Commit Graph

6934 Commits

Author SHA1 Message Date
Matthias
544e0da6c2 Add protection parameter space 2021-08-04 06:50:14 +02:00
Matthias
800b2eeaf0 Load protections as part of backtest()
this enables different values in hyperopt per epoch
2021-08-04 06:50:14 +02:00
Matthias
6410a6528b Add missing methods to advanced strategy template 2021-08-04 06:46:21 +02:00
axel
b644233ead rename custom_entry_price kwarg to align it to the interface 2021-08-03 17:03:27 -04:00
axel
b3dafb378e remove use_custom_entry_price as a config option 2021-08-03 16:54:28 -04:00
axel
16146357b3 reuse buy_limit_requested as rate input for custom entry price 2021-08-03 16:39:35 -04:00
axel
42e24d8b4b remove price change cancel reason in contants, will be added in another PR 2021-08-03 16:35:16 -04:00
axel
00939b63f2 flake 8 fixes 2021-08-03 16:25:18 -04:00
axel
53fb8b05e7 remove short logic in entry_price_reached function 2021-08-03 16:19:29 -04:00
axel
5284112b69 fix in custom entry function output,remove changes related to outdated prices, doc exemple minor changes 2021-08-03 15:57:23 -04:00
axel
f11f5d17e9 add feature custom entry price for live 2021-08-03 15:57:23 -04:00
Matthias
dfc17f2bd1 Fix ci failure 2021-08-03 07:21:11 +02:00
Matthias
4ab03f7e37 Don't load fallback methods for autohyperopt 2021-08-02 21:17:56 +02:00
Matthias
e70a742005 Reorder space methods in hyperopt 2021-08-02 21:12:10 +02:00
Matthias
adb33e763b
Merge pull request #5350 from freqtrade/environment_vars
Add environment variable support
2021-08-02 20:48:23 +02:00
Matthias
c981641441 Don't fail if strategy doesn't contain sell signal 2021-08-02 20:30:46 +02:00
Matthias
d8d8261f1b
Merge pull request #5318 from samgermain/combined_exchange_buy_sell
combined exchange.buy and exchange.sell
2021-08-02 20:11:09 +02:00
Matthias
5ead95b06b
Merge pull request #5245 from sauces1313/RangeStabilityFilterMax
Range stability filter max
2021-08-02 08:06:36 +02:00
Matthias
b63eda3a2b Some minor cleanup and improved test coverage 2021-08-02 07:15:09 +02:00
sauces1313
059c32b067 Check for and default to 'None' 2021-08-02 02:49:49 +00:00
Matthias
056bc93bc6 backtesting needs startup_candle_count
fixes informative-pair loading  being different between --strategy-list and
--strategy.
2021-08-01 19:17:52 +02:00
Matthias
e9ef9a6d28 Use .view() to convert dates to enums
part of #5314 - fixing deprecation warning.
2021-08-01 10:31:35 +02:00
Matthias
6f8519d0a3 Add environment variable support 2021-07-31 19:26:56 +02:00
Matthias
c5e3348b89 Migrations for indexes should run in a seperate session
closes #5349
2021-07-31 16:36:28 +02:00
Matthias
1ccc89d1e9 Store fully analyzed dataframe 2021-07-31 10:00:24 +02:00
Matthias
b1cbc75e93 Properly cache pair dataframe in backtesting (without startup-range). 2021-07-31 08:45:04 +02:00
Matthias
138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
Add buy signal name
2021-07-30 08:23:11 +02:00
Matthias
aa34889c04 Don't run migrations twice 2021-07-30 07:14:35 +02:00
Matthias
71838dc51a
Merge pull request #5285 from freqtrade/backtest_startup_afte_populates
Remove startup-candles after populating buy/sell signals
2021-07-30 07:01:26 +02:00
Matthias
dad98d43be
Merge pull request #5287 from GeorgeMurAlkh/develop
Dataprovider caching and trimming of historical informative.
2021-07-29 20:43:40 +02:00
Matthias
03064731ac Version bump 2021.7 2021-07-29 19:49:19 +02:00
Matthias
d0528a6213 Merge branch 'stable' into new_release 2021-07-29 19:49:04 +02:00
Matthias
8768df647a
Merge pull request #5312 from raph92/patch-3
Fix code to get Bittrex US-restricted markets
2021-07-29 07:13:42 +02:00
Matthias
cf4d1875dd Use prohibitedIn instead of isRestricted 2021-07-29 06:56:37 +02:00
Sam Germain
25c527ee67 combined exchange.buy and exchange.sell, Adding dummy mock to create_order in tests in test_freqtradebot 2021-07-28 14:55:06 -06:00
Sam Germain
05f74bdf53 Changed log ouput to debug in exchange.get_rate 2021-07-25 16:13:04 -06:00
sauces1313
4675d85b90
Merge branch 'freqtrade:develop' into RangeStabilityFilterMax 2021-07-25 02:37:56 -05:00
sauces1313
34c8a5afaf remove second filter, add max option 2021-07-25 07:24:55 +00:00
Sam Germain
b42afb9dae get_rate checks if side is buy for some console output 2021-07-24 17:14:54 -06:00
kevinjulian
aea5da0c73 changes testcase 2021-07-23 11:42:43 +07:00
kevinjulian
5fe18be4b5 add note buy_tag and split 3 assignment for get_signal 2021-07-23 01:25:15 +07:00
Matthias
b84a1d0c92 Don't crash when *_params is not defined in strategy
closes #5407
2021-07-22 20:21:04 +02:00
kevinjulian
b01daa8bbc expose buy_tag to api 2021-07-22 13:09:05 +07:00
kevinjulian
dd809f756b run mypy 2021-07-22 02:34:20 +07:00
kevinjulian
643b6b950e run flake8 2021-07-22 02:23:34 +07:00
kevinjulian
25e329623f change signature 2021-07-22 02:11:54 +07:00
kevinjulian
235c1afd09 add buy_tag on telegram 2021-07-22 01:53:15 +07:00
kevinjulian
f5a660f845 caps BUY_TAG_IDX 2021-07-21 20:19:56 +07:00
kevinjulian
49886874aa rename to buy_tag 2021-07-21 20:05:35 +07:00
GeorgeMurAlkh
759a350d73
Merge branch 'freqtrade:develop' into develop 2021-07-21 00:09:35 +03:00
George Muravei-Alkhavoi
1ea29a918a Fix webserver timerange problem. 2021-07-21 00:09:09 +03:00
kevinjulian
66a7070170 run linter 2021-07-20 23:56:03 +07:00
kevinjulian
5d04d6ffa7 fix edge testcase 2021-07-20 23:40:32 +07:00
kevinjulian
cbfedf8b29 fix backtest testcase 2021-07-20 23:25:00 +07:00
kevinjulian
c558fc0b17 fix feedback 2021-07-20 20:40:32 +07:00
Kevin Julian
edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name 2021-07-20 19:19:46 +07:00
kevinjulian
ed30c023cd fix some testcase 2021-07-20 19:08:14 +07:00
kevinjulian
7d04005218 add test and migration 2021-07-20 16:14:48 +07:00
Matthias
e4b42b2b5b
Merge pull request #5284 from samgermain/merge_get_buy_sell_rate
Merge get_buy_rate and get_sell_rate
2021-07-20 06:54:47 +02:00
kevinjulian
104711a9bf get_signal signature 2021-07-20 05:04:25 +07:00
kevinjulian
9e63bdbac9 feat: add buy signal name 2021-07-20 04:58:20 +07:00
Sam Germain
b0bfbb6558 removed buy and sell merge, updated strategy name, removed default side for get_rate 2021-07-19 11:37:52 -06:00
George Muravei-Alkhavoi
ab786abf7f Fix intendation. 2021-07-19 00:47:51 +03:00
George Muravei-Alkhavoi
f705293353 Dataprovider caching and trimming to timerange of historical informative. 2021-07-19 00:25:24 +03:00
Matthias
365479f5e0 Remove startup-candles after populating buy/sell signals
closes #5242
2021-07-18 11:06:41 +02:00
Matthias
7b7d9c02d7
Merge pull request #5243 from freqtrade/feat/webservermode_progress
Introduce webserver mode subcommand
2021-07-18 10:48:55 +02:00
Sam Germain
44df5eeacf Adjusted docstring, and conditional near end of buy_rate 2021-07-18 00:00:18 -06:00
Sam Germain
7c27525bd8 Merge get_buy_rate and get_sell_rate 2021-07-17 22:51:20 -06:00
Rokas Kupstys
53a8c693b8
Honor skip_pair_validation setting when downloading pairs. 2021-07-17 09:21:03 +03:00
Matthias
d652e6fcc4 Don't log from wallet in backtest mode 2021-07-16 19:57:49 +02:00
Matthias
2e95df4d8d Update docs for /profit output 2021-07-15 20:12:44 +02:00
Matthias
c9c7f84e8c Calculate relative profit based on assumed starting balance 2021-07-14 20:55:11 +02:00
Matthias
f5c47767cb Provide available capital to api 2021-07-14 20:51:42 +02:00
Matthias
3451687135
Merge pull request #5255 from freqtrade/improve_dynamic_stake
