Antonio Della Fortuna
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464cb4761c
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Fixed max_open_trades update from hyperopt
Fixed max_open_trades update from hyperopt + removed max_open_trades as a param to backtesting + refactoring
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2023-01-08 12:39:39 +01:00 |
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Matthias
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550ab2b8e8
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Improve select_order to only consider filled where needed.
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2023-01-08 11:24:04 +01:00 |
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Matthias
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8d4f7341c9
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Merge pull request #7987 from stash86/bt-metrics
update calmar, sharpe, and sortino hyperopt losses to use latest formula
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2023-01-08 10:37:24 +01:00 |
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Matthias
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c7f485687f
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Fix ccxt test failure
as identified and analyzed https://github.com/ccxt/ccxt/issues/16335
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2023-01-07 15:13:22 +01:00 |
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Antonio Della Fortuna
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8c3ac56bc5
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Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
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2023-01-07 11:11:59 +01:00 |
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root
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7bf531c8b8
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isort fix
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2023-01-07 09:50:05 +09:00 |
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Stefano Ariestasia
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c1042996db
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flake8 fix
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2023-01-07 09:46:46 +09:00 |
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Stefano Ariestasia
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6198b21001
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update calmar loss
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2023-01-07 09:30:16 +09:00 |
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Stefano Ariestasia
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d3b1aa7f01
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update sortino calc
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2023-01-07 09:19:06 +09:00 |
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Stefano Ariestasia
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157bf962f7
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add missing imports
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2023-01-07 09:14:56 +09:00 |
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Stefano Ariestasia
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86ba7dae92
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change sharpe hyperopt loss
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2023-01-07 08:56:40 +09:00 |
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Matthias
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8b456441a9
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Merge pull request #7971 from paranoidandy/patch-1
Update FreqaiExampleStrategy.py
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2023-01-06 15:16:31 +01:00 |
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Stefano Ariestasia
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329d95366a
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Merge branch 'freqtrade:develop' into bt-metrics
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2023-01-06 08:04:00 +08:00 |
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Matthias
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787d292ba0
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Move "drop_candle" decision to coroutine
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2023-01-05 22:31:32 +01:00 |
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Wagner Costa
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d82264ced9
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Merge branch 'develop' into freqai_feature_engineering_functions
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2023-01-05 17:55:35 -03:00 |
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Matthias
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bdf6537c60
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Remove unused (and pointless) exchange method
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2023-01-05 11:45:15 +01:00 |
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Matthias
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4bac66ff0e
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Type ohlcv coroutine
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2023-01-05 11:33:47 +01:00 |
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Matthias
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75b0a3e63d
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Use dedicated type for OHLCV response
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2023-01-05 11:30:15 +01:00 |
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Matthias
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92800930e9
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Improve backtest detail speed
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2023-01-05 10:14:58 +01:00 |
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Wagner Costa
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ed99e7f857
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fix corr_pairs startup candle count bug
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2023-01-04 14:21:37 -03:00 |
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Matthias
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8e5b4750d6
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Continue in "regular backtest" case (no detail-data available).
link to #7967
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2023-01-04 18:08:45 +01:00 |
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Matthias
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6470635753
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In cases of no losing trade, sortino ratio can't be calculated.
closes #7977
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2023-01-04 17:55:24 +01:00 |
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Matthias
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7a43f37eb7
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Merge pull request #7972 from Undertoned/develop
Fix Backtesting Analysis Column Wrong
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2023-01-04 16:38:29 +01:00 |
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Antonio Della Fortuna
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f2fa476dc6
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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
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2023-01-04 16:09:27 +01:00 |
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Wagner Costa
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ed2b1b1ed1
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Merge branch 'develop' into freqai_feature_engineering_functions
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2023-01-04 10:40:20 -03:00 |
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Wagner Costa
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801ab39a24
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fix get dataframe data to include startup_candle
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2023-01-04 10:36:19 -03:00 |
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Antonio Della Fortuna
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ce661cb58b
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Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
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2023-01-04 10:35:09 +01:00 |
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Antonio Della Fortuna
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5fd85368a9
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Added support for max_open_trades hyperopting
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2023-01-04 10:34:44 +01:00 |
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Robert Caulk
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c384d1357e
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Update FreqaiExampleStrategy.py
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2023-01-03 21:52:16 +01:00 |
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Matthias
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6f031f005d
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Fix flake error
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2023-01-03 20:29:08 +01:00 |
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zhanglei14
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63db1fd894
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Fix Backtesting Analysis Column Wrong
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2023-01-04 01:38:07 +08:00 |
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Wagner Costa
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314c0925bf
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fix get dataframe data to include startup_candle
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2023-01-03 14:02:42 -03:00 |
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paranoidandy
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73114b93c2
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Update FreqaiExampleStrategy.py
Change can_short to True to enable shorting
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2023-01-03 15:11:46 +00:00 |
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Matthias
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cd7bd9bf9a
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Update gate liquidation price link
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2022-12-31 10:25:21 +01:00 |
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Matthias
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6498e352c1
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Remove pointless default
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2022-12-31 10:23:39 +01:00 |
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Stefano Ariestasia
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5188464fc0
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fix typo
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2022-12-31 02:03:02 +09:00 |
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Wagner Costa
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c8aa7720a2
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added again feature check in BT from pred files
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2022-12-30 11:16:35 -03:00 |
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Wagner Costa
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b39fc6b924
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remove add pair to column from docs, fix keyerror bug and adjust hybrid strategy example
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2022-12-30 10:42:31 -03:00 |
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robcaulk
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b2bab68fba
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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
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2022-12-30 13:02:39 +01:00 |
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Matthias
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798438df9d
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Extract funding-rate call to separate method
this will allow overwriting in subclasses.
