10676 Commits

Author	SHA1	Message	Date
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Matthias	ded57fb301	Remove no longer valid test part	2022-11-05 20:32:31 +01:00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
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 ... closes #7583	2022-10-13 11:58:32 +00:00
Matthias	e3ca740704	Merge pull request #7558 from wizrds/feat/queue-per-client-ws ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... ✏️ 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 ... 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 ... 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 ... 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) ... * 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 ... 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 ... 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) ... * 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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" ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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) ... 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 ... 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 ... 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 ... 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
robcaulk	e7261cf515	add freqai utils.py file	2022-08-26 15:30:28 +02:00
robcaulk	65b552e310	make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection	2022-08-26 15:30:01 +02:00
robcaulk	4b7e640f31	reduce code duplication, optimize auto data download per tf	2022-08-26 13:56:44 +02:00
robcaulk	baa4f8e3d0	remove Base3ActionEnv in favor of Base4Action	2022-08-26 11:04:25 +02:00
richardjozsa	d31926efdf	Added Base4Action	2022-08-26 11:04:25 +02:00
Matthias	53d46a0385	align max_entry_position_adjustment behavior of backtesting to live ... closes #7293	2022-08-25 20:36:17 +02:00
robcaulk	3199eb453b	reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use.	2022-08-25 19:05:51 +02:00
Matthias	1fd223c815	Update --prepend help string ... closes #7290	2022-08-25 17:03:41 +02:00
robcaulk	05ccebf9a1	automate eval freq in multiproc	2022-08-25 12:29:48 +02:00
robcaulk	94cfc8e63f	fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward	2022-08-25 11:46:18 +02:00
Matthias	f2a356a80c	Fix some imports	2022-08-25 07:08:58 +02:00
Matthias	6636f17e0f	Simplify usage of amount_to_contract precision	2022-08-25 07:08:22 +02:00
Timothy Pogue	d474111a65	Renamed to external signals, controller class refactored	2022-08-24 22:42:29 -06:00
Timothy Pogue	592373f096	Remove pairlist waiting, add .db files to .gitignore	2022-08-24 18:30:30 -06:00
Matthias	32faad9333	Fix backtest calculation problem with DCA ... closes #7287	2022-08-24 20:36:08 +02:00
robcaulk	d1bee29b1e	improve default reward, fix bugs in environment	2022-08-24 18:32:40 +02:00
robcaulk	a61821e1c6	remove monitor log	2022-08-24 16:33:13 +02:00
robcaulk	bd870e2331	fix monitor bug, set default values in case user doesnt set params	2022-08-24 16:32:14 +02:00
robcaulk	c0cee5df07	add continual retraining feature, handly mypy typing reqs, improve docstrings	2022-08-24 13:00:55 +02:00
robcaulk	b708134c1a	switch multiproc thread count to rl_config definition	2022-08-24 13:00:55 +02:00
robcaulk	b26ed7dea4	fix generic reward, add time duration to reward	2022-08-24 13:00:55 +02:00
robcaulk	280a1dc3f8	add live rate, add trade duration	2022-08-24 13:00:55 +02:00
robcaulk	f9a49744e6	add strategy to the freqai object	2022-08-24 13:00:55 +02:00
