Commit Graph

5961 Commits

Author SHA1 Message Date
Matthias
f6211bc00e new-config should include API config 2021-03-28 20:23:57 +02:00
Matthias
fc8478111e Improve strategy template 2021-03-28 20:06:30 +02:00
Matthias
929f329607 more tests 2021-03-28 19:49:20 +02:00
Matthias
20f7e9b4b7 Make BaseParameter get_space abstract 2021-03-28 19:31:54 +02:00
Matthias
8022386404 Type custom_hyperopt 2021-03-27 18:00:07 +01:00
Matthias
71e2134694 Add some simple tests for hyperoptParameters 2021-03-27 11:26:26 +01:00
Matthias
786ddc6a91 remove unused imports 2021-03-27 10:47:33 +01:00
Rokas Kupstys
e934d3ddfb [SQUASH] Oopsie. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
40f5c7853e [SQUASH] Add a way to temporarily disable a parameter (excludes from parameter loading/hyperopt) and print parameter values when executed. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
bbe6ece38d [SQUASH] Fix parameter configs not loading. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
424cd2a914 [SQUASH] Use "space" instead of category. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
fd45dfd894 [SQUASH] Make skopt imports optional. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
11689100e7 [SQUASH] Fix exception when HyperOpt nested class is not defined. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
e9f0babe8a [SQUASH] Use HyperStrategyMixin as part of IStrategy interface. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
2d13e5fd50 [SQUASH] Oopsies. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
bb89e44e19 [SQUASH] Address PR comments.
* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
0a205f52b0 Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts. 2021-03-26 16:56:24 +02:00
Matthias
8da7d5c009
Merge pull request #4594 from rextea/add_confirm_exit_enter_tade_to_backtesting
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-25 20:26:56 +01:00
Matthias
292ea8c1d0
Update backtesting.py 2021-03-25 09:34:33 +01:00
rextea
0ca95aa0c2 Change rate to acctual close rate 2021-03-25 10:25:25 +02:00
Matthias
ec15610bff Fix isort issue 2021-03-24 19:21:07 +01:00
Matthias
ee82d36bef
Merge pull request #4593 from hoeckxer/feat/status_table_telegram_length
Changed the code for status table a bit so that it splits up the trad…
2021-03-24 06:49:54 +01:00
Erwin Hoeckx
2fd510e6e4 Added comment with an example calculation
Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-23 21:52:46 +01:00
Erwin Hoeckx
65a9763fa5 Fixed an issue when there were exactly 50 trades, it was sending an extra empty table
Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-23 16:54:38 +01:00
Erwin Hoeckx
c928cd38dc Small bugfix to make sure it shows all the trades
Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-23 16:45:42 +01:00
rextea
f51f4b1817 Add confirm_trade_exit and confirm_trade_entry to backtesting 2021-03-23 10:35:46 +02:00
rextea
dc4ea604dd Add confirm_trade_exit and confirm_trade_entry to backtesting 2021-03-23 10:19:16 +02:00
rextea
eb5d69dcd4 Add confirm_trade_exit and confirm_trade_entry to backtesting 2021-03-23 10:12:08 +02:00
rextea
6856963aef Add confirm_trade_exit and confirm_trade_entry to backtesting 2021-03-23 10:09:41 +02:00
Erwin Hoeckx
4e8999ade3 Changed the code for status table a bit so that it splits up the trades per 50 trades, to make sure it can be sent regardless of number of trades
Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-22 20:40:11 +01:00
shubhendra
4d81834912
Merge isinstance calls
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:47 +05:30
shubhendra
45da3a7022
Refactor unnecessary else / elif when if block has a continue statement
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:47 +05:30
shubhendra
910e15b174
Remove methods with unnecessary super delegation.