Improve dynamic stake with multiple bots on the same exchange
2021-07-14 06:45:48 +02:00
anasyusef
c78b2075d8 feat: add one additional asterisk 2021-07-12 12:27:59 +00:00
anasyusef
6a53e2c764 feat: apply censoring to logging 2021-07-12 12:08:01 +00:00
anasyusef
f94dbcd085 feat: censor password from logs 2021-07-12 12:02:10 +00:00
Matthias
40db424363 Add documentation for available capital setting 2021-07-12 07:11:56 +02:00
Matthias
7863746904 Add available_capital parameter 2021-07-12 06:54:06 +02:00
Matthias
b41c234440 Extract Closed profit calculation to trade object 2021-07-12 06:54:06 +02:00
Matthias
8b78a3bde2 Quick fix for trades opening below min-trade amount 2021-07-11 21:01:12 +02:00
Matthias
38296e8689
Merge pull request #5189 from rokups/rk/custom-stake
Implement strategy-controlled stake sizes
2021-07-11 19:45:43 +02:00
Matthias
7ea0a74c53 Default to proposed stake 2021-07-11 14:11:41 +02:00
Rokas Kupstys
0e4466ca1e Implement strategy-controlled stake sizes. Expose self.wallet to a strategy. 2021-07-11 12:38:58 +03:00
Matthias
f658cfa349 Remove Slack
As the community is mostly active on discord, there's little point in
linking people to Slack as well
2021-07-11 11:13:27 +02:00
Matthias
52ae95b2a5 Improve naming of apiserver variables 2021-07-10 11:20:21 +02:00
Matthias
ad26b0dad0 Don't void backtest object when not necessary 2021-07-10 10:59:00 +02:00
Matthias
e4e2340f91 Fix bug where currencies are duplicated
in case there is dust
2021-07-10 10:02:05 +02:00
Matthias
6129c5ca9e Fix deprecation warnings from pandas 1.3.0
closes #5251
2021-07-09 20:46:38 +02:00
Matthias
2f33b97b95 Validate startup candles for backtesting correctly
closes #5250
2021-07-09 07:20:43 +02:00
Matthias
fb25130588
Merge pull request #5244 from octaviusgus/develop
fix daily profit data bug and daily profit curve example
2021-07-09 07:06:14 +02:00
Matthias
d96d6024f4
Merge pull request #5252 from kevinjulian/agefilter-max-days-listed
Fix Agefilter cannot appear on startup messages
2021-07-08 20:29:06 +02:00
kevinjulian
2a4a980855 Merge branch 'agefilter-max-days-listed' of https://github.com/kevinjulian/freqtrade into agefilter-max-days-listed 2021-07-08 19:25:32 +07:00
kevinjulian
863391122f fix short desc not appear 2021-07-08 13:42:52 +07:00
Matthias
225522762b
Merge pull request #5231 from nightshift2k/enhancement/range-based-volumefilter
Range based VolumeFilter
2021-07-08 07:22:37 +02:00
Matthias
76e51cddba
Merge pull request #5246 from nightshift2k/feature/offsetfilter
new filter OffsetFilter for offsetting incoming pairlists
2021-07-07 21:06:23 +02:00
Matthias
682f880630 Slightly simplify if statement, add additional test 2021-07-07 20:05:56 +02:00
kevinjulian
8248d1acd1 run flake8 2021-07-07 22:10:22 +07:00
kevinjulian
00a1931f40 fix test 2021-07-07 21:24:44 +07:00
sauces1313
8b0a02db8e Correct exception messages 2021-07-07 08:11:13 +00:00
nightshift2k
3c3772703b changed quoteVolume to be built over a
rolling period using lookback_period
to avoid pair_candles being larger
than requested lookback_period
2021-07-07 09:46:05 +02:00
user
638bed3dac Add RangeStabilityFilterMax pairlist filter 2021-07-07 06:46:51 +00:00
octaviusgus
d1104bd434 fix daily profit data and daily profit curve example 2021-07-06 22:47:39 +02:00
Matthias
005da97183 extract backtesting abort functionality 2021-07-06 19:48:28 +02:00
Matthias
5474d5ee64 Move webserver start command to seperate file 2021-07-06 19:48:28 +02:00
Matthias
e5b1657ab3 Properly remove rpc handler 2021-07-06 19:48:28 +02:00
Matthias
2ec22f1d97 Add Sorting to available pair list 2021-07-06 19:48:28 +02:00
Matthias
830b2548bc Add backtest stopping 2021-07-06 19:48:28 +02:00
Matthias
129c7b02d0 Not all config values are mandatory in webserver mode 2021-07-06 19:48:28 +02:00
Matthias
17b3cc2097 Return numeric value, not empty string 2021-07-06 19:48:28 +02:00
Matthias
b44d215b90 Add test for backtest via APII 2021-07-06 19:48:28 +02:00
Matthias
804d99cce9 Move backtesting api to it's own file 2021-07-06 19:48:28 +02:00
Matthias
8566306010 Add test for start_websever 2021-07-06 19:48:28 +02:00
Matthias
134c61126e Properly track bt progress ... 2021-07-06 19:48:28 +02:00
Matthias
03140a0ecb Run webserver in main thread when using webserver mode 2021-07-06 19:48:28 +02:00
Matthias
37b15e830a Add trade count to progress 2021-07-06 19:48:28 +02:00
Matthias
048008756f Add progress tracking for backtesting 2021-07-06 19:48:28 +02:00
Matthias
06b6726029 Support compounding key 2021-07-06 19:48:28 +02:00
Matthias
f96d7dfe6d Allow backtesting to reuse data
Allow activating / deactivating protections dynamically
2021-07-06 19:48:28 +02:00
Matthias
edb8c4f0e5 Fix tests for webserver mode 2021-07-06 19:48:28 +02:00
Matthias
5c18c8726d Implement backtesting with fastapi 2021-07-06 19:48:28 +02:00
Matthias
df55259737 Add start_trading endpoint 2021-07-06 19:48:28 +02:00
Matthias
02b84bd018 Introduce webserver mode for fastapi 2021-07-06 19:48:28 +02:00
Matthias
800e314bfd Store backtesting results in backtest instance 2021-07-06 19:48:28 +02:00
Matthias
97e8ec91f0 Save configuration file paths 2021-07-06 19:48:28 +02:00
Matthias
ef137546fe Add webserver entrypoint 2021-07-06 19:48:28 +02:00
Kevin Julian
0f3d34eaf4
Merge branch 'develop' into agefilter-max-days-listed 2021-07-06 19:47:18 +07:00
kevinjulian
502c69dce3 change short desc 2021-07-06 19:36:42 +07:00
Matthias
dec523eef0 Display verison of installed FreqUI 2021-07-06 07:20:05 +02:00
nightshift2k
1e87225e91 added test_VolumePairList_range to test_pairlist.py 2021-07-05 20:59:27 +02:00
Matthias
10998eb0fa Remove further usages of int(int_timestamp) 2021-07-05 19:51:14 +02:00
Matthias
1682578a39
Merge pull request #5234 from nightshift2k/fixups/pairlists
fixup pairlist filters, change  float_timestamp to int_timestamp
2021-07-05 19:45:35 +02:00
nightshift2k
346d66748b first version of OffsetFilter 2021-07-05 12:50:56 +02:00
nightshift2k
5626ca5a06 removed unnecessary casting to int() 2021-07-05 10:39:22 +02:00
Matthias
eb3ead4930
Merge pull request #5229 from kevinjulian/telegram-balance
compact low balance currencies
2021-07-05 06:56:35 +02:00
nightshift2k
7ac55e5415 AgeFilter, RangeStabilityFilter, VolatilityFilter
changed `float_timestamp` to `int_timestamp`
2021-07-04 21:08:42 +02:00
nightshift2k
85c7b55750 improvements:
- `float_timestamp` switched to `int_timestamp`
- added documentation to pairlists.md
2021-07-04 20:46:24 +02:00
Matthias
c5489d530a Reexport File to docs to have this available as documentation too 2021-07-04 19:50:44 +02:00
kevinjulian
c3cf71bba8 sort import 2021-07-04 22:04:39 +07:00
kevinjulian
2d5ced7801 fix testcase 2021-07-04 21:59:59 +07:00
octaviusgus
558bcc7959 Jupyter notebook snippet: Plotting daily profit / equity line 2021-07-04 15:56:55 +02:00
octaviusgus
4aa2ae37bd
add daily_profit_list
added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook

```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)

from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd

# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"

stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]

equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
    equity_daily.append(equity)
    equity += float(dp)

dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])

df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})

fig = px.line(df, x="dates", y="equity_daily")
fig.show()

