eb81cccede
add download-data command
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change directory
fix relative config path
2022-12-01 16:37:24 +08:00
396e666e9b
Keep old behavior of model loading
2022-12-01 11:03:51 +03:00
4a9982f86b
Fix sb3_contrib loading issue
2022-12-01 10:08:42 +03:00
95651fcd5a
Improve/simplify telegram exception handling
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Move exceptionhandling to the decorator.
2022-12-01 06:27:25 +01:00
dac4a35be2
Merge pull request #7828 from freqtrade/fix-state-info-rl
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bring back market side setting in get_state_info
2022-11-30 19:57:28 +01:00
79821ebb33
fix flake8 errors
2022-11-30 08:41:44 -03:00
e7f72d52b8
bring back market side setting in get_state_info
2022-11-30 12:36:26 +01:00
26e8a5766f
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-30 08:29:28 -03:00
17cf3c7e83
bug fixes and removed fillna from fit_live_predictions
2022-11-30 08:28:45 -03:00
4571aedb33
consolidate and clean code
2022-11-30 00:53:35 +01:00
3c322bf7df
Improve forceenter validation messages
2022-11-29 18:27:08 +01:00
e6b8cb8ea9
Merge pull request #7795 from froggleston/entry_exit_date_print
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Add date selection arguments to backtest-analysis printout
2022-11-29 16:56:58 +01:00
8ea58ab352
change BT prediction files to feather format
2022-11-29 10:38:35 -03:00
df979ece33
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-29 09:39:15 -03:00
c3daddc629
Merge pull request #7809 from richardjozsa/develop
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Improve the RL learning process
2022-11-29 06:28:36 +01:00
100d65b20b
Merge pull request #7822 from eltociear/patch-1
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Fix typo in strategy_analysis_example.md
2022-11-29 06:24:36 +01:00
e891c41760
Fix typo in ipynb, too.
2022-11-28 18:20:30 +01:00
9cbfa12011
Directly set model_type in base RL model
2022-11-28 16:02:17 +03:00
40b274351c
Merge pull request #7813 from freqtrade/dependabot/pip/develop/flake8-6.0.0
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Bump flake8 from 5.0.4 to 6.0.0
2022-11-28 08:00:45 +01:00
d73fd42769
Fix flake8 error introduced with 6.0 update
2022-11-28 06:38:35 +01:00
f410b1b14d
Update metrics.py
2022-11-28 08:56:49 +09:00
56518def42
isort
2022-11-27 21:06:01 +01:00
7fd6bc526e
add randomize_starting_position to the rl_config
2022-11-27 21:03:13 +01:00
25e041b98e
sneak in small change to FreqaiExampleHybridStrategy docstring and startup count
2022-11-27 20:50:03 +01:00
64d4a52a56
Improve the RL learning process
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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
f4025ee5de
Merge pull request #7289 from freqtrade/feat/freqai-rl-dev
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Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail
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backtesting - use full detail timeframe
2022-11-27 16:09:23 +01:00
cf000a4c00
Bump develop version to 2022.12-dev
2022-11-27 16:08:54 +01:00
e4a3efc7d4
Don't use strategy.stoploss too often
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discovered in #7760
2022-11-27 15:54:35 +01:00
3fc367f536
Merge pull request #7771 from wizrds/feat/refactor-ws
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Refactor WebSocket API for performance
2022-11-27 15:49:34 +01:00
21d7406291
Temporary fix for kraken download
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closes #7790
will be removed once the patch is in ccxt.
