert
2022-10-07 15:23:32 +02:00
Matthias
6e179c7699
Only store tick refresh time if we cache
2022-10-06 19:35:38 +02:00
th0rntwig
a9d5e04a43
Remove constant labels from prediction
2022-10-06 19:26:33 +02:00
initrv
86c781798a
Add сatboost train_dir for tensorboard
2022-10-06 19:59:35 +03:00
Matthias
7c702dd106
Add cache eviction
2022-10-06 14:51:52 +00:00
Matthias
92a1d58df8
Evict cache if we didn't get new candles for X hours
2022-10-06 14:51:52 +00:00
Matthias
cea017e79f
Age out old candles
2022-10-06 14:51:52 +00:00
Matthias
b7f26e4f96
Update some formatting issues
2022-10-06 14:51:52 +00:00
Matthias
02e238a944
Combine ohlcv data in exchange class for live mode
2022-10-06 14:51:52 +00:00
Matthias
edb942f662
Add typing import to sampleStrategy
2022-10-06 06:30:38 +02:00
robcaulk
488739424d
fix reward inconsistency in template
2022-10-05 20:55:50 +02:00
robcaulk
936ca24482
separate RL install from general FAI install, update docs
2022-10-05 15:58:54 +02:00
robcaulk
9c73411ac2
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
2022-10-05 15:21:45 +02:00
Marek Cieplucha
4df533feb0
Add missing comma
2022-10-04 21:16:30 +02:00
Marek Cieplucha
5019300d5c
Fix for #7534 in bot
2022-10-04 20:28:47 +02:00
Marek Cieplucha
3264d7b890
Fix for #7534 in backtesting
2022-10-04 20:27:13 +02:00
Matthias
c1d8ade2fa
Improve supported exchange check by supporting exchange aliases
2022-10-04 19:28:57 +02:00
Matthias
68db0bc647
move check_exchange to exchange package
2022-10-04 18:25:23 +02:00
Matthias
a6296be2f5
Update market_change datatype
2022-10-04 10:27:04 +00:00
Matthias
eb8eebe492
Reset open_order_id after trade cancel
...
Part of #7526
2022-10-04 10:08:58 +00:00
Matthias
016e438468
Calculate market-change in hyperopt
...
closes #7532
2022-10-04 08:37:07 +00:00
Matthias
bc6729f724
Improve readability of "now_is_time_to_refresh"
2022-10-04 06:56:10 +02:00
Matthias
7f475e37d7
refactor refresh_latest_ohlcv
2022-10-04 06:56:06 +02:00
Matthias
4c83552f3b
Merge pull request #7506 from freqtrade/cancel_partial_sell
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Support cancellation partially filled exit orders
2022-10-03 19:36:51 +02:00
robcaulk
292d72d593
automatically handle model_save_type for user
2022-10-03 18:42:20 +02:00
Matthias
ca22d857b7
Improve handling of trades that fail to cancel as they are closed
2022-10-03 18:09:53 +02:00
Robert Caulk
3585742b43
remove trailing whitespace
2022-10-03 17:28:45 +02:00
Robert Caulk
265795824b
make default type for close_price and date_pred np.nan
2022-10-03 11:58:22 +02:00
Robert Caulk
6ecd92de4a
Allow updating without changing identifier
2022-10-03 09:55:57 +02:00
robcaulk
b70f18f4c3
add close price and date to historic_predictions
2022-10-02 18:33:39 +02:00
Matthias
d0b8c8b1a0
improve invalid canceled order response handling
2022-10-02 08:45:41 +02:00
Matthias
a5bc75b48c
Merge branch 'develop' into cancel_partial_sell
2022-10-02 08:38:18 +02:00
Matthias
9bb061073d
Improve tests
2022-10-02 08:36:34 +02:00
Matthias
2c94ed2e59
Decrease message throughput
...
fixes memory leak by queue raising indefinitely
2022-10-01 21:23:33 +02:00
robcaulk
cf882fa84e
fix tests
2022-10-01 20:26:41 +02:00
robcaulk
048cb95bd6
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
2022-10-01 17:48:47 +02:00
Robert Caulk
3e34f10e3d
Merge pull request #7508 from aemr3/fix-pca-errors
...
Fix feature list match for PCA
2022-10-01 16:50:29 +02:00
robcaulk
f4c6b99d63
remove commented lines
2022-10-01 14:23:15 +02:00
robcaulk
cd514cf15d
fix inlier metric in backtesting
2022-10-01 14:18:46 +02:00
robcaulk
f2b875483f
ensure raw features match when PCA is employed
2022-10-01 13:14:59 +02:00
robcaulk
51556e08c3
Merge branch 'develop' into pr/th0rntwig/7495
2022-10-01 12:45:08 +02:00
Matthias
8f8b5cc28e
Disable log spam from analyze_df in webhook/discord
2022-10-01 09:35:21 +02:00
Matthias
201bbbcee6
Okx formatting
2022-10-01 09:32:16 +02:00
Matthias
a96aa568bf
Add binance futures mode checks
...
closes #7505
2022-10-01 09:23:41 +02:00
Matthias
545d652352
Update okx exception wording
2022-10-01 09:02:05 +02:00
Emre
cdc01a0781
Fix feature list match for pca
2022-09-30 15:22:05 -07:00
Matthias
47ef99f588
Simplify interface to notify_exit_cancel
2022-09-30 17:18:27 +02:00
Matthias
819488c906
Improve exit message wording
2022-09-30 17:04:34 +02:00
Matthias
c946d30596
Add partial cancel message
2022-09-30 16:24:16 +02:00
Matthias
649879192b
Implement partial sell
2022-09-30 16:24:16 +02:00
Matthias
bd664580fb
Don't unnecessarily reset order_id
2022-09-30 15:43:23 +02:00
Matthias
cc06c60fd8
Fix pandas deprecation warnings from freqAI
2022-09-30 15:43:23 +02:00
Matthias
f6a0d677d2
Remove pointless notification assignment
2022-09-30 09:34:00 +02:00
Matthias
7dd984e25e
Simplify cancel_entry
2022-09-30 09:34:00 +02:00
Matthias
2d2ff2fff6
remove unnecessary assignments and comments
2022-09-30 09:34:00 +02:00
Matthias
2ce265bed3
Merge pull request #7473 from freqtrade/feat/producerpairlist
...
