Commit Graph

330 Commits

Author SHA1 Message Date
Johan van der Vlugt b44bd0171c
Example Classifier strat 2022-08-19 19:10:37 +02:00
Matthias 16af10a5bc Update notebook sample with simplified datadir configuration
closes #7252
2022-08-19 14:05:27 +02:00
Matthias ea6bc47d7a gateio default configs should specify unknown_fee_rate 2022-08-16 17:26:53 +02:00
Matthias 3a9ec76c91 Move "freqai.lock" to backend to simplify user interface 2022-08-14 17:19:50 +02:00
Matthias 3918f4abbd Simplify strategy interface by removing explicit self.freqai_info assignment 2022-08-13 09:27:56 +02:00
robcaulk e7de812948 Allow user to user pair_dict for persistent storage of custom data 2022-08-09 16:03:10 +02:00
Matthias 9a82898d6b Merge branch 'develop' into feat/freqai 2022-08-09 06:22:57 +02:00
robcaulk eb8bde37c1 Add lightgbm classifier, add classifier check test, fix classifier bug. 2022-08-06 17:51:21 +02:00
Matthias 9545402452 Improve defaults for config builder 2022-08-05 11:58:09 +02:00
robcaulk 3013282dbf remove non-catboost stuff from schema 2022-08-01 05:39:38 +02:00
robcaulk d830105605 *BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests 2022-07-31 17:05:29 +02:00
Kavinkumar a4bada3ebe
Partial exit using average price (#6545)
Introduce Partial exits
2022-07-31 14:19:04 +02:00
robcaulk f22b140782 fix backtesting bug, undo move of label stat calc, fix example strat exit logic 2022-07-29 17:27:35 +02:00
Matthias 70b7a254af Update some areas to use default docstring formatting 2022-07-24 16:51:48 +02:00
Matthias 81c1aa3c13 Update imports in freqAI sample strategies 2022-07-23 17:08:05 +02:00
Matthias 8a3cffcd1b Remove remaining CustomModel references 2022-07-23 17:08:05 +02:00
Matthias 8fa6e8b4ba Remove freqAI model bridge in favor of `self.freqai` 2022-07-23 17:08:05 +02:00
robcaulk 8f86b0deaa *breaking change* simplify user strat by consolidating feature loops into backend 2022-07-21 12:24:22 +02:00
Matthias f6bfd89cef Merge branch 'develop' into feat/freqai 2022-07-16 18:14:34 +02:00
Matthias cdc58058d7 Add candletype to notebook example
closes #7084, closes #7073
2022-07-14 19:40:26 +02:00
Robert Caulk 607455919e Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!) 2022-07-10 12:35:44 +02:00
Matthias e52f82b565 Add leverage to custom_stake_amount callback
closes #7047
2022-07-08 19:44:20 +02:00
robcaulk a6077ac7f4 Merge feat/freqai into develop to get new features 2022-07-03 16:17:13 +02:00
robcaulk 4ff0ef7359 fix bug returning multiple targets for training 2022-07-03 12:15:59 +02:00
robcaulk ffb39a5029 black formatting on freqai files 2022-07-03 10:59:38 +02:00
robcaulk 106131ff0f Rehaul organization of return values 2022-07-02 18:09:38 +02:00
robcaulk 7dfbd432d1 fix config saving bug, assign priorities to pairs in scanning, sleep the scanning loop to reduce CPU usage 2022-06-27 11:35:33 +02:00
robcaulk b35c64b6c0 fix bug in backtest, typo in example strat 2022-06-19 16:41:09 +02:00
robcaulk c5de0c49e4 first functional scanning commit 2022-06-16 00:24:18 +02:00
Matthias 75a248cf42 Fstring freqAI sample strategy, remove duplicate features 2022-06-11 19:56:37 +02:00
robcaulk eb47c74096 merge datarehaul into main freqai branch 2022-06-10 20:26:19 +02:00
Matthias 1ddd5f1901 Update docstring throughout the bot. 2022-06-09 19:41:08 +02:00
robcaulk f8f25e36ef update example config/strat 2022-06-07 19:54:45 +02:00
Robert Caulk 3c2e314ee5
Fix bugs 2022-06-06 16:26:07 -06:00
Robert Caulk e6c5e737a2
Fix other bugs 2022-06-06 16:24:32 -06:00
Robert Caulk bf19055e53
Update function spelling 2022-06-06 15:56:12 -06:00
Matthias a790bad1e4 Add entry_tag to leverage callback
closes #6929
2022-06-05 10:24:54 +02:00
