Commit Graph

7563 Commits

Author SHA1 Message Date
incrementby1
c7d10e2c7e
delete unneeded comment 2021-11-28 19:05:02 +01:00
Matthias
cb4efa6d56 Revert unnecessary formatting changes 2021-11-28 15:53:13 +01:00
Matthias
c20157e64f Add compatibility code for existing informative_pairs implementation 2021-11-28 15:43:04 +01:00
Matthias
0d6c933935 Improve and fix pair detection from available data 2021-11-28 15:25:57 +01:00
Matthias
0d1324718c Don't replace "-" when writing pair files 2021-11-28 15:08:02 +01:00
Matthias
7faa7539b4 Further enhance pair retrieval 2021-11-28 15:03:55 +01:00
Matthias
8d70672bee Enhance Regex to work for mark candles 2021-11-28 14:37:54 +01:00
Matthias
c096c7f5cb Add explicit tests for ohlcv regex 2021-11-28 14:34:46 +01:00
Matthias
2414c0bd9f
Merge pull request #5982 from stash86/fix-docs
add weekly and monthly to valid keys
2021-11-28 08:28:13 +01:00
Spat
fb6ae174b9 Added raw config and retry config to webhook 2021-11-28 11:42:57 +11:00
Stefano Ariestasia
fd9bf2adb0 add weekly and monthly to valid keys 2021-11-28 08:23:02 +09:00
Matthias
6429205d39 Improve Notebook documentation to include Dataprovider
fix #5975
2021-11-27 19:53:37 +01:00
Matthias
2b3e7eeb21 Use Enum values within bot code 2021-11-27 19:41:36 +01:00
Matthias
409a801763 Fix caching problem in refresh_ohlcv
closes #5978
2021-11-27 19:31:39 +01:00
incrementby1
b90303c9a3
Update ShuffleFilter.py
random.Random() is deprecated since 3.9
2021-11-27 18:26:30 +01:00
Matthias
cb95b362ec
Merge pull request #5976 from freqtrade/forcebuy
allow force options with ordertype
2021-11-27 17:01:18 +01:00
Matthias
107e124f60 Fix bug in exchange causing candles not to download 2021-11-27 17:00:06 +01:00
Matthias
bf8f1045ca Map binanceusdm to ft binance class 2021-11-27 16:46:17 +01:00
Matthias
504efbd6d4 Add futures argument to download-data command 2021-11-27 16:36:59 +01:00
incrementby1
8c52ba3360
ShuffleFilterDetectLiveMode
# Apply seed in backtesting mode to get comparable results,
        # but not in live modes to get a non-repeating order of pairs during live modes.
2021-11-27 16:21:23 +01:00
Sam Germain
392128013f Updated ohlcv_get_available_data to recognize swap and futures pairs 2021-11-27 03:11:44 -06:00
Sam Germain
8761649fd7 Added candle_type in doc strings 2021-11-27 02:55:42 -06:00
Matthias
6ca6f62509 Remove duplicate code in optimize_reports 2021-11-27 09:39:10 +01:00
Matthias
bc52b3db56 Properly handle None values via API 2021-11-27 09:26:14 +01:00
Matthias
80ed5283b2 Add forcesell market/limit distinction 2021-11-27 09:10:18 +01:00
Matthias
450293878f
Merge pull request #5964 from stash86/fix-docs
Add more words on VolumePairlist backtest error message
2021-11-26 07:48:24 +01:00
Matthias
897788de17 Reformulate exception to be "nicer" 2021-11-26 07:02:50 +01:00
Matthias
cc9ea1d466
Merge pull request #5935 from freqtrade/short_buy_tag_compat
Short buy tag compat
2021-11-26 06:29:56 +01:00
Stefano Ariestasia
5307d2bf3b Trimming the sentence 2021-11-25 17:04:04 +09:00
Stefano Ariestasia
0d1e84cf55 Add more words
Because apparently, we get at least 1 question about this everyday in Discord
2021-11-25 16:00:10 +09:00
Matthias
338fe333a9 Allow forcebuy to specify order_type 2021-11-24 20:20:58 +01:00
Matthias
51e54a666c Merge branch 'feat/short' into pr/samgermain/5780 2021-11-23 19:01:07 +01:00
Matthias
db16098981 Fix Tests 2021-11-23 17:43:37 +01:00
Sam Germain
