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10331 Commits

Author SHA1 Message Date
Stefano Ariestasia 157bf962f7 add missing imports 2023-01-07 09:14:56 +09:00
Stefano Ariestasia 86ba7dae92 change sharpe hyperopt loss 2023-01-07 08:56:40 +09:00
Matthias 8b456441a9
Merge pull request #7971 from paranoidandy/patch-1 
Update FreqaiExampleStrategy.py
 2023-01-06 15:16:31 +01:00
Stefano Ariestasia 329d95366a
Merge branch 'freqtrade:develop' into bt-metrics 2023-01-06 08:04:00 +08:00
Matthias 787d292ba0 Move "drop_candle" decision to coroutine 2023-01-05 22:31:32 +01:00
Wagner Costa d82264ced9 Merge branch 'develop' into freqai_feature_engineering_functions 2023-01-05 17:55:35 -03:00
Matthias bdf6537c60 Remove unused (and pointless) exchange method 2023-01-05 11:45:15 +01:00
Matthias 4bac66ff0e Type ohlcv coroutine 2023-01-05 11:33:47 +01:00
Matthias 75b0a3e63d Use dedicated type for OHLCV response 2023-01-05 11:30:15 +01:00
Matthias 92800930e9 Improve backtest detail speed 2023-01-05 10:14:58 +01:00
Wagner Costa ed99e7f857 fix corr_pairs startup candle count bug 2023-01-04 14:21:37 -03:00
Matthias 8e5b4750d6 Continue in "regular backtest" case (no detail-data available). 
link to #7967
 2023-01-04 18:08:45 +01:00
Matthias 6470635753 In cases of no losing trade, sortino ratio can't be calculated. 
closes #7977
 2023-01-04 17:55:24 +01:00
Matthias 7a43f37eb7
Merge pull request #7972 from Undertoned/develop 
Fix Backtesting  Analysis Column Wrong
 2023-01-04 16:38:29 +01:00
Antonio Della Fortuna f2fa476dc6 max_open_trades should be an integer 
Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity
 2023-01-04 16:09:27 +01:00
Wagner Costa ed2b1b1ed1 Merge branch 'develop' into freqai_feature_engineering_functions 2023-01-04 10:40:20 -03:00
Wagner Costa 801ab39a24 fix get dataframe data to include startup_candle 2023-01-04 10:36:19 -03:00
Antonio Della Fortuna ce661cb58b Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-04 10:35:09 +01:00
Antonio Della Fortuna 5fd85368a9 Added support for max_open_trades hyperopting 2023-01-04 10:34:44 +01:00
Robert Caulk c384d1357e
Update FreqaiExampleStrategy.py 2023-01-03 21:52:16 +01:00
Matthias 6f031f005d Fix flake error 2023-01-03 20:29:08 +01:00
zhanglei14 63db1fd894 Fix Backtesting Analysis Column Wrong 2023-01-04 01:38:07 +08:00
Wagner Costa 314c0925bf fix get dataframe data to include startup_candle 2023-01-03 14:02:42 -03:00
paranoidandy 73114b93c2
Update FreqaiExampleStrategy.py 
Change can_short to True to enable shorting
 2023-01-03 15:11:46 +00:00
Matthias cd7bd9bf9a Update gate liquidation price link 2022-12-31 10:25:21 +01:00
Matthias 6498e352c1 Remove pointless default 2022-12-31 10:23:39 +01:00
Stefano Ariestasia 5188464fc0 fix typo 2022-12-31 02:03:02 +09:00
Wagner Costa c8aa7720a2 added again feature check in BT from pred files 2022-12-30 11:16:35 -03:00
Wagner Costa b39fc6b924 remove add pair to column from docs, fix keyerror bug and adjust hybrid strategy example 2022-12-30 10:42:31 -03:00
robcaulk b2bab68fba move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies 2022-12-30 13:02:39 +01:00
Matthias 798438df9d Extract funding-rate call to separate method 
this will allow overwriting in subclasses.