```
2021-07-04 14:38:17 +02:00
Matthias
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
nightshift2k
9919061c78 PEP8 compliance 2021-07-04 11:40:45 +02:00
nightshift2k
348dbeff3f added meaningful logging of used lookback range 2021-07-04 11:16:33 +02:00
Matthias
77293b1f1e Remove Zero duration Trades
after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
2021-07-04 10:50:10 +02:00
Matthias
a4096318e0 Provide full backtest-statistics to Hyperopt loss functions
closes #5223
2021-07-04 10:15:19 +02:00
kevinjulian
7efa228d73 add dust balance 2021-07-04 03:08:29 +07:00
kevinjulian
dbdd7f38a8 add plural 2021-07-04 02:56:05 +07:00
kevinjulian
b722e12350 compact low balance currencies 2021-07-04 02:44:48 +07:00
kevinjulian
f6511c3e3f fix typo and add blocker 2021-07-04 02:20:53 +07:00
kevinjulian
b72bbebccb fix flake8 2021-07-04 01:46:51 +07:00
kevinjulian
3d9f3eeb07 feat(agefilter): add max_days_listed 2021-07-03 23:58:04 +07:00
Rokas Kupstys
3686efa08a Add range property to CategoricalParameter and DecimalParameter, add their tests.
At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
2021-07-03 16:02:45 +03:00
nightshift2k
53f963dd73 fixed self._tf_in_secs to self._tf_in_sec 2021-07-03 11:49:05 +02:00
nightshift2k
62da4b452c code cleanup and comments 2021-07-03 11:47:17 +02:00
nightshift2k
055229a44a first iteration of volume pairlist with range lookback 2021-07-03 11:39:14 +02:00
Matthias
9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2
Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
Matthias
fbd91cd3f8 Improve formatting to avoid backslash newlines 2021-07-03 08:22:21 +02:00
Matthias
b25ad68c44 Fix np.bool_ not outputting correctly 2021-07-02 20:52:25 +02:00
Matthias
b8de3270fa Plotting: Fix hover mode options after plotly update
closes #5209
2021-06-30 20:11:11 +02:00
Matthias
15e36a20e1 Improve naming of default hyperopt serializer 2021-06-30 19:48:34 +02:00
Rokas Kupstys
bc0742ae67 Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop. 2021-06-30 09:10:50 +03:00
Matthias
0809225a0a Update documentation to mention parameter strategy files 2021-06-30 07:05:20 +02:00
Matthias
645da51b5f Add test for parameter loading 2021-06-30 06:55:10 +02:00
Matthias
dcf53ac3ff Add test for try_eport_params 2021-06-30 06:33:40 +02:00
Matthias
84703080b8 Extract hyperopt_defaults_serializer to hyperopt_tools 2021-06-29 20:51:29 +02:00
Matthias
55f032b18e Catch trying to read faulty parameter file 2021-06-29 20:51:29 +02:00
Matthias
62cdbdc26a Automatically export hyperopt parameters 2021-06-29 20:51:25 +02:00
Matthias
af04c8e2da
Merge pull request #5205 from barisengez/develop
Added timerange and max open trades info above multiple strategy backtest result summary table
2021-06-29 16:49:17 +02:00
barbarius
a8117c6e0b Refactored to use results variable from for loop 2021-06-29 11:24:49 +02:00
Matthias
a2ccc1526e Load parameters from file 2021-06-29 07:07:34 +02:00
Matthias
8ca0076332 Fix small typos 2021-06-29 06:50:47 +02:00
Matthias
d4514f5f16 Introduce File versions to hyperopt result files 2021-06-29 06:50:47 +02:00
Matthias
a7e9e362b7 Simplify printing logic for non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
8b7010fc9a Update pprint name 2021-06-29 06:50:47 +02:00
Matthias
aa5181ca81 Properly export non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
34e6ce431f Print non-optimized parameters (also stop / roi) 2021-06-29 06:50:47 +02:00
Matthias
2310deec53 Update name to get non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
8cdd1e3aef Fix some type errors 2021-06-29 06:50:47 +02:00
Matthias
2bf17f71e7 Dump parameters from hyperopt-show 2021-06-29 06:50:47 +02:00
Matthias
750c780293 Support loading parameters from json file 2021-06-29 06:50:47 +02:00
Eugene Schava
d54de72471 "/profit N" command should print best pair for the same period of time, not for all trades 2021-06-28 23:42:09 +03:00
barbarius
a0f28f4a15 Added max open trades to strategy summary first line 2021-06-28 17:05:12 +02:00
barbarius
2e5b719de8 Added timerange above multiple strategy backtest result summary table 2021-06-28 10:54:54 +02:00
barbarius
c99ae3b419 Added timerange above multiple strategy backtest result summary table 2021-06-28 10:20:34 +02:00
Matthias
ab07fb5b3f
Merge pull request #5188 from freqtrade/move_config_settings
Move ask_strategy config settings to root level
2021-06-27 11:30:50 +02:00
Matthias
34448fb87c Expose default currency precision to API 2021-06-26 20:46:54 +02:00
Matthias
00a7097b9e Reduce verbosity of getting sell-rate from orderbook 2021-06-26 20:09:52 +02:00
Matthias
3f669147f1 Simplify strategy-resolver moving 2021-06-26 17:55:31 +02:00
Matthias
158cb415a9 Add settings interface to have types available 2021-06-26 17:28:37 +02:00
Matthias
b7f01a08f3 Update sequence of process_deprecated_setting parameters 2021-06-26 17:03:51 +02:00
Matthias
1067a9f356 Move strategy-override signals to top-level of the config
closes #2867
2021-06-26 16:06:13 +02:00
Matthias
60c7308126
Merge pull request #5183 from freqtrade/remove_order_book_max
Remove order book max
2021-06-26 14:56:10 +02:00
Matthias
1cb057bda7 Version bump 2021.6 2021-06-26 14:01:23 +02:00
Matthias
7fe42852a8 Merge branch 'stable' into new_release 2021-06-26 14:00:55 +02:00
Matthias
c62fad0088 Pricing strategies should default to use orderbook pricing 2021-06-26 08:19:37 +02:00
Matthias
59a33d0fa9 Add test for ask_orderbook validation 2021-06-25 20:52:34 +02:00
Matthias
d59a38665c Remove support for order_book_max 2021-06-25 20:36:39 +02:00
aayush-jain18
d294ef10d7 unexpected docstring params 2021-06-25 23:56:16 +05:30
Matthias
1440b2f7fe
Merge pull request #5178 from aayush-jain18/spell-correction
spell corrections
2021-06-25 19:10:39 +02:00
aayush-jain18
a46f60bd94 spell corrections 2021-06-25 22:10:04 +05:30
Matthias
40545e62af
Merge pull request #5082 from freqtrade/dry_run_order
Dry run order filling
2021-06-25 18:26:01 +02:00
Matthias
1a82685dd8 Don't reset log caching
uvicorn will "load from dict" the config - which flushes the logs
and therefore cleans log-buffering
2021-06-25 18:24:10 +02:00
Matthias
e0d3ca6c6d Fix import sorting 2021-06-24 18:44:59 +02:00
Matthias
c938edc01b Apply dataprovider to /pair_history endpoint 2021-06-24 18:18:01 +02:00
Matthias
f7c09ba63a Log endpoint should use static rpc class 2021-06-24 18:17:40 +02:00
Eugene Schava
3c70768e18 make "/profit N" command output be consistent with "/daily" and "/status table" commands 2021-06-23 07:30:08 +03:00
Eugene Schava
e97c82c514 make "/profit N" command output be consistent with "/daily" and "/status table" commands 2021-06-22 12:22:19 +03:00
Eugene Schava
0605cbb06e make "/profit N" command output be consistent with "/daily" and "/status table" commands 2021-06-22 12:20:12 +03:00
Matthias
204758834d
Merge pull request #4308 from eatrisno/patch-1
Add Refresh / Reload Button on rpc/Telegram
2021-06-19 18:50:59 +01:00
Matthias
122943d835 Don't run filter again for pairlist generator
The generator implicitly runs filter - so it should not be ran again
as that would void generator caching.

