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Author SHA1 Message Date
Rokas Kupstys
29fed37df3 Fix exception when few pairs with no data do not result in aborting backtest. 
Exception is triggered by backtesting 20210301-20210501 range with BAKE/USDT pair (binance). Pair data starts on 2021-04-30 12:00:00 and after adjusting for startup candles pair dataframe is empty.

Solution: Since there are other pairs with enough data - skip pairs with no data and issue a warning.

Exception:
```
Traceback (most recent call last):
  File "/home/rk/src/freqtrade/freqtrade/main.py", line 37, in main
    return_code = args['func'](args)
  File "/home/rk/src/freqtrade/freqtrade/commands/optimize_commands.py", line 53, in start_backtesting
    backtesting.start()
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 502, in start
    min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 474, in backtest_one_strategy
    results = self.backtest(
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 365, in backtest
    data: Dict = self._get_ohlcv_as_lists(processed)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 199, in _get_ohlcv_as_lists
    pair_data.loc[:, 'buy'] = 0  # cleanup from previous run
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 692, in __setitem__
    iloc._setitem_with_indexer(indexer, value, self.name)
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 1587, in _setitem_with_indexer
    raise ValueError(
ValueError: cannot set a frame with no defined index and a scalar
```
 2021-05-15 13:37:03 +03:00
Matthias
84222c89ee
Merge pull request #4922 from rokups/rk/fix-docs 
Docs update regarding dataframe access
 2021-05-12 19:58:11 +02:00
Rokas Kupstys
9bb6ba086b
Update docs/strategy-advanced.md 
Co-authored-by: Matthias <xmatthias@outlook.com>
 2021-05-12 17:15:38 +03:00
Rokas Kupstys
ad4c51b3c5 * Added "Dataframe access" section showcasing how to obtain dataframe and use it to get last-available and trade-open candles. 
* Fix custom_sell() example to use rsi from last-available instead of trade-open candle, add a pointer to "Dataframe access" section for more info.
* Simplify "Custom stoploss using an indicator from dataframe example" greatly, add a pointer to "Dataframe access" section for more info.
 2021-05-12 09:30:35 +03:00
Matthias
6d232db1d8
Merge pull request #4918 from kamontat/patch-1 
remove duplicate python3-pip
 2021-05-11 20:16:26 +02:00
Kamontat Chantrachirathumrong
e53bbec285
remove duplicate python3-pip 2021-05-12 00:13:13 +07:00
Matthias
bcab44560a Fix doc typo 2021-05-11 06:25:23 +02:00
Matthias
c4a2de0fd5
Merge pull request #4915 from froggleston/develop 
Small update custom_sell() doc
 2021-05-11 06:16:49 +02:00
Robert Davey
ac95d577a5
Merge pull request #1 from froggleston/frog-custom-sell-doc 
Update strategy-advanced.md
 2021-05-10 19:48:09 +01:00
Robert Davey
425d97719a
Update strategy-advanced.md 
Update custom_sell() example to comment that the current trade row is at trade open as written. Change "abstain" to something clearer for non-fluent English speakers.
 2021-05-10 19:42:37 +01:00
Matthias
b81f24d9c6
Merge pull request #4851 from rokups/rk/backtest-dataprovider 
Data provider support in backtesting
 2021-05-10 19:11:05 +02:00
Matthias
91fd367287
Merge pull request #4906 from freqtrade/dependabot/pip/develop/ccxt-1.49.73 
Bump ccxt from 1.49.30 to 1.49.73
 2021-05-10 15:24:02 +02:00
Matthias
3d6b3f1d6a Add Issue config.yml 2021-05-10 15:08:28 +02:00
dependabot[bot]
8e6a95e11b
Bump ccxt from 1.49.30 to 1.49.73 
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.49.30 to 1.49.73.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.49.30...1.49.73)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-05-10 10:50:05 +00:00
Matthias
7e6d469511
Merge pull request #4913 from freqtrade/dependabot/pip/develop/fastapi-0.64.0 
Bump fastapi from 0.63.0 to 0.64.0
 2021-05-10 08:53:34 +02:00
Matthias
9cef2983e5
Merge pull request #4907 from freqtrade/dependabot/pip/develop/mkdocs-material-7.1.4 
Bump mkdocs-material from 7.1.3 to 7.1.4
 2021-05-10 08:52:02 +02:00
Matthias
3eb4cda975
Merge pull request #4911 from freqtrade/dependabot/pip/develop/pymdown-extensions-8.2 
Bump pymdown-extensions from 8.1.1 to 8.2
 2021-05-10 08:51:47 +02:00
Matthias
0fefa696cc
Merge pull request #4908 from freqtrade/dependabot/pip/develop/sqlalchemy-1.4.14 
Bump sqlalchemy from 1.4.12 to 1.4.14
 2021-05-10 08:50:42 +02:00
Matthias
837c05aa62
Merge pull request #4910 from freqtrade/dependabot/pip/develop/flake8-3.9.2 
Bump flake8 from 3.9.1 to 3.9.2
 2021-05-10 08:49:53 +02:00
Matthias
699b21064b
Merge pull request #4912 from freqtrade/dependabot/pip/develop/pytest-mock-3.6.1 
Bump pytest-mock from 3.6.0 to 3.6.1
