Commit Graph

1866 Commits

Author SHA1 Message Date
Matthias 334e7553e1 Fix hyperopt not working after update of scikit-learn to 0.20.0 2018-09-29 13:49:27 +02:00
Matthias f4585a2745 Patch exchange to not cause network delays during tests 2018-09-29 13:35:48 +02:00
Matthias 448f3a7197
Merge pull request #1241 from freqtrade/fix/loadstrategyonce
Only load strategy once during backtesting
2018-09-29 09:12:41 +02:00
misagh cff83d3e6f bloody autopep8 again 2018-09-28 16:46:42 +02:00
misagh c8d06e2b0e filter pairs according to expectancy + bug at the end of array resolved 2018-09-28 16:40:34 +02:00
misagh f15825e3a7 long line broken to two 2018-09-28 14:28:05 +02:00
misagh 96a0fc88cb Moving Edge before refresh_pairs
see comments on edge (line 129)
2018-09-28 14:19:22 +02:00
Matthias 6e66763e5f Only load strategy once during backtesting 2018-09-27 19:23:55 +02:00
misagh d6415f3499 Merge branch 'develop' into money_mgt 2018-09-27 14:54:18 +02:00
Matthias 89b515be60
Merge pull request #1220 from freqtrade/fix/plot_dataframe
Fix plot dataframe
2018-09-27 12:40:34 +02:00
Matthias 4ad3e96a2f
Merge pull request #1225 from freqtrade/test_acl_improvement
Remove direct call to pytest fixture to elliminate pytest warning
2018-09-27 12:39:56 +02:00
Matthias 3893b638fe
Merge pull request #1213 from freqtrade/fix_mac_install
Fix mac install documentation
2018-09-27 12:39:42 +02:00
misagh 21f5a94eca using autopep8 for formatting file 2018-09-27 12:23:46 +02:00
Matthias 5dac3b5664
Merge pull request #1238 from freqtrade/fix/buyexception
Fix exception when order cannot be found
2018-09-26 19:26:17 +02:00
misagh 25d6ed319a whitespace removed 2018-09-26 17:09:20 +02:00
misagh 24364a56ea keeping mypy happy 2018-09-26 17:03:10 +02:00
misagh 0594deafc6 removing whitespaces and long lines 2018-09-26 16:50:17 +02:00
misagh 75ba6578a3 unused library + trailing whitespaces removed. 2018-09-26 16:36:41 +02:00
misagh abb398786e Merge branch 'develop' into money_mgt 2018-09-26 16:06:38 +02:00
misagh fcf837bfda refactoring variable declaration 2018-09-26 16:03:51 +02:00
misagh 87df4e4556 refactoring backslap (round 2) 2018-09-26 15:20:53 +02:00
Matthias 766d32897d
Merge pull request #1204 from freqtrade/move_load_markets
refactor load_markets out of validate_pairs
2018-09-26 06:38:37 +02:00
Matthias 88ccdc0366 Fix exception when order cannot be found 2018-09-25 20:45:01 +02:00
misagh 40d73de357 refactoring backslap (round one) 2018-09-24 19:22:30 +02:00
misagh e8716f16ad calculating expectancy and sort pairs accordingly instead of delta 2018-09-24 17:47:50 +02:00
misagh a806dd45f2 lost in branches ! typo for some magical unknown reasons 2018-09-24 16:02:29 +02:00
misagh 027ec4d98e test_sell_profit_only_enable_loss and test_create_trade_limit_reached
fixed
2018-09-24 15:47:07 +02:00
misagh 308428644b test_process_trade_creation log message changed: in reality the buy
signal is actually triggered
2018-09-24 15:27:26 +02:00
misagh 76dd754963 test_get_trade_stake_amount and
test_get_trade_stake_amount_no_stake_amount fixed: “pair” arg added to
_get_trade_stake_amount
2018-09-24 15:02:50 +02:00