closes #5103
2021-06-19 19:37:27 +02:00
Matthias
96fbb226c5 Implement better strategy checks
part of #2696
2021-06-19 19:32:29 +02:00
Matthias
a7f8342171 Add small documentation about reload disabling 2021-06-19 16:49:54 +02:00
Matthias
6e99e3fbbb Implement tests for message updating 2021-06-19 09:31:34 +02:00
Matthias
39b876e37a Log exchange responses if configured 2021-06-19 09:07:42 +02:00
Matthias
e40d481d09
Merge pull request #5014 from Rikj000/hyperopt-show-include-non-optimized-in-json
BugFix - `hyperopt-show --print-json` include non-optimized params
2021-06-19 07:42:15 +01:00
Rik Helsen
656bebd4da 🪲 Included completely non_optimized spaces in json + swapped merge dictionary order 2021-06-18 22:03:04 +02:00
Matthias
e1010ff592 Don't load protections from config if strategy defines a property 2021-06-18 19:55:53 +02:00
Rik Helsen
1567804509 kwargs merge dictionaries instead of using loops 2021-06-17 22:41:49 +02:00
Cryptomeister Nox
85979c3176 * Adding command for Filtering
* Read latest Backtest file and print trades
2021-06-17 20:35:02 +02:00
Rik Helsen
546ca01071 ♻️ Fixed flake8 warning 2021-06-17 20:33:21 +02:00
Rik Helsen
90d37f5ec6 🔀 Merged upstream branches and fixed merge conflicts 2021-06-17 20:24:20 +02:00
Matthias
a9f111dca0 Fix some types 2021-06-17 19:50:49 +02:00
Matthias
7ff794cb87 Merge branch 'develop' into pr/eatrisno/4308 2021-06-17 19:46:15 +02:00
Matthias
8bb464bd64
Merge pull request #5108 from rokups/rk/pessimistic-trailing-stoploss
Implement most pessimistic handling of trailing stoploss.
2021-06-17 18:41:00 +01:00
Matthias
c4bc47e6e7
Merge pull request #5140 from barisengez/develop
Moved daily avg trade row next to total trades on backtest results
2021-06-17 08:54:48 +01:00
Matthias
a49ca9cbf7 Change log-level "Executing handler" msg to debug
closes #5143
2021-06-17 06:57:35 +02:00
Matthias
b38ab84a13 Add documentation mention about new behaviour 2021-06-17 06:48:41 +02:00
Matthias
1c9def2fdb
Update freqtrade/optimize/optimize_reports.py 2021-06-16 20:17:44 +01:00
barbarius
1bb04bb0c2 Moved daily avg trade row next to total trades on backtest results 2021-06-16 11:40:55 +02:00
Matthias
38ed49cef5 move low to stoploss_reached
to clarify where which rate is used
2021-06-15 09:05:36 +03:00
Rokas Kupstys
6d5fc96714 Implement most pessimistic handling of trailing stoploss. 2021-06-15 09:05:36 +03:00
Matthias
0af9bcef60
Merge pull request #5131 from freqtrade/dependabot/pip/develop/mypy-0.902
Bump mypy from 0.812 to 0.902
2021-06-14 19:03:46 +01:00
Matthias
cf7394d01c Export backtesting results by default
closes #4977
2021-06-14 19:57:24 +02:00
Matthias
4ba7a2bbd2 Fix mypy update problems 2021-06-14 19:18:42 +02:00
Bernd Zeimetz
cd6620a044 Ignore broken symlinks while resolving strategies.
Without this fix the resolver tries to read from the broken symlink,
resulting in an exception that leads to the the rather confusing
error message

