Commit Graph

12293 Commits

Author SHA1 Message Date
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
3aaf06a3e2
Merge pull request #4932 from freqtrade/fix/4920
Change rate back to "open" for custom_sell
2021-05-15 06:40:21 +02:00
Matthias
1f049214aa
Merge pull request #4933 from rokups/patch-1
Couple tweaks for docs.
2021-05-14 20:04:16 +02:00
Rokas Kupstys
330fb538a9
Couple tweaks for docs. 2021-05-14 10:43:48 +03:00
Matthias
09b6923e50 Use "choose" link for new issues 2021-05-14 07:22:51 +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
ff7bbec1bc
Merge pull request #4902 from docbobo/arm64-docs
Documentation for running arm64 builds
2021-05-14 05:48:08 +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
5e66d37d57 Slightly modify docker instructions for arm64 2021-05-12 20:07:45 +02:00
Matthias
84222c89ee
Merge pull request #4922 from rokups/rk/fix-docs
Docs update regarding dataframe access
2021-05-12 19:58:11 +02:00
Matthias
24a1d5a96f Change default hyperopt-name to be shorter 2021-05-12 19:06:13 +02:00
Matthias
5f5597b93f Better test hyperopt writing and reading 2021-05-12 19:06:09 +02:00
Rokas Kupstys
9bb6ba086b
Update docs/strategy-advanced.md
Co-authored-by: Matthias <xmatthias@outlook.com>
2021-05-12 17:15:38 +03:00
Rokas Kupstys
ad4c51b3c5 * Added "Dataframe access" section showcasing how to obtain dataframe and use it to get last-available and trade-open candles.
* Fix custom_sell() example to use rsi from last-available instead of trade-open candle, add a pointer to "Dataframe access" section for more info.
* Simplify "Custom stoploss using an indicator from dataframe example" greatly, add a pointer to "Dataframe access" section for more info.
2021-05-12 09:30:35 +03:00
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
6d232db1d8
Merge pull request #4918 from kamontat/patch-1
remove duplicate python3-pip
2021-05-11 20:16:26 +02:00
Kamontat Chantrachirathumrong
e53bbec285
remove duplicate python3-pip 2021-05-12 00:13:13 +07:00
Matthias
bcab44560a Fix doc typo 2021-05-11 06:25:23 +02:00
Matthias
c4a2de0fd5
Merge pull request #4915 from froggleston/develop
Small update custom_sell() doc
2021-05-11 06:16:49 +02:00
Robert Davey
ac95d577a5
Merge pull request #1 from froggleston/frog-custom-sell-doc
Update strategy-advanced.md
2021-05-10 19:48:09 +01:00
Robert Davey
425d97719a
Update strategy-advanced.md
Update custom_sell() example to comment that the current trade row is at trade open as written. Change "abstain" to something clearer for non-fluent English speakers.
2021-05-10 19:42:37 +01:00
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
91fd367287
Merge pull request #4906 from freqtrade/dependabot/pip/develop/ccxt-1.49.73
Bump ccxt from 1.49.30 to 1.49.73
2021-05-10 15:24:02 +02:00
Matthias
3d6b3f1d6a Add Issue config.yml 2021-05-10 15:08:28 +02:00
dependabot[bot]
8e6a95e11b
Bump ccxt from 1.49.30 to 1.49.73
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.49.30 to 1.49.73.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.49.30...1.49.73)

Signed-off-by: dependabot[bot] <support@github.com>
2021-05-10 10:50:05 +00:00
Matthias
7e6d469511
Merge pull request #4913 from freqtrade/dependabot/pip/develop/fastapi-0.64.0
Bump fastapi from 0.63.0 to 0.64.0
2021-05-10 08:53:34 +02:00
Matthias
9cef2983e5
Merge pull request #4907 from freqtrade/dependabot/pip/develop/mkdocs-material-7.1.4
Bump mkdocs-material from 7.1.3 to 7.1.4
2021-05-10 08:52:02 +02:00
Matthias
3eb4cda975
Merge pull request #4911 from freqtrade/dependabot/pip/develop/pymdown-extensions-8.2
Bump pymdown-extensions from 8.1.1 to 8.2
2021-05-10 08:51:47 +02:00
Matthias
0fefa696cc
Merge pull request #4908 from freqtrade/dependabot/pip/develop/sqlalchemy-1.4.14
Bump sqlalchemy from 1.4.12 to 1.4.14
2021-05-10 08:50:42 +02:00
Matthias
837c05aa62
Merge pull request #4910 from freqtrade/dependabot/pip/develop/flake8-3.9.2
Bump flake8 from 3.9.1 to 3.9.2
2021-05-10 08:49:53 +02:00
Matthias
699b21064b
Merge pull request #4912 from freqtrade/dependabot/pip/develop/pytest-mock-3.6.1
Bump pytest-mock from 3.6.0 to 3.6.1
2021-05-10 08:49:25 +02:00
Matthias
158a4ea660
Merge pull request #4909 from freqtrade/dependabot/pip/develop/pytest-6.2.4
Bump pytest from 6.2.3 to 6.2.4
2021-05-10 08:49:13 +02:00
dependabot[bot]
43c7382d24
Bump fastapi from 0.63.0 to 0.64.0
Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.63.0 to 0.64.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.63.0...0.64.0)

Signed-off-by: dependabot[bot] <support@github.com>
2021-05-10 05:27:36 +00:00
dependabot[bot]
93268ba16d
Bump pytest-mock from 3.6.0 to 3.6.1
Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 3.6.0 to 3.6.1.
- [Release notes](https://github.com/pytest-dev/pytest-mock/releases)
- [Changelog](https://github.com/pytest-dev/pytest-mock/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-mock/compare/v3.6.0...v3.6.1)

Signed-off-by: dependabot[bot] <support@github.com>
2021-05-10 05:27:22 +00:00
dependabot[bot]
5ecd86ed56
Bump pymdown-extensions from 8.1.1 to 8.2
Bumps [pymdown-extensions](https://github.com/facelessuser/pymdown-extensions) from 8.1.1 to 8.2.
- [Release notes](https://github.com/facelessuser/pymdown-extensions/releases)
- [Commits](https://github.com/facelessuser/pymdown-extensions/compare/8.1.1...8.2)

Signed-off-by: dependabot[bot] <support@github.com>
2021-05-10 05:27:11 +00:00
dependabot[bot]
6eb47b0aeb
Bump flake8 from 3.9.1 to 3.9.2
Bumps [flake8](https://gitlab.com/pycqa/flake8) from 3.9.1 to 3.9.2.
- [Release notes](https://gitlab.com/pycqa/flake8/tags)
- [Commits](https://gitlab.com/pycqa/flake8/compare/3.9.1...3.9.2)

Signed-off-by: dependabot[bot] <support@github.com>
2021-05-10 05:27:03 +00:00
dependabot[bot]
0a82e2b061
Bump pytest from 6.2.3 to 6.2.4
Bumps [pytest](https://github.com/pytest-dev/pytest) from 6.2.3 to 6.2.4.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/6.2.3...6.2.4)

Signed-off-by: dependabot[bot] <support@github.com>
2021-05-10 05:26:52 +00:00
dependabot[bot]
a7cd8fc578
Bump sqlalchemy from 1.4.12 to 1.4.14
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.12 to 1.4.14.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot[bot] <support@github.com>
2021-05-10 05:26:36 +00:00