misagh 303eefda76 test_get_trade_stake_amount_unlimited_amount fixed: “pair” argument
added to _get_trade_stake_amount
2018-09-24 14:55:49 +02:00
misagh 29459d7d30 import libraries organized. 2018-09-23 04:51:53 +02:00
misagh f1b4e4b36c stop loss range “start, end, step” configurable for Edge 2018-09-22 15:43:41 +02:00
misagh cf37093e5a empty dict default removed 2018-09-21 22:07:12 +02:00
misagh d6d3dfdcc2 removing “if ujson_found is not None:” as “json” refers to “ujson” if
it exists
2018-09-21 22:06:09 +02:00
misagh 66b1eac1db removing unnecessary ujson import 2018-09-21 21:59:35 +02:00
misagh fbc77c1f28 moving stake_currency line back to its initial place 2018-09-21 21:55:36 +02:00
misagh 3b925e46be removing default pair value of _get_trade_stake_amount 2018-09-21 21:48:27 +02:00
misagh 3e3ed947cc added “max_trade_duration” config + using “remove_dumps” config 2018-09-21 21:46:18 +02:00
misagh 61095db071 edge config enriched 2018-09-21 21:36:26 +02:00
misagh 4fd037f83f removing pdb 2018-09-21 18:00:37 +02:00
misagh 4bd956d5b1 test file removed 2018-09-21 17:58:20 +02:00
misagh 74979943ba backslap removed from arguments 2018-09-21 17:57:29 +02:00
misagh 2d432bfa95 backtesting rollbacked to develop branch 2018-09-21 17:54:37 +02:00
misagh 4746aea05c test file for edge (will be removed) 2018-09-21 17:42:04 +02:00
misagh ef52c7b510 edge positioning put into package 2018-09-21 17:41:31 +02:00
Matthias 567211e9f9 don't print "NAN" lines in "left_open_trades" 2018-09-20 20:35:26 +02:00
misagh decaf6c42e Backslap bug on “stop loss triggered” indexes resolved 2018-09-20 16:15:53 +02:00
Matthias 4d5e368c2e Remove direct call to pytest fixture to elliminate pytest warning 2018-09-19 19:40:32 +02:00
Matthias 176bae2d59 Set default-db url in configuration, not arguments
* Fixes a bug in plot_dataframe.py (#1217)
* db_url is eventually overwritten here anyway.
2018-09-17 19:57:47 +02:00
Matthias 9685c09c1a Add offset to "get_trades_for_order" 2018-09-15 20:28:36 +02:00
misagh 88854cba2d removing only pumps from dataset 2018-09-15 15:53:42 +02:00
misagh 07ba14d1ea backslap bug resolved 2018-09-15 15:52:10 +02:00
misagh 5f68834ccc merging develop into money_mgt (updated to async) 2018-09-14 19:20:49 +02:00
misagh e30d23cf23 [draft] First version of edge positioning 2018-09-14 19:04:54 +02:00
Matthias c429eae6e4 Adjust remaining tests to _load_markets refactoring 2018-09-11 19:59:01 +02:00
Matthias 674bad2a4f Add and fix tests for load_markets 2018-09-11 19:46:47 +02:00
Matthias 14b7fc42fa Change returntype for _load_markets to dict 2018-09-11 19:46:31 +02:00
Matthias f954efbd64 Adapt tests to not _load_markets 2018-09-10 20:19:28 +02:00
Matthias 0a29096794 Refactor load_market out of validate_pairs 2018-09-10 20:19:12 +02:00
misagh 13ffd88053 merging develop into async. requirement.txt conflict resolved 2018-09-06 20:28:07 +02:00
misagh a74953cb4d Draft of money management 2018-09-06 16:59:51 +02:00
Matthias e9deb928f6 Fix bug when exchange result is empty 2018-09-02 19:15:23 +02:00
Matthias 3fd00c9a9c Merge branch 'develop' into ta_on_candle 2018-09-01 20:01:18 +02:00