586ca3b2fa removed is_market_future from binance and ftx 2021-11-23 11:09:31 +01:00
Sam Germain
70751b942c market_is_future fix 2021-11-23 01:50:23 -06:00
Matthias
ce0593c0e1 Merge branch 'develop' into feat/short 2021-11-23 07:35:26 +01:00
Matthias
b8cefd687e Add api_version to botresponse 2021-11-23 07:08:55 +01:00
Rokas Kupstys
78a00f2518 Use market data to get base and quote currencies in @informative() decorator. 2021-11-22 09:27:45 +02:00
Matthias
64e34f382e Sell-fill should include open-rate 2021-11-22 07:13:22 +01:00
Sam Germain
920151934a Added candle_type to a lot of methods, wrote some tests 2021-11-21 17:48:14 -06:00
Sam Germain
e2f98a8dab replaced candle_type: Optional[str] = '' with candle_type: str = '' 2021-11-21 17:48:14 -06:00
Sam Germain
64a6abc541 Added candle type to ohlcv_get_available_data 2021-11-21 17:48:14 -06:00
Sam Germain
b4029533ec removed candle type from idatahandler.py 2021-11-21 17:48:14 -06:00
Sam Germain
843ca22a56 mark price test ohlcv_get_pairs 2021-11-21 17:48:14 -06:00
Sam Germain
12060a2d2c fixed error with fetch_ohlcv candndle_type 2021-11-21 17:48:14 -06:00
Sam Germain
a657707ca3 Added timedelta to exchange 2021-11-21 17:48:14 -06:00
Sam Germain
3d95533bf9 Removed candletype from converter methods 2021-11-21 17:48:14 -06:00
Sam Germain
ee2ad8ca97 updated historic data filenames to include the candle type 2021-11-21 17:48:14 -06:00
Sam Germain
c8162479d6 Added price as param to fetch_ohlcv 2021-11-21 17:48:14 -06:00
Matthias
c26c0b6822 Merge branch 'feat/short' into short_buy_tag_compat 2021-11-21 19:31:59 +01:00
Matthias
aad37bb8f3
Merge pull request #5924 from freqtrade/feat/leverage
call leverage methods
2021-11-21 19:30:27 +01:00
Matthias
63d94aa585 short should be allowed for all non-spot modes 2021-11-21 19:29:08 +01:00
Matthias
fb519a5b39 Add comment with reasoning to ignore leverage in min_amount calculation 2021-11-21 10:28:40 +01:00
Matthias
192ac88314 Update optimize-reports to enter_tag wording 2021-11-21 10:20:09 +01:00
Matthias
2a84526f04 Remove more buy_tag references 2021-11-21 10:05:56 +01:00
Matthias
36deced00b Remove more buy_tag references 2021-11-21 09:55:10 +01:00
Matthias
7d77aff289 Add some compatibility around buy_tag 2021-11-21 09:24:20 +01:00
Matthias
97ff7d1223 Merge branch 'develop' into feat/short 2021-11-21 09:13:53 +01:00
Matthias
7a8978abbb Make ohlcv data endpoint work correctly with new interface 2021-11-20 20:09:37 +01:00
Dardon
d4fd13bf50 Telegram and log prints strategy version. 2021-11-20 16:26:07 +00:00
Matthias
f8f7d81fc2 Update strategy template to use parameters 2021-11-20 11:39:21 +01:00
Sam Germain
54ef52692f Trade.has_no_leverage makes more sense 2021-11-20 01:06:10 -06:00
Matthias
9aed76ba17 Integrate leverage() to freqtradebot 2021-11-19 19:23:48 +01:00
Matthias
6247608cc6 top/bottom cap leverage 2021-11-19 07:11:19 +01:00
Matthias
021d1b518c Call "leverage" to determine leverage to be used. 2021-11-18 20:55:45 +01:00
Matthias
5a8824171c Add short/long metrics to backtest result 2021-11-18 20:42:43 +01:00
Matthias
0a50017c84 Add long/short support to backtesting 2021-11-18 20:34:59 +01:00
Matthias
f40221dd9f Merge branch 'develop' into feat/short 2021-11-18 20:20:01 +01:00
Matthias
8638e6fe47 Simplify tradingmode parsing 2021-11-18 19:58:44 +01:00
Matthias
4f0a73010a
Merge pull request #5890 from aezomz/todo-rpc
Todo-lev RPC tests and model
2021-11-17 06:58:07 +01:00
