Commit Graph

5764 Commits

Author SHA1 Message Date
Matthias
0d4cf32086 Slightly adapt to pandas incompatibility 2020-12-28 09:50:48 +01:00
Matthias
a87c273903 Refactor RPC modules so handlers don't inherit RPC directly 2020-12-24 09:09:23 +01:00
Matthias
1508e08ea5 Move fiatconvert init to RPC class 2020-12-24 08:39:00 +01:00
Matthias
516e56bfaa Move init of _config to apiserver parent 2020-12-23 20:50:32 +01:00
Matthias
f11fd2fee1 Sort imports 2020-12-23 17:00:02 +01:00
Matthias
67193bca3d Move pairlists to be a plugin submodule 2020-12-23 16:54:35 +01:00
Matthias
7cef5ac217
Merge pull request #4092 from MrKrautee/telegram
Telegram: specify custom keyboard in config
2020-12-23 16:25:37 +01:00
Christof
74bcd82c3d Exception msg 2020-12-23 16:00:01 +01:00
Christof
cd1a8e2c42 better error msg 2020-12-22 12:39:27 +01:00
Christof
be28b42bfa Exception for invalid keyboard config 2020-12-22 12:34:21 +01:00
Matthias
39579b6e5d
Merge pull request #4093 from freqtrade/ohlcv_limit
set ohlcv limit on ccxt calls
2020-12-21 19:34:50 +01:00
Christof
5423c21be0 keyboard type 2020-12-20 22:51:40 +01:00
Christof
f39dde121a moved keyboard config validation to __inti__ 2020-12-20 22:36:56 +01:00
Christof
18a24d75ef cleanup 2020-12-20 21:31:01 +01:00
Christof
c1b8ad7232 renaming, comments, cleanups 2020-12-20 21:31:01 +01:00
Christof
43091a26ce simple tests 2020-12-20 21:28:57 +01:00
Christof
5b2902fcbc cleanup 2020-12-20 21:28:57 +01:00
Christof
16baca5eeb fixed: too complex warning 2020-12-20 21:28:57 +01:00
Christof
d901a86165 typo 2020-12-20 21:28:57 +01:00
Christof
75e4758936 changed config params, added fill area in subplots 2020-12-20 21:28:57 +01:00
Christof
cc39cf97dd revert to former create_plotconfig behaviour 2020-12-20 21:28:57 +01:00
Christof
4531c924da PEP8 2020-12-20 21:28:57 +01:00
Christof
fb3d82ccb9 cleanup 2020-12-20 21:28:57 +01:00
Christof
fdd4b40c34 fixed subplots, empty create plot_config if its not given by strategie 2020-12-20 21:28:57 +01:00
Christof
daa1727e2b Exeption for fill_area.traces 2020-12-20 21:28:57 +01:00
Christof
3fdfc06a1e label for fill_area added and documentation updated 2020-12-20 21:28:57 +01:00
Christof
ecadfdd98e fixed:advanced config. added. feature: fill area between traces by advanced configuration. 2020-12-20 21:28:57 +01:00
Christof
6b44545d37 sort order imports 2020-12-20 21:06:45 +01:00
Christof
621105df9a renaming shortcut_btns to keyboard 2020-12-20 21:06:45 +01:00
Christof
5b3ffd5141 better log msg, comments 2020-12-20 21:06:45 +01:00
Christof
e92bcb00f6 telegram: specify custom shortcut bottons (keyboard) in config.json 2020-12-20 21:06:45 +01:00
Matthias
8d3f096a97 AgeFilter does not require tickers 2020-12-20 20:08:54 +01:00
Matthias
d7daa86434 Add bybit subclass 2020-12-20 19:59:46 +01:00
Matthias
7d2395ddb7 Add limit parameter to fetch_ohlcv 2020-12-20 19:33:04 +01:00
Matthias
9d5961e224 Rename method to custom_stoploss 2020-12-20 11:17:50 +01:00
Matthias
