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Author SHA1 Message Date
creslin 10ab6c7ffa Removed unneeded property code 2018-08-03 09:14:16 +00:00
creslin 71b0e15182 updated configuration.md 2018-08-03 08:45:24 +00:00
creslin 1fef384bba flake 8 2018-08-03 08:40:16 +00:00
creslin d2a728cebd flake 8 2018-08-03 08:38:13 +00:00
creslin 6b3e8dcc33 holds a dict of each pair last seen. 
to correctly manage the last seen of a pair.
 2018-08-03 08:33:37 +00:00
creslin c38d94df2d Resubmitting - because GIT. 
This is the last cut that was in #1117 before i closed that PR

This PR allows a user to set the flag "ta_on_candle" in their config.json

This will change the behaviour of the the bot to only process indicators
when there is a new candle to be processed for that pair.

The test is made up of "last dataframe row date + pair" is different to
last_seen OR  ta_on_candle is not True
 2018-08-03 07:33:34 +00:00
creslin 7f4472ad77 As requested in issue #1111 
A python script to return

 - all exchanges supported by CCXT
 - all markets on a exchange

 Invoked as `python get_market_pairs.py` it will list exchanges
 Invoked as `python get_market_pairs binance` it will list all markets on binance
 2018-08-02 10:10:44 +00:00
creslin 1f97d0d78b fix 2018-08-02 09:15:02 +00:00
creslin a741f1144a missing __init__.py 2018-08-02 08:58:04 +00:00
creslin f619cd1d2a renamed/refactored get_ticker_history to get_candle_history 
as it does not fetch any ticker data only candles
and is causing confusion when developer are talking about candles /tickers
incorreclty.

OHLCV < candles and Tickers are two seperate datafeeds from the exchange
 2018-08-02 08:45:28 +00:00
creslin 36f91fcdf5 XBT missing as a market symbol for BTC in constants 2018-08-01 06:03:34 +00:00
creslinux 012fe94333 Recommitted as new branch with unit tests - GIT screwd me on the last PR 2018-07-30 16:49:58 +00:00
creslinux dd71071740 Added logger.info when Sandbox is enabled. 2018-07-29 09:15:13 +00:00
creslinux c85c7a3a77 Documentation fixes. 2018-07-29 09:12:05 +00:00
creslinux 1e804c0df5 flake 8 2018-07-29 08:10:55 +00:00
creslinux fc06d028b8 Unit tests for sandbox pass / fail scenarios 
Big Wave of appreciation to xmatthias for the guidence on how
Mocker works
 2018-07-29 08:02:04 +00:00
creslinux 0a059662b3 Submitting with unit test for the working scenario. 
Strongly recommend core team check the unit test is even targetting the
correct code in exchange/__init__.py

I have a real knowledge gap on mocker, in so far as how tests map to
what they're targeting.
 2018-07-28 20:32:10 +00:00
creslinux 8648ac9da2 Update documentation with hot to sandbox test. 
Allowing end-to-end GDAX API use without risking real money.
 2018-07-28 17:42:56 +00:00
creslinux b2b81c8b2d Update documentation with hot to sandbox test. 
Allowing end-to-end GDAX API use without risking real money.
 2018-07-27 20:18:12 +00:00
creslinux c47253133a have to begin before we can stop 2018-07-27 12:07:07 +00:00
creslinux 7efa81073a Removed ; at line end. 2018-07-27 09:10:09 +00:00
creslinux d23b3ccc5e odd cut and paste error fixed. 2018-07-27 08:55:36 +00:00
creslinux 0372485cf0 Some reason did not push this... 
vector calcs redone.
 2018-07-26 19:17:00 +00:00
creslinux 93ba80b5a9 Merge remote-tracking branch 'origin/backslap_numpy_poc' into backslap_numpy_poc 2018-07-26 19:15:53 +00:00
creslinux e39ae45d2f Some reason did not push this... 
vector calcs redone.
 2018-07-26 18:40:45 +00:00
creslinux 3184c85dca default settings to trigger low, take stop 2018-07-17 21:33:11 +00:00
creslinux 8cea0517eb Added stop_stops 
stop_stops is an int value
when number of stops in a pair reached the int the pair is stopped
trading.

