Commit Graph

5579 Commits

Author SHA1 Message Date
Matthias f06b58dc91 Test MaxDrawdown desc 2020-12-07 08:23:10 +01:00
Matthias 089c463cfb Introduce max_drawdown protection 2020-12-07 08:23:10 +01:00
Matthias 9d6f3a89ef Improve docs and fix typos 2020-12-07 08:23:10 +01:00
Matthias 768d7fa196 Readd optional for get_pair_locks - it's necessary 2020-12-07 08:23:10 +01:00
Matthias ad746627b3 Fix lock-loop 2020-12-07 08:23:10 +01:00
Matthias 4351a26b4c Move stop_duration to parent class
avoids reimplementation and enhances standardization
2020-12-07 08:23:10 +01:00
Matthias 6d0f16920f Get Longest lock logic 2020-12-07 08:23:10 +01:00
Matthias dce2364672 Add stoploss per pair support 2020-12-07 08:23:10 +01:00
Matthias 8f958ef723 Improve login-mixin structure 2020-12-07 08:23:10 +01:00
Matthias 8d9c66a638 Add LogginMixin to freqtradebot class to avoid over-logging 2020-12-07 08:23:10 +01:00
Matthias be57ceb252 Remove confusing entry
(in this branch of the if statement, candle_date is empty
2020-12-07 08:23:10 +01:00
Matthias 5e3d2401f5 Only call stop methods when they actually support this method 2020-12-07 08:23:10 +01:00
Matthias 2cd54a5933 Allow disabling output from plugins 2020-12-07 08:23:10 +01:00
Matthias 8ebd6ad200 Rename login-mixin log method 2020-12-07 08:23:10 +01:00
Matthias 2e5b9fd4b2 format profit in low_profit_pairs 2020-12-07 08:23:10 +01:00
Matthias e29d918ea5 Avoid double-locks also in per pair locks 2020-12-07 08:23:10 +01:00
Matthias fc97266dd4 Add "now" to lock_pair method 2020-12-07 08:23:10 +01:00
Matthias 59091ef2b7 Add helper method to calculate protection until 2020-12-07 08:23:10 +01:00
Matthias 5133675988 Apply all stops in the list, even if the first would apply already 2020-12-07 08:23:10 +01:00
Matthias 9484ee6690 Test for low_profit_pairs 2020-12-07 08:23:10 +01:00
Matthias bb06365c50 Improve protection documentation 2020-12-07 08:23:10 +01:00
Matthias 1f703dc341 Improve protection documentation 2020-12-07 08:23:10 +01:00
Matthias 00d4820bc1 Add low_profit_pairs 2020-12-07 08:23:10 +01:00
Matthias 9f6c2a583f Better wording for config options 2020-12-07 08:23:10 +01:00
Matthias 8dbef6bbea Add test for cooldown period 2020-12-07 08:23:10 +01:00
Matthias fe0afb9883 Implement calling of per-pair protection 2020-12-07 08:23:10 +01:00
Matthias 2a66c33a4e Add locks per pair 2020-12-07 08:23:10 +01:00
Matthias ff7ba23477 Simplify enter_positions and add global pairlock check 2020-12-07 08:23:10 +01:00
Matthias 05be33ccd4 Simplify is_pair_locked 2020-12-07 08:23:10 +01:00
Matthias 56975db2ed Add more tests 2020-12-07 08:23:10 +01:00
Matthias 816703b8e1 Improve protections work 2020-12-07 08:23:10 +01:00
Matthias f39a534fc0 Implement global stop (First try) 2020-12-07 08:23:10 +01:00
Matthias 3447f1ae53 Implement first stop method 2020-12-07 08:23:10 +01:00
Matthias a0bd2ce837 Add first version of protection manager 2020-12-07 08:23:10 +01:00
Matthias b6b9c8e5cc Move "slow-log" to it's own mixin 2020-12-07 08:23:10 +01:00
Matthias 51fbd0698c Move get_logs to be static method 2020-12-06 19:57:48 +01:00
Matthias 245c19f5e9 Add simple test for /stats call 2020-12-05 14:48:56 +01:00