aezo.teo
c17c1611bd removed short_trades, updated schema, tests 2021-11-16 14:03:33 +08:00
Matthias
75eccea88d Improve futures detection, add ccxt-compat test 2021-11-15 19:57:36 +01:00
Matthias
4e9b83e170 Merge branch 'feat/short' into futures_pairlist 2021-11-15 19:12:36 +01:00
Sam Germain
f101419a47 Merge branch 'feat/short' into todo-rpc 2021-11-14 20:48:55 -06:00
Matthias
1b058d882d Simplify date rounding logic 2021-11-14 19:55:56 +01:00
aezo.teo
a08572e907 Merge remote-tracking branch 'upstream/feat/short' into todo-rpc 2021-11-14 21:21:59 +08:00
aezo.teo
92997c85f9 adding sides for rate and 1 more test case 2021-11-14 17:37:31 +08:00
Matthias
4d1d8de9b7 Split /stats messages
closes #5869
2021-11-14 10:20:04 +01:00
Sam Germain
e7fad04eb9 Merge branch 'feat/short' into funding-fee-dry-run 2021-11-14 03:15:22 -06:00
Matthias
c70fdea886
Merge pull request #5847 from stash86/kucoin-api
Hardcoded temp fix for Kucoin API issue
2021-11-14 10:11:02 +01:00
aezo.teo
8df334515f added logic for is_short and tests 2021-11-14 16:52:38 +08:00
Matthias
8cfc531b32
Merge pull request #5887 from samgermain/common-ccxt-config
Common ccxt config
2021-11-14 09:52:06 +01:00
aezo.teo
30fbe0c79c added is_short and short_trades to schema 2021-11-14 16:51:03 +08:00
Matthias
5b9cbaf277 Use Close value for trade signal calculation 2021-11-14 09:50:04 +01:00
Matthias
33f00d23b9
Merge pull request #5885 from ethanopp/develop
Include more details in _FILL telegram notifications
2021-11-14 09:37:58 +01:00
Stefano Ariestasia
632c1bc0aa Add static workaround for kucoin 429000 issue
closes #5700
2021-11-14 09:31:38 +01:00
Matthias
7c11619924 avoid using replace in messages 2021-11-14 09:19:21 +01:00
Sam Germain
430aa0903f Removed redundent TODO-levs 2021-11-13 19:45:41 -06:00
Sam Germain
01ad65de68 test_rpc_apiserver.py 2021-11-13 19:22:43 -06:00
Sam Germain
099bf7691e Updated bibox to combine parent _ccxt_config and minimized _ccxt_config tests 2021-11-13 16:23:59 -06:00
Sam Germain
3d86b18492 Added property _ft_has_default.ccxt_futures_name and removed subclass ccxt_config properties 2021-11-13 16:23:58 -06:00
ethan
c4c1b301cd buy notification code consolidation 2021-11-13 15:46:00 -05:00
ethan
0bc9384451 more notification code consolidation 2021-11-13 14:52:59 -05:00
ethan
7412b7ba51 buy/sell fill notification code consolidation 2021-11-13 10:23:47 -05:00
ethan
a177e58dc4 Remove "currency" generating from splitting pair str 2021-11-13 08:49:02 -05:00
Sam Germain
867ac3f82a Removed typing.List from bibox, hitbtc and kucoin 2021-11-13 06:21:17 -06:00
Sam Germain
3c509a1f9b New method for combining all funding fees within a time period 2021-11-13 04:45:23 -06:00
Matthias
df27499e19 Improve /help output from telegram 2021-11-13 08:46:06 +01:00
ethan
32e3376296 Update buy/sell fill telegram notifications 2021-11-12 21:49:07 -05:00
ethan
a237667bc9 Update buy/sell fill telegram notifications 2021-11-12 16:18:04 -05:00
Matthias
6b40792f80
Merge branch 'feat/short' into funding-fee-dry-run 2021-11-12 08:06:29 +01:00
Matthias
8d4163d003 Add compat tests 2021-11-12 07:26:59 +01:00
Sam Germain
c8c2d89893 exchange.get_funding_fees returns 0 by default 2021-11-11 19:10:56 -06:00
Sam Germain
9a65f486ed updated exchangeError messages regarding fetch_funding_rate_history 2021-11-11 18:33:46 -06:00
Sam Germain
592b7e0ce3 All test_update_funding_fees tests pass 2021-11-11 17:49:32 -06:00
Matthias
