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10490 Commits

Author SHA1 Message Date
Matthias
c4fc811619 Add stop_price_type support (futures only!). 2023-02-05 10:38:58 +01:00
Matthias
a9241f61f9 Add Price Type Enum 2023-02-05 10:38:58 +01:00
Matthias
801714a588 Update function signatures in all templates 
add typehints to help the user's editor suggest the right things.
 2023-02-04 20:04:16 +01:00
robcaulk
0dd2472385 add metadata param to docstrings 2023-02-04 16:56:36 +01:00
robcaulk
e569f6f6df add explicit metadata argument to example strat, include it with backtesting 2023-02-04 16:53:17 +01:00
robcaulk
5da60b718d pass metadata dictionary to feature_engineering_* and set_freqai_targets functions. Add doc 2023-02-04 13:47:11 +01:00
Matthias
55850a5ccd Skip orders when correlated trade was deleted. 
closes #8107
 2023-02-04 08:39:25 +01:00
Matthias
3c4ff2e037
Merge pull request #8095 from freqtrade/remove-follow-mode 
remove follow mode in favor of producer consumer
 2023-02-03 07:02:56 +01:00
Matthias
618eb951d3 Add ft_bot_start to notebook docs 
part of #8066
 2023-02-02 19:26:48 +01:00
Matthias
e95eb220c5
Merge pull request #8101 from obseries/develop 
[kucoin] manage kucoin numeric password passed as environment variabl…
 2023-02-02 16:58:29 +01:00
Luca Forni
b7787a9846
[kucoin] manage kucoin numeric password passed as environment variable as a string 2023-02-02 16:15:23 +01:00
raphaelstar
b4c3e1fd58
order.amount -> order.safe_amount 2023-02-02 15:52:27 +01:00
raphaelstar
36f95fb35d
Make test for None explicit 
Make test for `None` explicit
 2023-02-02 13:29:37 +01:00
robcaulk
ccb4efbe88 remove follow mode in favor of producer consumer 2023-02-02 11:40:23 +01:00
Matthias
c1a34396d0 Merge branch 'develop' into feat/cancel_order 2023-02-01 07:06:17 +00:00
Matthias
72a98943b1 bybit: Add correct funding_fee_timeframe 2023-02-01 06:58:45 +01:00
Matthias
8a0fabed0e Ensure we don't overwrite valid values by invalid exchange responses 2023-01-31 20:55:11 +01:00
Matthias
680136f57d Add workaround patch for kucoin create_order returning empty 
While the actual problem is caused by a ccxt change, the change itself makes sense.
once ccxt starts returning the correct status (open) for create-orders, we can remove the fix.

closes #8079
 2023-01-31 20:46:34 +01:00
Matthias
448505fbfb Fix minor issue where amount could be empty in rest calls 2023-01-31 20:38:18 +01:00
Matthias
9cfbb21cd7 Improve error messages 2023-01-31 19:38:43 +01:00
Matthias
daafc1c90f Update test and help 2023-01-31 18:16:59 +01:00
Matthias
1bdc0e3917 Add coo command to telegram 2023-01-31 18:09:40 +01:00
Matthias
5073c780d8 .agg would like strings, not the sum function. 2023-01-31 11:22:04 +00:00
Matthias
2c1457fb95 Ensure limit is integer (on server) 2023-01-31 11:06:23 +00:00
Matthias
1dc3c58775 Convert missing candle count to int 
closes #8082
 2023-01-31 11:04:56 +00:00
Matthias
410324ac19 time-jump detection should happen on the trimmed dataframe 
Fixes comment in #7615
 2023-01-31 10:13:21 +00:00
Matthias
c43e857cbc Bump API version 2023-01-31 07:09:07 +01:00
Matthias
c855e2d79c Add delete open order endpoint 2023-01-31 07:09:03 +01:00
Matthias
a704c43402 provide cancel-reason to handle_cancel_order 2023-01-31 07:08:12 +01:00
Matthias
5a7008f377 rename handle_timedout to handle_cancel_order 2023-01-30 20:02:01 +01:00
Matthias
f57394c1ce Merge branch 'develop' into bybit 2023-01-30 07:23:41 +01:00
Matthias
2593a929d4 Bump version to 2023.2.dev 2023-01-30 07:19:35 +01:00
Matthias
25dfbb5a08 Compare stake amout >= in backtesting 
closes #8067
 2023-01-29 12:47:16 +01:00
Matthias
9286cbed86 add partial Docstring to backtesting enter_trade 2023-01-29 11:02:31 +01:00
Matthias
7029b9602c Merge branch 'develop' into bybit 2023-01-27 20:30:05 +01:00
Matthias
020dc3c6e1 filled-date shouldn't update again 2023-01-27 20:21:29 +01:00
Matthias
fa033965c8 use "swap" for bybit 2023-01-27 19:34:29 +01:00
Matthias
1431f7cc3e Set position mode to one-way on startup 2023-01-26 19:54:35 +01:00
Matthias
73ef1d5191 Improve exception wording on binance 2023-01-26 19:53:14 +01:00
Matthias
c12fb1a49c bybit: Some final cleanup 2023-01-24 20:12:50 +01:00
Matthias
25fa6bee74 Override get_funding_fees for bybit 2023-01-24 07:21:56 +01:00
Matthias
3a83427f92 Add Bybit stoploss support 2023-01-24 07:21:56 +01:00
Matthias
c2b33a0f58 Fix set-leverage function sig 2023-01-24 07:21:56 +01:00
Matthias
7a18e96042 bybit: hot-fix funding fees (temporary - must be changed) 2023-01-24 07:21:56 +01:00
Matthias
f681ce9139 Allow margin and leverage setting failures 
(this is important when an exchange "fails" a request if the setting didn't change).
