adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
12,479 Commits 14 Branches 74 Tags 197 MiB
3fb7f983f8
Commit Graph

12479 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
Matthias
baf6bca34e
Merge pull request #5240 from freqtrade/dependabot/pip/develop/pandas-1.3.0 
Bump pandas from 1.2.5 to 1.3.0
 2021-07-05 19:56:03 +02:00
Matthias
10998eb0fa Remove further usages of int(int_timestamp) 2021-07-05 19:51:14 +02:00
Matthias
1682578a39
Merge pull request #5234 from nightshift2k/fixups/pairlists 
fixup pairlist filters, change  float_timestamp to int_timestamp
 2021-07-05 19:45:35 +02:00
nightshift2k
346d66748b first version of OffsetFilter 2021-07-05 12:50:56 +02:00
nightshift2k
5626ca5a06 removed unnecessary casting to int() 2021-07-05 10:39:22 +02:00
Matthias
70a41a0f67
Merge pull request #5239 from freqtrade/dependabot/pip/develop/python-telegram-bot-13.7 
Bump python-telegram-bot from 13.6 to 13.7
 2021-07-05 07:06:28 +02:00
Matthias
eb3ead4930
Merge pull request #5229 from kevinjulian/telegram-balance 
compact low balance currencies
 2021-07-05 06:56:35 +02:00
dependabot[bot]
ac7598ff14
Bump python-telegram-bot from 13.6 to 13.7 
Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 13.6 to 13.7.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v13.6...v13.7)

---
updated-dependencies:
- dependency-name: python-telegram-bot
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 04:31:00 +00:00
dependabot[bot]
0c8afea382
Bump pandas from 1.2.5 to 1.3.0 
Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.2.5 to 1.3.0.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.2.5...v1.3.0)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 04:30:54 +00:00
Matthias
94ec9d2366
Merge pull request #5237 from freqtrade/dependabot/pip/develop/sqlalchemy-1.4.20 
Bump sqlalchemy from 1.4.19 to 1.4.20
 2021-07-05 06:29:58 +02:00
Matthias
6c789e4130
Merge pull request #5236 from freqtrade/dependabot/pip/develop/ccxt-1.52.40 
Bump ccxt from 1.52.4 to 1.52.40
 2021-07-05 06:29:39 +02:00
Matthias
1e696c4a20
Merge pull request #5235 from freqtrade/dependabot/pip/develop/plotly-5.1.0 
Bump plotly from 5.0.0 to 5.1.0
 2021-07-05 06:29:19 +02:00
Matthias
d146697297
Merge pull request #5238 from freqtrade/dependabot/pip/develop/fastapi-0.66.0 
Bump fastapi from 0.65.2 to 0.66.0
 2021-07-05 06:28:56 +02:00
dependabot[bot]
d1555a1095
Bump fastapi from 0.65.2 to 0.66.0 
Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.65.2 to 0.66.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.65.2...0.66.0)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:28 +00:00
dependabot[bot]
7ae5f47242
Bump sqlalchemy from 1.4.19 to 1.4.20 
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.19 to 1.4.20.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:24 +00:00
dependabot[bot]
2f97846bd8
Bump ccxt from 1.52.4 to 1.52.40 
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.52.4 to 1.52.40.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.52.4...1.52.40)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:18 +00:00
dependabot[bot]
0d787fde58
Bump plotly from 5.0.0 to 5.1.0 
Bumps [plotly](https://github.com/plotly/plotly.py) from 5.0.0 to 5.1.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.0.0...v5.1.0)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:11 +00:00
nightshift2k
7ac55e5415 AgeFilter, RangeStabilityFilter, VolatilityFilter 
changed `float_timestamp` to `int_timestamp`
 2021-07-04 21:08:42 +02:00
nightshift2k
85c7b55750 improvements: 
- `float_timestamp` switched to `int_timestamp`
- added documentation to pairlists.md
 2021-07-04 20:46:24 +02:00
Matthias
d758b0ccab
Merge pull request #5232 from octaviusgus/patch-1 
Daily profit plotting / equity curve
 2021-07-04 20:00:44 +02:00
Matthias
c5489d530a Reexport File to docs to have this available as documentation too 2021-07-04 19:50:44 +02:00
kevinjulian
c3cf71bba8 sort import 2021-07-04 22:04:39 +07:00
kevinjulian
2d5ced7801 fix testcase 2021-07-04 21:59:59 +07:00
kevinjulian
9e548657e0 fix testcase 2021-07-04 21:08:46 +07:00
octaviusgus
558bcc7959 Jupyter notebook snippet: Plotting daily profit / equity line 2021-07-04 15:56:55 +02:00
octaviusgus
4aa2ae37bd
add daily_profit_list 
added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook

```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)

from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd

# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"

stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]

equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
    equity_daily.append(equity)
    equity += float(dp)

dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])

df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})

fig = px.line(df, x="dates", y="equity_daily")
fig.show()