76ced8acf6 Add some documentation to class 2021-11-11 20:34:52 +01:00
Matthias
e0fd880c11 Improve some more pct formattings 2021-11-11 16:12:23 +01:00
Matthias
4eb9038358 Some more fixes to % formatting 2021-11-11 15:06:16 +01:00
Matthias
1b271d0840 Improve % outputs to not use explicit "pct" entries 2021-11-11 12:58:38 +01:00
Matthias
ce2aa1dc69 Small formatting upgrades 2021-11-11 12:06:18 +01:00
Matthias
f8d30abd79 Handle order returns that contain trades directly
binance market orders - and potentially other exchanges
2021-11-10 19:43:36 +01:00
Sam Germain
b87f8e7034 Removed unnecessary todo comments 2021-11-10 00:59:53 -06:00
Matthias
d3d17f9f8b Only allow min-stake adjustments of up to 30%
fix #5856
2021-11-10 06:57:22 +01:00
Matthias
23a566b478 validate_stake_amount should not be a private method 2021-11-10 06:38:24 +01:00
Sam Germain
e713f5188f Merge branch 'funding-fee-dry-run' of https://github.com/samgermain/freqtrade into funding-fee-dry-run 2021-11-09 14:45:50 -06:00
Sam Germain
45e4354906 Merge branch 'feat/short' into funding-fee-dry-run 2021-11-09 14:45:10 -06:00
Matthias
4a67b33cb3 Fix some formatting 2021-11-09 19:40:42 +01:00
Matthias
e69a100c64 Merge branch 'feat/short' into pr/samgermain/5779 2021-11-09 19:34:57 +01:00
Matthias
d5438ed0a8 Fix docstring indents 2021-11-09 19:22:29 +01:00
Matthias
6267678ca9 Use doublequotes for docstrings 2021-11-09 10:40:01 +00:00
Matthias
f9e5a25b36 Add docstring style to Contributing 2021-11-09 07:48:25 +00:00
Sam Germain
fbe9e73c5d better param for funding_fee_cutoff 2021-11-09 01:17:29 -06:00
Sam Germain
6c8501dadc Removed docstring indents 2021-11-09 01:00:57 -06:00
Matthias
ae0e72a945 Provide strategy with copied objects
avoids accidental modification of crucial elements in a trade object
part of #5828
2021-11-08 19:59:29 +01:00
Matthias
e4cca63163 Align sell_reason assignment location
trade mode sets it after "exit confirmation" - so should backtesting
detected in #5828
2021-11-08 19:32:13 +01:00
Matthias
f2be820f73
Merge pull request #5855 from freqtrade/multi_ohlcv_calls
Provide more historic data in trade mode
2021-11-08 19:30:40 +01:00
Sam Germain
d0b91b334e Merge branch 'feat/short' into funding-fee-dry-run 2021-11-08 04:44:57 -06:00
Sam Germain
090b3d29b7 Updated kraken._get_funding_fee docstring with notification that it won't work in the bot yet 2021-11-08 01:58:23 -06:00
Sam Germain
01229ad631 updated exchange.get_funding_fee_dates with better names 2021-11-08 01:58:23 -06:00
Sam Germain
bea37e5ea3 moved dry run check for funding fees to exchange 2021-11-08 01:58:09 -06:00
Matthias
c11e1a84e4 Fix wrong logging
detected in #5856
2021-11-07 15:41:04 +01:00
Matthias
de4bc7204d Update documentation to clarify new behaviour 2021-11-07 15:36:43 +01:00
Matthias
a08dd17bc1 Use startup_candle-count to determine call count 2021-11-07 13:10:40 +01:00
Matthias
9fa64c2647 Allow multiple calls to get more candles in live-run 2021-11-07 11:31:59 +01:00
Matthias
fb6ba62158 Add default to "is_new_pair" 2021-11-07 11:08:30 +01:00
Matthias
1dd6872b80
Merge pull request #5843 from Theagainmen/patch-2
Update warning message open trades
2021-11-07 11:07:16 +01:00
Matthias
4595c1e73c Slightly reformat to simplify new change 2021-11-07 10:55:11 +01:00
Matthias
6cc3f65a83 Add --trading-mode parameter 2021-11-07 10:52:20 +01:00
Matthias
11b77cf94c Update test to new list-pairs format 2021-11-07 10:43:00 +01:00