Matthias aa27c9ace2 Reorder methods in telegram
/stats is closely related to /profit
2020-12-05 14:39:50 +01:00
Matthias 143423145c Refactor most of the logic to rpc.py
this way /stats can be used by other RPC methods too
2020-12-05 14:38:42 +01:00
Matthias c556d1b37e Make /stats working 2020-12-05 14:06:46 +01:00
Matthias 8f61b68b2a Merge branch 'develop' into pr/imxuwang/3799 2020-12-05 14:06:23 +01:00
Matthias 058d40a72c Fix telegram /daily command without arguments 2020-12-05 08:16:40 +01:00
Matthias 2fbbeb970b Gracefully handle cases where no buy price was found
closes #4030
2020-12-04 07:42:16 +01:00
Matthias 22595e6f92
Merge pull request #3929 from radwayne/roi_trailing_backtest
change backtesting behaviour if roi and trailing-stop happen at the same time
2020-12-03 19:40:46 +01:00
Matthias 36b7edc342 Update typing errors 2020-12-01 19:57:09 +01:00
Matthias dda5bcbc8d
Merge pull request #4009 from mrsegen/patch-4
[Pairlist] Add PerformanceFilter
2020-11-30 07:48:15 +01:00
Leif Segen e7a035eefe Lint 2020-11-28 12:29:31 -06:00
Leif Segen 323c0657f8 Sort by profit after sort by count/pair 2020-11-28 12:17:03 -06:00
Leif Segen 6a74c57c3d Pair name-based sorting.
Attempt at more rational string sorting. Change test to show not working as expected.
2020-11-28 11:33:25 -06:00
Matthias e40d97e05e Small formatting improvements 2020-11-28 17:52:29 +01:00
Matthias 5d3f59df90 Add best / worst trade 2020-11-28 17:45:56 +01:00
Matthias a00f852cf9 Add best / worst pair to summary statistics 2020-11-28 17:37:10 +01:00
Leif Segen 03c5714399 Use explicit merge without depending on library detail. Add no trades case. 2020-11-28 09:45:17 -06:00
Leif Segen e1d42ba78c Alphabetize 2020-11-28 09:44:01 -06:00
Matthias a47d8dbe56 Small refactor, avoiding duplicate calculation of profits 2020-11-28 11:35:29 +01:00
Leif Segen 37d2e476df isort imports 2020-11-28 01:59:30 -06:00
Leif Segen 966c6b308f Satisfy linter. 2020-11-28 01:34:18 -06:00
Leif Segen cfbd1c4c43
Merge branch 'develop' into patch-4 2020-11-28 01:17:34 -06:00
Leif Segen 662ec32073 Add test cases 2020-11-28 01:15:36 -06:00
Leif Segen 91b4c80d35 Remove unused parameters 2020-11-27 22:18:49 -06:00
Leif Segen 380cca2252 Remove unused imports 2020-11-27 22:00:48 -06:00
Leif Segen 7cbd89657f Initial step towards implementing proposed code 2020-11-27 21:24:40 -06:00
Matthias af1b3721fb remove duplicate settings check 2020-11-27 20:28:17 +01:00
Matthias 95c3c45ec9 Remove long deprecated settings that moved from experimental to
ask_strategy
2020-11-27 20:24:32 +01:00
Matthias fefb4b23d0 revise logic in should_sell 2020-11-27 09:24:53 +01:00
Matthias 81d08c4def Add detailed backtest test verifying the ROI / trailing stop collision 2020-11-27 08:24:56 +01:00
Matthias dddbc799f9 have kraken stoploss-limit support trailing stop 2020-11-26 19:40:36 +01:00
Matthias 1d56c87a34 Fully support kraken limit stoploss 2020-11-25 21:40:39 +01:00
Matthias 53231d94a9
Merge pull request #3975 from freqtrade/volatility_filter
RangeStabilityFilter filter - filter for pairs without much movement
2020-11-25 19:17:06 +01:00
Matthias c14c0f60a1 Add Support for kraken stoploss-limit 2020-11-25 16:27:27 +01:00