277342f167 Rename flag to "use_custom_stoposs" 2020-12-20 11:12:22 +01:00
Matthias
8574751a07 Add stoploss_value to strategy template 2020-12-20 10:49:22 +01:00
Matthias
6892c08e9b Improve docstring 2020-12-19 13:18:06 +01:00
Matthias
b2c1098316 more docs for dynamic stoploss method 2020-12-19 12:03:18 +01:00
Matthias
f7b54c2415 Allow and document time-based custom stoploss
closes #3206
2020-12-19 11:46:49 +01:00
Matthias
a414b57d54 Experiment with custom stoploss interface 2020-12-18 06:56:56 +01:00
Matthias
8f6aefb591 Extract stoploss assignment 2020-12-18 06:56:56 +01:00
Matthias
768a24c375 Add stoplossvalue interface 2020-12-18 06:56:56 +01:00
Matthias
4e7f914e92 Improve test for AgeFilter, fix bug in Agefilter 2020-12-17 13:34:53 +01:00
Matthias
266031a6be Disallow PerformanceFilter for backtesting
closes #4072
2020-12-16 19:24:47 +01:00
Matthias
d1fda28d2e Fix typehints 2020-12-15 20:59:58 +01:00
Matthias
3c85d5201f Use async to get candle data for pairlists 2020-12-15 20:38:26 +01:00
Matthias
c8dde63227 Allow test-pairlist to run with verbosity 2020-12-15 09:23:40 +01:00
Matthias
69901c1314 Provide pair to _validate_pairs in pairlists 2020-12-15 09:23:40 +01:00
Matthias
39fec25ae0 add optional Cache arguments to refresh_pairs method 2020-12-15 09:23:27 +01:00
Matthias
9f5c4ead15 Remove support for 3.6 2020-12-14 19:18:54 +01:00
Matthias
7c6357cc45
Merge pull request #4041 from freqtrade/plugins/protections_backtest
Introduce Protection Plugins
2020-12-13 11:08:24 +01:00
Matthias
657b002a81 Explicitly check for False in fetch_ticker 2020-12-13 10:59:29 +01:00
Matthias
7eab33de08 Merge branch 'develop' into plugins/protections_backtest 2020-12-13 10:31:33 +01:00
Matthias
8a2fbf6592 Small cleanup of protection stuff 2020-12-13 10:16:09 +01:00
Matthias
181b88dc75 Don't accept too high fees, assuming they are erroneous
Forces fallback to "detection from trades"
2020-12-12 10:52:27 +01:00
Matthias
c784e5780e
Merge pull request #4054 from freqtrade/models_open_price
Models open price
2020-12-11 06:31:02 +01:00
Matthias
95fd3824da Finish renamal of open_trade_price to open_value 2020-12-10 19:36:52 +01:00
Matthias
201cc67e05 Rename open_trade_price to "open_trade_value" 2020-12-10 19:21:20 +01:00
Matthias
76594d5dde
Merge pull request #3799 from imxuwang/issue3783
Introduce Telegram /stats endpoint
2020-12-10 15:41:09 +01:00
Matthias
ca99d484fc Refactor to use list comprehension 2020-12-10 07:39:50 +01:00
Matthias
33f330256b Reorder commands on telegram init 2020-12-09 20:36:30 +01:00
Matthias
f1af2972e2 Ensure non-defined attributes fail correctly
Remove unnecessary check, as stoploss cannot be none (it's mandatory and
a number)
2020-12-09 07:55:08 +01:00
Matthias
c37bc307e2 Small finetunings to documentation 2020-12-07 16:12:03 +01:00
Matthias
f047297995 Improve wording, fix bug 2020-12-07 15:48:06 +01:00
Matthias
3ab5514697 Add API endpoint for /stats 2020-12-07 15:07:08 +01:00
Matthias
81410fb404 Document /stats for telegram 2020-12-07 15:03:16 +01:00