Matthias
0dd9a277d3 improve market_is_tradable tests 2021-11-07 10:43:00 +01:00
Matthias
3fac5c5bcd Update list-markets to work for futures/margin as well 2021-11-07 10:43:00 +01:00
Sam Germain
252e45ebf2 Merge branch 'feat/short' into funding-fee-dry-run 2021-11-06 22:46:00 -06:00
Sam Germain
04dc14a74c Added okex exchange class futures properties 2021-11-06 22:43:02 -06:00
Sam Germain
0c2501e11b Safer keys for funding_rate and mark_price dictionaries, based on rounding down the hour 2021-11-06 22:31:38 -06:00
Sam Germain
8bfcf4ee09 Fixed breaking exchange tests from _get_funding_fee_dates, and commented out kraken get_funding_fees tests 2021-11-06 22:05:38 -06:00
Sam Germain
b88482b2e9 Fixed millisecond timestamp issue errors with funding fees 2021-11-06 21:45:35 -06:00
Sam Germain
48b34c8fd0 Fixed issues with funding-fee being miscalculated on trade objects in freqtradebot 2021-11-06 21:03:18 -06:00
Sam Germain
f795288d90 Fixed timestamp/datetime issues for mark price, funding rate and _get_funding_fee_dates 2021-11-06 20:48:03 -06:00
Sam Germain
6e912c1053 Updated _get_funding_fee method names, added kraken._get_funding_fee 2021-11-06 17:39:21 -06:00
Matthias
25fcab0794 Enhance /show_config endpoint 2021-11-06 16:20:18 +01:00
Matthias
fef7da03b2
Merge pull request #5850 from freqtrade/timeout_forcesell
multiple exit-timeouts can trigger emergencysell
2021-11-06 16:20:06 +01:00
Matthias
ebc38159b8 Merge branch 'develop' into feat/short 2021-11-06 15:24:52 +01:00
Antoine Merino
d0e192e20f
Fix naive timezone for /daily command 2021-11-06 13:14:15 +01:00
Matthias
f7dc47b1c8 Add test for exit_timeout_count 2021-11-06 13:10:41 +01:00
Antoine Merino
3c33b48fd5
Fix naive timezones 2021-11-06 13:09:15 +01:00
Sam Germain
cb97c6f388 Updated time to utc in test_update_funding_fees, some funding rate key errors because a timestamp is likely not in utc 2021-11-06 05:56:58 -06:00
Matthias
7a907a7636 Add Emergencyselling after X timeouts have been reached 2021-11-06 11:48:49 +01:00
Antoine Merino
8eabdd659f
Fix missing CallbackQueryHandler
Signed-off-by: Antoine Merino <antoine.merino.dev@gmail.com>
2021-11-05 22:51:35 +01:00
Antoine Merino
70253258f0
Test /monthly & clean
Signed-off-by: Antoine Merino <antoine.merino.dev@gmail.com>
2021-11-05 22:33:06 +01:00
Antoine Merino
459ff9692d
Add /weekly and /monthly to Telegram RPC
/weekly now list weeks starting from monday instead of rolling weeks.
/monthly now list months starting from the 1st.

Signed-off-by: Antoine Merino <antoine.merino.dev@gmail.com>
2021-11-05 21:07:28 +01:00
Antoine Merino
5f40158c0b
WIP Add /weekly and /monthly to Telegram RPC
Related to "Show average profit in overview" (#5527)

Signed-off-by: Antoine Merino <antoine.merino.dev@gmail.com>
2021-11-05 21:07:19 +01:00
Matthias
d99eaccb5a Fix exception when using okex
closes #5842
2021-11-05 19:47:13 +01:00
Matthias
60a5ded532 Don't convert telegram chat_id
closes #5840
2021-11-05 19:27:54 +01:00
Theagainmen
2115a3ed12
Update warning message open trades
This shouldn't confuse user when just reloading their bot.
2021-11-05 18:49:10 +01:00
Matthias
781f8a059c
Merge pull request #5835 from freqtrade/okex_support
Add official Okex support
2021-11-04 20:03:19 +01:00
raphael
ae2343db93
Update optimize_reports
Update show_backtest_reults() to preserve backwards compatibility by fixing KeyError: 'results_per_buy_tag' for older hyperopt result files.