robcaulk 16b4a5b71f rehaul of backend data management - increasing performance by holding history in memory, reducing load on the ratelimit by only pinging exchange once per candle. Improve code readability. 2022-06-03 15:19:46 +02:00
Robert Caulk 7d41542f93
process_only_new_candles in examplestrat should be True, thanks @Bloodhunter4rc 2022-06-02 07:24:08 -06:00
robcaulk fea39254d9 fix custom_exit (thanks @paranoidandy) 2022-06-02 14:58:45 +02:00
robcaulk b37c31cc21 fix ta-lib issue with simultaneous method access 2022-06-02 14:37:40 +02:00
robcaulk 4ac6ef2972 make defining period intervals more user friendly and flexible 2022-06-02 13:45:29 +02:00
robcaulk 7523ed825e automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now). 2022-05-31 18:42:27 +02:00
Matthias 3549176370 Update missleading docstring
closes #6913
2022-05-31 17:52:45 +02:00
robcaulk bac4ced382 Ensure follower predictions are persistent and uniquely stored 2022-05-31 14:35:04 +02:00
robcaulk 0aa7162055 ensure the prediction is reset in the pair_dict after any trade exit, not just custom_exit 2022-05-29 16:36:46 +02:00
robcaulk fe36b08fce fix key error in example strat 2022-05-29 16:26:34 +02:00
robcaulk ce365eb9e3 improve example strat so that it has dynamic buy and sell logic according to original prediction 2022-05-29 14:45:46 +02:00
robcaulk 6193205012 fix bug for target_mean/std array merging in backtesting 2022-05-26 21:07:50 +02:00
Matthias d6773bc32c
Merge pull request #6886 from freqtrade/fix/typing
Fix/typing
2022-05-24 19:41:59 +02:00
robcaulk 31ae2b3060 alleviate FutureWarning in sklearn about ensuring svm model features are passed with identical order 2022-05-24 14:46:16 +02:00
Matthias f1a72e448a Align interfaces and strategy templates 2022-05-24 06:54:16 +02:00
robcaulk 5c4014ee62 Change default value of process_only_new_candles to True since False is an uncommon usecase for expert strategy devs 2022-05-23 10:24:58 +02:00
robcaulk dede128648 set process_only_new_candles to true in example strat 2022-05-23 10:15:59 +02:00
robcaulk 42d95af829 Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs 2022-05-22 17:51:49 +02:00
robcaulk c5ecf94177 move live retraining to separate thread. 2022-05-19 21:15:58 +02:00
robcaulk 1fae6c9ef7 keep model accessible in memory to avoid loading objects from disk during live/dry 2022-05-19 19:27:38 +02:00
Matthias c81b960791 Fix some typos 2022-05-17 19:58:36 +02:00
robcaulk d1d451c27e auto populate features based on a prepended % in the strategy (remove feature assignment from config). Update doc/constants/example strategy to reflect change 2022-05-17 18:15:03 +02:00
robcaulk a8022c104a give beta testers more information in the doc 2022-05-15 17:42:15 +02:00
robcaulk a7029e35b5 ensure informative pairs includes any combination of whitelist - corr_pairlist 2022-05-15 17:42:15 +02:00
robcaulk 9b3e5faebe create more flexible whitelist, avoid duplicating whitelist features into corr_pairlist, update docs 2022-05-15 17:42:15 +02:00
robcaulk 22bd5556ed add self-retraining functionality for live/dry 2022-05-15 17:42:15 +02:00
robcaulk 764f9449b4 fix logger, debug some flake8 appeasements 2022-05-15 17:41:34 +02:00
robcaulk 29c2d1d189 use logger in favor of print 2022-05-15 17:38:58 +02:00
robcaulk 99f7e44c30 flake8 passing, use pathlib in lieu of os.path to accommodate windows/mac OS 2022-05-15 17:38:58 +02:00
robcaulk fc837c4daa add freqao backend machinery, user interface, documentation 2022-05-15 17:38:58 +02:00
Matthias 5b3eaa3003 Ensure advanced strategy template is runnable 2022-05-06 06:42:08 +02:00
Matthias d11c44940e Slightly reword docs
remove some Note-boxes - people tend to skip these.