 2023-01-24 07:21:56 +01:00
Matthias
31745a9dc2 bybit: Initial implementation liquidation calculation 2023-01-24 07:21:56 +01:00
Matthias
752110a268 Add online tests for bybit 2023-01-24 07:21:56 +01:00
Matthias
34e7433844 Add leverage to dry-run liquidation price calculation 2023-01-24 07:21:56 +01:00
Matthias
3192af8df8 Limit bybit futures markets to USDT 2023-01-24 07:21:56 +01:00
Matthias
63c732a560 Bybit futures data download 2023-01-24 07:21:56 +01:00
Matthias
6c0fa0dc1f Fix typo in docstring 2023-01-24 07:21:43 +01:00
Matthias
8108a48f39 Follow PEP 484 - no implicit optionals 2023-01-21 20:01:56 +01:00
Matthias
bb355cfac5 improve naming of backtest function 2023-01-21 19:46:27 +01:00
Matthias
80bb120026 Simplify backtesting by removing now unnecessary private function 2023-01-21 18:01:01 +01:00
Matthias
89eb1b0084 funding-fees need to be recalculated for detailed timeframes, too. 
closes #7978
 2023-01-21 17:47:37 +01:00
Matthias
772800bf74 Fix bug in stake_amount adjustment 
This was preventing a DCA order to take the remaining stake
 2023-01-21 08:52:10 +01:00
Matthias
81349c2a03 Remove edge section from config template 2023-01-19 19:57:34 +01:00
Matthias
2298656e45 Bump api_version to 2.23 2023-01-18 18:15:14 +01:00
Matthias
3216a05a9e Enable plot_config to work in webserver mode 
(requires strategy argument)
 2023-01-18 18:15:07 +01:00
Matthias
da0992f859 add Config typehint in rpc 2023-01-18 06:45:31 +01:00
Matthias
4aaa439221
Merge pull request #7976 from adarkforce/max-open-trades 
Hyperopt Max open trades
 2023-01-17 20:41:48 +01:00
Matthias
c8ecedf6d5 Clarify a variable via typehint 2023-01-17 20:05:18 +01:00
Matthias
6a4fc33c30 Remove <3.8 bandaid 2023-01-17 19:46:56 +01:00
Matthias
7713f343a9 Bump ccxt to 2.6.26 
closes #8032
 2023-01-17 06:46:49 +01:00
Antonio Della Fortuna
5e10bb2cca Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-16 20:19:46 +01:00
Matthias
81eb9ebc6e
Merge pull request #8031 from froggleston/eea_grp5 
Add a new analysis group to output stats grouped by exit_tag
 2023-01-16 15:50:47 +01:00
Matthias
8cfa5934db Catch AttributeError when importing modules 
closes #8023
 2023-01-16 13:54:25 +00:00
froggleston
813724bd82 Add a new analysis group to output stats grouped by exit_tag 2023-01-16 13:28:40 +00:00
Matthias
0296061e49 Fix version comparison to use packaging.version 2023-01-16 06:54:29 +01:00
Matthias
270eed7e14 Fail if detecting invalid ccxt version for binance futures 2023-01-15 19:38:50 +01:00
Antonio Della Fortuna
ab12aace5f changed trades_space to max_open_trades_space 2023-01-15 11:50:40 +01:00
Antonio Della Fortuna
5e64980319 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-15 11:44:35 +01:00
Antonio Della Fortuna
b0f1d914c8 Changed max_open_trades type to int or inf 2023-01-15 11:44:10 +01:00
Matthias
5d4a247fa0 Add test for binance data migration 2023-01-14 20:34:04 +01:00
Matthias
cbcee02ded call data migration from backtesting 2023-01-14 20:07:33 +01:00
Matthias
47b50a8a29 Udpate binance leverage tiers to new pair format 2023-01-13 20:32:25 +01:00
Matthias
c93b265ec8 Run migration commands on certain data commands 2023-01-13 07:27:18 +01:00
Matthias
5b3304189c trading_mode is not necessarily mandatory 2023-01-12 23:38:53 +01:00
Matthias
5ad664aaca Update binance futures name to swap 2023-01-12 23:35:16 +01:00
Matthias
9cb7d6c26e Run binance futures migrations on startup 2023-01-12 23:35:06 +01:00
Matthias
ee7b505dcb Add data migration method 2023-01-12 20:59:43 +01:00
Matthias
b1bfd76741 Add binance futures db migration 2023-01-12 20:36:06 +01:00
Matthias
518e8d24dc
Merge pull request #8007 from TheJoeSchr/fix/version-cwd 
fix "--version": needs to change working directory
 2023-01-12 20:24:28 +01:00
Joe Schr