2021-11-04 10:25:13 -04:00
Sam Germain
8a4236198f Added test_update_funding_fees in freqtradebot, test currently fails 2021-11-03 22:52:37 -06:00
Matthias
431b96de98 Merge branch 'develop' into pr/theluxaz/5710 2021-11-03 19:43:36 +01:00
Matthias
437e5f0645 Fix officially supported exchange list 2021-11-03 19:20:39 +01:00
Matthias
f60d101076 Some finetuning for OKEX 2021-11-03 07:12:42 +01:00
Matthias
e78df59e30 Configure candle length for OKEX 2021-11-02 19:49:53 +01:00
Sam Germain
3de42da29a All funding fee test_exchange tests pass 2021-11-01 07:52:40 -06:00
Matthias
a16328f372 Don't force timeframe in config in config generator 2021-11-01 13:44:26 +01:00
Sam Germain
ba95172d07 Finished test_calculate_funding_fees 2021-11-01 06:28:03 -06:00
Matthias
4249fcefba
Merge pull request #5150 from cryptomeisternox/backtesting-filter
Adding command for Filtering and print trades
2021-11-01 09:43:49 +01:00
Sam Germain
33b0778c0a updated exchange.calculate_funding_fees to have default close_date 2021-11-01 01:13:37 -06:00
Sam Germain
edfc3377c5 Updated exchange._get_funding_fee_dates to use new method funding_fee_cutoff 2021-11-01 01:09:11 -06:00
Sam Germain
5c52b21346 Added tests for funding_fee_dry_run 2021-10-31 22:24:27 -06:00
Matthias
6b90b4a144 Test "get-signal" 2021-10-31 10:53:30 +01:00
Matthias
dffe76f109 Don't double-loop to generate profits 2021-10-31 10:49:56 +01:00
Matthias
c15f73aa1f Rename command to backtesting-show 2021-10-31 10:13:11 +01:00
Sam Germain
f6924aca40 removed get_funding_rate_history from gateio 2021-10-31 01:24:02 -06:00
Sam Germain
2bfc812618 moved mark_ohlcv_price in _ft_has 2021-10-31 00:53:36 -06:00
Matthias
c094ac5762 Merge branch 'develop' into feat/short 2021-10-30 19:45:19 +02:00
Matthias
20904f1ca4 Add tests for new command 2021-10-30 19:43:42 +02:00
Matthias
72ecb45d86 Add test for backtest_show logic 2021-10-30 16:53:48 +02:00
Matthias
650d6c276a Add documentation 2021-10-30 16:40:03 +02:00
Matthias
d60001e886 Stoploss cannot be below candle low
fix #5816
2021-10-30 16:14:13 +02:00
Matthias
851062ca46 Rename backtest-filter to backtest_show 2021-10-30 10:53:18 +02:00
Matthias
f472709438 Add option to show sorted pairlist
Allows easy copy/pasting of the pairlist to a configuration
2021-10-30 10:50:40 +02:00
Matthias
0f3809345a Remove backtest-path parameter 2021-10-30 10:28:12 +02:00
Matthias
6f1e719216 Merge branch 'develop' into pr/cryptomeisternox/5150 2021-10-30 10:26:05 +02:00
Matthias
c34b8a95d7
Merge pull request #5798 from incrementby1/personal-branch
Add function to unlock PairLocks by reason
2021-10-30 10:15:21 +02:00
Matthias
c579fcfc19 Add tests and documentation for unlock_reason 2021-10-30 09:51:09 +02:00
Sam Germain
0ea8957ccc removed ftx get_mark_price_history, added variable mark_ohlcv_price, used fetch_ohlcv instead of fetch_mark_ohlcv inside get_mark_price_history 2021-10-29 20:07:24 -06:00
Sam Germain
a4892654da Removed params from _get_mark_price_history 2021-10-29 19:37:02 -06:00
Matthias
201fe108bc
Merge pull request #5607 from TreborNamor/develop
a new hyperopt loss created that uses calmar ratio