Matthias 2ec5a536aa Fix comment location 2018-09-01 19:57:12 +02:00
Matthias d35d3bb38c rename ta_on_candle to process_only_new_candles
be more expressive
2018-09-01 19:52:40 +02:00
Matthias cb46aeb73c rename variable to be more expressive 2018-09-01 19:50:45 +02:00
Matthias ffd4469c1d fix typo, refresh_tickers does not need a return value 2018-08-29 19:56:38 +02:00
Matthias 54ddd908e6 Merge branch 'develop' into ccxt-async 2018-08-29 19:43:09 +02:00
Matthias 9f8e68ce02 Merge branch 'develop' into order-book 2018-08-29 19:32:44 +02:00
Nullart2 b6b89a464f move order_book config out of experimental 2018-08-29 17:38:43 +08:00
Matthias 42587741dd mock exchange to avoid random failures 2018-08-25 13:21:10 +02:00
Matthias a489a044ad Mock Exchange results to avoid random test-failures 2018-08-25 13:17:07 +02:00
misagh bc6b80ff38 Edge functionality drafted 2018-08-24 11:59:10 +02:00
Samuel Husso 7376a0d538
Merge pull request #1131 from freqtrade/parametrize_outdated_ticker
parametrize outdated_offset to simplify sandbox usage
2018-08-22 07:02:38 +03:00
Samuel Husso 36e0e652f0
Merge pull request #1135 from freqtrade/fix/rpc_balance_vtho
Fix /balance rpc call if coin is not properly listed
2018-08-22 07:01:40 +03:00
Misagh 66d52c1236
Merge pull request #4 from xmatthias/ccxt_async_retrier
Add async retrier
2018-08-21 19:55:30 +02:00
Matthias 6e90d482ef remove amount_to_lots (deprecated / removed)
was removed from ccxt in
527f082e59
2018-08-21 19:08:21 +02:00
Matthias 8f41e0e190 Use setting in 'exchange' dict 2018-08-20 20:01:57 +02:00
Matthias a077955efa update json.load to json_load - followup to #1142 2018-08-19 19:58:07 +02:00
Matthias 0674c3e8f0
Merge pull request #1142 from freqtrade/ujson-loader
backtesting: try to load data with ujson if it exists
2018-08-19 19:53:38 +02:00
Matthias 6d1c82a5fa Remove last refreence to `get_candle_history` 2018-08-19 19:50:14 +02:00
Matthias de0f3e43bf remove unused mocks 2018-08-19 19:49:39 +02:00
Matthias 694b8be32f Move variables from class to instance 2018-08-19 19:49:02 +02:00
Matthias 9403248e4d have plot-script use async ticker-refresh 2018-08-19 19:48:24 +02:00
Matthias 088c54b88c remove unnecessary function 2018-08-19 09:17:17 +02:00
Matthias d722c12109 fix bug in async download script 2018-08-18 21:08:59 +02:00
Matthias d556f669b0 Add async retrier 2018-08-18 21:05:38 +02:00
Matthias d1c5eebff2 Add explicit test on handling min_roi_reached 2018-08-17 06:50:36 +02:00
Samuel Husso 98240e0e48
Merge pull request #1154 from freqtrade/min_roi_output
Output min-roi setting when overwriting from config
2018-08-16 20:18:49 +03:00
Samuel Husso 0750d356a1
Merge pull request #1141 from freqtrade/fix/python3.7
fix running freqtrade on python3.7
2018-08-16 20:17:24 +03:00
Matthias 16fa877b67 Remove verbosity of trying backup tables - properly log if
databasemigration happened
2018-08-16 13:15:46 +02:00
Matthias ff8ed564f1 Refactor refresh_pairs to exchange and fix tests 2018-08-16 12:15:09 +02:00
misagh e6e2799f03 Keeping cached Klines only in exchange and renaming _cached_klines to
klines.