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2022-12-30 07:32:59 +01:00 |
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Matthias
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499cc5bae1
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Better visualize downloaded candletype in debug mode
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2022-12-30 07:15:24 +01:00 |
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Wagner Costa
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2e30bdb9b2
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freqai bt - fix tests
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2022-12-29 16:35:11 -03:00 |
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Wagner Costa
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2b89f643b7
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adjust backtest to new feature engineering functions
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2022-12-28 19:03:41 -03:00 |
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Matthias
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973cfd0182
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Merge pull request #7810 from stash86/bt-metrics
Add more calculations for backtest metrics
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2022-12-28 15:57:07 +01:00 |
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Matthias
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2805e83c9f
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Bump Develop version to 2023.1
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2022-12-28 15:53:43 +01:00 |
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Matthias
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c52910f28b
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Improve resiliance against invalid data
closes #7947
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2022-12-28 15:30:57 +01:00 |
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Matthias
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32bbe603cb
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Fix sortino std calculation
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2022-12-28 14:59:49 +01:00 |
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robcaulk
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6f7eb71bbb
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ensure RL works with new naming scheme
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2022-12-28 14:52:33 +01:00 |
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Matthias
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d5b516842c
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Fix 2 docstrings
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2022-12-28 14:44:23 +01:00 |
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Matthias
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02eb00fa33
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Merge branch 'develop' into pr/stash86/7810
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2022-12-28 14:04:54 +01:00 |
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robcaulk
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c2936d551b
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improve doc, update test strats, change function names
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2022-12-28 13:25:40 +01:00 |
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Matthias
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cd4faa9c59
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keep max_stake_amount through backtests
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2022-12-27 18:08:20 +01:00 |
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Wagner Costa
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8227b4aafe
|
freqAI Strategy - improve user experience
|
2022-12-27 11:37:01 -03:00 |
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Matthias
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62c4675e29
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Remove some deprecated fields from the API
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2022-12-27 14:28:07 +01:00 |
|
Matthias
|
cb66663fd2
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show max_stake_amount in API
|
2022-12-27 14:28:07 +01:00 |
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Matthias
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55001bf321
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Keep max_stake_amount (only relevant for DCA orders).
|
2022-12-27 14:28:07 +01:00 |
|
Matthias
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63f114395a
|
is_short should be a boolean
|
2022-12-26 14:02:47 +01:00 |
|
Stefano Ariestasia
|
6353f3ac1a
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fix formulas and implement new metrics
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2022-12-26 08:19:51 +09:00 |
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Matthias
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7a5439321c
|
Show new metrics in backtesting
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2022-12-25 21:29:37 +01:00 |
|
Matthias
|
ce13ce4b10
|
Update binance stoploss order types
closes #7927
an update to the most recent ccxt version (>2.4.55) would have the same effect.
