Commit Graph

10166 Commits

Author SHA1 Message Date
robcaulk 4571aedb33 consolidate and clean code 2022-11-30 00:53:35 +01:00
Matthias 3c322bf7df Improve forceenter validation messages 2022-11-29 18:27:08 +01:00
Matthias e6b8cb8ea9
Merge pull request #7795 from froggleston/entry_exit_date_print
Add date selection arguments to backtest-analysis printout
2022-11-29 16:56:58 +01:00
Wagner Costa 8ea58ab352 change BT prediction files to feather format 2022-11-29 10:38:35 -03:00
Wagner Costa df979ece33 Merge branch 'develop' into backtest_fitlivepredictions 2022-11-29 09:39:15 -03:00
Matthias c3daddc629
Merge pull request #7809 from richardjozsa/develop
Improve the RL learning process
2022-11-29 06:28:36 +01:00
Matthias 100d65b20b
Merge pull request #7822 from eltociear/patch-1
Fix typo in strategy_analysis_example.md
2022-11-29 06:24:36 +01:00
Matthias e891c41760 Fix typo in ipynb, too. 2022-11-28 18:20:30 +01:00
Emre 9cbfa12011
Directly set model_type in base RL model 2022-11-28 16:02:17 +03:00
Matthias 40b274351c
Merge pull request #7813 from freqtrade/dependabot/pip/develop/flake8-6.0.0
Bump flake8 from 5.0.4 to 6.0.0
2022-11-28 08:00:45 +01:00
Matthias d73fd42769 Fix flake8 error introduced with 6.0 update 2022-11-28 06:38:35 +01:00
robcaulk 56518def42 isort 2022-11-27 21:06:01 +01:00
robcaulk 7fd6bc526e add randomize_starting_position to the rl_config 2022-11-27 21:03:13 +01:00
robcaulk 25e041b98e sneak in small change to FreqaiExampleHybridStrategy docstring and startup count 2022-11-27 20:50:03 +01:00
richardjozsa 64d4a52a56 Improve the RL learning process
Improve the RL learning process by selecting random start point for the agent, it can help to block the agent to only learn on the selected period of time, while improving the quality of the model.
2022-11-27 20:43:50 +01:00
Matthias f4025ee5de
Merge pull request #7289 from freqtrade/feat/freqai-rl-dev
Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
Matthias 2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail
backtesting - use full detail timeframe
2022-11-27 16:09:23 +01:00
Matthias cf000a4c00 Bump develop version to 2022.12-dev 2022-11-27 16:08:54 +01:00
Matthias e4a3efc7d4 Don't use strategy.stoploss too often
discovered in #7760
2022-11-27 15:54:35 +01:00
Matthias 3fc367f536
Merge pull request #7771 from wizrds/feat/refactor-ws
Refactor WebSocket API for performance
2022-11-27 15:49:34 +01:00
Matthias 21d7406291 Temporary fix for kraken download
closes #7790
will be removed once the patch is in ccxt.
2022-11-27 15:16:43 +01:00
froggleston 1a3f88c7b9 Replace separate start/end date option with usual timerange option 2022-11-27 11:30:13 +00:00
stm 51d21b413d
Fix 4ac update_total_profit
_update_total_profit() must be executed before "self._position = Positions.Neutral" because _update_total_profit() calls get_unrealized_profit(), which returns 0 if position is neutral and total_profit is not updated
2022-11-26 23:35:20 +03:00
robcaulk dba30393fb ensure extra_returns_per_train are set properly on first hist_preds build 2022-11-26 18:04:47 +01:00
froggleston 706bc9ebea Merge branch 'entry_exit_date_print' of github.com:froggleston/freqtrade into entry_exit_date_print 2022-11-26 16:59:27 +00:00
froggleston 4790aaaae1 Implement cli options for backtesting-analysis date filtering 2022-11-26 16:58:56 +00:00
Robert Davey e1456e407b
Merge branch 'freqtrade:develop' into entry_exit_date_print 2022-11-26 16:53:48 +00:00
Timothy Pogue a26b3a9ca8 change sleep call back to 0.01 2022-11-26 09:40:22 -07:00
Matthias ce213b55a2 Bybit fix candle limit 2022-11-26 13:58:22 +01:00
robcaulk b52f05923a fix list to array in constants.py 2022-11-26 13:47:47 +01:00
robcaulk be890b52fd remove np import 2022-11-26 13:44:58 +01:00
robcaulk aaaa5a5f64 add documentation for net_arch, other small changes 2022-11-26 13:44:58 +01:00
Matthias fcf13580f1 Revert "offload initial df computation to thread"
This reverts commit f268187e9b.