2018-08-16 11:37:31 +02:00
Matthias 4a8c120926 Output min-roi setting when overwriting from config 2018-08-16 11:35:41 +02:00
misagh a2d9126917 Merge branch 'develop' into ccxt-async 2018-08-15 15:09:35 +02:00
Matthias baeffee80d Replace time.time with arrow.utcnow().timestamp
arrow is imported already
2018-08-15 13:26:01 +02:00
Matthias 76914c2c07 remove todo comment as this is actually done 2018-08-15 12:57:27 +02:00
Matthias ca6594cd24 remove comment, add docstring 2018-08-15 12:49:39 +02:00
Matthias d007ac4b96 check version explicitly, use "python" in venv 2018-08-15 08:37:20 +02:00
Janne Sinivirta 6e2a2abe80
Merge pull request #1151 from freqtrade/version-bump
Push develop as 0.17.2
2018-08-15 08:26:43 +03:00
Samuel Husso dd7f540e5a Push develop as 0.17.2 2018-08-15 08:25:04 +03:00
Nullart2 1edbc494ee refactor 2018-08-15 12:37:30 +08:00
Nullart2 b34aa46181 additional tests 2018-08-15 12:05:56 +08:00
Nullart2 48e218d6c0 test_talib fix 2018-08-15 11:01:59 +08:00
Nullart2 2bc7a668a3 informative startup 2018-08-15 10:39:32 +08:00
Matthias 3aa210cf93 Add test for get_history 2018-08-14 20:53:58 +02:00
Matthias e37cb49dc2 Ad test for async_load_markets 2018-08-14 20:42:13 +02:00
Matthias 67cbbc86f2 Add test for exception 2018-08-14 20:35:12 +02:00
Matthias 37e504610a refactor private method - improve some async tests 2018-08-14 20:33:03 +02:00
Matthias 8528143ffa Properly close async exchange as requested by ccxt 2018-08-14 19:52:09 +02:00
Matthias 69cc6aa958 Add test to async 2018-08-14 16:02:03 +02:00
misagh a6b69da391 Merge branch 'develop' into ccxt-async 2018-08-14 15:30:34 +02:00
Nullart2 78610bb47f mock order_book and additional test 2018-08-14 18:12:44 +08:00
Matthias 721fb3e326 remove unused profile import 2018-08-14 10:12:57 +02:00
Matthias 2b37c1ff0e Merge branch 'develop' into ujson-loader 2018-08-12 13:11:40 +02:00
Matthias 7d72e364aa Remove broken ujson loading - replace with variable-based fix 2018-08-12 13:08:10 +02:00
Matthias e3e79a55fa Fix _abc_data pickle error in 3.7 2018-08-12 10:16:51 +02:00
Matthias e73331b9b6
Merge pull request #1124 from berlinguyinca/database_tuning
Database tuning
2018-08-12 09:45:48 +02:00
Matthias ffa47151ee Flake8 fix 2018-08-12 09:30:12 +02:00
Matthias 88e85e8d33 fix tests - move load_async_markets call to validate_pairs 2018-08-10 13:11:04 +02:00
Matthias fce071843d Move async-load to seperate function 2018-08-10 13:04:43 +02:00
Matthias a852d2ff32 default since_ms to 30 days if no timerange is given 2018-08-10 11:15:02 +02:00
Matthias a107c4c7b4 Download using asyncio 2018-08-10 11:08:28 +02:00
Matthias 74d6816a1a Fix some comments 2018-08-10 11:00:07 +02:00
Matthias e34f2abc3a Add some typehints 2018-08-10 09:58:04 +02:00
Matthias 8a0fc888d6 log if using cached data 2018-08-10 09:48:54 +02:00
Matthias 36f05af79a sort fetch_olvhc result, refactor some
* add exception for since_ms - if this is set it should always download
2018-08-10 09:44:15 +02:00
Matthias e654b76bc8 Fix async test 2018-08-10 09:44:03 +02:00
Matthias 56768f1a61 Flake8 in tests ... 2018-08-09 20:17:55 +02:00
Matthias b008649d79 Remove unnecessary quote escaping 2018-08-09 20:13:07 +02:00
Matthias 3b2f161573 Add test for ta_on_candle override 2018-08-09 20:12:45 +02:00
Matthias df960241bd Add log-message for skipped candle and tests 2018-08-09 20:07:01 +02:00