 2022-12-30 07:32:59 +01:00
Matthias 499cc5bae1 Better visualize downloaded candletype in debug mode 2022-12-30 07:15:24 +01:00
Wagner Costa 2e30bdb9b2 freqai bt - fix tests 2022-12-29 16:35:11 -03:00
Wagner Costa 2b89f643b7 adjust backtest to new feature engineering functions 2022-12-28 19:03:41 -03:00
Matthias 973cfd0182
Merge pull request #7810 from stash86/bt-metrics 
Add more calculations for backtest metrics
 2022-12-28 15:57:07 +01:00
Matthias 2805e83c9f Bump Develop version to 2023.1 2022-12-28 15:53:43 +01:00
Matthias c52910f28b Improve resiliance against invalid data 
closes #7947
 2022-12-28 15:30:57 +01:00
Matthias 32bbe603cb Fix sortino std calculation 2022-12-28 14:59:49 +01:00
robcaulk 6f7eb71bbb ensure RL works with new naming scheme 2022-12-28 14:52:33 +01:00
Matthias d5b516842c Fix 2 docstrings 2022-12-28 14:44:23 +01:00
Matthias 02eb00fa33 Merge branch 'develop' into pr/stash86/7810 2022-12-28 14:04:54 +01:00
robcaulk c2936d551b improve doc, update test strats, change function names 2022-12-28 13:25:40 +01:00
Matthias cd4faa9c59 keep max_stake_amount through backtests 2022-12-27 18:08:20 +01:00
Wagner Costa 8227b4aafe freqAI Strategy - improve user experience 2022-12-27 11:37:01 -03:00
Matthias 62c4675e29 Remove some deprecated fields from the API 2022-12-27 14:28:07 +01:00
Matthias cb66663fd2 show max_stake_amount in API 2022-12-27 14:28:07 +01:00
Matthias 55001bf321 Keep max_stake_amount (only relevant for DCA orders). 2022-12-27 14:28:07 +01:00
Matthias 63f114395a is_short should be a boolean 2022-12-26 14:02:47 +01:00
Stefano Ariestasia 6353f3ac1a fix formulas and implement new metrics 2022-12-26 08:19:51 +09:00
Matthias 7a5439321c Show new metrics in backtesting 2022-12-25 21:29:37 +01:00
Matthias ce13ce4b10 Update binance stoploss order types 
closes #7927
an update to the most recent ccxt version (>2.4.55) would have the same effect.
 2022-12-25 09:05:53 +01:00
Matthias 4601705814
Merge pull request #7923 from freqtrade/freqai_backtest 
Freqai backtest
 2022-12-23 19:17:12 +01:00
Matthias ad0d7c9a9e Don't allow DCA trades to go beyond max order size 
closes  #7924
 2022-12-23 16:09:35 +01:00
Matthias 73792fd6ce Don't attempt to convert None to dict 2022-12-21 06:28:55 +01:00
Matthias 70531224e6 Allow setting identifier via UI 2022-12-20 19:44:01 +01:00
Matthias 07606a9e23 Simplify APi backtest config merging 2022-12-20 19:32:29 +01:00
Matthias 6d9f1fafb7 allow backtest_cache to be provided via backtest API 2022-12-20 19:20:39 +01:00
Matthias 5dbd5c235a Add endpoint for freqAI models 2022-12-20 07:24:54 +01:00
Matthias 3012c55ec5
Merge pull request #7867 from Bloodhunter4rc/remotepairlist 
Add Remotepairlist
 2022-12-19 19:28:49 +01:00
Matthias a119fbd895 Small error-message finetuning 2022-12-19 18:19:55 +01:00
Bloodhunter4rc ebf60d85da self._init_done placed wrong. fixed 2022-12-19 16:25:22 +01:00
Bloodhunter4rc 43f5a16006 parse exception handling, remove info, cache change 2022-12-19 15:36:28 +01:00
Robert Caulk cc30210b3f
Merge pull request #7908 from freqtrade/add-3action-rl-env 
Add 3 Action RL Env
 2022-12-19 14:47:57 +01:00
Bloodhunter4rc 6380c3d462 reduce duplicate code, fix cache check 2022-12-18 23:37:18 +01:00