Producerpairlist
2022-09-30 06:54:15 +02:00
robcaulk
be48131185
make shuffle false in constants
2022-09-30 00:33:08 +02:00
Matthias
578da343dc
Merge pull request #7491 from freqtrade/partial_close_leverage
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Partial close leverage
2022-09-29 19:42:16 +02:00
Matthias
00965d8c06
Default to assume stored data only contains complete candles
...
closes #7468
2022-09-29 19:18:52 +02:00
Robert Caulk
6e74d46660
Ensure 1 thread available
2022-09-29 14:02:00 +02:00
Robert Caulk
7ef56e3029
Ensure at least 1 thread is available
2022-09-29 14:01:22 +02:00
Robert Caulk
555cc42630
Ensure 1 thread is available (for testing purposes)
2022-09-29 14:00:09 +02:00
Matthias
388a572cb3
Version bump develop version
2022-09-29 07:17:38 +02:00
Matthias
ac229b7a42
Reduce message consumer verbosity
2022-09-29 07:10:00 +02:00
Wagner Costa Santos
6845a5c6ea
backtest_live_models - refactoring after PR review
2022-09-29 01:48:38 -03:00
Matthias
4e920e9c53
Reduce verbosity of sending-message
2022-09-29 06:41:16 +02:00
Robert Caulk
dcf6ebe273
Update BaseReinforcementLearningModel.py
2022-09-29 00:37:03 +02:00
robcaulk
83343dc2f1
control number of threads, update doc
2022-09-29 00:10:18 +02:00
th0rntwig
683b084323
Set train-test-split shuffle=False as default and remove stratification
2022-09-28 18:23:56 +02:00
Wagner Costa Santos
df0927cdee
Merge branch 'develop' into backtest_live_models
2022-09-28 08:49:15 -03:00
Wagner Costa Santos
55ebbeec18
backtest_live models tests refactoring
2022-09-28 08:48:32 -03:00
Matthias
fb3d408338
Respect max_open_trades when forceentering
...
closes #7489
2022-09-28 09:32:07 +00:00
Matthias
7c84edbc23
Avoid online call when asking for /status.
2022-09-28 07:21:52 +02:00
Timothy Pogue
099137adac
remove hasattr calls
2022-09-27 22:35:15 -06:00
Timothy Pogue
9e36b0d2ea
fix formatting
2022-09-27 22:02:33 -06:00
Timothy Pogue
caa47a2f47
close subproc env on shutdown
2022-09-28 03:06:05 +00:00
Matthias
42cecb83f2
Disable base64 loading via API
...
closes severe RCE vulnerability reported privately.
2022-09-27 20:37:16 +02:00
Matthias
30a5bb08dd
partial exits should account for leverage
2022-09-27 19:53:55 +02:00
Matthias
6c491ee02e
Update missed changes to plot_feature_importance
2022-09-27 18:17:49 +02:00
Wagner Costa Santos
3c002ff752
Merge branch 'develop' into backtest_live_models
2022-09-27 10:27:47 -03:00
Wagner Costa Santos
0be115de9c
backtest_live_models - added new tests and refactoring
2022-09-27 10:26:57 -03:00
Matthias
24c1d84982
Fix lineending
2022-09-27 09:26:52 +00:00
Matthias
8c2e473ee5
Fix test warning
2022-09-27 08:53:29 +00:00
Matthias
43e847ff2f
Update to pandas 1.5.0 syntax, avoiding warnings
2022-09-27 08:02:51 +00:00
Matthias
bc007ce038
Update binance leverage tiers
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closes #7485
2022-09-27 07:14:55 +02:00
Wagner Costa Santos
72aa47fc51
backtest_live_models - fix issue with timerange BT and 2 trainings within same candle (no data)
2022-09-27 00:14:12 -03:00
Wagner Costa Santos
14b96aaa38
backtesting live models - fix ci issues
2022-09-26 19:52:59 -03:00
Wagner Costa Santos
290afd9699
backtest_live_models - fix typo
2022-09-26 19:21:53 -03:00
Wagner Costa Santos
0318ca9f12
backtest_live_models - fix typo
2022-09-26 19:08:25 -03:00
Wagner Costa Santos
22bef71d5d
backtest_live_models - add function comments and tests
2022-09-26 19:01:24 -03:00
Wagner Costa Santos
182d9e5426
Merge branch 'develop' into backtest_live_models
2022-09-26 17:23:44 -03:00
Matthias
ba8c714698
Require kwargs on ohlcv_load
2022-09-26 20:33:49 +02:00
Matthias
cf5267a4d3
Merge pull request #7481 from chusri/develop
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✏️ fixed typo from StaticPairlist to StaticPairList
2022-09-26 18:11:56 +02:00
Matthias
8e0811d9de
Call cleanup explicitly
2022-09-26 09:35:21 +00:00
Matthias
cde1d1c2b3
Merge pull request #7474 from wizrds/bugfix-emc
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Fix bug in API Server WebSocket
2022-09-26 10:45:44 +02:00
Matthias
a1a62681bf
add fixes for random test failures
2022-09-26 08:11:00 +00:00
Thaweesak Chusri
c4784c6695
✏️ fixed typo from StaticPairlist to StaticPairList
2022-09-26 11:05:27 +08:00
Wagner Costa Santos
ec947ad65c
remove commented code - backtest_live_models
2022-09-25 23:47:27 -03:00
Wagner Costa Santos
5880f7a638
backtest_live_models - params validation and get timerange from live models in BT
2022-09-25 23:14:00 -03:00
Wagner Costa Santos
f3f3917da3
Merge branch 'develop' into backtest_live_models
2022-09-25 20:05:26 -03:00
Timothy Pogue
e54ed5b10e
fix runtime error: dict changed size during iteration
2022-09-25 15:05:56 -06:00
robcaulk
48e89e68b9
fix typos
2022-09-25 20:22:19 +02:00
Matthias
af59572cb9
prior pairlists should go first
2022-09-25 19:32:39 +02:00
Wagner Costa Santos
0ed7b2bfc3
change start_backtesting to handle backtest_live_models
2022-09-25 10:35:55 -03:00
robcaulk
873d2a5069
no model save backtest, plot features backtest, ensure inlier plays nice, doc