2021-10-29 09:20:44 +02:00
Matthias
5cdae2ce3f Remove CalmarDaily hyperopt loss 2021-10-29 06:53:40 +02:00
incrementby1
e9d71f26b3 small changes 2021-10-29 00:03:20 +02:00
incrementby1
658006e7ee removed wrong use of map and filter function 2021-10-28 23:29:26 +02:00
theluxaz
560802c326 Added tests for the new rpc/telegram functions 2021-10-28 21:39:42 +03:00
Sam Germain
02ab3b1697 Switched mark_price endTime to until 2021-10-28 07:26:36 -06:00
Sam Germain
0b12107ef8 Updated error message in fetchFundingRateHistory 2021-10-28 07:22:47 -06:00
Sam Germain
44d9a07acd Fixed _get_funding_fee_dates method 2021-10-28 07:20:45 -06:00
Sam Germain
956352f041 Removed name_for_futures_market 2021-10-28 07:19:46 -06:00
incrementby1
02e69e1667 Changes to unlock_reason:
- introducing filter
	- replaced get_all_locks with a query for speed
	. removed logging in backtesting mode for speed
	. replaced for-loop with map-function for speed

Changes to models.py:
	- changed string representation of Pairlock to also contain reason and active-state
2021-10-28 15:16:07 +02:00
incrementby1
dc605e29aa removed empty lines for flake8 2021-10-27 21:04:08 +02:00
incrementby1
2eb33707c9 Undo changes 2021-10-27 15:58:41 +02:00
incrementby1
a50bde10de Merge https://github.com/freqtrade/freqtrade into personal-branch 2021-10-27 15:52:10 +02:00
Matthias
f80d3d48e4 Add default to minimal_roi to avoid failures
closes #5796
2021-10-27 06:33:49 +02:00
Sam Germain
a2b1838c60 Merge branch 'feat/short' into funding-fee-dry-run 2021-10-25 22:00:09 -06:00
incrementby1
c3f3bdaa2a Add "allow_position_stacking" value to config, which allows rebuys of a pair
Add function unlock_reason(str: pair) which removes all PairLocks with reason
Provide demo strategy that allows buying the same pair multiple times
2021-10-26 00:04:40 +02:00
theluxaz
b51f946ee0 Fixed models and rpc performance functions, added skeletons for tests. 2021-10-25 23:43:22 +03:00
Matthias
20a61e03da
Merge pull request #5786 from SimonEbner/clean_up_file_handles
Clean up file handles
2021-10-25 19:49:07 +02:00
Robert Roman
88b96d5d1b
Update hyperopt_loss_calmar.py 2021-10-25 00:45:10 -05:00
Matthias
262f186a37 . 2021-10-25 07:19:55 +02:00
Matthias
cea251c83c Clarify documentation for /forcebuy
closes #5783
2021-10-25 06:46:02 +02:00
Simon Ebner
f7926083ca Clean up unclosed file handles
Close all file handles that are left dangling to avoid warnings such as

```
ResourceWarning: unclosed file <_io.TextIOWrapper
name='...' mode='r' encoding='UTF-8'> params = json_load(filename.open('r'))
```
2021-10-24 23:15:05 +02:00
Matthias
4539170424
Merge pull request #5776 from SimonEbner/performance_decimalspace
Improve performance of decimalspace.py
2021-10-24 19:27:24 +02:00
Simon Ebner
df033d92ef Improve performance of decimalspace.py
decimalspace.py is heavily used in the hyperoptimization. The following
benchmark code runs an optimization which is taken from optimizing a
real strategy (wtc).
The optimized version takes on my machine approx. 11/12s compared to the
original 32s. Results are equivalent in both cases.