freqtrade.resolvers.iresolver - WARNING - Path "...../user_data/strategies" does not exist.

as a result of a symlink matching .py not being readable.
2021-06-13 21:42:09 +02:00
Matthias
e226252921 Always use the same parameter sequence 2021-06-13 20:39:25 +02:00
Matthias
a95f760ff7 Simplify update logic by moving it to send_msg 2021-06-13 20:34:08 +02:00
Matthias
03eff69829 Simplify update message sending 2021-06-13 20:23:32 +02:00
Matthias
d32508aa75 Merge branch 'develop' into pr/eatrisno/4308 2021-06-13 20:04:24 +02:00
Matthias
eaf0aac77e Remove OrderedDict
as we're no longer supporting python 3.6
2021-06-13 11:47:18 +02:00
Matthias
d54ee0eb04 Refactor hyperopt_tools naming 2021-06-13 11:24:24 +02:00
Matthias
c65b4e5d3b Small fix to models 2021-06-13 11:20:22 +02:00
Matthias
d35b2e3b8f Update ftx stoploss logic to properly detect correct trades
closes #5045
2021-06-13 11:06:34 +02:00
Matthias
a05e38dbd3 Require timeframe for plot-profit
must be set in config or via --timeframe
2021-06-12 09:03:55 +02:00
Matthias
ef208012c4
Merge pull request #5104 from freqtrade/enums_own_module
Enums own package
2021-06-10 05:31:14 +01:00
Matthias
c292926086 Small style improvements (no empty line at start) 2021-06-10 06:21:10 +02:00
Matthias
d4dfdf04fc Move RPCMessageType to enums 2021-06-09 20:23:17 +02:00
Matthias
f484ec216e
Merge pull request #5099 from bgouvea/develop
Addition of the maximum drawdown to the hyperoptimization
2021-06-09 19:10:25 +01:00
Bruno Gouvea
40f1ede775 Simplifying HO's result function 2021-06-09 12:03:24 -03:00
Matthias
756904f985 Set sell_reason to stoploss when closing the trade as stoploss
closes #5101
2021-06-08 21:21:29 +02:00
Matthias
9c34304cb9 Move state enums to enums package 2021-06-08 21:20:35 +02:00
Matthias
3c149b9b59 Move signalType to enums 2021-06-08 21:09:39 +02:00
Matthias
89b9915c12 Update imports for SellType in tests 2021-06-08 21:07:16 +02:00
Matthias
d16a619489 Move SellType Enum to it's own module 2021-06-08 21:04:34 +02:00
Matthias
e71d965e32
Merge pull request #4982 from eschava/profit_day_week
day/week options for Telegram '/profit' command
2021-06-08 19:26:57 +01:00
Matthias
3310a45029 Change wording if limited lookback is used 2021-06-08 20:10:43 +02:00
Bruno Gouvea
3cce668353 Creating a control variable to determine the existence of max drawdown in the final result. 2021-06-08 02:57:44 -03:00
Bruno Gouvea
816bb531b3 Creating fake column for legacy mode on max drawdown 2021-06-08 02:42:55 -03:00
Bruno Gouvea
4595db39aa Displaying max. drawdown only when it is not legacy mode. 2021-06-08 02:18:00 -03:00
Bruno Gouvea
c513c9685d Remove blank line (PEP8) 2021-06-07 18:20:04 -03:00
Bruno Gouvea
5c3a418e65 Adjusting drawdown column position. 2021-06-07 18:15:26 -03:00
Bruno Gouvea
35d6140068 Displays the max drawdown in the hyper optimization results table. 2021-06-07 17:53:19 -03:00
Matthias
c389d44e9a Improve filling logic 2021-06-05 15:22:52 +02:00
Matthias
db03a24109 Add tests for fill methods 2021-06-05 09:09:39 +02:00
Matthias
1e988c97ad Update dry-run order handling to use realistic fill prices
closes #3389
2021-06-05 09:09:39 +02:00
Matthias
a0893b291a Fix strategy samples to use runmode.value
closes #5073
2021-06-05 09:03:03 +02:00
Matthias
8e44de7f83
Merge pull request #5071 from janoskut/plot-profit-make-open-html-optional
plot-profit: Make "auto-open" HTML result optional
2021-06-03 05:40:38 +01:00
Janos
812eb229df plot-profit: Make "auto-open" HTML result optional
Adding an "--auto-open" argument.
This improves tool processing of the results, while still allowing to open the HTML file for easy use.
2021-06-02 21:33:26 +02:00
Janos
80af6e43e4 test-pairlist: remove non-JSON headline from JSON output 2021-06-02 21:02:21 +02:00
Matthias
bd1984386e Move get_sell_rate to exchange class 2021-06-02 11:41:13 +02:00
Matthias
12916243ec Move get_buy_rate to exchange class 2021-06-02 11:30:19 +02:00
Matthias
4e1425023e Further reorder exchange methods 2021-06-02 11:20:26 +02:00
Matthias
4c277b3039 Reorder exchange methods 2021-06-02 11:18:13 +02:00
Matthias
67beda6c92 Add fetch_dry_run_order method 2021-06-02 11:06:32 +02:00
Matthias
10cd89a99d Allow the API to respond faster in case of long pairlists 2021-06-02 10:39:49 +02:00
Eugene Schava
9edcb393b6 telegram: move the most important information to the top of sell message
fixed flake error
2021-06-01 22:24:21 +03:00
Eugene Schava
53b1f38952 telegram: move the most important information to the top of sell message 2021-06-01 20:08:22 +03:00
Matthias
f920c26802 fix Hyperopt-list avg-time filters
These should use a numeric field (which currently isn't available).