Matthias 6810192992 Update docstring for new filter 2020-11-25 15:14:36 +01:00
Matthias 8ae604d473 Ensure we're not running off of empty dataframes 2020-11-25 15:14:36 +01:00
Matthias 0d349cb355 Small finetuning 2020-11-25 15:14:36 +01:00
Matthias 8f1d2ff070 Renamd volatilityFilter to RangeStabilityFilter 2020-11-25 15:14:29 +01:00
Matthias 0104c9fde6 Fix double logging 2020-11-25 14:31:34 +01:00
Matthias ceb50a7807 use exception handler when downloading data
closes #3992
2020-11-25 07:57:27 +01:00
Matthias bd98ff6332 Update docstring in all pairlists 2020-11-24 20:24:51 +01:00
Matthias 006436a18d Require use_sell_signal to be true for edge
Otherwise edge will have strange results, as
edge runs with sell signal, while the bot runs without sell signal,
causing results to be invalid

closes #3900
2020-11-24 07:47:35 +01:00
Matthias 730c9ce471 Add Max_open_trades to summary metrics 2020-11-24 06:57:26 +01:00
Matthias 29c6a9263d Protect against 0 values 2020-11-22 15:50:44 +01:00
Matthias 2e1551a2eb Improve tests of volatilityfilter 2020-11-21 19:57:17 +01:00
Matthias f8fab5c4f8 Add tests for failure cases 2020-11-21 15:51:39 +01:00
Matthias 109824c9a8 Add VolatilityFilter 2020-11-21 15:39:00 +01:00
Matthias fb86d8f8ff Add get_historic_ohlcv_as_df to support VolatilityFilter 2020-11-21 15:28:50 +01:00
Matthias 4d60a4cf4e Add warning to StochRSI in sample strategy
closes #2961
2020-11-21 11:32:46 +01:00
Matthias e8e3ca0c3c Catch ValueError from trade_conversion
closes #3967
2020-11-21 10:57:19 +01:00
Matthias 83861fabde Fix #3967, move TradeList type to constants 2020-11-21 10:52:15 +01:00
Matthias 5ed85963a9 Allow forcebuy price to be a string by converting it to float
fix #3970
2020-11-21 10:39:49 +01:00
Matthias fa0fcfb492
Merge pull request #3939 from drdux/historic-pair
Historic pair
2020-11-19 19:46:08 +01:00
Matthias 7a8b274a44 Merge branch 'develop' into pr/imxuwang/3799 2020-11-19 13:18:03 +01:00
Matthias 52c9a2c37f Convert np to None when loading hdf5 trades to allow duplicate detection 2020-11-19 07:31:54 +01:00
Matthias 9621734adc Allow setting datafromat via configuration
closes #3953
2020-11-17 06:53:38 +01:00
Matthias 05f0cc787c Plotting should use startup_candles too
closes #3943
2020-11-14 09:28:00 +01:00
Matthias 164105acf2 Adjust startup_candle_count of sample strategies 2020-11-14 08:25:57 +01:00
Matthias 08b52926c8 Catch asyncio.TimeoutError when reloading async markets 2020-11-13 10:43:48 +01:00
Matthias 4eb96cfc4f Allow locks to be gathered even when the bot is stopped 2020-11-13 06:51:45 +01:00
Daniel Goller 2d6bfe1592 only skip pair validation rather than all of it 2020-11-12 11:32:45 +00:00
Daniel Goller 2424ac94c2 skip the check for active markets with flag for existing StaticPairList 2020-11-12 11:29:46 +00:00
Daniel Goller 2640dfee93 Revert "Added ConstPairList handler to skip validation of pairs if you want to backtest a pair that's not live any more, e.g. expiring contracts."
This reverts commit 13da8f9368.
2020-11-12 11:27:30 +00:00
Daniel Goller 916776bb53 Option to skip exchange validation, required to backtest pairs that are not live on the exchange any more. 2020-11-09 08:37:38 +00:00