Matthias
e873cafdc4 Beautify code a bit 2020-12-07 14:54:39 +01:00
Matthias
effc96e92b Improve tests for backtest protections 2020-12-07 11:39:01 +01:00
Matthias
5849d07497 Export locks as part of backtesting 2020-12-07 11:39:01 +01:00
Matthias
bb51da8297 Fix slow backtest due to protections 2020-12-07 11:39:01 +01:00
Matthias
75a5161650 Support multis-strategy backtests with protections 2020-12-07 11:39:01 +01:00
Matthias
a3f9cd2c26 Only load protections when necessary 2020-12-07 11:39:01 +01:00
Matthias
e2d15f4082 Add parameter to enable protections for backtesting 2020-12-07 11:39:01 +01:00
Matthias
32189d27c8 Disable output from plugins in backtesting 2020-12-07 11:39:01 +01:00
Matthias
9f34aebdaa Allow closing trades without message 2020-12-07 11:39:01 +01:00
Matthias
b606936eb7 Make changes to backtesting to incorporate protections 2020-12-07 11:39:01 +01:00
Matthias
98c88fa58e Prepare protections for backtesting 2020-12-07 11:39:01 +01:00
Matthias
3426e99b8b Improve formatting of protection startup message 2020-12-07 11:37:57 +01:00
Matthias
64d6c7bb65 Update developer docs 2020-12-07 11:17:11 +01:00
Matthias
0e2a43ab4d Add duration_explanation functions 2020-12-07 11:12:09 +01:00
Matthias
c993831a04 Add protections to startup messages 2020-12-07 10:57:01 +01:00
Matthias
d4799e6aa3 Implement *candle definitions 2020-12-07 10:54:26 +01:00
Matthias
a93bb6853b Document *candles settings, implement validations 2020-12-07 10:47:13 +01:00
Matthias
eb952d77be Move lookback_period to parent __init__ 2020-12-07 08:27:14 +01:00
Matthias
f06b58dc91 Test MaxDrawdown desc 2020-12-07 08:23:10 +01:00
Matthias
089c463cfb Introduce max_drawdown protection 2020-12-07 08:23:10 +01:00
Matthias
9d6f3a89ef Improve docs and fix typos 2020-12-07 08:23:10 +01:00
Matthias
768d7fa196 Readd optional for get_pair_locks - it's necessary 2020-12-07 08:23:10 +01:00
Matthias
ad746627b3 Fix lock-loop 2020-12-07 08:23:10 +01:00
Matthias
4351a26b4c Move stop_duration to parent class
avoids reimplementation and enhances standardization
2020-12-07 08:23:10 +01:00
Matthias
6d0f16920f Get Longest lock logic 2020-12-07 08:23:10 +01:00
Matthias
dce2364672 Add stoploss per pair support 2020-12-07 08:23:10 +01:00
Matthias
8f958ef723 Improve login-mixin structure 2020-12-07 08:23:10 +01:00
Matthias
8d9c66a638 Add LogginMixin to freqtradebot class to avoid over-logging 2020-12-07 08:23:10 +01:00
Matthias
be57ceb252 Remove confusing entry
(in this branch of the if statement, candle_date is empty
2020-12-07 08:23:10 +01:00
Matthias
5e3d2401f5 Only call stop methods when they actually support this method 2020-12-07 08:23:10 +01:00
Matthias
2cd54a5933 Allow disabling output from plugins 2020-12-07 08:23:10 +01:00
Matthias
8ebd6ad200 Rename login-mixin log method 2020-12-07 08:23:10 +01:00
Matthias
2e5b9fd4b2 format profit in low_profit_pairs 2020-12-07 08:23:10 +01:00
Matthias
e29d918ea5 Avoid double-locks also in per pair locks 2020-12-07 08:23:10 +01:00