2022-11-27 15:16:43 +01:00
1a3f88c7b9
Replace separate start/end date option with usual timerange option
2022-11-27 11:30:13 +00:00
51d21b413d
Fix 4ac update_total_profit
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_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
dba30393fb
ensure extra_returns_per_train are set properly on first hist_preds build
2022-11-26 18:04:47 +01:00
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
4790aaaae1
Implement cli options for backtesting-analysis date filtering
2022-11-26 16:58:56 +00:00
e1456e407b
Merge branch 'freqtrade:develop' into entry_exit_date_print
2022-11-26 16:53:48 +00:00
a26b3a9ca8
change sleep call back to 0.01
2022-11-26 09:40:22 -07:00
ce213b55a2
Bybit fix candle limit
2022-11-26 13:58:22 +01:00
b52f05923a
fix list to array in constants.py
2022-11-26 13:47:47 +01:00
be890b52fd
remove np import
2022-11-26 13:44:58 +01:00
aaaa5a5f64
add documentation for net_arch, other small changes
2022-11-26 13:44:58 +01:00
fcf13580f1
Revert "offload initial df computation to thread"
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This reverts commit f268187e9b
2022-11-26 13:33:54 +01:00
7b0a76fb70
Improve typehint
2022-11-26 13:33:26 +01:00
7ebc8ee169
Fix missing Optional typehint
2022-11-26 13:32:18 +01:00
bdfedb5fcb
Improve typehints / reduce warnings from mypy
2022-11-26 13:03:07 +01:00
81fd2e588f
ensure typing, remove unsued code
2022-11-26 12:11:59 +01:00
8dbfd2cacf
improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc
2022-11-26 11:51:08 +01:00
bd95392eea
fix formatted string in warning message :)
2022-11-25 13:10:22 -07:00
4aa4c6f49d
change sleep in channel send to 0
2022-11-25 13:08:41 -07:00
f268187e9b
offload initial df computation to thread
2022-11-25 12:56:33 -07:00
afc00bc30a
log warning if channel too far behind, add docstrings to message stream
2022-11-25 12:48:57 -07:00
391817243c
Tidy up complex functions
2022-11-25 16:12:15 +00:00
79c041b62d
Update tests for new export format
2022-11-25 16:57:58 +01:00
8c014bd365
Export trade-counts to csv
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closes #7789
2022-11-25 16:57:45 +01:00
8ee8b6e943
Improve hyperopt list output
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closes #7789
2022-11-25 16:31:21 +01:00
0f97ef0d7b
Reset stoploss_order_id when order is canceled
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closes #7766
2022-11-25 16:08:33 +01:00
1b3e62bcbc
Lock execute_entry to prevent timing hickups
2022-11-25 14:50:48 +01:00
c593cdc438
Improve type hints
2022-11-25 14:48:06 +01:00
5e6cda11ef
Update method name for trade fee updating
2022-11-25 14:43:56 +01:00
b8d1862ca8
Update cached binance leverage tiers
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closes #7794
2022-11-25 10:42:19 +01:00
bcc8063eeb
Merge branch 'develop' into feat/refactor-ws
2022-11-24 13:42:57 -07:00
fc59b02255
prevent ws endpoint from running without valid token
2022-11-24 13:41:10 -07:00
101dec461e
close ws channel if can't accept
2022-11-24 11:35:50 -07:00
2e82e6784a
move data_provider cleanup to shutdown()
2022-11-24 19:07:38 +01:00
73c458d47b
use importlib instead of __import___
2022-11-24 19:04:35 +01:00
4894d772ed
merge develop into feat/freqai-rl-dev
2022-11-24 18:50:11 +01:00
3a07749fcc
fix docstring
2022-11-24 18:46:54 +01:00
44b042ba51
remove unused function
2022-11-24 17:53:26 +01:00
8f1a8c752b
Add freqairl docker build process
2022-11-24 07:00:12 +01:00
48242ca02b
update catch block in cancel channel tasks
2022-11-22 12:43:45 -07:00
7785c91c5d
Merge pull request #7756 from wizrds/feat/secure-ws-conn
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Support SSL in WebSocket connection
2022-11-22 19:18:16 +01:00
d09157efb8
update code to use one prediction file / pair
2022-11-22 15:15:42 -03:00
a5442772fc
ensure only broadcasting to subscribed topics
2022-11-22 09:42:09 -07:00
91779bb28b
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-22 13:09:48 -03:00
c01f25ddc9
update code to freqai_backtest_live_models only from historic predictions
2022-11-22 13:09:09 -03:00
d9d7df70bf
fix tests, log unknown errors
2022-11-21 12:21:40 -07:00
0fa5217043
Improve protection setup
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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
106ac2ab4d
fix tests, change to get call
2022-11-20 16:36:22 -07:00
d2870d48ea
change typing to async iterator
2022-11-20 16:24:44 -07:00
48a1f2418f
update typing, remove unneeded try block, readd sleep
2022-11-20 16:18:24 -07:00
60a167bdef
add dynamic send timeout
2022-11-20 14:09:45 -07:00
dc79284c54
Merge branch 'develop' into feat/refactor-ws
2022-11-20 10:05:22 -07:00
12b471c64b
Prevent 2 parallel open orders through forceentry
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this leads to forgetting the prior order
closes #7765
2022-11-20 09:28:14 +01:00
fdc82af883
fix tests - update code to backtest with historic_predictions
2022-11-19 22:27:58 -03:00