richardjozsa	a2a4bc05db	Fix the state profit calculation logic	2022-08-24 13:00:55 +02:00
robcaulk	29f0e01c4a	expose environment reward parameters to the user config	2022-08-24 13:00:55 +02:00
robcaulk	d88a0dbf82	add sb3_contrib models to the available agents. include sb3_contrib in requirements.	2022-08-24 13:00:55 +02:00
robcaulk	8b3a8234ac	fix env bug, allow example strat to short	2022-08-24 13:00:55 +02:00
mrzdev	8cd4daad0a	Feat/freqai rl dev (#7) ... * access trades through get_trades_proxy method to allow backtesting	2022-08-24 13:00:55 +02:00
robcaulk	3eb897c2f8	reuse callback, allow user to acces all stable_baselines3 agents via config	2022-08-24 13:00:55 +02:00
robcaulk	4b9499e321	improve nomenclature and fix short exit bug	2022-08-24 13:00:55 +02:00
sonnhfit	4baa36bdcf	fix persist a single training environment for PPO	2022-08-24 13:00:55 +02:00
robcaulk	f95602f6bd	persist a single training environment.	2022-08-24 13:00:55 +02:00
robcaulk	5d4e5e69fe	reinforce training with state info, reinforce prediction with state info, restructure config to accommodate all parameters from any user imported model type. Set 5Act to default env on TDQN. Clean example config.	2022-08-24 13:00:55 +02:00
sonnhfit	7962a1439b	remove keep low profit	2022-08-24 13:00:55 +02:00
sonnhfit	81b5aa66e8	make env keep current position when low profit	2022-08-24 13:00:55 +02:00
sonnhfit	45218faeb0	fix coding convention	2022-08-24 13:00:55 +02:00
robcaulk	b90da46b1b	improve price df handling to enable backtesting	2022-08-24 13:00:55 +02:00
MukavaValkku	2080ff86ed	5ac base fixes in logic	2022-08-24 13:00:55 +02:00
robcaulk	16cec7dfbd	fix save/reload functionality for stablebaselines	2022-08-24 13:00:55 +02:00
sonnhfit	0475b7cb18	remove unuse code and fix coding conventions	2022-08-24 13:00:55 +02:00
MukavaValkku	d60a166fbf	multiproc TDQN with xtra callbacks	2022-08-24 13:00:55 +02:00
robcaulk	dd382dd370	add monitor to eval env so that multiproc can save best_model	2022-08-24 13:00:55 +02:00
robcaulk	69d542d3e2	match config and strats to upstream freqai	2022-08-24 13:00:55 +02:00
robcaulk	e5df39e891	ensuring best_model is placed in ram and saved to disk and loaded from disk	2022-08-24 13:00:55 +02:00
robcaulk	bf7ceba958	set cpu threads in config	2022-08-24 13:00:55 +02:00
MukavaValkku	57c488a6f1	learning_rate + multicpu changes	2022-08-24 13:00:55 +02:00
robcaulk	acf3484e88	add multiprocessing variant of ReinforcementLearningPPO	2022-08-24 13:00:55 +02:00
MukavaValkku	cf0731095f	type fix	2022-08-24 13:00:55 +02:00
MukavaValkku	1c81ec6016	3ac and 5ac example strategies	2022-08-24 13:00:55 +02:00
MukavaValkku	13cd18dc9a	PPO policy change + verbose=1	2022-08-24 13:00:55 +02:00
robcaulk	926023935f	make base 3ac and base 5ac environments. TDQN defaults to 3AC.	2022-08-24 13:00:55 +02:00
MukavaValkku	096533bcb9	3ac to 5ac	2022-08-24 13:00:55 +02:00
MukavaValkku	718c9d0440	action fix	2022-08-24 13:00:55 +02:00
robcaulk	9c78e6c26f	base PPO model only customizes reward for 3AC	2022-08-24 13:00:55 +02:00
robcaulk	6048f60f13	get TDQN working with 5 action environment	2022-08-24 13:00:55 +02:00
robcaulk	d4db5c3281	ensure TDQN class is properly named	2022-08-24 13:00:55 +02:00
robcaulk	91683e1dca	restructure RL so that user can customize environment	2022-08-24 13:00:55 +02:00
sonnhfit	ecd1f55abc	add rl module	2022-08-24 13:00:55 +02:00
MukavaValkku	9b895500b3	initial commit - new dev branch	2022-08-24 13:00:55 +02:00
MukavaValkku	cd3fe44424	callback function and TDQN model added	2022-08-24 13:00:55 +02:00