Matthias
fc97266dd4 Add "now" to lock_pair method 2020-12-07 08:23:10 +01:00
Matthias
59091ef2b7 Add helper method to calculate protection until 2020-12-07 08:23:10 +01:00
Matthias
5133675988 Apply all stops in the list, even if the first would apply already 2020-12-07 08:23:10 +01:00
Matthias
9484ee6690 Test for low_profit_pairs 2020-12-07 08:23:10 +01:00
Matthias
bb06365c50 Improve protection documentation 2020-12-07 08:23:10 +01:00
Matthias
1f703dc341 Improve protection documentation 2020-12-07 08:23:10 +01:00
Matthias
00d4820bc1 Add low_profit_pairs 2020-12-07 08:23:10 +01:00
Matthias
9f6c2a583f Better wording for config options 2020-12-07 08:23:10 +01:00
Matthias
8dbef6bbea Add test for cooldown period 2020-12-07 08:23:10 +01:00
Matthias
fe0afb9883 Implement calling of per-pair protection 2020-12-07 08:23:10 +01:00
Matthias
2a66c33a4e Add locks per pair 2020-12-07 08:23:10 +01:00
Matthias
ff7ba23477 Simplify enter_positions and add global pairlock check 2020-12-07 08:23:10 +01:00
Matthias
05be33ccd4 Simplify is_pair_locked 2020-12-07 08:23:10 +01:00
Matthias
56975db2ed Add more tests 2020-12-07 08:23:10 +01:00
Matthias
816703b8e1 Improve protections work 2020-12-07 08:23:10 +01:00
Matthias
f39a534fc0 Implement global stop (First try) 2020-12-07 08:23:10 +01:00
Matthias
3447f1ae53 Implement first stop method 2020-12-07 08:23:10 +01:00
Matthias
a0bd2ce837 Add first version of protection manager 2020-12-07 08:23:10 +01:00
Matthias
b6b9c8e5cc Move "slow-log" to it's own mixin 2020-12-07 08:23:10 +01:00
Matthias
51fbd0698c Move get_logs to be static method 2020-12-06 19:57:48 +01:00
Matthias
245c19f5e9 Add simple test for /stats call 2020-12-05 14:48:56 +01:00
Matthias
aa27c9ace2 Reorder methods in telegram
/stats is closely related to /profit
2020-12-05 14:39:50 +01:00
Matthias
143423145c Refactor most of the logic to rpc.py
this way /stats can be used by other RPC methods too
2020-12-05 14:38:42 +01:00
Matthias
c556d1b37e Make /stats working 2020-12-05 14:06:46 +01:00
Matthias
8f61b68b2a Merge branch 'develop' into pr/imxuwang/3799 2020-12-05 14:06:23 +01:00
Matthias
058d40a72c Fix telegram /daily command without arguments 2020-12-05 08:16:40 +01:00
Matthias
2fbbeb970b Gracefully handle cases where no buy price was found
closes #4030
2020-12-04 07:42:16 +01:00
Matthias
22595e6f92
Merge pull request #3929 from radwayne/roi_trailing_backtest
change backtesting behaviour if roi and trailing-stop happen at the same time
2020-12-03 19:40:46 +01:00
Matthias
36b7edc342 Update typing errors 2020-12-01 19:57:09 +01:00
Matthias
dda5bcbc8d
Merge pull request #4009 from mrsegen/patch-4
[Pairlist] Add PerformanceFilter
2020-11-30 07:48:15 +01:00
Leif Segen
e7a035eefe Lint 2020-11-28 12:29:31 -06:00
Leif Segen
323c0657f8 Sort by profit after sort by count/pair 2020-11-28 12:17:03 -06:00
Leif Segen
6a74c57c3d Pair name-based sorting.
Attempt at more rational string sorting. Change test to show not working as expected.