3714d7074b
smaller throttle in channel send
2022-11-19 13:29:23 -07:00
c1a73a5512
move sleep call in send, minor cleanup
2022-11-19 13:21:26 -07:00
80d070e9ee
update code to use historic_predictions for freqai_backtest_live_models
2022-11-19 14:15:58 -03:00
3d3195847c
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-18 17:53:34 -03:00
98d87b3ba6
Merge branch 'develop' into feat/refactor-ws
2022-11-18 13:41:22 -07:00
0cb6f71c02
better error handling, true async sending, more readable api
2022-11-18 13:32:27 -07:00
4de9a46618
Merge pull request #7759 from wizrds/fix/pd-mem-leak
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Fix Pandas to_json memory leak
2022-11-18 20:24:16 +01:00
b6a8e421f1
remove redundant timestamp conversion in ws serializer
2022-11-18 09:43:39 -07:00
12cd83453c
Add warning when queue websocket queue becomes too full
2022-11-18 14:03:56 +01:00
4c7bb79c86
Restore prior data transfer format
2022-11-18 13:59:29 +01:00
ba493eb7a7
Merge fix/pd-mem-leak
2022-11-17 16:21:12 -07:00
387c905a86
merge develop into RL
2022-11-17 21:59:07 +01:00
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
91df79ff44
merge dev into backtest-live-predictions
2022-11-17 21:20:47 +01:00
436b314c80
add safe_remaining
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fixes #7757
2022-11-17 19:07:47 +00:00
49ecc83061
Merge branch 'develop' into fix/pd-mem-leak
2022-11-17 12:04:49 -07:00
ce43fa5f43
small fix to websocketchannel and relay
2022-11-17 12:03:11 -07:00
875e9ab447
change df serialization to avoid mem leak
2022-11-17 11:59:03 -07:00
cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
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Simplify timerange handling
2022-11-17 19:57:48 +01:00
b929e0bb2b
Merge branch 'develop' into gc_improvements
2022-11-17 19:55:03 +01:00
9432bcd065
Fix telegram error on force_enter exception
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closes #7727
2022-11-17 19:52:03 +01:00
3903b04d3f
save_live_data_backtest - added docs and tests
2022-11-17 15:20:07 -03:00
99bff9cbfa
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:51 -03:00
913749c81b
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:16 -03:00
b01e4e3dbf
change default value - save_live_data_backtest as false
2022-11-17 10:14:30 -03:00
1a19d90e2e
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-17 10:13:11 -03:00
afcb86f422
Improve migration types
2022-11-17 10:25:51 +00:00
93addbe5c3
Improve typechecking
2022-11-17 10:16:38 +00:00
6a1655c047
support ssl connections in emc
2022-11-15 22:26:54 -07:00
442467e8ae
remove old comments and code
2022-11-14 22:26:34 -07:00
6deb2dfb61
Merge pull request #7744 from freqtrade/dependabot/pip/develop/mypy-0.990
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Bump mypy from 0.982 to 0.990
2022-11-15 06:24:24 +01:00
d713af045f
remove main queue completely
2022-11-14 22:21:40 -07:00
659c8c237f
initial revision
2022-11-14 20:27:45 -07:00
0a702cdd26
Ensure more methods are typechecked
2022-11-14 20:56:35 +01:00
a951b49541
Use Generator when sending initial dataframes
2022-11-14 19:43:59 +01:00
30b467906c
Delist FTX, following ccxt's delisting.
2022-11-14 19:40:57 +01:00
95fd4072fa
Merge pull request #7701 from freqtrade/add-single-precision-freqai
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add option to force single precision
2022-11-14 07:02:35 +01:00
42b29cd307
Fix constants type
2022-11-13 19:31:49 +01:00
bf4d5b432a
ensure model_type is defined
2022-11-13 18:50:25 +01:00
6394ef4558
fix docstrings
2022-11-13 17:43:52 +01:00
96fafb7f56
remove limit_ram_use
2022-11-13 17:14:47 +01:00
b421521be3
help default ReinforcementLearner users by assigning the model_type automatically
2022-11-13 17:12:17 +01:00
90f168d1ff
remove more user references. cleanup dataprovider
2022-11-13 17:06:06 +01:00
388ca21200
update docs, fix bug in environment
2022-11-13 16:56:31 +01:00
1e9e7887aa
fix constants.py, fix freqai test
2022-11-13 15:38:35 +01:00
af9e400562
add test coverage, fix bug in base environment. Ensure proper fee is used.
2022-11-13 15:31:37 +01:00
942840da2d
Improve setting wording to keep future possibilities open
2022-11-13 15:22:44 +01:00
81f800a79b
switch to using FT calc_profi_pct, reverse entry/exit fees
2022-11-13 13:41:17 +01:00
e45d791c19
Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev
2022-11-13 13:00:16 +01:00
fed3bc6730
Simplify Websocket Init
2022-11-13 10:33:54 +01:00
954da4fec9
Add "forcebuy error" exception log
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part of #7727
2022-11-12 19:52:10 +01:00
e71a8b8ac1
add ability to integrate state info or not, and prevent state info integration during backtesting
2022-11-12 18:46:48 +01:00
27fa9f1f4e
backtest saved dataframe from live
2022-11-12 14:37:23 -03:00
ee0e59157c
Update join relationship of orders table to selectin
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closes #6791 by slightly improving performance in this area.