closes #5061
2021-05-31 20:01:40 +02:00
Matthias
2d7ccaeb3d Add test for load_config 2021-05-30 20:14:54 +02:00
Matthias
f9bcf19f9a
Merge pull request #5003 from rokups/rk/plotting
Indicator plotting improvement
2021-05-30 18:44:54 +01:00
Matthias
e3d5c9cb10
Fix typo in exception message 2021-05-30 16:39:33 +01:00
Matthias
e17e35f0ef
Merge pull request #5046 from freqtrade/list_strategy_hyperopt
allow list-strategies to show if params are hyperoptable
2021-05-30 16:36:31 +01:00
Kamontat Chantrachirathumrong
806838c3af
Fix we use check sell_noti not noti 2021-05-30 21:07:44 +07:00
Rokas Kupstys
b54da430b9 Add ability to plot bars on indicator chart and pass custom arguments to plotly. 2021-05-30 11:11:19 +03:00
Matthias
d7fdc2114a allow list-strategies to show if params are hyperoptable 2021-05-29 13:27:08 +02:00
Matthias
313567d07d Support having numbers in custom keyboard 2021-05-29 08:12:25 +02:00
Eugene Schava
14df243661 day/week options for Telegram '/profit' command
mypy fix
2021-05-28 17:18:23 +03:00
Eugene Schava
012309a06a day/week options for Telegram '/profit' command
fixed line lenght
2021-05-28 17:03:31 +03:00
Eugene Schava
36b68d3702 day/week options for Telegram '/profit' command
format changed to "/profit n"
2021-05-28 14:46:22 +03:00
Eugene Schava
4b5a9d8c49 day/week options for Telegram '/profit' command
revert accidental changes
2021-05-28 14:43:57 +03:00
Eugene Schava
a965436cd6 day/week options for Telegram '/profit' command
format changed to "/profit n"
2021-05-28 10:17:26 +03:00
Matthias
8a56af9192 Update onlyprofit loss should use absolute profit
closes #4934
2021-05-28 08:38:46 +02:00
Matthias
7bfe935e37
Merge pull request #4838 from Antreasgr/fix-encoding-issue
Fix bug in running hyperopt in windows 10
2021-05-27 14:57:36 +01:00
Matthias
377352fced
Merge pull request #4682 from freqtrade/sqlalchemy_14
Sqlalchemy 14 preparations
2021-05-27 14:19:25 +01:00
Matthias
a89364aa98 Merge branch 'develop' into pr/Antreasgr/4838 2021-05-27 14:59:39 +02:00
Matthias
3014bc3467 Don't use Sum sign in hyperopt to avoid compatibility problems 2021-05-27 14:22:11 +02:00
Matthias
639c83575b Fix csv-export error with new hyperopt format 2021-05-27 13:09:06 +02:00
Matthias
cf39dd2163 Fix csv-export error with new hyperopt format 2021-05-27 13:08:28 +02:00
Matthias
e0083bc58e Support backwards-compatible sell setting 2021-05-27 13:00:05 +02:00
Matthias
66de5df1d1 Update sqlite init method 2021-05-27 11:38:28 +02:00
Matthias
b82f7a2dfd Update orders-migrations to work with new sqlalchemy syntax 2021-05-27 11:38:28 +02:00
Matthias
17f74f7da8 Ensure commit happens on forcebuy 2021-05-27 11:38:28 +02:00
Matthias
a01d05997e Add Trade.commit method for easy use 2021-05-27 11:38:28 +02:00
Matthias
6fb32c3594 Use commit instead of .flush() 2021-05-27 11:38:28 +02:00
Matthias
eaa47ff335 Don't use autocommit 2021-05-27 11:38:28 +02:00
Matthias
c31cb67118 Further changes for sqlalchemy 1.4 2021-05-27 11:38:28 +02:00
Matthias
2f79958acb Move declarative_base import to import from .orm 2021-05-27 11:38:28 +02:00
Kamontat Chantrachirathumrong
c5c323ca88
Settings notify sell in telegram base on sell reason (#5028)
* BREAK: notification sell by sell reason

* Update constants.py

* Update telegram.py

* Update telegram-usage.md

* Update telegram.py

* Update telegram.py

* Fix test fail

* Update config_full.json.example

* Update telegram-usage.md

* Update telegram.py

* Update telegram.py

* Update telegram-usage.md

* validate value of sell object

* Fix linter

* Update constants.py

* Make telegram sample slightly more positive

Co-authored-by: Matthias <xmatthias@outlook.com>
2021-05-27 11:35:27 +02:00
Matthias
0c9b913cad Version bump 2021.5 2021-05-27 11:10:10 +02:00
Matthias
e42e06a593 Merge branch 'stable' into new_release 2021-05-27 11:10:00 +02:00
Matthias
42453333be Align coinbase download with ccxt limits
Align with https://github.com/ccxt/ccxt/issues/9268
2021-05-27 07:38:47 +02:00
Matthias
8e89d3e6e4 Fix sort error 2021-05-25 19:33:34 +02:00
Matthias
cc5769e900 Convert np.int64 to proper int
closes #5018
2021-05-25 19:24:56 +02:00
Matthias
a747312c1e Explicitly provide is_open to trade Object
closes #5015
2021-05-25 18:02:07 +02:00
Rikj000
bd44deea0d BugFix - hyperopt-show --print-json include non-optimized params 2021-05-24 18:51:33 +02:00
Matthias
af16614bf2 Fix formatting issue 2021-05-24 07:48:36 +02:00
Priveyes
6f990c5976
Fix a rare error in save_result : ValueError: Out of range float values are not JSON compliant
freqtrade/freqtrade/optimize/hyperopt.py", line 166, in _save_result
    rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE)
ValueError: Out of range float values are not JSON compliant
2021-05-23 18:49:07 +02:00
Matthias
f760b4a789 Merge branch 'develop' into pr/gmatheu/4746 2021-05-23 16:03:11 +02:00
Matthias
971d5b2ecc
Merge pull request #5002 from freqtrade/track_rejected_trades
Track rejected trades
2021-05-23 14:56:50 +01:00
Matthias
3f956441fc Properly format % of zero_duration_trades 2021-05-23 15:53:54 +02:00
Matthias
a39860e0de Add tests for rejected signals 2021-05-23 14:15:02 +02:00
Matthias
7f125315b0 Track Rejected Trades
closes #3423
2021-05-23 09:42:05 +02:00
Matthias
02faeb60a3
Merge pull request #4943 from rokups/rk/statistics
Extra statistics
2021-05-23 08:38:27 +01:00
Rokas Kupstys
db985cbc2e Fix hyperopt-show failing to display old results with missing new fields. 2021-05-23 09:45:26 +03:00
Matthias
74d75599a9
Merge pull request #4964 from thraizz/develop
Add backoff timer for coingecko API
2021-05-22 16:54:29 +01:00
Matthias
765c824bfc isort 2021-05-22 17:25:23 +02:00
Matthias
a7bd8b0aa5 Fix exception in plotting when no trades where generated
as seen in #4981
2021-05-22 17:03:16 +02:00
Matthias
feb836eaf6
Merge pull request #4994 from freqtrade/support_other_dbs
Support other dbs
2021-05-22 15:54:34 +01:00
A. Schueler
0693458507
Update freqtrade/rpc/fiat_convert.py 2021-05-22 16:26:58 +02:00
Rokas Kupstys
25cc4eae96 Fix tests that broke after table formatting changed. 2021-05-22 15:25:37 +02:00
A. Schueler
f8cdd6475c Reduce warnings when waiting for coingecko backoff 2021-05-22 13:43:33 +02:00
A. Schueler
6e05f856b4 Abort _find_price when cryptomap is empty after retry 2021-05-22 11:55:03 +02:00
A. Schueler
ab6bfbad12 Handle RequestExceptions that are not 429s in _load_cryptomap 2021-05-22 11:52:40 +02:00
A. Schueler
8842e0d161 Fix flake8 error in fiat_convert 2021-05-22 10:59:33 +02:00
A. Schueler
a0921ec753 Add backoff timer for coingecko API
Set a future timestamp when we should retry getting coingecko data.