MukavaValkku	01232e9a1f	callback function and TDQN model added	2022-08-24 13:00:55 +02:00
MukavaValkku	8eeaab2746	add reward function	2022-08-24 13:00:55 +02:00
MukavaValkku	ec813434f5	ReinforcementLearningModel	2022-08-24 13:00:55 +02:00
MukavaValkku	2f4d73eb06	Revert "ReinforcementLearningModel" ... This reverts commit 4d8dfe1ff1daa47276eda77118ddf39c13512a85.	2022-08-24 13:00:55 +02:00
MukavaValkku	c1e7db3130	ReinforcementLearningModel	2022-08-24 13:00:55 +02:00
robcaulk	05ed1b544f	Working base for reinforcement learning model	2022-08-24 13:00:40 +02:00
Matthias	a6d78a8615	initialize Since parameter properly ... closes #7285	2022-08-23 06:43:04 +02:00
Matthias	fe7108ae75	Convert amount to contracts before comparing for close ... closes #7279	2022-08-23 06:37:38 +02:00
Matthias	78b161e14c	add contract_size to database	2022-08-23 06:37:38 +02:00
Matthias	6036018f35	Extract contracts_to_amount and amount_to_contracts to standalone functions	2022-08-23 06:37:38 +02:00
Matthias	5f38a574ce	Add okx broker id	2022-08-23 06:37:38 +02:00
th0rntwig	5ce1c69803	Improve DBSCAN epsilon identification (#7269) ... * Improve DBSCAN epsilon identification	2022-08-22 19:57:20 +02:00
robcaulk	ac42c0153d	deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.	2022-08-22 18:19:07 +02:00
robcaulk	96d8882f1e	Plug mem leak, add training timer	2022-08-22 13:30:30 +02:00
Matthias	f55d5ffd8c	Don't fail when --strategy-path is not a valid directory. ... closes #7264	2022-08-22 09:20:14 +00:00
Timothy Pogue	4fa01548f6	Remove old var from strategy interface	2022-08-21 22:49:42 -06:00
Timothy Pogue	6f5478cc02	DataFrame transmission, strategy follower logic	2022-08-21 22:45:36 -06:00
Matthias	015be770c3	ccxt now defaults to base volume for all markets	2022-08-22 06:42:14 +02:00
Matthias	f6d832c6d9	Add get_option to expose ft_has via method	2022-08-21 17:51:46 +02:00
Matthias	87a3115073	Add get_open_trade_count() to simplify getting open trade count.	2022-08-21 17:08:27 +02:00
Matthias	6189aa817c	Fix HybridExample formatting	2022-08-20 19:50:18 +02:00
robcaulk	64b0834437	add credit in docstring	2022-08-20 17:04:38 +02:00
robcaulk	90c03178b1	provide user directions, clean up strategy, remove unnecessary code.	2022-08-20 17:02:18 +02:00
Matthias	cdd4745693	Merge pull request #7263 from freqtrade/okx_cache_tiers ... Okx cache tiers	2022-08-20 15:18:13 +02:00
Matthias	5b3f031590	Use hyperopt safe amount precision method	2022-08-20 14:13:15 +02:00
Matthias	738e95b875	Add tests for leverage tiers caching	2022-08-20 13:54:54 +02:00
Matthias	b6e8b9df35	Use cached leverage tiers	2022-08-20 13:01:58 +02:00
Matthias	52ec0d1046	Update binance Leverage tiers	2022-08-20 11:53:15 +02:00
Matthias	0da0600836	Have backtesting respect tradable size ... closes #7161	2022-08-20 11:41:11 +02:00
Matthias	54ddc1a4c2	Add --tradingmode alias	2022-08-20 11:24:20 +02:00
Matthias	aa3da092a0	Dont' use classProperty - that's not supported on 3.8	2022-08-20 10:55:52 +02:00
Matthias	01d45ed12e	Merge pull request #7257 from freqtrade/feat/list-pair-time ... Get min/max data in list-data command	2022-08-20 08:16:52 +02:00
Matthias	7b8b73e651	Merge pull request #7243 from lolongcovas/newbranch_test ... Improve PCA and pairwise distance calcs	2022-08-20 08:13:40 +02:00
Timothy Pogue	739b68f8fd	ExternalPairList plugin	2022-08-19 22:40:01 -06:00
Johan van der Vlugt	b44bd0171c	Example Classifier strat	2022-08-19 19:10:37 +02:00
Matthias	b9d48c3278	use numbers in HyperoptState properly ...	2022-08-19 15:40:06 +02:00