2022-11-12 16:34:00 +01:00
7adca97358
Improve python GC behavior
2022-11-12 15:43:02 +01:00
f9c6c538be
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-12 09:37:45 -03:00
9c6b97c678
ensure normalization acceleration methods are employed in RL
2022-11-12 12:01:59 +01:00
6746868ea7
store dataprovider to self instead of strategy
2022-11-12 11:33:03 +01:00
7a4bb040a5
merge develop into feat/freqai-rl-dev
2022-11-12 10:54:34 +01:00
214c622475
move dataframe converter to converter.py
2022-11-12 10:38:25 +01:00
9617d8143d
Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai
2022-11-12 10:21:38 +01:00
e6172a68d7
Merge pull request #7730 from freqtrade/fix-metric-tracker
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fix loading of metric tracker from disk
2022-11-11 20:01:26 +01:00
833578716c
Merge pull request #7644 from markdregan/multi-target-classifier
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Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
790ff2a84b
merge develop into add-single-prec
2022-11-11 18:08:51 +01:00
e46a57bbd0
move mem logs to debug
2022-11-11 18:05:32 +01:00
66514e84e4
add LightGBMClassifierMultiTarget. add test
2022-11-11 17:45:53 +01:00
054133955b
fix loading of metric tracker from disk
2022-11-11 17:24:09 +01:00
0f9c5f8d41
Simplify timerange handling
2022-11-10 18:28:18 +01:00
57313dd961
Update some usages of timerange to new, simplified method
2022-11-10 18:11:39 +01:00
3e676dbaa4
Add properties to simplify timerange handling
2022-11-10 16:33:57 +01:00
9e17eabd0a
Improve Bybit configuration
2022-11-10 07:09:54 +01:00
4f0f3e5b64
removed unnecessary code
2022-11-09 10:07:24 -03:00
8ee95db927
refactoring backtesting_fit_live_predictions function
2022-11-09 09:51:42 -03:00
3e57c18ac6
add fix_live_predictions function to backtesting
2022-11-08 18:20:39 -03:00
f43f967040
Improve handling of unfilled stoploss orders in edge-cases
2022-11-08 20:34:18 +01:00
ce3959a0c6
Merge pull request #7708 from freqtrade/improve_iteration
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Improve iteration logic
2022-11-08 19:25:01 +01:00
8d9988a942
enforce date column in backtesting freqai predictions files
2022-11-08 11:06:23 -03:00
9c5ba0732a
save predictions with date and merge by date
2022-11-08 10:32:18 -03:00
884014a4b9
Fix some minor typos
2022-11-07 18:35:28 +00:00
6559384286
Merge branch 'develop' into backtest_live_models
2022-11-07 15:14:10 -03:00
29585b5ecd
Improve worker iteration logic
2022-11-06 11:18:13 +01:00
d48a9ae96d
Add leverage to backtest results
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closes #7574
2022-11-06 09:40:44 +01:00
1d2b89bc13
Improve handling of get_fee to not allow impossible combinations
2022-11-06 09:16:03 +01:00
ded57fb301
Remove no longer valid test part
2022-11-05 20:32:31 +01:00
d089fdae34
Fix current-time_det calculation
2022-11-05 20:02:36 +01:00
820aad670c
Merge pull request #7690 from freqtrade/track-current-candle
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Track current candle in FreqAI
2022-11-05 17:35:05 +01:00
06a2957837
Merge branch 'develop' into add-single-precision-freqai
2022-11-05 19:15:12 +03:00
43bdd34964
Optimize reduce_dataframe_footprint function
2022-11-05 19:13:02 +03:00
0888b53b5a
Udpate current_time handling for detail loop
2022-11-05 17:02:27 +01:00
a11d579bc2
Verify order fills on "detail" timeframe
2022-11-05 17:02:27 +01:00
53df607067
avoid duplicating features with okx/gateio, ensure inference timer gets logged
2022-11-05 15:42:19 +01:00
6e09d552ac
Properly handle and test ohlcv min_max with empty files
2022-11-05 13:14:35 +01:00
257c833831
add doc for single precision, dont allow half precision, add test
2022-11-04 18:10:04 +01:00
3ccc120f92
add option to force single precision
2022-11-04 17:42:10 +01:00
8bdc99a3d6
fix self-imposed bug