This fixes conversion from stake to fiat when running multiple bots
as we don't simply accept the 429 error from Coingecko but handle it.
2021-05-22 10:59:33 +02:00
Matthias
df0928c8b5
Merge pull request #4992 from freqtrade/buy_partial_fill
Don't cancel low partial filled buy
2021-05-22 09:17:04 +01:00
Matthias
cc064f1574 String columns should have a max-length defined
otherwise MySql will not work.
2021-05-22 10:12:23 +02:00
Matthias
6acb2eb2b6 Add average column to orders table 2021-05-21 20:35:39 +02:00
Matthias
45e2621505 Add minimum-filled protection for buy cancels 2021-05-21 19:32:16 +02:00
Matthias
dfa412f0de Fix typo in filter 2021-05-21 13:24:13 +02:00
Rokas Kupstys
981b2df7ca Include win:loss ratio in results tables. 2021-05-21 12:18:08 +03:00
Rokas Kupstys
debd98ad9a Make results table more compact by merging win/draw/loss columns and drawdown abs/% into single columns. 2021-05-21 11:36:23 +03:00
Rokas Kupstys
e1dc1357ce Add drawdown column to strategy summary table. 2021-05-21 11:36:23 +03:00
Rokas Kupstys
edcfa94093 Include zero duration trades in backtesting report. 2021-05-21 11:36:23 +03:00
Matthias
96ea10e562 Fix circular import in hyperopt 2021-05-21 08:52:56 +02:00
Matthias
f398888865 Refactor preprocessed trimming to seperate method 2021-05-21 08:26:19 +02:00
Matthias
d19b37c777
Merge pull request #4979 from kamontat/patch-1
Fix hyperopt trim to empty dataframe
2021-05-21 08:17:35 +02:00
Matthias
ccd705bfda
Merge pull request #4962 from eschava/total_row
Total row for telegram "/status table" command
2021-05-21 08:02:30 +02:00
Eugene Schava
336f4aa6a7 day/week options for Telegram '/profit' command
isort fix
2021-05-20 08:17:08 +03:00
Kamontat Chantrachirathumrong
6172e67fcd
Update hyperopt.py 2021-05-20 11:56:31 +07:00
Kamontat Chantrachirathumrong
c2b9da68e1
fix indent 2021-05-20 11:56:11 +07:00
Kamontat Chantrachirathumrong
1b3bfb2e7f
found root cause. 2021-05-20 11:50:15 +07:00
Kamontat Chantrachirathumrong
48210170e7
wrap with is not empty 2021-05-20 11:49:25 +07:00
Matthias
ba106e6c4a
Merge pull request #4975 from Axel-CH/allow_seconds_unfilled_timeout
Add ability to choose unit in unfilled timeout
2021-05-20 06:43:15 +02:00
Matthias
586f2a699d
Merge pull request #4953 from freqtrade/value_filter
max-value change filter
2021-05-20 06:35:34 +02:00
Matthias
0358b5365f Add "unfilledtimeout-unit" to full config sample 2021-05-20 06:26:07 +02:00
Eugene Schava
935ed36433 day/week options for Telegram '/profit' command
mypy fix
2021-05-20 01:10:22 +03:00
Eugene Schava
e9841910e9 day/week options for Telegram '/profit' command 2021-05-20 00:33:33 +03:00
Kamontat Chantrachirathumrong
082fb11bbe
Avoid having error cannot set a frame with no defined index and a scalar 2021-05-20 01:54:48 +07:00
Matthias
ef4d1c24d7
Merge pull request #4941 from brookmiles/fix-stoploss-above-candle
prevent backtest stoploss trade price being set above candle high
2021-05-19 06:20:35 +02:00
axel
75f88b466a add ability to choose unit in unfilled timeout 2021-05-18 19:30:36 -04:00
Matthias
7a9853bfe1 Fix "Too many open Files" exception 2021-05-18 20:39:55 +02:00
Matthias
16c22c7b68 Add pair name to stoploss
helps debugging #4972
2021-05-18 19:16:25 +02:00
Matthias
36eba0f110 Don't use "r+" memmap, but "r2 2021-05-17 21:05:48 +02:00
Matthias
6aa574fa2b Convert ROI result to proper json object
closes #4952
2021-05-17 20:58:50 +02:00
Matthias
6659a07079 Add tests for max-value filter 2021-05-17 19:47:57 +02:00
Matthias
369f19df6b Add valuefilter to Pricefilters 2021-05-17 19:44:36 +02:00
Matthias
3006396398 Fix docstring typo 2021-05-17 19:37:22 +02:00
Matthias
26f5bc6584
Merge pull request #4944 from brookmiles/fix-download-data-end-date
Add support for timerange end date to `download-data`
2021-05-17 19:35:32 +02:00
Eugene Schava
459fae6d80 Total row for telegram "/status table" command
fixes
2021-05-17 16:22:48 +03:00
Eugene Schava
3ad8fa2f38 Total row for telegram "/status table" command
moved sum calculation to API
2021-05-17 15:59:03 +03:00
Eugene Schava
196fde44e0 Total row for telegram "/status table" command
work around mypy warning
2021-05-17 14:45:54 +03:00
Eugene Schava
915ff7e1bf Total row for telegram "/status table" command
fix mypy warnings
2021-05-17 13:03:20 +03:00
Eugene Schava
d7479fda1f Total row for telegram "/status table" command
fix compiler warnings
2021-05-17 12:53:57 +03:00
Eugene Schava
0abb9cfe28 Total row for telegram "/status table" command 2021-05-17 12:41:44 +03:00
Eugene Schava
10ef0f54ac Total row for telegram "/status table" command 2021-05-17 11:12:11 +03:00
Matthias
37b71b8cfd Fix PerformanceFilter failing in test-pairlist mode 2021-05-16 19:55:13 +02:00
Matthias
0d50e99563 Fix Agefilter checking for > instead of >= 2021-05-16 19:35:30 +02:00
Matthias
c9ac67e985 Fix some typos 2021-05-16 14:50:25 +02:00
Matthias
6f38976470 Introduce cancel_stoploss_with_result 2021-05-16 14:15:24 +02:00
Matthias
380754b8ab Fix typos in docstrings 2021-05-16 13:20:05 +02:00
Matthias
0b1dd0d203 Use correct order_id for ftx
closes #4511
2021-05-16 09:15:25 +02:00
Matthias
2d7735ba04 Update telegram to sort performance by absolute performance 2021-05-15 19:49:21 +02:00
Matthias
6b2a38ccfb Add absolute Profit to apiserver 2021-05-15 19:39:46 +02:00