2022-11-26 13:33:54 +01:00
Matthias 7b0a76fb70 Improve typehint 2022-11-26 13:33:26 +01:00
Matthias 7ebc8ee169 Fix missing Optional typehint 2022-11-26 13:32:18 +01:00
Matthias bdfedb5fcb Improve typehints / reduce warnings from mypy 2022-11-26 13:03:07 +01:00
robcaulk 81fd2e588f ensure typing, remove unsued code 2022-11-26 12:11:59 +01:00
robcaulk 8dbfd2cacf improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc 2022-11-26 11:51:08 +01:00
Timothy Pogue bd95392eea fix formatted string in warning message :) 2022-11-25 13:10:22 -07:00
Timothy Pogue 4aa4c6f49d change sleep in channel send to 0 2022-11-25 13:08:41 -07:00
Timothy Pogue f268187e9b offload initial df computation to thread 2022-11-25 12:56:33 -07:00
Timothy Pogue afc00bc30a log warning if channel too far behind, add docstrings to message stream 2022-11-25 12:48:57 -07:00
froggleston 391817243c Tidy up complex functions 2022-11-25 16:12:15 +00:00
Matthias 79c041b62d Update tests for new export format 2022-11-25 16:57:58 +01:00
Matthias 8c014bd365 Export trade-counts to csv
closes #7789
2022-11-25 16:57:45 +01:00
Matthias 8ee8b6e943 Improve hyperopt list output
closes  #7789
2022-11-25 16:31:21 +01:00
Matthias 0f97ef0d7b Reset stoploss_order_id when order is canceled
closes #7766
2022-11-25 16:08:33 +01:00
Matthias 1b3e62bcbc Lock execute_entry to prevent timing hickups 2022-11-25 14:50:48 +01:00
Matthias c593cdc438 Improve type hints 2022-11-25 14:48:06 +01:00
Matthias 5e6cda11ef Update method name for trade fee updating 2022-11-25 14:43:56 +01:00
Matthias b8d1862ca8 Update cached binance leverage tiers
closes #7794
2022-11-25 10:42:19 +01:00
Timothy Pogue bcc8063eeb Merge branch 'develop' into feat/refactor-ws 2022-11-24 13:42:57 -07:00
Timothy Pogue fc59b02255 prevent ws endpoint from running without valid token 2022-11-24 13:41:10 -07:00
Timothy Pogue 101dec461e close ws channel if can't accept 2022-11-24 11:35:50 -07:00
robcaulk 2e82e6784a move data_provider cleanup to shutdown() 2022-11-24 19:07:38 +01:00
robcaulk 73c458d47b use importlib instead of __import___ 2022-11-24 19:04:35 +01:00
robcaulk 4894d772ed merge develop into feat/freqai-rl-dev 2022-11-24 18:50:11 +01:00
robcaulk 3a07749fcc fix docstring 2022-11-24 18:46:54 +01:00
robcaulk 44b042ba51 remove unused function 2022-11-24 17:53:26 +01:00
Matthias 8f1a8c752b Add freqairl docker build process 2022-11-24 07:00:12 +01:00
Timothy Pogue 48242ca02b update catch block in cancel channel tasks 2022-11-22 12:43:45 -07:00
Matthias 7785c91c5d
Merge pull request #7756 from wizrds/feat/secure-ws-conn
Support SSL in WebSocket connection
2022-11-22 19:18:16 +01:00
Wagner Costa d09157efb8 update code to use one prediction file / pair 2022-11-22 15:15:42 -03:00
Timothy Pogue a5442772fc ensure only broadcasting to subscribed topics 2022-11-22 09:42:09 -07:00
Wagner Costa 91779bb28b Merge branch 'develop' into backtest_fitlivepredictions 2022-11-22 13:09:48 -03:00
Wagner Costa c01f25ddc9 update code to freqai_backtest_live_models only from historic predictions 2022-11-22 13:09:09 -03:00
Timothy Pogue d9d7df70bf fix tests, log unknown errors 2022-11-21 12:21:40 -07:00
Matthias 0fa5217043 Improve protection setup
lock_pair should be called when the order closes, not when the exit order is placed.
it should also be called for stoploss orders, too.