2022-11-04 16:41:38 +01:00
19d90b813a
improve readibility in start_backtesting()
2022-11-04 16:10:46 +01:00
8008c63319
Merge branch 'develop' into backtest_live_models
2022-11-04 09:09:39 -03:00
a7acfb7ab7
fix dict key error
2022-11-04 09:02:28 -03:00
90c5bfb4b5
add default conv_width
2022-11-03 21:35:12 +01:00
05b309caf2
ensure colon replaced for cached attach
2022-11-03 21:17:48 +01:00
6938ed6584
change default conv_width to 1
2022-11-03 21:11:26 +01:00
444a068481
merge develop into track-current-candle
2022-11-03 21:09:08 +01:00
db942321ad
fix bug with lightgbm and colons
2022-11-03 21:03:48 +01:00
d721b50230
flake8
2022-11-03 19:13:24 +01:00
3ba1e221eb
fix typo
2022-11-03 19:08:33 +01:00
6c4bdb8f67
remove special characters from feature names
2022-11-03 18:49:39 +01:00
17798b3397
Merge branch 'develop' into backtest_live_models
2022-11-03 13:29:25 -03:00
356d79b38a
verify mean and std exists in model metadata
2022-11-03 13:27:56 -03:00
cdf12cc541
Merge branch 'develop' into fix_issue_7666
2022-11-03 08:30:46 -03:00
ff619edebf
Improve explanation comment as to why we're waiting ourselfs
2022-11-03 06:50:18 +01:00
b749f3edd6
add latency measure from ping in emc and ws_client
2022-11-02 19:30:35 -06:00
000b0c2198
prevent memory leaks from error in _broadcast_queue_data
2022-11-02 18:00:10 -06:00
cbede2e27d
refactor channel.send to avoid queue.put
2022-11-02 17:57:11 -06:00
2dc55e89e6
better error handling channel send
2022-11-02 15:25:39 -06:00
55bf195bfb
remove debugging log calls
2022-11-02 14:21:34 -06:00
c2bdaea84a
change exception handling in channel send
2022-11-02 14:19:08 -06:00
d848c27283
add task done to broadcast queue method
2022-11-02 13:30:42 -06:00
e25dea7e0e
update channel disconnecting
2022-11-02 13:26:27 -06:00
ce92731132
ensure backwards compatitibility
2022-11-02 20:20:35 +01:00
23b6915dde
fix issue with different backtesting prediction size
2022-11-02 15:49:51 -03:00
2c3c7e1e3a
Merge pull request #7663 from freqtrade/shuffle_list_enhance
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Improve ShufflePairlist to shuffle only once per candle
2022-11-02 19:37:48 +01:00
1a38c10fc6
remove old code
2022-11-02 19:37:47 +01:00
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
97df232ac6
add a warning to __init__ for get_corr_dataframes
2022-10-31 18:18:00 +01:00
66d8ed6c0b
Merge remote-tracking branch 'origin/develop' into reduce-indicator-population
2022-10-31 09:42:01 +01:00
d59a7fa2f9
remove analysis_lock and realign example hybrid strat
2022-10-30 17:07:33 +01:00
391c3f56f7
Add typehint to corr_pairlist
2022-10-30 13:28:01 +01:00
7053f81fa8
simplified predict and predict_proba using super(). Added duplicate class label check.
2022-10-30 09:48:30 +00:00
cf4af2175c
Merge pull request #7662 from markdregan/backtest_extra_returns_fix
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Fix missing f-string from PR #7611
2022-10-30 10:47:06 +01:00
a2843165e1
fix leftovers from merge
2022-10-30 10:31:38 +01:00
52e15b2070
Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev
2022-10-30 10:16:39 +01:00
d1a0874683
merge develop into feat/freqai-rl-dev
2022-10-30 10:13:03 +01:00
fc53054d43
leverage list length knowledge, f-string change
2022-10-30 10:12:14 +01:00
f98c7a2423
Remove loop of normalization from metadata
2022-10-30 10:12:14 +01:00
5c14aeddc6
Add "--log-file" alias for "--logfile"
2022-10-30 09:50:54 +01:00
5013351143
Rename "shuffle" parameter to "shuffle_freq"
2022-10-30 09:48:55 +01:00
a323acf343
Improve ShufflePairlist to shuffle only once per candle
2022-10-30 09:46:12 +01:00
c26fda282f
fix missing f-string from PR #7611
2022-10-30 08:19:59 +00:00
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
352adaf127
Improve readability of is_time_to_refresh function
2022-10-29 19:45:46 +02:00
c23a9475e6