Matthias 4ece5d6d7a Add tests for ta_on_candle 2018-08-09 20:02:24 +02:00
Matthias e36067afd3 refactor candle_seen to private 2018-08-09 19:58:47 +02:00
Matthias c4e43039f2 Allow control from strategy 2018-08-09 19:24:00 +02:00
misagh 280ead7bdb Merge branch 'develop' into ccxt-async 2018-08-09 13:04:01 +02:00
Matthias 98730939d4 Refactor to use a plain dict
* check config-setting first - avoids any call to "candle_seen"
eventually
2018-08-09 13:02:41 +02:00
Matthias d1306a2177 Fix failing tests when metadata in `analyze_ticker` is actually used 2018-08-09 13:01:57 +02:00
misagh cb26085229 Moving should_not_update logic to async function per pair. if there is
no new candle, async function will just return the last cached candle
locally and doesn’t hit the API
2018-08-09 12:47:26 +02:00
misagh cef09f49a6 wait for markets to be loaded before looping in symbols. 2018-08-09 11:51:38 +02:00
Matthias e1921c8849 Fix bug causing /balance to fail 2018-08-08 22:00:39 +02:00
Matthias 3c451e0677 Add test for bugreport #1111 2018-08-08 21:54:52 +02:00
Nullart2 c9c0e108ab refactor 2018-08-07 18:29:37 +08:00
Matthias c9580b31d0 parametrize outdated_offset to simplify sandbox usage 2018-08-07 09:25:21 +02:00
Matthias 255f303850 Fix tests and flake8 2018-08-07 08:56:06 +02:00
Matthias 131d268721 Fix failing tests when metadata in `analyze_ticker` is actually used 2018-08-06 19:15:30 +02:00
Samuel Husso 199bd7bc50
Merge pull request #1123 from freqtrade/fix-db_migration
Fix db migration
2018-08-06 12:00:22 +03:00
Axel Cherubin 65f7b75c34 fix flake8 issue 2018-08-05 17:52:06 -04:00
Axel Cherubin 0b825e96aa fix talib bug on bollinger bands and other indicators when working on small assets, rise talib prescision and add test associated 2018-08-05 16:08:49 -04:00
Nullart2 1309c2b14f tests update 2018-08-05 22:56:14 +08:00
Nullart2 7143b64fb7 tests for coverage 2018-08-05 22:41:58 +08:00
Nullart2 26d591ea43 mypy fix 2018-08-05 21:08:07 +08:00
Nullart2 4a9bf78770 Order Book with tests 2018-08-05 12:41:06 +08:00
Matthias d73d0a5253 Fix database migration 2018-08-04 20:22:45 +02:00
Matthias ea506b05c6 Add test for failing database migration 2018-08-04 20:22:16 +02:00
misagh 3ce4d20ab9 using constants instead of stripping the string 2018-08-04 13:04:16 +02:00
misagh af93b18475 Do not refresh candles on "process_throttle_secs" but on intervals 2018-08-03 18:10:03 +02:00
misagh 3987a8aeb8 Merge branch 'ccxt-async' of https://github.com/misaghshakeri/freqtrade into ccxt-async 2018-08-03 14:50:11 +02:00
misagh 59b9a6d94d Break the loop as soon as one buy signal is found. 2018-08-03 14:49:55 +02:00
creslin 10ab6c7ffa Removed unneeded property code 2018-08-03 09:14:16 +00:00
creslin 1fef384bba flake 8 2018-08-03 08:40:16 +00:00
creslin d2a728cebd flake 8 2018-08-03 08:38:13 +00:00
creslin 6b3e8dcc33 holds a dict of each pair last seen.
to correctly manage the last seen of a pair.
2018-08-03 08:33:37 +00:00
creslin c38d94df2d Resubmitting - because GIT.
This is the last cut that was in #1117 before i closed that PR

This PR allows a user to set the flag "ta_on_candle" in their config.json

This will change the behaviour of the the bot to only process indicators
when there is a new candle to be processed for that pair.