2022-09-25 11:18:10 +02:00
Matthias
bd106b4b8e
Add tests for Producerpairlist
2022-09-25 10:13:00 +02:00
Matthias
1bb45a2650
Fix crash due to insufficient check
2022-09-25 09:47:57 +02:00
Matthias
30d51b6939
Move "pairlist" logging to manager
2022-09-25 09:43:39 +02:00
Matthias
527fd36134
num_assets should be optional
2022-09-25 09:38:20 +02:00
Matthias
4940fa7be3
Add Producer Pairlist
2022-09-25 09:29:22 +02:00
Matthias
0c810868de
Add Dataprovider to pairlist
2022-09-25 09:22:21 +02:00
Matthias
f4fac53a13
Merge pull request #7458 from xmatthias/dataformat/feather
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new Dataformats feather and Parquet
2022-09-25 09:00:22 +02:00
Wagner Costa Santos
7f116db95e
added generic function to get timerange from existent models
2022-09-24 13:01:53 -03:00
Wagner Costa Santos
d9c16d4888
Merge branch 'develop' into backtest_live_models
2022-09-24 12:30:55 -03:00
Wagner Costa Santos
3ee7eb63f7
starting backtest live models
2022-09-24 12:28:52 -03:00
Matthias
873eb5f2ca
Improve EMC config validations
2022-09-24 16:43:58 +02:00
Matthias
585342f193
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai
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Ensure the DF has the same size in backtesting FreqAI
2022-09-24 16:17:39 +02:00
Matthias
8d77ba118c
Fix line endings
2022-09-24 16:15:15 +02:00
Matthias
50dfde7048
Remove unnecessary typing import
2022-09-24 16:11:15 +02:00
Matthias
53c8e0923f
Improve typing in message_consumer
2022-09-24 16:10:42 +02:00
Matthias
166ae8e3a1
Remove missleading comment
2022-09-24 15:51:20 +02:00
Matthias
4efe2e9bc4
use FtPrecise to convert to contracts and back
2022-09-24 14:55:58 +02:00
paranoidandy
2cc00a1a2c
Allow use of --strategy-list with freqai, with warning ( #7455 )
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* Allow use of --strategy-list with freqai, with warning
* ensure populate_any_indicators is identical for resused identifiers
* use pair instead of metadata["pair"]
Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-09-24 13:21:01 +02:00
Matthias
6643d90e64
simplify freqAI start_backtesting
2022-09-24 10:34:14 +02:00
Matthias
5d27d5689f
Merge pull request #7457 from aemr3/add-training-time
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Add elapsed time to Freqai training logs
2022-09-24 10:27:08 +02:00
Timothy Pogue
6b5d71049e
add sleep
2022-09-23 13:10:45 -06:00
Timothy Pogue
4c7cef570f
typo in exception
2022-09-23 12:58:26 -06:00
Timothy Pogue
b8e1d29a1b
catch connectionclosederror
2022-09-23 12:36:05 -06:00
robcaulk
647200e8a7
isort
2022-09-23 19:30:56 +02:00
robcaulk
77c360b264
improve typing, improve docstrings, ensure global tests pass
2022-09-23 19:17:27 +02:00
Matthias
7e1e388b9c
Add feather/parquet docs
2022-09-23 18:24:30 +02:00
robcaulk
9c361f4422
increase test coverage for RL and FreqAI
2022-09-23 18:04:43 +02:00
Matthias
48352b8a37
Update hdf5 handler to reset index on load
2022-09-23 14:49:17 +00:00
Robert Caulk
f5cd8f62c6
Remove unused code from BaseEnv
2022-09-23 10:24:39 +02:00
Emre
a4eaff4da6
Add training elapsed time
2022-09-23 01:18:34 -07:00
Matthias
044891f543
Add conditional formats depending on mode
2022-09-23 07:18:18 +02:00
Matthias
dc2b93228b
Add ParquetDataHandler
2022-09-23 07:18:18 +02:00
Matthias
3c0d2c446d
Add Feather datahandler (no trade mode yet)
2022-09-23 07:18:18 +02:00
Matthias
1db8421b9d
Merge pull request #7303 from wizrds/feat/externalsignals
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Producer/consumer mode
2022-09-23 06:29:58 +02:00
robcaulk
7295ba0fb2
add test for Base4ActionEnv
2022-09-22 23:42:33 +02:00
robcaulk
eeebb78a5c
skip darwin in RL tests, remove example scripts, improve doc
2022-09-22 21:16:21 +02:00
Matthias
1626eb7f97
Update dataprovider function name to get_producer_df
2022-09-22 20:46:40 +02:00
Matthias
e6c5c22ea0
Update websocket/follower docs
2022-09-22 20:31:42 +02:00
robcaulk
ea8e34e192
Merge branch 'develop' into dev-merge-rl
2022-09-22 19:46:50 +02:00
th0rntwig
71e6c54ea4
Normalise distances before Weibull fit ( #7432 )
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* Normalise distances before Weibull
* Track inlier-metric params
2022-09-22 18:11:50 +02:00
Wagner Costa Santos
b1dbc3a65f
remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count
2022-09-22 12:13:51 -03:00
Timothy Pogue
6a6ae809f4
fix jwt auth
2022-09-21 18:23:00 -06:00
Timothy Pogue
77ed713232
add catch for invalid message error
2022-09-21 16:04:25 -06:00
Timothy Pogue
128b117af6
support list of tokens in ws_token
2022-09-21 16:02:21 -06:00
Timothy Pogue
0811bca8b4
revise docs, update dp method docstring
2022-09-21 15:50:11 -06:00
Matthias
91dc5e7aa6
Be sure to provide an amount in entry notifications
2022-09-21 21:12:08 +02:00
Matthias
08e183fb55
Add note about okx trading mode
2022-09-21 20:59:12 +02:00
Matthias
923182680e
Explicitly define notification defaults
2022-09-21 12:46:58 +00:00
Matthias
02f2096fc3
Reverse and fix rangestability conditions
...