Move exchange utilities into separate module
2022-10-29 09:29:17 +02:00
801e91c39e
Merge pull request #7618 from wizrds/fix/docker-config-record
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Update function in FreqAI interface to record FreqAI config params
2022-10-29 08:56:20 +02:00
54c7122cc3
Merge pull request #7647 from freqtrade/combine_stop
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Combine stop logic
2022-10-28 19:38:40 +02:00
777af5517d
Version bump develop version to 2022.11-dev
2022-10-28 19:38:19 +02:00
6ef82dd8b6
minor change to return
2022-10-27 12:41:12 +01:00
9e0b39cddc
Properly invert sign
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fixes 98ba57ff
2022-10-27 06:56:33 +02:00
255f38537e
Simplify stoploss behavior by combining more commonalities
2022-10-26 07:14:33 +02:00
6e0ca058f4
Update function-head for _get_stop_params
2022-10-26 07:12:49 +02:00
cf6b75a3f3
Use combined stoploss_adjust where possible
2022-10-26 07:12:42 +02:00
d831d7d317
Rename Freqai hybrid example
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closes #7645
2022-10-26 06:47:34 +02:00
110db8b241
Merge pull request #7621 from wizrds/fix/channel-api
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Improved WebSocketChannel API
2022-10-26 06:31:42 +02:00
b9bf9edb02
update rapidjson opts
2022-10-25 14:12:13 -06:00
fd5f31368c
fix indent in initial df send
2022-10-25 14:08:28 -06:00
217add70bd
add strat and config for testing on PR
2022-10-25 20:07:39 +01:00
3fa50077c9
Don't use pydantic to type-verify outgoing messages
2022-10-25 20:00:53 +02:00
47056eded3
multi target classifier working but not for parallel
2022-10-25 18:24:27 +01:00
1ef38f137d
Fix XGBoost regressor "used before assignment"
2022-10-25 13:37:04 +02:00
51be45547f
remove np object, make default str
2022-10-24 12:23:54 -06:00
32600a113f
fix broadcast
2022-10-24 12:21:17 -06:00
f93b6eec63
Improve timing for worker throttling
2022-10-24 20:09:13 +02:00
e969479525
Merge pull request #7619 from freqtrade/stop/usehighlow
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Stop/usehighlow
2022-10-24 20:04:36 +02:00
6669714a73
Update mal-formatted docstrings
2022-10-24 18:12:17 +02:00
137aa1756b
Merge pull request #7593 from th0rntwig/prediction-shape
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Fix constant PCA
2022-10-24 08:33:36 +02:00
3a40ad87c6
Merge pull request #7615 from freqtrade/price_jump_warn
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Add price jump warning
2022-10-24 06:27:53 +02:00
4d2b7a74f1
move record params to utils, use rapidjson
2022-10-23 20:51:32 +02:00
07e813dfa0
change param record to only get certain params
2022-10-23 12:09:07 -06:00
94b65a007a
fix message typing in channel manager, minor improvements
2022-10-23 11:42:59 -06:00
49ff51f11f
Change storage loc and fix test fail
2022-10-23 16:24:02 +02:00
10090a36d5
simplify throttle
2022-10-23 14:52:10 +02:00
d0571464db
Improve test for worker throttle
2022-10-23 14:20:59 +02:00
c36141594e
Simplify "refresh" condition
2022-10-23 13:56:11 +02:00
9cffa3ca2b
add comment in channel
2022-10-22 21:03:57 -06:00
4cbea0fd00
Merge branch 'develop' of https://github.com/wizrds/freqtrade into fix/channel-api
2022-10-22 21:03:31 -06:00
3d7a311caa
removed sleep calls, better channel sending
2022-10-22 19:02:05 -06:00
2b6d00dde4
initial channel api change
2022-10-22 09:30:18 -06:00
3a9853db10
use high/low for custom stoploss evaluation in backtesting
2022-10-22 12:52:13 +02:00
84a194bcab
Simplify stoploss logic by removing redundant condition
2022-10-22 11:57:59 +02:00
547fd28811
Price-jump detection should only run once
2022-10-22 08:43:37 +02:00
0ff7a0771d
Move price_jump_warn to dataloading
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it's not relevant for live data, and should only run when loading data
from disk.