2020-11-28 11:33:25 -06:00
Matthias
e40d97e05e Small formatting improvements 2020-11-28 17:52:29 +01:00
Matthias
5d3f59df90 Add best / worst trade 2020-11-28 17:45:56 +01:00
Matthias
a00f852cf9 Add best / worst pair to summary statistics 2020-11-28 17:37:10 +01:00
Leif Segen
03c5714399 Use explicit merge without depending on library detail. Add no trades case. 2020-11-28 09:45:17 -06:00
Leif Segen
e1d42ba78c Alphabetize 2020-11-28 09:44:01 -06:00
Matthias
a47d8dbe56 Small refactor, avoiding duplicate calculation of profits 2020-11-28 11:35:29 +01:00
Leif Segen
37d2e476df isort imports 2020-11-28 01:59:30 -06:00
Leif Segen
966c6b308f Satisfy linter. 2020-11-28 01:34:18 -06:00
Leif Segen
cfbd1c4c43
Merge branch 'develop' into patch-4 2020-11-28 01:17:34 -06:00
Leif Segen
662ec32073 Add test cases 2020-11-28 01:15:36 -06:00
Leif Segen
91b4c80d35 Remove unused parameters 2020-11-27 22:18:49 -06:00
Leif Segen
380cca2252 Remove unused imports 2020-11-27 22:00:48 -06:00
Leif Segen
7cbd89657f Initial step towards implementing proposed code 2020-11-27 21:24:40 -06:00
Matthias
af1b3721fb remove duplicate settings check 2020-11-27 20:28:17 +01:00
Matthias
95c3c45ec9 Remove long deprecated settings that moved from experimental to
ask_strategy
2020-11-27 20:24:32 +01:00
Matthias
fefb4b23d0 revise logic in should_sell 2020-11-27 09:24:53 +01:00
Matthias
81d08c4def Add detailed backtest test verifying the ROI / trailing stop collision 2020-11-27 08:24:56 +01:00
Matthias
dddbc799f9 have kraken stoploss-limit support trailing stop 2020-11-26 19:40:36 +01:00
Matthias
1d56c87a34 Fully support kraken limit stoploss 2020-11-25 21:40:39 +01:00
Matthias
53231d94a9
Merge pull request #3975 from freqtrade/volatility_filter
RangeStabilityFilter filter - filter for pairs without much movement
2020-11-25 19:17:06 +01:00
Matthias
c14c0f60a1 Add Support for kraken stoploss-limit 2020-11-25 16:27:27 +01:00
Matthias
6810192992 Update docstring for new filter 2020-11-25 15:14:36 +01:00
Matthias
8ae604d473 Ensure we're not running off of empty dataframes 2020-11-25 15:14:36 +01:00
Matthias
0d349cb355 Small finetuning 2020-11-25 15:14:36 +01:00
Matthias
8f1d2ff070 Renamd volatilityFilter to RangeStabilityFilter 2020-11-25 15:14:29 +01:00
Matthias
0104c9fde6 Fix double logging 2020-11-25 14:31:34 +01:00
Matthias
ceb50a7807 use exception handler when downloading data
closes #3992
2020-11-25 07:57:27 +01:00
Matthias
bd98ff6332 Update docstring in all pairlists 2020-11-24 20:24:51 +01:00
Matthias
006436a18d Require use_sell_signal to be true for edge
Otherwise edge will have strange results, as
edge runs with sell signal, while the bot runs without sell signal,
causing results to be invalid

closes #3900
2020-11-24 07:47:35 +01:00
Matthias
730c9ce471 Add Max_open_trades to summary metrics 2020-11-24 06:57:26 +01:00
Matthias
29c6a9263d Protect against 0 values 2020-11-22 15:50:44 +01:00
Matthias
2e1551a2eb Improve tests of volatilityfilter 2020-11-21 19:57:17 +01:00
Matthias
f8fab5c4f8 Add tests for failure cases 2020-11-21 15:51:39 +01:00
Matthias
109824c9a8 Add VolatilityFilter 2020-11-21 15:39:00 +01:00
Matthias
fb86d8f8ff Add get_historic_ohlcv_as_df to support VolatilityFilter 2020-11-21 15:28:50 +01:00
Matthias
4d60a4cf4e Add warning to StochRSI in sample strategy
closes #2961
2020-11-21 11:32:46 +01:00
Matthias
e8e3ca0c3c Catch ValueError from trade_conversion
closes #3967