1cf69f139c refactor "--version" to use "pathlib" instead of "os" 2023-01-12 19:27:41 +01:00
Matthias
9d647fd193 Fix websockets for dataframes with NaT entreis 2023-01-11 22:07:20 +01:00
Joe Schr
08748dd021 fix "--version": needs to change working directory 
before calling `git`. otherwise it would display git commit id from the
directory where you are calling `freqtrade` from instead of freqtrade's
current commit id
 2023-01-11 21:12:06 +01:00
Antonio Della Fortuna
534aa8f7ff Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 
# Conflicts:
#	freqtrade/optimize/backtesting.py
 2023-01-11 18:55:57 +01:00
Matthias
f677dea6a4
Merge pull request #7950 from freqtrade/freqai_feature_engineering_functions 
FreqAI Strategy - Improve user experience
 2023-01-10 20:04:53 +01:00
Wagner Costa
2241f24290 moved deprecated warning to start function 2023-01-10 09:10:30 -03:00
robcaulk
93aff9325e improve deprecation note 2023-01-09 20:15:03 +01:00
robcaulk
a61274ae18 ensure cached corr-pairs works with new framework 2023-01-09 20:04:36 +01:00
Matthias
811f13e09a
Merge pull request #7981 from freqtrade/backtest_detail_speed 
Improve backtest detail speed
 2023-01-09 18:21:54 +01:00
Matthias
305b067e48 Support having no Amount/Price available from the exchange initially 2023-01-08 13:55:09 +01:00
Matthias
fd694f14c2 Add new order columns, ft_amount and ft_price 2023-01-08 13:53:08 +01:00
Antonio Della Fortuna
10d8b016e4 Changed max_open_trades default range for optimization 2023-01-08 12:48:36 +01:00
Antonio Della Fortuna
f77dffc951 align to develop 2023-01-08 12:46:27 +01:00
Antonio Della Fortuna
24ace646c3 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-08 12:40:01 +01:00
Antonio Della Fortuna
464cb4761c Fixed max_open_trades update from hyperopt 
Fixed max_open_trades update from hyperopt + removed max_open_trades as a param to backtesting + refactoring
 2023-01-08 12:39:39 +01:00
Matthias
550ab2b8e8 Improve select_order to only consider filled where needed. 2023-01-08 11:24:04 +01:00
Matthias
8d4f7341c9
Merge pull request #7987 from stash86/bt-metrics 
update calmar, sharpe, and sortino hyperopt losses to use latest formula
 2023-01-08 10:37:24 +01:00
Matthias
c7f485687f Fix ccxt test failure 
as identified and analyzed https://github.com/ccxt/ccxt/issues/16335
 2023-01-07 15:13:22 +01:00
Antonio Della Fortuna
8c3ac56bc5 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-07 11:11:59 +01:00
root
7bf531c8b8 isort fix 2023-01-07 09:50:05 +09:00
Stefano Ariestasia
c1042996db flake8 fix 2023-01-07 09:46:46 +09:00
Stefano Ariestasia
6198b21001 update calmar loss 2023-01-07 09:30:16 +09:00
Stefano Ariestasia
d3b1aa7f01 update sortino calc 2023-01-07 09:19:06 +09:00
Stefano Ariestasia
157bf962f7 add missing imports 2023-01-07 09:14:56 +09:00
Stefano Ariestasia
86ba7dae92 change sharpe hyperopt loss 2023-01-07 08:56:40 +09:00
Matthias
8b456441a9
Merge pull request #7971 from paranoidandy/patch-1 
Update FreqaiExampleStrategy.py
 2023-01-06 15:16:31 +01:00
Stefano Ariestasia
329d95366a
Merge branch 'freqtrade:develop' into bt-metrics 2023-01-06 08:04:00 +08:00
Matthias
787d292ba0 Move "drop_candle" decision to coroutine 2023-01-05 22:31:32 +01:00
Wagner Costa
d82264ced9 Merge branch 'develop' into freqai_feature_engineering_functions 2023-01-05 17:55:35 -03:00
Matthias
bdf6537c60 Remove unused (and pointless) exchange method 2023-01-05 11:45:15 +01:00
Matthias
4bac66ff0e Type ohlcv coroutine 2023-01-05 11:33:47 +01:00
Matthias
75b0a3e63d Use dedicated type for OHLCV response 2023-01-05 11:30:15 +01:00
Matthias
92800930e9 Improve backtest detail speed 2023-01-05 10:14:58 +01:00
Wagner Costa
ed99e7f857 fix corr_pairs startup candle count bug 2023-01-04 14:21:37 -03:00
Matthias
8e5b4750d6 Continue in "regular backtest" case (no detail-data available). 