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:47 +05:30
shubhendra
6d6ad035d6
Remove length check in favour of truthiness of the object
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:46 +05:30
shubhendra
537ad059bc
Remove unnecessary use of comprehension
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:46 +05:30
shubhendra
62d99a0b74
Remove unnecessary comprehension
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:45 +05:30
Matthias
e315a6a0da assume "last" can miss from a ticker response
closes #4573
2021-03-20 14:58:51 +01:00
Matthias
43d7f9ac67 Add bid_last_balance parameter
to interpolate sell prices

closes #3270
2021-03-20 14:38:26 +01:00
Matthias
73876b61b4 Show potential errors when loading markets 2021-03-20 13:34:33 +01:00
Matthias
16a54b3616 Don't require non-mandatory arguments 2021-03-20 13:08:02 +01:00
Matthias
fe7f3d9c37 Add price side validation for market orders 2021-03-20 11:48:39 +01:00
Matthias
7ffe1fd36a Fix calculation error for min-trade-stake 2021-03-20 07:21:22 +01:00
Matthias
0d5833ed91 Use OperationalException for TimeRange errors 2021-03-19 06:40:04 +01:00
Patrick Brunier
4d52732d30 Added a small snippet to give users a descent error message,
when their start date is afer the stop date.
Also updated the tests.
2021-03-18 22:38:54 +01:00
Matthias
84ca9bd2c7
Merge pull request #4543 from brookmiles/fix-math-custom-stoploss-docs
correct math used in examples and clarify some terminology regarding …
2021-03-18 19:32:30 +01:00
Matthias
76ca3c219f extract result-printing from hyperopt class 2021-03-17 20:45:15 +01:00
Brook Miles
ce1ed76269 complete stoploss_from_open and associated test 2021-03-17 22:44:10 +09:00
Brook Miles
aee2591490 add stoploss_from_open() as a strategy_helper 2021-03-17 17:58:23 +09:00
Matthias
79d4585dad Add check to ensure close_profit_abs is filled on closed trades
Technically, this should not be possible, but #4554 shows it is.

closes #4554
2021-03-16 19:24:03 +01:00
Matthias
b191663a7e Adapt hyperopt templates to be better aligned
closes #3027
2021-03-14 19:49:46 +01:00
Matthias
0b35c0571f Allow custom fee to be used during dry-run
closes #3696
2021-03-14 19:37:57 +01:00
Matthias
b57c150654 Final balance should include forcesold pairs 2021-03-14 09:48:40 +01:00
Matthias
cd8d9f2930
Merge pull request #4534 from rokups/patch-1
Provide access to strategy instance from hyperopt class.
2021-03-13 17:14:47 +01:00
Matthias
3b99f04a78
Merge pull request #4535 from freqtrade/fix/backtestperformance
Improve backtest performance after enabling compounding
2021-03-13 16:51:00 +01:00
Matthias
0320c8dc92 Improve tests for trades_proxy 2021-03-13 15:51:27 +01:00
Rokas Kupstys
5e872273d1 Provide access to strategy instance from hyperopt class. 2021-03-13 15:13:42 +02:00
Matthias
d1acc8092c Improve backtest performance 2021-03-13 10:17:14 +01:00
Jackson Law
425cd7adba Create event loop manually if uvloop is available
asyncio.get_event_loop() does not call new_event_loop()
if current_thread() != main_thread()
2021-03-12 16:16:03 -08:00
Matthias
441d3fad39
Merge pull request #4513 from freqtrade/fix/4511
Fix stoploss order problem with FTX
2021-03-11 19:39:44 +01:00
Matthias
ef9977fc1e Make stake_amount + stake_currency mandatory for backtesting 2021-03-10 10:43:44 +01:00
Matthias
0db5c9746f
Merge pull request #4454 from freqtrade/backtest_compound_speed
Backtest compound, wallet, ...
2021-03-10 10:07:40 +01:00
Matthias
99583bbd0c Fix problem with FTX
where cancelled orders are "cancelled", not "canceled"
2021-03-09 20:21:08 +01:00
Th0masL
37e6006169 Fix order_by in trades command 2021-03-08 23:21:56 +02:00
Matthias
4b550dab17 Always reset fake-databases
Otherwise results may stick around for the next strategy
2021-03-08 19:40:29 +01:00
Matthias
0b81b58d28 Use pandas.values.tolist instead of itertuples
speeds up backtesting
closes #4494
2021-03-07 11:28:54 +01:00
Matthias
02d7dc4780 Increase cache size to be large enough to hold all pairs
closes #4483
2021-03-06 19:55:02 +01:00
Matthias
b515609d73
Merge pull request #4490 from Th0masL/add_trade_id
Add the trade ID to Telegram Buy/Sell/Cancel messages
2021-03-06 15:40:34 +01:00
Th0masL
ad0e60b5b6 Add trade_id to Cancel messages and reduced lines length 2021-03-06 15:07:47 +02:00
Matthias
eed8c94dd9
Merge pull request #4488 from patrick310/patch-1
Add strategy name to HyperOpt results filename
2021-03-06 13:48:12 +01:00
Th0masL
03b89e7f78 Add trade_id in Telegram messages 2021-03-06 00:04:12 +02:00
Matthias
a405d578da Introduce forcebuy ordertype to allow specifiying a different ordertype for forcebuy / forcesells 2021-03-05 20:22:04 +01:00
Patrick Weber
4532222010
Fixed line length in HyperOpt for new name
Fixed line length errors and multiple f strings to facilitate strategy being added in the name
2021-03-05 13:16:49 -06:00
Matthias
5196306407 Remove deprecated profit return value 2021-03-05 20:03:49 +01:00
Patrick Weber
345f7404e9
Add strategy name to HyperOpt results filename
This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.