closes #7783
2022-11-21 19:30:49 +01:00
Timothy Pogue 106ac2ab4d fix tests, change to get call 2022-11-20 16:36:22 -07:00
Timothy Pogue d2870d48ea change typing to async iterator 2022-11-20 16:24:44 -07:00
Timothy Pogue 48a1f2418f update typing, remove unneeded try block, readd sleep 2022-11-20 16:18:24 -07:00
Timothy Pogue 60a167bdef add dynamic send timeout 2022-11-20 14:09:45 -07:00
Timothy Pogue dc79284c54 Merge branch 'develop' into feat/refactor-ws 2022-11-20 10:05:22 -07:00
Matthias 12b471c64b Prevent 2 parallel open orders through forceentry
this leads to forgetting the prior order

closes #7765
2022-11-20 09:28:14 +01:00
Wagner Costa Santos fdc82af883 fix tests - update code to backtest with historic_predictions 2022-11-19 22:27:58 -03:00
Timothy Pogue 3714d7074b smaller throttle in channel send 2022-11-19 13:29:23 -07:00
Timothy Pogue c1a73a5512 move sleep call in send, minor cleanup 2022-11-19 13:21:26 -07:00
Wagner Costa Santos 80d070e9ee update code to use historic_predictions for freqai_backtest_live_models 2022-11-19 14:15:58 -03:00
Wagner Costa Santos 3d3195847c Merge branch 'develop' into backtest_fitlivepredictions 2022-11-18 17:53:34 -03:00
Timothy Pogue 98d87b3ba6 Merge branch 'develop' into feat/refactor-ws 2022-11-18 13:41:22 -07:00
Timothy Pogue 0cb6f71c02 better error handling, true async sending, more readable api 2022-11-18 13:32:27 -07:00
Matthias 4de9a46618
Merge pull request #7759 from wizrds/fix/pd-mem-leak
Fix Pandas to_json memory leak
2022-11-18 20:24:16 +01:00
Timothy Pogue b6a8e421f1 remove redundant timestamp conversion in ws serializer 2022-11-18 09:43:39 -07:00
Matthias 12cd83453c Add warning when queue websocket queue becomes too full 2022-11-18 14:03:56 +01:00
Matthias 4c7bb79c86 Restore prior data transfer format 2022-11-18 13:59:29 +01:00
Timothy Pogue ba493eb7a7 Merge fix/pd-mem-leak 2022-11-17 16:21:12 -07:00
robcaulk 387c905a86 merge develop into RL 2022-11-17 21:59:07 +01:00
robcaulk 60fcd8dce2 fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc 2022-11-17 21:50:02 +01:00
robcaulk 91df79ff44 merge dev into backtest-live-predictions 2022-11-17 21:20:47 +01:00
Matthias 436b314c80 add safe_remaining
fixes #7757
2022-11-17 19:07:47 +00:00
Timothy Pogue 49ecc83061 Merge branch 'develop' into fix/pd-mem-leak 2022-11-17 12:04:49 -07:00
Timothy Pogue ce43fa5f43 small fix to websocketchannel and relay 2022-11-17 12:03:11 -07:00
Timothy Pogue 875e9ab447 change df serialization to avoid mem leak 2022-11-17 11:59:03 -07:00
Robert Caulk cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
Simplify timerange handling
2022-11-17 19:57:48 +01:00
Matthias b929e0bb2b Merge branch 'develop' into gc_improvements 2022-11-17 19:55:03 +01:00
Matthias 9432bcd065 Fix telegram error on force_enter exception
closes #7727
2022-11-17 19:52:03 +01:00
Wagner Costa Santos 3903b04d3f save_live_data_backtest - added docs and tests 2022-11-17 15:20:07 -03:00
Wagner Costa Santos 99bff9cbfa backtesting_from_live_saved_files - code refactoring 2022-11-17 10:30:51 -03:00
Wagner Costa Santos 913749c81b backtesting_from_live_saved_files - code refactoring 2022-11-17 10:30:16 -03:00
Wagner Costa Santos b01e4e3dbf change default value - save_live_data_backtest as false 2022-11-17 10:14:30 -03:00