```
import freqtrade.optimize.space
import numpy as np
import skopt
import timeit

def init():
    Decimal = freqtrade.optimize.space.decimalspace.SKDecimal
    Integer = skopt.space.space.Integer
    dimensions = [Decimal(low=-1.0,
        high=1.0,
        decimals=4,
        prior='uniform',
        transform='identity')] * 20

    return skopt.Optimizer(
        dimensions,
        base_estimator="ET",
        acq_optimizer="auto",
        n_initial_points=5,
        acq_optimizer_kwargs={'n_jobs': 96},
        random_state=0,
        model_queue_size=10,
    )

def test():
    opt = init()
    actual = opt.ask(n_points=2)
    expected = [[
        0.7515, -0.4723, -0.6941, -0.7988, 0.0448, 0.8605, -0.108, 0.5399,
        0.763, -0.2948, 0.8345, -0.7683, 0.7077, -0.2478, -0.333, 0.8575,
        0.6108, 0.4514, 0.5982, 0.3506
    ], [
        0.5563, 0.7386, -0.6407, 0.9073, -0.5211, -0.8167, -0.3771,
        -0.0318, 0.2861, 0.1176, 0.0943, -0.6077, -0.9317, -0.5372,
        -0.4934, -0.3637, -0.8035, -0.8627, -0.5399, 0.6036
    ]]

    absdiff = np.max(np.abs(np.asarray(expected) - np.asarray(actual)))
    assert absdiff < 1e-5

def time():
    opt = init()
    print('dt', timeit.timeit("opt.ask(n_points=20)", globals=locals()))

if __name__ == "__main__":
    test()
    time()
```
2021-10-24 18:14:24 +02:00
Matthias
22dd2ca003 Fix mypy type errors 2021-10-24 15:18:29 +02:00
Matthias
17432b2823 Improve some stylings 2021-10-24 09:15:05 +02:00
Matthias
dffb4c5d53 Merge branch 'develop' into pr/TreborNamor/5607 2021-10-24 08:55:10 +02:00
Sam Germain
60478cb213 Add fill_leverage_brackets and get_max_leverage back in 2021-10-23 22:16:51 -06:00
Sam Germain
d99e0dac7b Added name for futures market property 2021-10-23 21:59:47 -06:00
Sam Germain
3eda9455b9 Added dry run capability to funding-fee 2021-10-23 21:59:47 -06:00
Sam Germain
2533d3b420 Added get_funding_rate_history method to exchange 2021-10-23 21:59:41 -06:00
Sam Germain
ef8b617eb2 gateio, ftx and binance all use same funding fee formula 2021-10-23 21:59:03 -06:00
Sam Germain
badc0fa445 Adjusted _get_funding_fee_method 2021-10-23 21:58:57 -06:00
Sam Germain
cba0a8cee6 adjusted funding fee formula binance 2021-10-23 21:58:17 -06:00
Sam Germain
2a26c6fbed Added backtesting methods back in 2021-10-23 21:33:37 -06:00
Sam Germain
ed91516f90 Changed future to swap 2021-10-23 14:10:09 -06:00
Simon Ebner
fde10f5395 Use pathlib.stem instead of str(x).ends_with 2021-10-23 12:26:07 +02:00
Sam Germain
167f9aa8d9 Added gateio futures support, and added gatio to test_exchange exchanges variable 2021-10-22 11:52:05 -06:00
Sam Germain
aed22f7dad Merge branch 'develop' into feat/short 2021-10-22 11:45:27 -06:00
Sam Germain
f07555fc84 removed binance constructor, added fill_leverage_brackets call to exchange constructor 2021-10-22 06:37:56 -06:00
Matthias
78724e304e Merge branch 'develop' into pr/theluxaz/5710 2021-10-21 17:46:39 +02:00
theluxaz
0e085298e9 Fixed test failures. 2021-10-21 17:25:38 +03:00
Matthias
96f99699e0
Merge pull request #4606 from rextea/add_days_breakdown_to_backtesting_summary
Add days breakdown table to backtesting
2021-10-21 13:56:30 +02:00
Matthias
e458c9867a Styling fixes 2021-10-21 07:45:15 +02:00
Matthias
7b5346b984 Add test for breakdown-stats 2021-10-21 07:11:39 +02:00
Matthias
fa028c2134 Support day/week/month breakdowns 2021-10-21 06:58:40 +02:00
Matthias
7197f4ce77 Don't show daily % profit (it's wrong) 2021-10-20 20:01:31 +02:00
Matthias
de5497c766 backtest_days cannot be below 1 2021-10-20 19:39:37 +02:00
Matthias
1267374c8a Small fixes to tests 2021-10-20 19:21:38 +02:00
theluxaz
905f3a1a50 Removed exit_tag from Trade objects. 2021-10-20 17:58:50 +03:00
Sam Germain
0329da1a57 updated get_max_leverage to use new ccxt unified property 2021-10-20 08:36:48 -06:00
Sam Germain
3fffc315ac Merge branch 'develop' into feat/short 2021-10-20 08:11:53 -06:00
Matthias
5454460227 Revert initial_points to 30
closes #5760
2021-10-20 07:46:15 +02:00
theluxaz
1fdc4425dd Changed exit_tag to be represented as sell_reason 2021-10-20 01:26:15 +03:00