|
2022-12-25 09:05:53 +01:00 |
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Matthias
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4601705814
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Merge pull request #7923 from freqtrade/freqai_backtest
Freqai backtest
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2022-12-23 19:17:12 +01:00 |
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Matthias
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ad0d7c9a9e
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Don't allow DCA trades to go beyond max order size
closes #7924
|
2022-12-23 16:09:35 +01:00 |
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Matthias
|
73792fd6ce
|
Don't attempt to convert None to dict
|
2022-12-21 06:28:55 +01:00 |
|
Matthias
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70531224e6
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Allow setting identifier via UI
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2022-12-20 19:44:01 +01:00 |
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Matthias
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07606a9e23
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Simplify APi backtest config merging
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2022-12-20 19:32:29 +01:00 |
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Matthias
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6d9f1fafb7
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allow backtest_cache to be provided via backtest API
|
2022-12-20 19:20:39 +01:00 |
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Matthias
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5dbd5c235a
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Add endpoint for freqAI models
|
2022-12-20 07:24:54 +01:00 |
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Matthias
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3012c55ec5
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Merge pull request #7867 from Bloodhunter4rc/remotepairlist
Add Remotepairlist
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2022-12-19 19:28:49 +01:00 |
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Matthias
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a119fbd895
|
Small error-message finetuning
|
2022-12-19 18:19:55 +01:00 |
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Bloodhunter4rc
|
ebf60d85da
|
self._init_done placed wrong. fixed
|
2022-12-19 16:25:22 +01:00 |
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Bloodhunter4rc
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43f5a16006
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parse exception handling, remove info, cache change
|
2022-12-19 15:36:28 +01:00 |
|
Robert Caulk
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cc30210b3f
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Merge pull request #7908 from freqtrade/add-3action-rl-env
Add 3 Action RL Env
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2022-12-19 14:47:57 +01:00 |
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Bloodhunter4rc
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6380c3d462
|
reduce duplicate code, fix cache check
|
2022-12-18 23:37:18 +01:00 |
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Bloodhunter4rc
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bb33b96ba7
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init cache on first iteration, init checks, limit length and charmap to info replace if invalid, move filter logic
|
2022-12-18 22:28:12 +01:00 |
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Matthias
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bad6fe77d3
|
Remove deprecated trade property
|
2022-12-18 17:21:50 +01:00 |
|
Emre
|
c293401b22
|
Add can_short to freqai base model
|
2022-12-16 23:19:08 +03:00 |
|
Emre
|
7727f31507
|
Add 3 Action RL env
|
2022-12-16 22:18:49 +03:00 |
|
Emre
|
dde363343c
|
Add can_short param to base env
|
2022-12-16 22:16:19 +03:00 |
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initrv
|
36948e2a74
|
fix base4 env done condition
|
2022-12-16 14:14:05 +03:00 |
|
Sam Germain
|
32d57f624e
|
delisted bibox following ccxt PR https://github.com/ccxt/ccxt/pull/16067
|
2022-12-15 15:00:27 -05:00 |
|
Matthias
|
2828255435
|
Merge pull request #7842 from wizrds/feat/refactor-emc
Change to broadcasting single candles in Producer/Consumer
|
2022-12-15 19:47:29 +01:00 |
|
Matthias
|
b915872f66
|
Merge pull request #7899 from freqtrade/fix/multiproc-dp
Ensure data provider is passed to multiproc envs
|
2022-12-15 19:31:23 +01:00 |
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Bloodhunter4rc
|
9e20d13e50
|
Merge branch 'freqtrade:develop' into remotepairlist
|
2022-12-15 17:38:56 +01:00 |
|
robcaulk
|
581a5296cc
|
fix docstrings to reflect new env_info changes
|
2022-12-15 16:50:08 +01:00 |
|
robcaulk
|
7b4abd5ef5
|
use a dictionary to make code more readable
|
2022-12-15 12:25:33 +01:00 |
|
Matthias
|
7a0eadbdf5
|
Don't recalc profit on closed trades
|
2022-12-15 07:05:07 +01:00 |
|
Matthias
|
ca2a878b86
|
Update test naming
|
2022-12-14 20:06:55 +01:00 |
|
Emre
|
3af2251ce8
|
Fix add_state_info backtesting bug
|
2022-12-14 22:03:23 +03:00 |
|
Emre
|
2018da0767
|
Add env_info dict to base environment
|
2022-12-14 22:03:05 +03:00 |
|
Matthias
|
fa260e6560
|
Move "replace or append" decision to dataprovider
|
2022-12-14 19:56:54 +01:00 |
|
robcaulk
|
2285ca7d2a
|
add dp to multiproc
|
2022-12-14 18:22:20 +01:00 |
|
Matthias
|
97fee37072
|
Improve emc test
|
2022-12-14 07:22:51 +01:00 |
|
Bloodhunter4rc
|
7f3524949c
|
- print
|
2022-12-13 21:00:23 +01:00 |
|
Bloodhunter4rc
|
d52c1c7554
|
Add unit tests
|
2022-12-13 20:21:06 +01:00 |
|
Robert Caulk
|
e6da646e2f
|
Merge pull request #7866 from initrv/cleanup-tensorboard-callback
Cleanup tensorboard callback
|
2022-12-13 09:05:46 +01:00 |
|
Timothy Pogue
|
0dd3836cc7
|
fix rpc method docstring
|
2022-12-12 22:47:35 -07:00 |
|
Matthias
|
a693495a6d
|
Improve external_candle aggregation
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
414c0ce050
|
change unused var
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
6717dff19b
|
update overlapping candle handling, move append to misc
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
0602479f7d
|
minor changes, update candle appending to support overlaps
|
2022-12-12 22:47:35 -07:00 |
|