closes #7447
2022-09-21 06:53:07 +02:00
Matthias
8f41f943b4
Fix 0.0 amount message wording
2022-09-21 06:42:55 +02:00
Matthias
3b0874eb37
Update exit message handling to gracefully handle kucoins "empty" responses
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closes #7444
2022-09-20 20:00:08 +02:00
Matthias
0c01b23cba
Capture exceptions in send_msg calls
2022-09-20 18:09:14 +02:00
Matthias
0bd6ad55a1
Always show freqtrade version
2022-09-20 14:14:54 +00:00
Matthias
8a91c8e220
Sort and dedup pairs before data conversion
2022-09-20 13:36:28 +00:00
Matthias
914eccecec
Merge branch 'develop' into pr/wizrds/7303
2022-09-20 06:56:15 +02:00
Matthias
3274bb0751
Remove msgpack for now
2022-09-20 06:55:22 +02:00
robcaulk
b5fd11f91b
protect against unforeseen issues in scanning thread
2022-09-19 21:18:31 +02:00
Matthias
703bcc099a
Fix list-pair regex to also support 1INCH/USDT
2022-09-19 20:32:54 +02:00
Matthias
eb9ac9cbda
add --exchange to convert-trade-data
2022-09-19 20:29:28 +02:00
robcaulk
42c75b4a7b
combine log messages
2022-09-19 19:16:32 +02:00
Robert Caulk
9b66297cc0
Fix append
2022-09-19 12:47:20 +02:00
Robert Caulk
995396c775
Add useful log info
2022-09-19 11:42:56 +02:00
Robert Caulk
ad652817ef
Ensure train ordering after restart
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Ensure lowest timestamps get trained first after restart
2022-09-19 11:11:23 +02:00
Robert Caulk
f9460c80c2
Merge pull request #7434 from freqtrade/improve-train-queue
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improve train queue system in FreqAI
2022-09-19 10:55:53 +02:00
Matthias
ea58c29ded
Add plot_feature_importance to schema definition
2022-09-19 08:13:54 +00:00
Matthias
225f7cd5f8
Merge pull request #7431 from initrv/add-plot-feature-importance
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Add plot feature importance
2022-09-19 08:41:10 +02:00
Matthias
4a0a0c307c
Use json_load to load leverage tiers
2022-09-19 07:23:26 +02:00
Matthias
d930931000
Bring back sleep - it'll ensure we give up control over the thread.
2022-09-19 07:14:33 +02:00
Matthias
8116ca847b
move trades_get_pairs to parent class
2022-09-18 19:40:03 +02:00
Matthias
a06eee300a
move ohlcv_get_pairs to parent class
2022-09-18 19:36:23 +02:00
Matthias
584b2381d1
Fix Imports
2022-09-18 19:36:11 +02:00
robcaulk
470d5d8405
ensure full new pairlist is in the queue
2022-09-18 17:08:07 +02:00
robcaulk
eaa43337d2
improve train queue system, ensure crash resilience in train queue.
2022-09-18 17:00:55 +02:00
robcaulk
95457d23ca
escape freqai-specific characters from file naming
2022-09-18 13:59:30 +02:00
Matthias
994c1c5ea0
use Config typing in more places
2022-09-18 13:31:52 +02:00
Matthias
667853c504
Use Alias to type config objects
2022-09-18 13:20:55 +02:00
robcaulk
188f75d8ec
set model in models dict
2022-09-18 12:50:44 +02:00
Matthias
9f23588154
strategy template - remove pointless noqa's
2022-09-18 08:58:33 +02:00
Matthias
7a73adb955
Improve default strategy template
2022-09-18 08:57:26 +02:00
Matthias
faf84295a5
Separate strategy subtemplates for better overview
2022-09-18 08:52:53 +02:00
Matthias
ab78fb373a
Improve freqAI strategy formatting and readability
2022-09-18 08:45:24 +02:00
Matthias
4634936265
additional support for --data-dir
2022-09-18 08:39:03 +02:00
Matthias
fa3d4b58ab
Revert unnecessary formatting
2022-09-18 08:30:59 +02:00
Robert Caulk
bdeb2f9c6a
Merge branch 'develop' into add-plot-feature-importance
2022-09-18 00:02:46 +02:00
robcaulk
1ef875901a
maintian user privacy by keeping plotly offline
2022-09-18 00:01:42 +02:00
robcaulk
68f7a31504
ensure continued operation despite not being able to plot
2022-09-18 00:00:14 +02:00
robcaulk
2c23effbf2
allow plot to plot multitargets, add test
2022-09-17 19:17:44 +02:00
initrv
1c92734f39
simplify plot_feature_importance call
2022-09-17 18:53:43 +03:00
robcaulk
7b1d409c98
fix mypy/flake8
2022-09-17 17:51:06 +02:00
Matthias
063511826c
Update stoploss on exchange logic
...
closes #7424
2022-09-17 17:11:00 +02:00
Matthias
9f266cbcb2
Allow safe_price for market stop orders
2022-09-17 17:11:00 +02:00
Matthias
ca6dec3d4c
Binance spot also allows market orders
...
closes #7426
2022-09-17 17:11:00 +02:00
Matthias
8639c1f23d
Reduce complexity in binance stoploss handling
2022-09-17 17:11:00 +02:00
Matthias
93237efc15
Merge pull request #7428 from freqtrade/informative_freqai
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Informative freqai
2022-09-17 16:44:28 +02:00
Matthias
4182a7891a
Allow leverage tier cache to be 4 weeks old.
...
we've seen from binance that it's not changing this often.
2022-09-17 10:41:48 +02:00
Matthias
6682ae35b3
Update cached binance_leverage_tiers
2022-09-17 10:37:47 +02:00
Matthias
10ec681b30
Clean up no longer needed informative sample code
2022-09-17 10:19:46 +02:00
Matthias
0aada271ca
Move informative_pairs for freqAI to backend
2022-09-17 10:17:22 +02:00
Timothy Pogue
4422ac7f45
constrain port in config, catch value error
2022-09-16 19:22:24 -06:00
initrv
86aa875bc9
plot features as html instead of png
2022-09-16 21:47:12 +03:00
initrv
b707a6da35
Add ability to plot feature importance
2022-09-16 19:17:41 +03:00
Matthias
e5368f5a14
backtesting confirm_trade_entry should pass correct amount, not stake-amount
...
closes #7423
2022-09-16 13:24:20 +00:00
Timothy Pogue
b0b575ead9
change json serialize to split orient
2022-09-16 00:02:27 -06:00
Timothy Pogue
efaef68ad7
Merge branch 'develop' into feat/externalsignals
2022-09-15 18:09:25 -06:00
Timothy Pogue
7d1645ac20
fix tests and warning message
2022-09-15 17:54:31 -06:00
Timothy Pogue
8e75852ff3
fix constants, update config example, add emc config validation
2022-09-15 11:12:05 -06:00
robcaulk
3b97b3d5c8
fix mypy error for strategy
2022-09-15 00:56:51 +02:00
robcaulk
8aac644009
add tests. add guardrails.
