Commit Graph

7221 Commits

Author SHA1 Message Date
Robert Roman
3834bb86ff updated line 42
I removed the minus sign on max drawdown.
2021-09-21 20:25:17 -05:00
Robert Roman
3845d55186 a new hyperopt loss created that uses calmar ratio
This is a new hyperopt loss file that uses the Calmar Ratio.

Calmar Ratio = average annual rate of return / maximum drawdown
2021-09-21 20:04:23 -05:00
Peter Willemsen
b0de4d333e fixed webhook error 2021-09-21 23:20:40 +02:00
Matthias
7a5c7e7020 Update some tests to use StrategyV3 2021-09-21 19:33:33 +02:00
Matthias
3ce05c0d54 Add "sane" defaults to protection triggers 2021-09-20 20:16:58 +02:00
Matthias
fd23ab3d64 improve formatting, add tests 2021-09-20 19:50:56 +02:00
Matthias
dd0db7ee5d Split protection-notification into global and per-pair 2021-09-20 19:23:40 +02:00
Matthias
a0fb43c6ca Add pairlock-notification 2021-09-20 19:12:59 +02:00
Sam Germain
d7c7448632 merged lev-freqtradebot with lev-strat 2021-09-19 19:06:43 -06:00
Sam Germain
778f0d9d0a Merged feat/short into lev-strat 2021-09-19 17:44:12 -06:00
Sam Germain
60a678fea7 merged with feat/short 2021-09-19 17:02:09 -06:00
Matthias
1da091dea3 ProtectionManager should return the lock just created 2021-09-19 19:41:19 +02:00
Matthias
879bf47b32 Refactor telegram.py to simplify send_msg 2021-09-19 19:25:36 +02:00
Matthias
ec03531771 Improve naming of variables 2021-09-19 13:29:09 +02:00
Matthias
ab88217186 Improve /balance output to include starting balance and percentual change
closes #5503
2021-09-19 13:17:34 +02:00
Sam Germain
ac4f5adfe2 switched since = int(since.timestamp()) from %s 2021-09-19 01:16:22 -06:00
Rokas Kupstys
713e7819f7 [SQUASH] Remove mypy import. 2021-09-18 15:27:58 +03:00
Rokas Kupstys
e4ca42faec [SQUASH] Update stoploss_from_absolute to behave more like stoploss_from_open and add a test for it. 2021-09-18 10:48:53 +03:00
Rokas Kupstys
7e6aa9390a [SQUASH] Unconditionally include quote currency when asset is explicitly specified. Added docs suggesting to use string formatting to make strategy independent of configured stake currency. 2021-09-18 10:48:53 +03:00
Rokas Kupstys
e88c4701bb [SQUASH] Address PR comments. 2021-09-18 10:48:53 +03:00
Matthias
bb6ae682fc Small simplifications 2021-09-18 10:48:53 +03:00
Rokas Kupstys
5dc78a0c66 [SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists. 2021-09-18 10:48:53 +03:00
Rokas Kupstys
f81df19b93 [TMP] Make tests not fail for now. 2021-09-18 10:48:53 +03:00
Rokas Kupstys
dfa61b7ad2 [SQUASH] Fix informatives for each pair not being created because dataprovider was not available.
Fix not being able to have informative dataframe of a pair in whitelist.
2021-09-18 10:48:53 +03:00
Rokas Kupstys
f2a1d9d2fc [SQUASH] Address PR comments. 2021-09-18 10:48:18 +03:00
Rokas Kupstys
1fdb656334 Add a decorator which can be used to declare populate_indicators() functions for informative pairs. 2021-09-18 10:48:18 +03:00
Rokas Kupstys
d84ef34740 A helper to calculate stoploss value from absolute price. 2021-09-18 10:48:18 +03:00
Matthias
11f08b0053 Merge pull request #5582 from sergeykhliustin/develop
Added days parameter to PerformanceFilter
2021-09-18 09:24:14 +02:00
Matthias
a89c67787b Replace some more occurances of 'buy' 2021-09-18 09:23:53 +02:00
Matthias
564e0b9a1a Switch performanceFilter to use Minutes lookback resolution
closes #5060
2021-09-18 09:10:25 +02:00
Matthias
12c12d42df Add documentation for days parameter in PerformanceFilter 2021-09-18 08:30:44 +02:00
Matthias
853c3a4433 Merge pull request #5587 from raph92/patch-3
Update prepare_trials_columns() return type
2021-09-18 08:08:18 +02:00
Sergey Khliustin
d7395e873b Removed unused OperationalException 2021-09-17 22:05:57 +03:00
raphael
4b2c1a9b8e Remove trailing whitespace 2021-09-17 14:39:15 -04:00
raphael
e715f2a253 Update formatting
Line 302 was too long
2021-09-17 14:23:26 -04:00
raphael
9525a5b96c Add type to "trials" parameter 2021-09-17 14:10:37 -04:00
Matthias
4d558879e9 Merge branch 'feat/short' into pr/samgermain/5378 2021-09-17 19:33:35 +02:00
raphael
124e97f3b9 Remove ununsed variables from export_csv_file 2021-09-17 11:57:36 -04:00
raphael
5fc993231a Update HyperoptTools.export_csv_file usage 2021-09-17 11:51:55 -04:00
raphael
3a98fb72a4 Update prepare_trials_columns() return type
Was returning str, updated to pd.DataFrame
2021-09-17 11:42:33 -04:00
sergeykhliustin
982deeedf0 Update freqtrade/persistence/models.py
Co-authored-by: Matthias <xmatthias@outlook.com>
2021-09-17 18:23:13 +03:00
Sergey Khliustin
54ef36a497 Updates after review to PerformanceFilter days param 2021-09-17 13:45:44 +03:00
Matthias
d680fdf33a Merge branch 'develop' into feat/short 2021-09-17 11:16:37 +02:00
Sam Germain
0628790da9 merged lev-freqtradebot with feat/short 2021-09-16 23:49:43 -06:00
Sam Germain
e78f38c7b6 Merge branch 'feat/short' into funding-fee 2021-09-16 23:32:44 -06:00
Sam Germain
dec2f377ff Removed utils, moved get_sides to conftest 2021-09-16 16:25:02 -06:00
Sergey Khliustin
457e738b4a Added days parameter to PerformanceFilter 2021-09-16 14:48:02 +03:00
Sam Germain
a8657bb1ce Removed backtesting funding-fee code 2021-09-16 03:50:01 -06:00
Sam Germain
4c91126c49 some short freqtradebot parametrized tests 2021-09-16 03:23:45 -06:00
Sam Germain
e827ba1388 finished up funding fee formulas 2021-09-15 23:51:21 -06:00