Bloodhunter4rc bb33b96ba7 init cache on first iteration, init checks, limit length and charmap to info replace if invalid, move filter logic 2022-12-18 22:28:12 +01:00
Matthias bad6fe77d3 Remove deprecated trade property 2022-12-18 17:21:50 +01:00
Emre c293401b22
Add can_short to freqai base model 2022-12-16 23:19:08 +03:00
Emre 7727f31507
Add 3 Action RL env 2022-12-16 22:18:49 +03:00
Emre dde363343c
Add can_short param to base env 2022-12-16 22:16:19 +03:00
initrv 36948e2a74 fix base4 env done condition 2022-12-16 14:14:05 +03:00
Sam Germain 32d57f624e delisted bibox following ccxt PR https://github.com/ccxt/ccxt/pull/16067 2022-12-15 15:00:27 -05:00
Matthias 2828255435
Merge pull request #7842 from wizrds/feat/refactor-emc 
Change to broadcasting single candles in Producer/Consumer
 2022-12-15 19:47:29 +01:00
Matthias b915872f66
Merge pull request #7899 from freqtrade/fix/multiproc-dp 
Ensure data provider is passed to multiproc envs
 2022-12-15 19:31:23 +01:00
Bloodhunter4rc 9e20d13e50
Merge branch 'freqtrade:develop' into remotepairlist 2022-12-15 17:38:56 +01:00
robcaulk 581a5296cc fix docstrings to reflect new env_info changes 2022-12-15 16:50:08 +01:00
robcaulk 7b4abd5ef5 use a dictionary to make code more readable 2022-12-15 12:25:33 +01:00
Matthias 7a0eadbdf5 Don't recalc profit on closed trades 2022-12-15 07:05:07 +01:00
Matthias ca2a878b86 Update test naming 2022-12-14 20:06:55 +01:00
Emre 3af2251ce8
Fix add_state_info backtesting bug 2022-12-14 22:03:23 +03:00
Emre 2018da0767
Add env_info dict to base environment 2022-12-14 22:03:05 +03:00
Matthias fa260e6560 Move "replace or append" decision to dataprovider 2022-12-14 19:56:54 +01:00
robcaulk 2285ca7d2a add dp to multiproc 2022-12-14 18:22:20 +01:00
Matthias 97fee37072 Improve emc test 2022-12-14 07:22:51 +01:00
Bloodhunter4rc 7f3524949c - print 2022-12-13 21:00:23 +01:00
Bloodhunter4rc d52c1c7554 Add unit tests 2022-12-13 20:21:06 +01:00
Robert Caulk e6da646e2f
Merge pull request #7866 from initrv/cleanup-tensorboard-callback 
Cleanup tensorboard callback
 2022-12-13 09:05:46 +01:00
Timothy Pogue 0dd3836cc7 fix rpc method docstring 2022-12-12 22:47:35 -07:00
Matthias a693495a6d Improve external_candle aggregation 2022-12-12 22:47:35 -07:00
Timothy Pogue 414c0ce050 change unused var 2022-12-12 22:47:35 -07:00
Timothy Pogue 6717dff19b update overlapping candle handling, move append to misc 2022-12-12 22:47:35 -07:00
Timothy Pogue 0602479f7d minor changes, update candle appending to support overlaps 2022-12-12 22:47:35 -07:00
Timothy Pogue f1ebaf4730 fix tests 2022-12-12 22:47:35 -07:00
Timothy Pogue 49f6f40662 remove comment 2022-12-12 22:47:35 -07:00
Timothy Pogue 0d5b2eed94 fix same candle handling 2022-12-12 22:47:35 -07:00
Timothy Pogue d376bf4052 fix indefinite reconnecting 2022-12-12 22:47:35 -07:00
Timothy Pogue ccd1aa70a2 change log calls to debug, handle already received candle 2022-12-12 22:47:35 -07:00
Timothy Pogue c050eb8b8b add candle difference calculation to dataprovider 2022-12-12 22:47:35 -07:00
Timothy Pogue 89338fa677 allow specifying channel send throttle 2022-12-12 22:47:35 -07:00
Timothy Pogue d2c8487ecf update add_external_candle, fix breaking on ping error, handle empty dataframes 2022-12-12 22:47:35 -07:00
Timothy Pogue fce1e9d6d0 update analyzed df request to allow specifying a single pair 2022-12-12 22:47:35 -07:00