2022-09-15 00:46:35 +02:00
Timothy Pogue
6126925dbe
message size limit in mb, default to 8mb
2022-09-14 16:42:14 -06:00
robcaulk
48140bff91
fix bug in 4ActRLEnv
2022-09-14 22:53:53 +02:00
robcaulk
81417cb795
Merge branch 'develop' into dev-merge-rl
2022-09-14 22:49:11 +02:00
Timothy Pogue
aed19ff6ce
fix The future belongs to a different loop error
2022-09-13 19:17:12 -06:00
initrv
37dd22c89e
Fixed a bug that prevents clearing old models
...
Corrects the error of clearing old models when the model directory contains directories with names that do not match a regular expression
2022-09-14 03:40:13 +03:00
Timothy Pogue
06350a13cb
support specifying message size in emc config
2022-09-13 16:39:53 -06:00
Timothy Pogue
d75d5a7dad
debug ping error message
2022-09-13 16:06:25 -06:00
Matthias
7a98775f01
Version bump apiVersion
2022-09-13 22:07:59 +02:00
Matthias
d2abc9417f
Simplify ws imports
2022-09-13 20:51:13 +02:00
Matthias
79c70bd52d
use WebSocketState from fastapi
...
available since 0.82.0
2022-09-13 20:50:12 +02:00
Timothy Pogue
07aa206f71
real fix for reconnecting
2022-09-13 12:36:40 -06:00
Timothy Pogue
6d0dfd4dc8
continue trying connect on ping error
2022-09-13 12:27:41 -06:00
Robert Caulk
26441820a9
Merge pull request #7390 from aemr3/add-xgboostclassifier
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Add XGBoostClassifier
2022-09-12 23:38:04 +02:00
Timothy Pogue
bf2e5dee75
add running false on shutdown, fix dp typing
2022-09-12 14:21:39 -06:00
Timothy Pogue
0697041f14
remove copy statement where not needed
2022-09-12 14:09:12 -06:00
Timothy Pogue
c19a5fbe06
copy data being transferred, remove debug messages in emc
2022-09-12 13:57:29 -06:00
Matthias
b6434040de
Remove plain json serializer implementation
2022-09-12 20:24:28 +02:00
Matthias
867d59b930
Improve type specifitivity
2022-09-12 20:00:01 +02:00
Matthias
0052e58917
emc: Fix potential startup timing issue
2022-09-12 19:50:22 +02:00
Timothy Pogue
a477b3c244
remove log line, fix tests to not connect to actual ip
2022-09-12 10:45:59 -06:00
Timothy Pogue
10852555e5
change verbosity of testing log
2022-09-12 09:53:47 -06:00
Timothy Pogue
457075b823
one more line
2022-09-12 07:47:30 -06:00
Timothy Pogue
d6205e6cfb
test logging lines
2022-09-12 07:36:11 -06:00
Timothy Pogue
85b43a7c34
Merge branch 'develop' into feat/externalsignals
2022-09-12 07:28:08 -06:00
Matthias
715a71465d
Fix auth bug when no token is set
2022-09-12 07:28:31 +02:00
Timothy Pogue
5483cf21f6
remove default secret_ws_token, set timeout min to 0
2022-09-11 11:42:13 -06:00
Matthias
982c0315fa
Rename variable
2022-09-11 19:31:11 +02:00
Matthias
72d197a99d
Run first epoch in non-parallel mode
...
this allows dataprovider to load it's cache.
closes #7384
2022-09-11 17:51:07 +02:00
Matthias
78cd46ecd5
hyperopt Remove unnecessary arguments
2022-09-11 14:59:39 +02:00
Matthias
32e13d65c3
Refactor hyperopt to extract evaluate_result
2022-09-11 14:59:39 +02:00
Matthias
a48923c0e4
Extract widget colorization to separate function
2022-09-11 14:59:39 +02:00
Matthias
9c8c7a03a1
Improve typehint
2022-09-11 14:59:39 +02:00
Matthias
ccc70a21f2
Update pairs_file cli argument description
2022-09-11 14:59:39 +02:00
Matthias
4476b5a7f4
add user_data arg to test-pairlist
2022-09-11 14:59:39 +02:00
Timothy Pogue
ed4ba8801f
more emc tests
2022-09-10 23:57:17 -06:00
Timothy Pogue
0f8eaf98e7
Merge branch 'develop' into feat/externalsignals
2022-09-10 15:14:10 -06:00
Timothy Pogue
0bc18ea33c
call websocket close in channel close
2022-09-10 15:12:18 -06:00
Emre
330d7068ab
Merge branch 'develop' into add-xgboostclassifier
2022-09-10 23:59:11 +03:00
Robert Caulk
075748b21a
Merge pull request #7392 from freqtrade/improve_ai_tests
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Improve freqai tests by utilizing parametrization
2022-09-10 22:37:21 +02:00
Timothy Pogue
2afd5c202c
update message parsing, tests
2022-09-10 14:29:15 -06:00
robcaulk
5a0cfee27e
allow user to multithread jobs (advanced users only)
2022-09-10 22:16:49 +02:00
Robert Caulk
73e122ad10
Merge pull request #7391 from wagnercosta/fixBTfreqaiV2
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Fix FreaqAI backtesting - startup_candle_count bug
2022-09-10 21:53:00 +02:00
Timothy Pogue
a7baccdb7d
update log messages in emc, more tests
2022-09-10 13:44:27 -06:00
Timothy Pogue
866a564958
update emc start/shutdown, initial emc tests
2022-09-10 12:51:29 -06:00
Matthias
e4caccc353
Merge pull request #7367 from freqtrade/add-continual-learning
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add continual learning to catboost and friends
2022-09-10 20:17:28 +02:00
Timothy Pogue
d8cdd92140
wrap background cleanup in finally, add tests
2022-09-10 11:47:21 -06:00
Wagner Costa Santos
311ae8bf1f
freqai backtesting - add startup_candle_count at function description
2022-09-10 14:45:42 -03:00
Emre
60eb02bb62
Add XGBoostClassifier
2022-09-10 20:13:16 +03:00
Robert Caulk
2077f84f9b
Merge pull request #7363 from wagnercosta/fixHyperoptFreqai
...