2020-11-21 10:57:19 +01:00
Matthias
83861fabde Fix #3967, move TradeList type to constants 2020-11-21 10:52:15 +01:00
Matthias
5ed85963a9 Allow forcebuy price to be a string by converting it to float
fix #3970
2020-11-21 10:39:49 +01:00
Matthias
fa0fcfb492
Merge pull request #3939 from drdux/historic-pair
Historic pair
2020-11-19 19:46:08 +01:00
Matthias
7a8b274a44 Merge branch 'develop' into pr/imxuwang/3799 2020-11-19 13:18:03 +01:00
Matthias
52c9a2c37f Convert np to None when loading hdf5 trades to allow duplicate detection 2020-11-19 07:31:54 +01:00
Matthias
9621734adc Allow setting datafromat via configuration
closes #3953
2020-11-17 06:53:38 +01:00
Matthias
05f0cc787c Plotting should use startup_candles too
closes #3943
2020-11-14 09:28:00 +01:00
Matthias
164105acf2 Adjust startup_candle_count of sample strategies 2020-11-14 08:25:57 +01:00
Matthias
08b52926c8 Catch asyncio.TimeoutError when reloading async markets 2020-11-13 10:43:48 +01:00
Matthias
4eb96cfc4f Allow locks to be gathered even when the bot is stopped 2020-11-13 06:51:45 +01:00
Daniel Goller
2d6bfe1592 only skip pair validation rather than all of it 2020-11-12 11:32:45 +00:00
Daniel Goller
2424ac94c2 skip the check for active markets with flag for existing StaticPairList 2020-11-12 11:29:46 +00:00
Daniel Goller
2640dfee93 Revert "Added ConstPairList handler to skip validation of pairs if you want to backtest a pair that's not live any more, e.g. expiring contracts."
This reverts commit 13da8f9368.
2020-11-12 11:27:30 +00:00
Daniel Goller
916776bb53 Option to skip exchange validation, required to backtest pairs that are not live on the exchange any more. 2020-11-09 08:37:38 +00:00
Daniel Goller
13da8f9368 Added ConstPairList handler to skip validation of pairs if you want to backtest a pair that's not live any more, e.g. expiring contracts. 2020-11-09 08:34:40 +00:00
Matthias
2af1c80fd5 Convert _rpc_show_config to static method 2020-11-08 11:26:02 +01:00
radwayne
8e03fee868
Update interface.py
Changed The should_sell() method, to handle the case where both ROI and trailing stoploss are reached in backtest.
2020-11-06 13:56:46 +01:00
Matthias
b58d6d38b5 Use correct fields in telegram 2020-11-03 08:59:11 +01:00
Matthias
d1dab23283 Remove deprecated api fields 2020-11-03 08:59:11 +01:00
Matthias
cf89a773da Standardize trade api outputs
there should be no difference between current_profit and close_profit
 it's always profit, and the information if it's a closed trade is available elsewhere
2020-11-03 08:58:57 +01:00
Matthias
887d78171c
Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp
Convert timestamp to int_timestamp for all arrow occurances
2020-11-02 16:40:43 +01:00
Matthias
e73203acb8 FIx bug with dmmp 2020-11-01 10:51:07 +01:00
Matthias Spiller
78874fa865 informative_pairs does not honor dataformat 2020-10-31 10:53:51 +00:00
Matthias
f4d39f2a12 Improve test coverage of deploy_commands 2020-10-29 07:44:03 +01:00
Matthias
19fcbc92a7 Remove stake-currency for download-data - it's not needed 2020-10-29 07:43:40 +01:00
Matthias
5cb3735a57 Improve error when hyperopt-loss-function is missing 2020-10-28 07:58:55 +01:00
Matthias
72f61f4682 Remove optional, now is not optional 2020-10-27 10:08:24 +01:00
Matthias
5c8779b155 Sort imports 2020-10-27 08:11:57 +01:00
Matthias
6c913fa617 Fix locking - should round before storing to have a consistent picture 2020-10-27 08:01:31 +01:00