2022-05-06 06:42:01 +02:00
eSeR1805 17650d7e60
Maintain existing order. Update functionality and documentation 2022-04-29 00:10:17 +03:00
eSeR1805 eb23170c43
Merge branch 'develop' into feat_readjust_entry 2022-04-28 23:06:52 +03:00
Matthias 108f11b1d7 Fix docs typos 2022-04-27 06:42:56 +02:00
Rokas Kupstys 6d99222320 Add 'exit_tag' parameter to 'custom_exit_price' callback. 2022-04-26 10:01:51 +03:00
eSeR1805 d9f838a65f
Update template usage to reflect changes. 2022-04-18 21:20:50 +03:00
eSeR1805 d65b64a46f
Merge branch 'develop' into feat_readjust_entry 2022-04-16 15:20:50 +03:00
eSeR1805 452f44206a
Add new callback to advanced template. 2022-04-16 15:08:09 +03:00
Matthias 4019c05fee Update entry/exit timeout documentation
the type of order is now an Order, no longer a dictionary.

closes #6691
2022-04-16 06:48:12 +02:00
Matthias aee0cfd17a forcebuy_enable -> force_entry_enable 2022-04-08 13:39:41 +02:00
மனோஜ்குமார் பழனிச்சாமி 9417bb01dc
Merge branch 'develop' into renaming-forceentry-forceexit 2022-04-08 00:01:51 +05:30
Matthias b1378efdeb ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal 2022-04-05 20:21:39 +02:00
Matthias 4897731030 use_sell_signal -> use_exit_signal 2022-04-05 20:10:20 +02:00
Matthias bba9629a2a Rename sell_profit_only to exit_profit_only 2022-04-05 20:00:35 +02:00
மனோஜ்குமார் பழனிச்சாமி 8442fb915f renamed 2022-04-05 16:01:53 +05:30
Matthias 6d9218cb34 sell_signal -> exit_signal 2022-04-04 17:11:11 +02:00
Matthias cd146bfa8f emergency_sell -> emergency_exit 2022-04-04 17:03:27 +02:00
Matthias 54ad130bb9 Update force_sell to force_exit 2022-04-04 16:59:27 +02:00
Matthias 69491c1430 Update more wording to "exit" 2022-04-03 19:39:13 +02:00
Matthias 283d04a5ad Update docstring wording 2022-04-03 19:36:32 +02:00
Matthias a27c837d18 Update sell_reason to exit_reason 2022-04-03 10:41:35 +02:00
Matthias 157f8f8139 Update some more sell_reason occurances 2022-04-03 08:17:17 +02:00
Matthias 648e969a7a Realign entry_pricing fields 2022-03-29 19:07:29 +02:00
Matthias 2d740230f7 price_last_balance renaming 2022-03-28 19:53:55 +02:00
Matthias bcf326a035 Initial steps to change bid/ask pricing to enter/exit 2022-03-27 18:03:49 +02:00
Matthias 0624817242 update unfilledtimeout settings to entry/exit 2022-03-26 11:55:11 +01:00
Matthias 6f1b14c013 Update buy_timeout and sell_timeout methods 2022-03-25 19:57:06 +01:00
Matthias d7f76ee452 Update confirm_trade_exit to use sell_reason terminology 2022-03-25 06:37:40 +01:00
Matthias 3fa8327711 Remove sample_short_strategy - sample_strategy is a better long/short strategy example 2022-03-23 19:30:02 +01:00
Matthias 36287a84cb enhance migration documentation 2022-03-20 08:30:14 +01:00
Matthias 72fd937a74 INTERFACE_VERSION to 3 2022-03-20 08:30:14 +01:00
Matthias b044dd2c45 Update custom_sell to custom_exit 2022-03-12 11:37:56 +01:00