Fix hyperopt - freqai
2022-09-10 17:02:01 +02:00
Robert Caulk
4a47c63f71
Merge pull request #7374 from th0rntwig/filter-constant-features
2022-09-10 16:58:58 +02:00
robcaulk
10b6aebc5f
enable continual learning and evaluation sets on multioutput models.
2022-09-10 16:54:13 +02:00
Wagner Costa Santos
a1f88cca80
merge develop
2022-09-10 10:35:16 -03:00
Wagner Costa Santos
79985fda01
fix backtesting freqai startup candles bug
2022-09-10 10:27:17 -03:00
Matthias
4250174de9
Fix ws exception when no token is provided
2022-09-10 14:29:58 +02:00
Matthias
b344f78d00
Improve logic for token validation
2022-09-10 14:20:49 +02:00
Matthias
5705b8759b
Merge branch 'develop' into add-continual-learning
2022-09-10 08:24:04 +02:00
robcaulk
05581db4e3
ensure columns are only dropped in training
2022-09-09 20:37:21 +02:00
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
robcaulk
a826c0eb83
ensure signatures match, reduce verbosity
2022-09-09 19:30:53 +02:00
Emre
acb410a0de
Remove verbosity params
2022-09-09 19:30:53 +02:00
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
09679cc798
fix dependency
2022-09-09 11:27:20 -06:00
Wagner Costa Santos
d38cc06139
Fix freqai backtesting time range issue
2022-09-09 19:27:05 +02:00
Timothy Pogue
426f8f37e9
change var names
2022-09-09 10:45:49 -06:00
Matthias
e256ebd727
Add ws_token to auto-generated config
2022-09-09 07:13:05 +02:00
Timothy Pogue
75cf8dbfe4
missed await
2022-09-08 15:11:36 -06:00
robcaulk
c5d9180758
isort
2022-09-08 22:35:52 +02:00
robcaulk
bc7295579f
improve docs, make example strat hyperoptable
2022-09-08 22:22:50 +02:00
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
fac6626459
update default timeouts
2022-09-08 10:54:31 -06:00
Timothy Pogue
b3b0c918d9
cleanup old code
2022-09-08 10:44:03 -06:00
Timothy Pogue
379b1cbc90
remove unnecessary returns
2022-09-08 10:37:41 -06:00
Timothy Pogue
df3c126146
fix mypy error
2022-09-08 10:34:37 -06:00
Timothy Pogue
4104d0f68a
Merge branch 'develop' into feat/externalsignals
2022-09-08 10:19:23 -06:00
Matthias
883abe5b4f
Merge pull request #7379 from freqtrade/fix/keyerror_fundingfee
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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
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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
4e15611b05
Don't crash in case of funding fee fetch error
2022-09-08 07:18:38 +02:00
Matthias
045c3f0f3a
Reduce diff by avoiding unnecessary changes
2022-09-08 07:01:37 +02:00
Matthias
f3417a8690
Revert condition sequence to simplify conditions
2022-09-08 06:59:14 +02:00
Matthias
20bf44a856
Merge pull request #7375 from freqtrade/combine-metrics
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ensure inlier metric can be combined with other cleaning methods
2022-09-08 06:43:02 +02:00
Timothy Pogue
a50923f796
add producers attribute to dataprovider
2022-09-07 17:14:26 -06:00
Wagner Costa Santos
f4f2884a66
Fix freqai backtesting time range issue
2022-09-07 18:52:58 -03:00
Timothy Pogue
1ef1fc269e
docstring and tests
2022-09-07 15:26:38 -06:00
Timothy Pogue
5934495dda
add websocket request/message schemas
2022-09-07 15:08:01 -06:00
Wagner Costa Santos
bf3ee51167
validate freqai hyperopt with freqai enabled param
2022-09-07 14:42:05 -03:00
Matthias
f8e7ed5d7d
Reduce shutdown verbosity of exchange
2022-09-07 19:28:42 +02:00
Matthias
a9fd12b816
Allow more dynamic timeframes by disabling "choice"
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part of #7366
2022-09-07 19:28:42 +02:00
robcaulk
e51d352777
ensure pca is handling same DF as inlier
2022-09-07 19:11:54 +02:00
robcaulk
4c9ac6b7c0
add kwargs, reduce duplicated code
2022-09-07 18:58:55 +02:00
Timothy Pogue
5d338e697c
change window to timeperiod in hybrid
2022-09-07 18:49:47 +02:00
Timothy Pogue
48cadbf933
remove duplicate line, change window to timeperiod
2022-09-07 18:49:47 +02:00
robcaulk
ea7bdac9ed
ensure inlier metric can be combined with other cleaning methods
2022-09-07 18:45:16 +02:00
Matthias
322f00e3e8
Fix empty entry message if order doesn't fill immediately
...
closes #7368
2022-09-07 18:19:43 +02:00
th0rntwig
cdc72bf8ca
Correct indexing
2022-09-07 18:14:13 +02:00
th0rntwig
047ded1baa
Check for constant columns
2022-09-07 17:47:27 +02:00
Timothy Pogue
2c9b765953
add suffix parameter
2022-09-07 09:35:37 -06:00
Wagner Costa Santos
972b699105
hyperopt - freqai - change validation to config_validation
2022-09-07 11:11:31 -03:00
wagnercosta
6b7644029c
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
2022-09-07 11:07:51 -03:00
Matthias
c08c82bc40
Merge pull request #7322 from freqtrade/add-inlier-metric
...
Add inlier metric
2022-09-07 07:05:57 +02:00
Matthias
4d69df08dd
trunc to amount precision before checking valid partial exits
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closes #7368
2022-09-07 06:43:08 +02:00
Matthias
95a33ab2e6
Add amount_to_contract helper in the exchange
2022-09-07 06:34:03 +02:00
Timothy Pogue
8bfaf0a998
Merge branch 'develop' into feat/externalsignals
2022-09-06 13:02:36 -06:00
Wagner Costa Santos
e0490b3efc
Merge branch 'fixHyperoptFreqai' of https://github.com/wagnercosta/freqtrade into fixHyperoptFreqai
2022-09-06 15:43:08 -03:00
Wagner Costa Santos
8d16dd804d
hyperopt - freqai - docs and refactoring
2022-09-06 15:42:47 -03:00
Timothy Pogue
b1c0267449
mypy fixes
2022-09-06 12:40:58 -06:00
Robert Caulk
d7585161b2
Merge branch 'develop' into add-inlier-metric
2022-09-06 20:40:21 +02:00
wagnercosta
55195260e4
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
2022-09-06 15:32:28 -03:00
robcaulk
97077ba18a
add continual learning to catboost and friends
2022-09-06 20:30:46 +02:00
Matthias
dc4a4bdf09
Wrap cleanup in try/finally handler
...