 2021-05-10 08:49:25 +02:00
Matthias
158a4ea660
Merge pull request #4909 from freqtrade/dependabot/pip/develop/pytest-6.2.4 
Bump pytest from 6.2.3 to 6.2.4
 2021-05-10 08:49:13 +02:00
dependabot[bot]
43c7382d24
Bump fastapi from 0.63.0 to 0.64.0 
Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.63.0 to 0.64.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.63.0...0.64.0)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-05-10 05:27:36 +00:00
dependabot[bot]
93268ba16d
Bump pytest-mock from 3.6.0 to 3.6.1 
Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 3.6.0 to 3.6.1.
- [Release notes](https://github.com/pytest-dev/pytest-mock/releases)
- [Changelog](https://github.com/pytest-dev/pytest-mock/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-mock/compare/v3.6.0...v3.6.1)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-05-10 05:27:22 +00:00
dependabot[bot]
5ecd86ed56
Bump pymdown-extensions from 8.1.1 to 8.2 
Bumps [pymdown-extensions](https://github.com/facelessuser/pymdown-extensions) from 8.1.1 to 8.2.
- [Release notes](https://github.com/facelessuser/pymdown-extensions/releases)
- [Commits](https://github.com/facelessuser/pymdown-extensions/compare/8.1.1...8.2)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-05-10 05:27:11 +00:00
dependabot[bot]
6eb47b0aeb
Bump flake8 from 3.9.1 to 3.9.2 
Bumps [flake8](https://gitlab.com/pycqa/flake8) from 3.9.1 to 3.9.2.
- [Release notes](https://gitlab.com/pycqa/flake8/tags)
- [Commits](https://gitlab.com/pycqa/flake8/compare/3.9.1...3.9.2)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-05-10 05:27:03 +00:00
dependabot[bot]
0a82e2b061
Bump pytest from 6.2.3 to 6.2.4 
Bumps [pytest](https://github.com/pytest-dev/pytest) from 6.2.3 to 6.2.4.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/6.2.3...6.2.4)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-05-10 05:26:52 +00:00
dependabot[bot]
a7cd8fc578
Bump sqlalchemy from 1.4.12 to 1.4.14 
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.12 to 1.4.14.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-05-10 05:26:36 +00:00
dependabot[bot]
a7bd051f6b
Bump mkdocs-material from 7.1.3 to 7.1.4 
Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.3 to 7.1.4.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.3...7.1.4)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-05-10 05:26:26 +00:00
Matthias
d495ea3693 Update docs about availability of get_analyzed 2021-05-09 19:53:41 +02:00
Matthias
1c408c0404 Add small tests for backtest mode 2021-05-09 19:47:37 +02:00
Matthias
00e93dad02 Fix mistake in the docs 2021-05-09 10:04:56 +02:00
Matthias
92186d89a2 Add some changes to strategytemplate 2021-05-09 09:56:36 +02:00
Matthias
2157923aee have edge send multiple messages if necessary 
closes #4519
 2021-05-08 19:45:34 +02:00
Rokas Kupstys
17b9e898d2 Update docs displaying how to get last available and trade-open candles. 2021-05-08 18:40:49 +03:00
Rokas Kupstys
8d8c782bd0 Slice dataframe in backtesting, preventing access to rows past current time. 2021-05-08 18:40:49 +03:00
Matthias
0ca0ed4117
Merge pull request #4843 from docbobo/arm64-support 
Docker support for arm64
 2021-05-08 17:35:19 +02:00
Matthias
70189b1992 Move dockerfile and document M1 image existance 2021-05-08 17:24:41 +02:00
Rokas Kupstys
f1eb653545 Fix strategy protections not being loaded in backtesting. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
1b01ad6f85 Make exchange parameter optional and do not use it as parameter in backtesting. 2021-05-08 10:29:47 +03:00
Matthias
4b6cd69c81 Add test for no-exchange dataprovider 2021-05-08 10:29:47 +03:00
Rokas Kupstys
d344194b36 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
9b4f6b41a2 Use correct datetime. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
6fb4d83ab3 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
6af4de8fe8 Remove dataframe parameter from docs. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
cdfa6adbe5 Store pair datafrmes in dataprovider for backtesting. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
dc6e702fec Pass current_time to confirm_trade_entry/confirm_trade_exit. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
d34da3f981 Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods." 
This reverts commit 595b8735f8.

# Conflicts:
#	freqtrade/optimize/backtesting.py
#	freqtrade/strategy/interface.py
 2021-05-08 10:29:47 +03:00
Matthias
513be11fd9 Fix hyperopt output 
closes #4892
 2021-05-07 20:23:11 +02:00
Matthias
4a7d7a5779
Merge pull request #4887 from freqtrade/timerange_noarrow 
Don't use Arrow to get min/max backtest dates
 2021-05-07 06:51:16 +02:00
Matthias
554f5f14b6 Raise exception if no data is left 2021-05-07 06:41:15 +02:00