The test is made up of "last dataframe row date + pair" is different to
last_seen OR  ta_on_candle is not True
2018-08-03 07:33:34 +00:00
Gert 85c73ea850 added index 2018-08-02 16:39:13 -07:00
Matthias 337d9174d9 Flake8 fixes 2018-08-02 20:11:27 +02:00
Matthias 80a1c6ea64
Merge pull request #1106 from creslinux/xbt
XBT missing as a market symbol for BTC in constants
2018-08-02 20:07:25 +02:00
misagh 05ca78d2a3 ticker_history changed to candle_history naming 2018-08-02 17:10:38 +02:00
misagh 2ec2f1abce async branch updated to reflect develop branch changes 2018-08-02 16:48:21 +02:00
Janne Sinivirta e282d57a91 fix broken test 2018-08-02 12:57:47 +03:00
Janne Sinivirta 3a5b435dfa
Merge pull request #1089 from freqtrade/feat/backtest_multi_strat
Allow multi strategy backtest without data reload
2018-08-02 12:35:47 +03:00
Janne Sinivirta 17d78b7807
Merge pull request #1115 from creslinux/candlesnottickers
renamed/refactored get_ticker_history to get_candle_history to stop confusion
2018-08-02 12:33:09 +03:00
creslin 1f97d0d78b fix 2018-08-02 09:15:02 +00:00
creslin a741f1144a missing __init__.py 2018-08-02 08:58:04 +00:00
creslin f619cd1d2a renamed/refactored get_ticker_history to get_candle_history
as it does not fetch any ticker data only candles
and is causing confusion when developer are talking about candles /tickers
incorreclty.

OHLCV < candles and Tickers are two seperate datafeeds from the exchange
2018-08-02 08:45:28 +00:00
Matthias 4f5b530dcb
Merge pull request #1113 from berlinguyinca/backslap_develop
Backslap develop
2018-08-02 10:30:36 +02:00
Matthias 9c08cdc81d Fix typehints 2018-08-01 21:58:32 +02:00
Matthias 915160f21f Add tests for tickers-history 2018-08-01 21:44:02 +02:00
Matthias c466a028e0 Add a first async test 2018-08-01 21:40:54 +02:00
creslin 36f91fcdf5 XBT missing as a market symbol for BTC in constants 2018-08-01 06:03:34 +00:00
Matthias 5b8ee214f9 Adapt to pair_to_strat methology 2018-08-01 07:28:12 +02:00
Matthias 038e97667f
Merge branch 'develop' into BASE64 2018-08-01 07:26:13 +02:00
Gert 04d5e857e2 added option to easily switch between backtesting and backslapping from the commandline option 2018-07-31 18:10:23 -07:00
Gert 3428b6666b Merge branch 'develop_current' into backslap_develop 2018-07-31 17:07:30 -07:00
Matthias 40ee86b357 Adapt after rebase 2018-07-31 21:08:03 +02:00
Matthias 76fbb89a03 use print for backtest results to avoid odd newline-handling 2018-07-31 21:04:03 +02:00
Matthias c648e2acfc Adjust documentation to strategy table 2018-07-31 21:04:03 +02:00
Matthias 765d1c769c Add test for stratgy summary table 2018-07-31 21:04:03 +02:00
Matthias 028589abd2 Add strategy summary table 2018-07-31 21:04:03 +02:00
Matthias 5125076f5d Fix typo 2018-07-31 21:04:03 +02:00
Matthias a8b55b8989 Add test for strategy-name injection 2018-07-31 21:04:03 +02:00
Matthias a57a2f4a75 Store backtest-result in different vars 2018-07-31 21:04:03 +02:00
Matthias bd3563df67 Add test for new functionality 2018-07-31 21:04:03 +02:00
Matthias 644f729aea Refactor strategy loading to __init__ 2018-07-31 21:04:03 +02:00
Matthias 5f2e92ec5c Refactor backtesting 2018-07-31 21:04:03 +02:00
Matthias 65aaa3dffd Extract backtest strategy setting 2018-07-31 21:04:03 +02:00
Matthias 9a42aac0f2 Add testcase for --strategylist 2018-07-31 21:04:03 +02:00
Matthias 56046b3cb3 Add strategylist option to backtesting 2018-07-31 21:04:03 +02:00
Matthias e7d0439741 Add new arguments 2018-07-31 21:03:17 +02:00
Matthias 136442245c Add todo's and dockstring 2018-07-31 21:02:04 +02:00