If a database has errors, the database cleanups would fail, causing
cleanup to be incomplete.
closes #7364
2022-09-06 20:26:42 +02:00
Timothy Pogue
3535aa7724
add last_analyzed to emitted dataframe
2022-09-06 12:12:05 -06:00
robcaulk
d44296783e
isort datakitchen
2022-09-06 20:10:12 +02:00
robcaulk
e83c9b276d
fix whitespace
2022-09-06 19:56:52 +02:00
Matthias
f2f811a2fe
Fix telegram bug with open partial exit orders
2022-09-06 19:55:18 +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
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Fix/fundingfee handling
2022-09-06 19:21:40 +02:00
wagnercosta
1820bc6832
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
2022-09-06 10:02:17 -03:00
Matthias
3f3099cbfc
Merge pull request #7361 from italodamato/develop
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fix hyperopt df preprocessing
2022-09-06 07:26:14 +02:00
Timothy Pogue
38f14349e9
move bytes decoding to serializer
2022-09-05 23:25:25 -06:00
Matthias
d526dfb171
Revert some more changes in rpc_manager
2022-09-06 07:03:31 +02:00
Matthias
4dec19de9f
Add comment to explain why we use the non-trimmed DF
2022-09-06 06:52:50 +02:00
Timothy Pogue
a0d774fdc4
change default initial candle limit to 1500
2022-09-05 20:23:00 -06:00
Timothy Pogue
b949ea301c
fix failed apiserver tests
2022-09-05 19:29:07 -06:00
Timothy Pogue
cd8455ccb7
Merge branch 'develop' into feat/externalsignals
2022-09-05 15:10:25 -06:00
Wagner Costa Santos
2c8e5b191b
fix hyperopt - freqai
2022-09-05 17:43:55 -03:00
Wagner Costa Santos
5b826150df
fix hyperopt - freqai
2022-09-05 17:43:28 -03:00
Timothy Pogue
8f261d8edf
change from bytes to text in websocket, remove old logs
2022-09-05 13:47:17 -06:00
Matthias
36e5c18fa6
Don't raise exception when a message is not implemented in telegram
2022-09-05 20:54:03 +02:00
Italo
9f5642fd97
fix hyperopt df preprocessing
2022-09-05 18:12:19 +02:00
robcaulk
78d01810ed
reduce code redundancy, ensure live always gets the latest data
2022-09-05 00:12:00 +02:00
Wagner Costa Santos
d43ed186fc
fix issue with freqai backtesting at slice dataframe
2022-09-05 00:12:00 +02:00
Timothy Pogue
8a08f8ff8d
revert rpc manager
2022-09-04 10:27:34 -06:00
Timothy Pogue
07f806a314
minor improvements, fixes, old config+constant removal
2022-09-04 10:22:10 -06:00
Timothy Pogue
1601868854
dataprovider fix, updated config example
2022-09-04 09:42:43 -06:00
Robert Caulk
956ea43e55
Merge pull request #7340 from wizrds/sigint-freqai
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Support SIGINT in FreqAI
2022-09-04 16:43:36 +02:00
robcaulk
ec76214d02
backup historical predictions pickle and load the backup in case of corruption
2022-09-04 15:56:07 +02:00
robcaulk
69b3fcfd32
Merge branch 'develop' into dev-merge-rl
2022-09-04 11:23:25 +02:00
robcaulk
27dce20b29
fix bug in Base4ActionRLEnv, improve example strats
2022-09-04 11:21:54 +02:00
Timothy Pogue
3b5e5fc57b
fix method name in dummy class
2022-09-03 14:10:23 -06:00
Robert Caulk
8545d74378
Merge pull request #7331 from th0rntwig/pca
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Normalise PCA space
2022-09-03 21:49:54 +02:00
Timothy Pogue
dae3b3d86a
support shutting down freqai
2022-09-03 13:24:14 -06:00
Matthias
16573b19e3
Fix migration syntax error
2022-09-03 19:51:44 +02:00
robcaulk
5cfb4154eb
revert all changes in normalize_data()
2022-09-03 19:48:30 +02:00
Robert Caulk
63514b0443
Merge pull request #7325 from wagnercosta/develop
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Improve Freqai backtesting performance
2022-09-03 19:28:04 +02:00
robcaulk
c21808ff98
remove metadata redundancy, fix pca bug
2022-09-03 16:54:30 +02:00
robcaulk
c9be66b5b6
increase test coverage for dk, improve function naming, extra cleaning
2022-09-03 15:52:29 +02:00
Matthias
ed4cc18cdd
Migration to check order funding fee
2022-09-03 15:19:40 +02:00
Matthias
0f483ee31f
Use "since last order" approach for live as well.
2022-09-03 15:01:42 +02:00
Matthias
0c6a02687a
Don't calculate funding fees if we're not going to use them.
2022-09-03 15:01:42 +02:00
Matthias
df50b1928d
Fix funding fee calculation for backtesting
2022-09-03 15:01:42 +02:00
Matthias
80b5f035ab
Remove typo in log message
2022-09-03 15:01:28 +02:00
robcaulk
599c1c79fb
reorganized backtest utilities, test new functionality, improve/update doc
2022-09-03 14:00:01 +02:00
Wagner Costa Santos
af5460cebf
Add option to keep models only in memory for backtest
2022-09-02 22:01:53 -03:00
Timothy Pogue
05cbcf834c
minor logging changes
2022-09-02 16:01:33 -06:00
Timothy Pogue
cf917ad2f5
initial candle request limit, better error reporting, split up _handle_producer_connection
2022-09-02 15:05:16 -06:00
Matthias
b26126cb57
Don't use ticker['symbol'] but use "pair" instead
...