link to #7967
 2023-01-04 18:08:45 +01:00
Matthias
6470635753 In cases of no losing trade, sortino ratio can't be calculated. 
closes #7977
 2023-01-04 17:55:24 +01:00
Matthias
7a43f37eb7
Merge pull request #7972 from Undertoned/develop 
Fix Backtesting  Analysis Column Wrong
 2023-01-04 16:38:29 +01:00
Antonio Della Fortuna
f2fa476dc6 max_open_trades should be an integer 
Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity
 2023-01-04 16:09:27 +01:00
Wagner Costa
ed2b1b1ed1 Merge branch 'develop' into freqai_feature_engineering_functions 2023-01-04 10:40:20 -03:00
Wagner Costa
801ab39a24 fix get dataframe data to include startup_candle 2023-01-04 10:36:19 -03:00
robcaulk
3cbe51c3ca remove duplicated line 2023-01-04 13:58:25 +01:00
robcaulk
dc25668468 handle data gaps between FreqAI and DP better 2023-01-04 11:41:06 +01:00
Antonio Della Fortuna
ce661cb58b Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-04 10:35:09 +01:00
Antonio Della Fortuna
5fd85368a9 Added support for max_open_trades hyperopting 2023-01-04 10:34:44 +01:00
Robert Caulk
c384d1357e
Update FreqaiExampleStrategy.py 2023-01-03 21:52:16 +01:00
Matthias
6f031f005d Fix flake error 2023-01-03 20:29:08 +01:00
zhanglei14
63db1fd894 Fix Backtesting Analysis Column Wrong 2023-01-04 01:38:07 +08:00
Wagner Costa
314c0925bf fix get dataframe data to include startup_candle 2023-01-03 14:02:42 -03:00
paranoidandy
73114b93c2
Update FreqaiExampleStrategy.py 
Change can_short to True to enable shorting
 2023-01-03 15:11:46 +00:00
Matthias
cd7bd9bf9a Update gate liquidation price link 2022-12-31 10:25:21 +01:00
Matthias
6498e352c1 Remove pointless default 2022-12-31 10:23:39 +01:00
Stefano Ariestasia
5188464fc0 fix typo 2022-12-31 02:03:02 +09:00
Wagner Costa
c8aa7720a2 added again feature check in BT from pred files 2022-12-30 11:16:35 -03:00
Wagner Costa
b39fc6b924 remove add pair to column from docs, fix keyerror bug and adjust hybrid strategy example 2022-12-30 10:42:31 -03:00
robcaulk
b2bab68fba move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies 2022-12-30 13:02:39 +01:00
Matthias
798438df9d Extract funding-rate call to separate method 
this will allow overwriting in subclasses.
 2022-12-30 07:32:59 +01:00
Matthias
499cc5bae1 Better visualize downloaded candletype in debug mode 2022-12-30 07:15:24 +01:00
Wagner Costa
2e30bdb9b2 freqai bt - fix tests 2022-12-29 16:35:11 -03:00
Wagner Costa
2b89f643b7 adjust backtest to new feature engineering functions 2022-12-28 19:03:41 -03:00
Matthias
973cfd0182
Merge pull request #7810 from stash86/bt-metrics 
Add more calculations for backtest metrics
 2022-12-28 15:57:07 +01:00
Matthias
2805e83c9f Bump Develop version to 2023.1 2022-12-28 15:53:43 +01:00
Matthias
c52910f28b Improve resiliance against invalid data 
closes #7947
 2022-12-28 15:30:57 +01:00
Matthias
32bbe603cb Fix sortino std calculation 2022-12-28 14:59:49 +01:00
robcaulk
6f7eb71bbb ensure RL works with new naming scheme 2022-12-28 14:52:33 +01:00
Matthias
d5b516842c Fix 2 docstrings 2022-12-28 14:44:23 +01:00
Matthias
02eb00fa33 Merge branch 'develop' into pr/stash86/7810 2022-12-28 14:04:54 +01:00
robcaulk
c2936d551b improve doc, update test strats, change function names 2022-12-28 13:25:40 +01:00