This allows backtest to align with my pre_trade_mgt that does the same
in dry and live operations
 2018-07-17 11:22:38 +00:00
creslinux ed4bf32f2a Fixed Stop closing in Index 0 
when buy opening on Index 1
 2018-07-17 10:59:17 +00:00
creslinux baaf0a5b21 Handle when 0 trades are found in any pairs being tested. 2018-07-17 08:12:21 +00:00
creslinux a313917347 Handle a buy on the last candle 
We will never see this, as buy is on close which is the end of backtest
e.g there is no next candle OPEN to buy at, or on
 2018-07-16 18:59:48 +00:00
creslinux 357c8c0ba0 sensible defaults 2018-07-16 18:32:41 +00:00
creslinux 3b0cb7bc33 Added ujson and py_find_1st to setup.py 2018-07-16 18:06:31 +00:00
creslinux 8d5da4e6ad changed defaults 
Seperated save trades and print trades options.
 2018-07-16 17:48:11 +00:00
creslinux ec1960530b Added Show trades option 
If true, prints trades ordered by date after summary.
Useful for spotting trends.
 2018-07-16 17:06:06 +00:00
creslinux 99d16e82c0 disable time calcs output on vector displaying in debug. Excessive. 2018-07-16 16:30:11 +00:00
creslinux 885a653439 Disabled full debug on in last commit 
Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
 2018-07-16 16:18:54 +00:00
creslinux 059aceb582 Disabled full debug on in last commit 
Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
 2018-07-16 16:12:33 +00:00
creslinux 0f3339f74f use ujson to load ticker files 30% faster from disk. 2018-07-16 16:09:42 +00:00
creslinux 4a39a754f4 Fixed: self.use_backslap = Bool on line97 
If self.use_backslap = True   Backslap executes
If self.use_backslap = False  Original Backtest Code executes
 2018-07-16 15:57:15 +00:00
creslinux 5aaf454f12 GAS trades verified from candle data to excel by hand 
All pass
3 sells 1 stop loss
 2018-07-16 15:48:06 +00:00
creslinux fb0edd71ff in tech test 2018-07-16 14:16:35 +00:00
creslinux eed29a6b8a update 2018-07-16 13:16:18 +00:00
creslinux 7174f27eb8 Rewrite to used algned numpy/dataframes 
updated logic
added vector fill for abs/profit/duration in single hit on results.
 2018-07-16 12:01:02 +00:00
creslinux a8b62a21cc hmm 2018-07-15 17:03:47 +00:00
creslinux 4e68362d46 Works with reporting output 
Bugs
Calculating % prof ok, but abs wrong

BAT/BTC DF is very broken all OHLC are the same - but exposes a
buy after stop on last row "oddness" to be investigated / handled
 2018-07-15 10:33:00 +00:00
creslinux 71c3106f8f Added ABS and Fees 
Fixed Index Alignment that was off moving from scratch to FT
Fixed Stoploss,
  its a negative in FT, had been using positve stop -1 in scratch
 2018-07-15 09:30:01 +00:00
creslinux 07175ebc5a up 2018-07-14 23:45:06 +00:00
creslinux 90e3c38757 First cut, Bslap 
science project replacement for freqtrade backtest analysis

- appprox 300-500x quicker to execute

- fixes stop on close take close price bug in FT
Bslap is configurable but by default stops are triggerd on
low and pay stop price

Not implimented dynamic stops or roi
 2018-07-14 22:54:23 +00:00
creslinux 5ab644dea6 flake 8 fix 2018-07-05 12:05:31 +00:00
creslinux 966668f48a Handle if ticker_interval in config.json is not supported on exchange. 
Returns.

Tested positive and negative data.
The ticker list in constants.py may be obsolete now, im not sure.

 raise OperationalException(f'Invalid ticker {timeframe}, this Exchange supports {timeframes}')
freqtrade.OperationalException: Invalid ticker 14m, this Exchange supports {'1m': '1m', '3m': '3m', '5m': '5m', '15m': '15m', '30m': '30m', '1h': '1h', '2h': '2h', '4h': '4h', '6h': '6h', '8h': '8h', '12h': '12h', '1d': '1d', '3d': '3d', '1w': '1w', '1M': '1M'}
 2018-07-05 11:57:59 +00:00
creslinux b13658b319 Updated configuration doc with new fiat values accepted. 2018-06-04 22:17:10 +03:00
creslinux a44978a068 Per steer from project core member, add other valid coinmarketcap 
listed crypto base currencies that are valid during conversion lookup

Here is the test of USDT working:
https://api.coinmarketcap.com/v2/ticker/1027/?convert=USDT&limit=10

CMK page lists: "BTC", "ETH" "XRP", "LTC", and "BCH" as valid.
 2018-06-04 21:48:15 +03:00
creslinux 7c8bf95f8f To be able to start bot with USDT in fiat_display_currency in config.json 
There are use case that build the base pair to consider price of whitelist pairs.
On Binance this is USDT not USD.
 2018-06-04 16:45:47 +03:00
creslinux 94e586c049 Added unit test to check posix time arguments passed to timerange 
Here is the pass report:
freqtrade_new creslin$ pytest freqtrade/tests/test_arguments.py
==================================================================== test session starts =====================================================================
platform darwin -- Python 3.6.5, pytest-3.6.0, py-1.5.3, pluggy-0.6.0
rootdir: /Users/creslin/PycharmProjects/freqtrade_new, inifile:
plugins: mock-1.10.0, cov-2.5.1
collected 19 items

freqtrade/tests/test_arguments.py ...................                                                                                                  [100%]

================================================================= 19 passed in 2.37 seconds ==================================================================
 2018-06-02 22:46:54 +03:00