closes #7262
2022-09-02 20:09:30 +02:00
Timothy Pogue
5b0b802f31
hybrid json ws serializer
2022-09-02 00:05:36 -06:00
Timothy Pogue
eb4cd6ba82
split initial data into separate requests
2022-09-01 23:52:13 -06:00
Timothy Pogue
dccde88c83
fix dataframe serializing
2022-09-01 23:15:03 -06:00
Matthias
b53791fef2
Futures volumepairlist to account for contract size
2022-09-02 07:11:32 +02:00
Timothy Pogue
00f35f4870
remove old constant, add initial_data requesting, minor changes
2022-09-01 20:06:36 -06:00
th0rntwig
11b2bc269e
Added missing s
2022-09-01 22:37:32 +02:00
th0rntwig
3f8400df10
Normalise PCA space
2022-09-01 21:51:33 +02:00
Matthias
11fbfd3402
Remove unnecessary assignment
2022-09-01 19:39:20 +02:00
Wagner Costa Santos
d6e115178a
refactoring freqai backtesting - remove duplicate code
2022-09-01 07:09:23 -03:00
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
c72a2c26c7
remove external pairlist
2022-08-31 12:06:24 -06:00
Timothy Pogue
6e8abf8674
add producer name to required fields in config
2022-08-31 11:58:58 -06:00
wagnercosta
3d4497467c
Merge branch 'freqtrade:develop' into develop
2022-08-31 14:47:06 -03:00
Timothy Pogue
865b34cd6f
add producer names
2022-08-31 11:43:02 -06:00
Timothy Pogue
510cf4f305
remove data waiting, remove explicit analyzing of external df
2022-08-31 10:40:26 -06:00
robcaulk
240b529533
fix tensorboard path so that users can track all historical models
2022-08-31 16:50:39 +02:00
Richard Jozsa
2493e0c8a5
Unnecessary lines in Base4, and changes for box space, to fit better for our needs ( #7324 )
2022-08-31 16:37:02 +02:00
Wagner Costa Santos
df51da22ee
refactoring freqai backtesting
2022-08-31 11:23:48 -03:00
Matthias
57ff6f8ac5
Init timerange object properly
2022-08-31 10:28:31 +00:00
Matthias
13ccd940d5
Remove startup_candle_count from freqai sample config to avoid confusion
2022-08-31 10:27:08 +00:00
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
Timothy Pogue
115a901773
minor fix for conditional in handle func
2022-08-30 19:34:43 -06:00
Timothy Pogue
ddc45ce2eb
message handling fix, data waiting fix
2022-08-30 19:30:14 -06:00
Timothy Pogue
346e73dd75
client implementation, minor fixes
2022-08-30 19:21:34 -06:00
Matthias
c9aa09ec89
Simplify base fee handling
2022-08-30 20:46:06 +02:00
robcaulk
7e8e29e42d
use continuous value for inlier_metric
2022-08-30 20:41:37 +02:00
Timothy Pogue
418bd26a80
minor fixes, rework consumer request, update requirements.txt
2022-08-30 11:04:16 -06:00
robcaulk
7f52908e87
ensure the lost points are prepended for FreqUI
2022-08-30 18:55:58 +02:00
robcaulk
a58dd0bbf9
add noise feature, improve docstrings
2022-08-30 18:26:24 +02:00
robcaulk
b11742a4c5
integrate inlier metric function
2022-08-30 18:26:24 +02:00
th0rntwig
d3cb211283
Add inlier metric computation
2022-08-30 18:26:24 +02:00
th0rntwig
50e2808667
Fix bug in DI ( #7321 )
2022-08-30 12:54:39 +02:00
Timothy Pogue
47f7c384fb
consumer subscriptions, fix serializer bug
2022-08-29 15:48:29 -06:00
Timothy Pogue
7952e0df25
initial rework separating server and client impl
2022-08-29 13:41:15 -06:00
robcaulk
62c0a174c8
allow users to properly reverse train-test data ordering
2022-08-29 11:04:58 +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
Matthias
8be8a12cc4
Merge pull request #7260 from JohanVlugt/develop
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Example FreqAI hybrid strategy
2022-08-29 06:34:45 +02:00
Matthias
40c00d2d8f
Version bump dev version to 2022.9
2022-08-29 06:34:20 +02:00
Timothy Pogue
8c4e68b8eb
updated example configs
2022-08-28 13:00:52 -06:00
robcaulk
7766350c15
refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling
2022-08-28 19:21:57 +02:00
Robert Caulk
39a739eadb
Merge pull request #7296 from th0rntwig/dbscan
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Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
2022-08-28 14:37:47 +02:00
robcaulk
fcb5d1cb5a
remove debugging flag
2022-08-28 13:01:39 +02:00
robcaulk
dd628eb525
add tests for outlier detection and removal functions
2022-08-28 12:56:39 +02:00
robcaulk
1e41c773a0
fix outlier protection
2022-08-28 12:11:29 +02:00
smarmau
ff3a4995c1
remove unnecessary code
2022-08-28 11:45:20 +02:00
Matthias
b9f35cadb3
add /stopentry alias for /stopbuy
2022-08-28 11:37:22 +02:00
smarmau
005594c29c
simplify hybrid template
2022-08-28 11:29:48 +02:00
th0rntwig
71f7d68783
Fixed mypy error
2022-08-27 12:44:55 +02:00
Matthias
c61b986c3d
FTX - support time_in_force (and PO ordertype)
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closes #7175
2022-08-27 10:30:38 +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
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Add flag to move hyperopt populate_indicators to epoch
2022-08-27 09:21:16 +02:00
Matthias
2b70c3d0c0
support price callback for partial exits in bt
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This will align results to how live works.
closes #7292
2022-08-27 08:50:09 +02:00
Timothy Pogue
05ca673883
Catch status code errors
2022-08-27 00:06:03 -06:00
Timothy Pogue
fcceb744c5
Add janus to requirements.txt
2022-08-26 23:43:05 -06:00
Timothy Pogue
2b5f067877
Refactoring, minor improvements, data provider improvements
2022-08-26 23:40:13 -06:00
Matthias
9204f01312
Don't lock pairs on partial exit
2022-08-27 07:23:02 +02:00
elintornquist
86c5ac44e4
Add outlier percentage check
2022-08-26 23:05:07 +02:00
Matthias
01126c43f7
Fix liquidation price tier calculation
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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
elintornquist
b2d664c63c
Change MinPts calculation
2022-08-26 18:57:27 +02:00
robcaulk
bb3523f383
download data homogeneously across timeframes
2022-08-26 18:51:42 +02:00