2021-03-05 12:56:11 -06:00
Matthias
731ab5d2a7 Fix too long line errors 2021-03-05 19:22:57 +01:00
Matthias
bc05d03126 Make best / worst day absolute 2021-03-05 19:21:09 +01:00
raoulus
0968ecc1af added "Median profit" column to hyperopt -> export-csv 2021-03-04 17:27:04 +01:00
Matthias
078b77d41b Fix crash when using unlimited stake and no trades are made 2021-03-02 16:12:22 +01:00
Joe Schr
55a315be14 fix: avg_stake_amount should not be NaN if df is empty 2021-03-02 13:38:55 +01:00
Matthias
6eb253c31e
Merge pull request #4469 from freqtrade/rpc/locks
Add RPC methods to remove locks
2021-03-02 10:41:08 +01:00
Matthias
4bb6a27745 Don't catch errors that can't happen 2021-03-02 06:59:58 +01:00
Matthias
007ac7abb5 Add telegram pair unlocking 2021-03-01 20:09:40 +01:00
Matthias
6640156ac7 Support deleting locks via API 2021-03-01 19:50:39 +01:00
Matthias
6eef6d41bc
Merge pull request #4465 from freqtrade/dependabot/pip/develop/arrow-1.0.2
Bump arrow from 0.17.0 to 1.0.2
2021-03-01 09:30:11 +01:00
Matthias
2083cf6ddf Fix mypy errors introduced by Arrow update 2021-03-01 08:57:57 +01:00
Matthias
3d65ba2dcb Add rpc method to delete locks 2021-03-01 07:51:33 +01:00
Matthias
bba9b9e819 Don't use __root__ directly for api response 2021-03-01 07:08:44 +01:00
Matthias
4b689f5b88
Merge pull request #4420 from freqtrade/dependabot/pip/develop/mypy-0.812
Bump mypy from 0.790 to 0.812
2021-02-28 15:30:44 +01:00
Matthias
aba034ff40 Fix mypy problem after mypy 0.800 upgrade 2021-02-28 11:04:30 +01:00
Matthias
54ccbd9370
Merge pull request #4391 from squat0001/develop
Add dust level to balance command in telegram
2021-02-28 10:36:44 +01:00
Matthias
a13dc3cdde Use sensible defaults for balance_dust_level 2021-02-28 09:57:52 +01:00
Matthias
9cb37409fd Explicitly convert starting-balance to float 2021-02-28 09:56:29 +01:00
Florian Reitmeir
0895407811 add balance_dust_level parameter to make telegram less chatty 2021-02-28 08:51:32 +01:00
Matthias
05f057fe72 Stringify favicon path
potentially closes #4459
2021-02-28 08:48:28 +01:00
Matthias
b2e9295d7f Small stylistic fixes 2021-02-27 19:57:42 +01:00
Matthias
324b9dbdff Simplify wallet code 2021-02-27 10:33:25 +01:00
Matthias
f5bb5f56f1 Update documentation with backtesting compounding possibilities 2021-02-27 09:33:00 +01:00
Matthias
98f3142b30 Improve handling of backtesting params 2021-02-27 09:33:00 +01:00
Matthias
86f9409fd2 fix --stake-amount parameter 2021-02-27 09:33:00 +01:00
Matthias
fc256749af Add test for backtesting _enter_trade 2021-02-27 09:33:00 +01:00