2022-10-22 08:37:30 +02:00
4464e91256
use self.identifier in full path
2022-10-21 19:53:33 -06:00
5ee3b8cbbb
update config recording to use all configs, fix tests
2022-10-21 19:48:26 -06:00
a85826bf24
Merge pull request #7611 from markdregan/backtest_extra_returns
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Make extra_returns_per_train data available during backtest
2022-10-21 17:13:22 +02:00
b715d9c521
Improve fee handling
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closes #7586
2022-10-21 16:30:14 +02:00
410a744ee9
Merge pull request #7613 from freqtrade/fix_typo_fit_live_predictions_candles
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fix typos - live predictions candles
2022-10-21 16:19:40 +02:00
d1591883a6
add missing datetime conversion in fromJson
2022-10-21 07:01:47 +02:00
bd424a877b
Add Trade from_json method
2022-10-20 20:33:08 +02:00
107845afa8
Keep version number in docker versioning
2022-10-20 19:55:42 +02:00
6606a0113f
refactoring - remove unnecessary config file
2022-10-20 14:53:25 -03:00
60cb11a44d
Add price jump warning
2022-10-20 19:36:28 +02:00
589944055e
fix typos - live predictions candles
2022-10-20 12:15:41 -03:00
52b60c5cbb
Merge branch 'develop' into backtest_live_models
2022-10-20 11:59:37 -03:00
a9db668082
avoid redundant indicator population for corr_pair list
2022-10-20 16:30:32 +02:00
073ce1659e
remove un-used f-string
2022-10-20 14:26:10 +01:00
295ba21389
Make extra_returns_per_train values available during backtest
2022-10-20 12:05:37 +01:00
7192ed7be6
Fix bug with dataframe not being 0 indexed
2022-10-19 11:57:18 +02:00
033c5bd441
Make check constant pred labels agnostic
2022-10-18 12:55:47 +02:00
c3d4fb9f1b
Simplify backtest calling interface
2022-10-18 06:39:55 +02:00
c7fff1213c
Rate-limit EMC startup to avoid overwelming the queue
2022-10-17 20:46:15 +02:00
880ddccaa8
Merge pull request #7590 from freqtrade/list-models
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List models
2022-10-17 20:40:41 +02:00
441032be25
Fix sys.stdout bug for CatboostRegressorMultiTarget
2022-10-17 19:48:27 +02:00
b166c04cba
Bring back asyncio.sleep to avoid overwelming the a consumer queue
2022-10-17 19:29:30 +02:00
c8e103e4a4
Adjust typehints to match return value
2022-10-17 10:02:55 +00:00
c2914feb12
Don't fail contract size repopulation if pair is no longer available
2022-10-17 09:55:18 +00:00
6cb14148aa
Fix random test failure due to catboost bug
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https://github.com/catboost/catboost/issues/2195
2022-10-17 07:00:44 +02:00
6252ae466e
Convert position_stacking to attribute of backtest
2022-10-17 06:57:26 +02:00
8534dfb0d4
Extract backtest 1 candle from main function
2022-10-17 06:57:26 +02:00
0e8cf366f5
Keep trade state in LocalTrade
2022-10-17 06:57:26 +02:00
23a5a516f9
Merge pull request #7557 from freqtrade/add-metric-tracker
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Add metric tracker to FreqAI
2022-10-16 18:20:07 +02:00
e82baf5f60
Use helper-method to modify trades_open
2022-10-16 16:45:16 +02:00
de9f5660f3
Fix counting available trade slots in backtesting.
2022-10-16 12:56:59 +03:00
dc50186d5b
Merge branch 'develop' into list-models
2022-10-16 09:23:10 +02:00
b6c096d3bc
Simplify backtest condition
2022-10-16 09:22:56 +02:00
20fc521771
Fix constant PCA
2022-10-15 23:30:12 +02:00
62ca822597
Merge pull request #7569 from Silur/develop
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Add XGBoost random forest predictors to freqai
2022-10-15 16:09:26 +02:00
46ba3bb357
Merge pull request #7585 from aemr3/add-eval-set-catboost
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Add eval set to CatboostClassifier
2022-10-15 16:08:13 +02:00
9135e631c0
:Merge branch 'develop' into add-metric-tracker
2022-10-15 15:54:41 +02:00
3b4402aaab
Merge branch 'move-disk-writing-to-ram' into add-metric-tracker
2022-10-15 13:52:14 +02:00
99dbba6cad
avoid reading from disk to instantiate large objects
2022-10-15 13:50:55 +02:00
d81eef0b70
add timestamps to each metric, use rapidjson
2022-10-15 13:23:01 +02:00
05ca725e4d
Remove no longer needed local state
2022-10-15 12:07:22 +02:00
c8e6dad9cd
use exit_reason to determine left open trades
2022-10-15 12:00:20 +02:00
4bfe58706b
Generalize "path" variables for resolvers