Matthias
4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
Two fixes
2021-05-15 15:11:07 +02:00
Brook Miles
db17b1a851 fix indentation 2021-05-15 20:20:36 +09:00
Brook Miles
88da1f109b fix #4412 download-data does not stop downloading at the specified TIMERANGE end date 2021-05-15 20:15:19 +09:00
Rokas Kupstys
2d5f465f1b Fix protections being loaded multiple times for first strategy when backtesting. 2021-05-15 13:37:03 +03:00
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
e1447f955c /locks should always respond, even if there's no locks
closes #4942
2021-05-15 10:50:00 +02:00
Brook Miles
2eac23a15f if stoploss price is above the candle high, set it to candle open instead. this can occur if stoploss had previously been reached but the sell was prevented by confirm_trade_exit 2021-05-15 15:38:51 +09:00
Matthias
0ace35bf3d Fix unreferenced error 2021-05-15 08:14:50 +02:00
Matthias
a6c644161d
Merge pull request #4930 from freqtrade/hyperopt_memory
Hyperopt memory problems
2021-05-15 07:12:57 +02:00
Matthias
5e73195b30 Use linux lineseperator at all times 2021-05-15 07:01:32 +02:00
Matthias
4bc018a456 Change rate back to "open" for custom_sell
closes #4920
2021-05-14 07:18:10 +02:00
Matthias
09756e3007 Subplots should always be included in responses 2021-05-14 06:36:50 +02:00
Matthias
ecee42f561 Read pickle file in mmap mode 2021-05-13 20:13:04 +02:00
Matthias
1055862bc0 Extract data-load + dump from hyperopt
(Reduces memory-usage as the dataframes go out of scope)
2021-05-12 21:15:01 +02:00
Matthias
24a1d5a96f Change default hyperopt-name to be shorter 2021-05-12 19:06:13 +02:00
Matthias
3cbe40875d read hyperopt results from pickle or json 2021-05-12 06:06:30 +02:00
Matthias
06bf1aa274 Store epochs as json per line 2021-05-12 05:58:25 +02:00
Matthias
7398ea88e0 Change optimize_reports to convert dates to string earlier 2021-05-11 20:37:49 +02:00
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
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
8d8c782bd0 Slice dataframe in backtesting, preventing access to rows past current time. 2021-05-08 18:40:49 +03:00
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
554f5f14b6 Raise exception if no data is left 2021-05-07 06:41:15 +02:00
Matthias
4f529fe424 Don't use Arrow to get min/max backtest dates 2021-05-06 19:43:14 +02:00
Matthias
32577cc0cd
Merge pull request #4836 from bzed/telegram-locks
Telegram rpc: split too long /locks messages
2021-05-05 20:15:13 +02:00
Matthias
431cb5313f Support informative pairs in edge positioning 2021-05-05 19:58:45 +02:00
Matthias
da47f4e1a4 Fix Kraken balance update error
closes #4873
2021-05-05 06:47:26 +02:00
Matthias
da574e4e69 Small style fixes 2021-05-03 06:30:41 +02:00
Matthias
fc110ea418 Support csv export for new and old versions 2021-05-02 20:41:45 +02:00
Matthias
303895b33e Add support for filters to new hyperopt-results 2021-05-02 20:07:22 +02:00
Matthias
287b43e999 Output strategy results including non-optimized parameters 2021-05-02 11:30:53 +02:00
Matthias
d069ad43d8 Small reformatting in hyperopt 2021-05-02 11:01:26 +02:00
Matthias
8ee0b0d8e8 Store not optimized parameters (if applicable) 2021-05-02 10:46:04 +02:00
Matthias
9049d6b779 Reformat hyper to cache parameters 2021-05-02 10:45:21 +02:00
Matthias
46f0f66039 Keep dimensions stored in hyperopt class
There is no point in regenerating them and it will cause some
overhead as all space classes will be recreated for every epoch.
2021-05-02 09:48:37 +02:00
Matthias
ced5cc7ce2 Don't recalculate min/max date - they won't change between epochs 2021-05-02 09:46:27 +02:00
Matthias
ecdfb6e5ed Fix output of % for new format 2021-05-02 09:46:27 +02:00
Matthias
881cba336a Show backtesting result in hyperopt-show 2021-05-02 09:46:27 +02:00
Matthias
420e75af65 Extract show_backtest_result for one strategy 2021-05-02 09:46:27 +02:00
Matthias
97478abb9d Move format explanation string to HyperoptTools 2021-05-02 09:46:27 +02:00
Matthias
f2e182002d Simplify calling backtesting by returning the proper result 2021-05-02 09:46:27 +02:00
Matthias
e2e1d34828 Extract stake_currency param from hyperopt-explanationstring 2021-05-02 09:46:27 +02:00
Matthias
6aaaad29d7 Use backtesting output for hyperopt results 2021-05-02 09:46:27 +02:00
Matthias
545cba7fd8 Refactor optimize_report
we should not calculate non-daily statistics in the daily stats method
2021-05-02 09:46:27 +02:00
Matthias
9994fce577 Extract generation of report for one strategy to it's own method 2021-05-02 09:46:27 +02:00
Matthias
b125c975c7 Rename strategy_comparison method 2021-05-02 09:46:27 +02:00
Matthias
ac2e1eb3d7 Don't import joblib for regular strategies 2021-05-02 08:44:16 +02:00
Matthias
0e359dcb7a
Merge pull request #4788 from saeedrss/develop
fetch live data from hitbtc exchange #4778
2021-05-01 19:13:00 +02:00
Matthias
bdd0184f0b Small stylistic fixes 2021-05-01 17:44:43 +02:00
Matthias
1cb430f59b Remove encoding specifics, gitattributes to echeckout as utf8 2021-05-01 17:41:40 +02:00
Matthias
0b280a59bc Support per exchange params for OHLCV endpoint 2021-05-01 17:29:53 +02:00
Matthias
e0ca3c014c Don't completely remove encode/decode 2021-05-01 17:12:48 +02:00
Matthias
30da307d13 Remove encode/decode for hyperopt 2021-05-01 17:01:52 +02:00