```
 2021-07-04 14:38:17 +02:00
Matthias
791dfd9ba3 Fix some doc typos 2021-07-04 14:02:11 +02:00
Matthias
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile 
automatic Hyperopt paramfile
 2021-07-04 13:56:52 +02:00
nightshift2k
9919061c78 PEP8 compliance 2021-07-04 11:40:45 +02:00
nightshift2k
348dbeff3f added meaningful logging of used lookback range 2021-07-04 11:16:33 +02:00
Matthias
77293b1f1e Remove Zero duration Trades 
after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
 2021-07-04 10:50:10 +02:00
Matthias
a4096318e0 Provide full backtest-statistics to Hyperopt loss functions 
closes #5223
 2021-07-04 10:15:19 +02:00
kevinjulian
7efa228d73 add dust balance 2021-07-04 03:08:29 +07:00
kevinjulian
dbdd7f38a8 add plural 2021-07-04 02:56:05 +07:00
kevinjulian
b722e12350 compact low balance currencies 2021-07-04 02:44:48 +07:00
kevinjulian
f6511c3e3f fix typo and add blocker 2021-07-04 02:20:53 +07:00
kevinjulian
b72bbebccb fix flake8 2021-07-04 01:46:51 +07:00
kevinjulian
3d9f3eeb07 feat(agefilter): add max_days_listed 2021-07-03 23:58:04 +07:00
Matthias
e9dbd57da4
Merge pull request #5221 from rokups/patch-2 
Add range property to CategoricalParameter.
 2021-07-03 16:00:24 +02:00
Matthias
dc8abd77df Fix import order 2021-07-03 15:45:00 +02:00
Rokas Kupstys
3686efa08a Add range property to CategoricalParameter and DecimalParameter, add their tests. 
At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
 2021-07-03 16:02:45 +03:00
nightshift2k
53f963dd73 fixed self._tf_in_secs to self._tf_in_sec 2021-07-03 11:49:05 +02:00
nightshift2k
62da4b452c code cleanup and comments 2021-07-03 11:47:17 +02:00
nightshift2k
055229a44a first iteration of volume pairlist with range lookback 2021-07-03 11:39:14 +02:00
Matthias
9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2 
Trailing stoploss in backtesting v2
 2021-07-03 08:39:30 +02:00
Matthias
3503fdb4ec Improve tests for newly added methods 2021-07-03 08:38:55 +02:00
Matthias
fbd91cd3f8 Improve formatting to avoid backslash newlines 2021-07-03 08:22:21 +02:00
Matthias
b25ad68c44 Fix np.bool_ not outputting correctly 2021-07-02 20:52:25 +02:00
Matthias
849f01e6b7 FIx doc typo 2021-07-02 06:45:52 +02:00
Matthias
7acbc9a554
Merge pull request #5220 from freqtrade/dependabot/docker/python-3.9.6-slim-buster 
Bump python from 3.9.5-slim-buster to 3.9.6-slim-buster
 2021-07-01 06:17:49 +02:00