2022-10-14 19:49:06 +02:00
b236e362ba
Merge remote-tracking branch 'origin/develop' into add-metric-tracker
2022-10-14 19:00:49 +02:00
fda3a2827b
add list-freqAI models command
2022-10-14 16:20:49 +00:00
4a8cb3359b
Fix broken tests
2022-10-14 16:07:49 +00:00
9d4ba767c4
Update usages of search_all_objects
2022-10-14 14:50:52 +00:00
1d8d360a12
update _search_all_objects functioning
2022-10-14 14:32:30 +00:00
7f05b44376
Add eval set to CatboostClassifier
2022-10-13 23:01:09 +03:00
02fc59d473
Merge branch 'develop' into backtest_live_models
2022-10-13 15:52:19 -03:00
6919f3aa75
Backtest live models - fix utc date convert issue
2022-10-13 15:03:27 -03:00
f019471051
Don't round prices if no custom prices have been used
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closes #7573
2022-10-13 19:51:42 +02:00
93fe2b6446
Merge branch 'develop' into backtest_live_models
2022-10-13 11:22:58 -03:00
2045780810
Reinstate default of 1000% for roi
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closes #7583
2022-10-13 11:58:32 +00:00
e3ca740704
Merge pull request #7558 from wizrds/feat/queue-per-client-ws
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Refactor broadcasting in Message Websocket
2022-10-13 09:52:29 +02:00
75f1a123eb
Move "tickers_needed" check to pairlistmanager to cover all pairlists
2022-10-13 06:58:17 +00:00
39c27cfc37
Don't fail if fetchTickers is not availlable
2022-10-13 06:58:02 +00:00
a6f6a17393
Type fetch_ticker
2022-10-11 21:42:48 +02:00
52e9528361
Improve ticker type
2022-10-11 19:33:07 +00:00
35f3f988d4
Improve price handling in priceFilter
2022-10-11 19:33:05 +00:00
afaca2167c
use Type Alias for Ticker result to improve keyerror resiliancy
2022-10-11 19:33:02 +00:00
1e31be562e
remove whitespace
2022-10-11 21:05:42 +02:00
dba1b573bc
remove tensorboard dir from other pred models
2022-10-11 19:49:24 +02:00
5b5bb8aab5
catboost tensorboard bugfix
2022-10-11 19:05:46 +02:00
eb8c89fe31
move send delay to relay
2022-10-10 23:32:10 -06:00
5ada5eb540
fix error message, update exception import
2022-10-10 23:30:43 -06:00
28f0a35e73
Merge pull request #7549 from froggleston/discord_sendmsg
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Add support for dp.send_msg() to webhooks
2022-10-11 06:35:29 +02:00
2e34aa9f04
Merge pull request #7544 from th0rntwig/prediction-shape
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Remove constant labels from prediction
2022-10-10 21:24:25 +02:00
7bcb7d9a1a
Merge pull request #7554 from initrv/add-catboost-tensorboard
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Add tensorboard for catboost
2022-10-10 21:03:45 +02:00
88418d524a
Merge branch 'develop' into backtest_live_models
2022-10-10 15:14:59 -03:00
3081e73f8a
Merge branch 'develop' into backtest_live_models
2022-10-10 14:53:45 -03:00
ee0d90d1aa
Automatically create freqai models directory
2022-10-10 18:04:54 +02:00
002a46c5a0
Fix typo in docstring
2022-10-10 14:16:37 +00:00
2ad086dd7a
add XGBoost random forest predictors to freqai
2022-10-10 14:38:43 +02:00
eaae9c9e03
Update docstring format
2022-10-10 12:19:29 +00:00
60de192d47
Update Classifier docstrings
2022-10-10 12:13:41 +00:00
d3b2b2972e
Update pairlist docstring to be less missleading
2022-10-10 12:01:39 +00:00
db8cf6c957
disable ping interval in client
2022-10-09 18:51:52 -06:00
71bbffd10a
update ws channel send to add data to queue
2022-10-09 18:49:04 -06:00
2c76dd9e39
change wait timeout to 30 seconds to better support reverse proxies
2022-10-09 15:23:56 -06:00
2f64a08623
set channel queue maxsize to 32
2022-10-09 15:11:58 -06:00
3e8d8fd1b0
refactor broadcasting to a queue per client
2022-10-09 15:04:52 -06:00
a4aa1b972c
isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality
2022-10-09 21:11:37 +02:00
76b33359a9
add an optional metric tracker to collect train timings, inference timings, and cpu load data
2022-10-09 20:22:42 +02:00
a10b2d003f
Add freqai timeframe validation (incl. test)
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closes #7543
2022-10-09 14:40:25 +02:00
4623c3ec1d
Improve test resiliance
2022-10-09 10:55:38 +02:00
k
Emre
Matthias
Wagner Costa
robcaulk
Stefano Ariestasia
richardjozsa
froggleston
stm
Timothy Pogue
Emre
Mark Regan
th0rntwig
rcaulk
Evgeniy Vladimirov
silur