19783e0d39
edited todos
2022-02-14 09:02:55 -06:00
09cc43b533
Test short trade exiting
2022-02-13 16:33:06 +01:00
2523c12c71
Small enhancements and notes
2022-02-13 14:33:37 +01:00
ad801e05f7
Filter loadable leverage tiers to stake-currency pairs
2022-02-13 13:05:57 +01:00
7f0cedc769
Use "is_future" to check for futures markets
2022-02-13 12:54:49 +01:00
eaf13f96f7
Use exchange_has to check for ccxt properties
2022-02-13 12:48:28 +01:00
8fe3f0c933
fix breaking tests
2022-02-12 23:08:42 -06:00
7a0f7da128
okex loads all leverage tiers at beginning, removed get tiers for pair
2022-02-12 23:02:16 -06:00
8657e99c26
trimmed down get_maintenance_ratio_and_amt, now requires fetchLeverageTiers
2022-02-12 23:02:16 -06:00
03b3756e4b
strengthened and fixed leverage_tier tests
2022-02-12 23:02:16 -06:00
4a1ed01708
get_maintenance_ratio_and_amt tests
2022-02-12 23:02:16 -06:00
60a45ff394
exchange.get_max_leverage de-complex
2022-02-12 23:02:16 -06:00
41ab20d949
get_max_leverage checks if the number of tiers is < 1
2022-02-12 23:02:15 -06:00
fa2c9fc51f
replaced mmr_key with unified maintenanceMarginRate
2022-02-12 23:02:15 -06:00
e987e0e2a9
exchange minor fixes
2022-02-12 23:02:15 -06:00
f3cb7e90e0
moved get_leverage_tiers_for_pair to be with other leverage_tier methods
2022-02-12 23:02:15 -06:00
5f07546b86
moved leverage_tier caching to get_leverage_tiers_for_pair
2022-02-12 23:02:15 -06:00
eb72e5cc42
Added some exchange leverage tier tests
2022-02-12 23:02:15 -06:00
18b4d0be95
fixed error with exchange.fill_leverage_tiers
2022-02-12 23:02:14 -06:00
41d8330fbc
freqtrade.exchange edited load_leverage_tiers
2022-02-12 23:02:14 -06:00
0b717fbace
okex.load_leverage_tiers
2022-02-12 23:02:14 -06:00
42e36f44f8
replaced "leverage" with "tiers"
2022-02-12 23:02:14 -06:00
6b9915bc73
moved fill_leverage_brackets and get_max_leverage to base exchange class, wrote parse_leverage_tier and load_leverage_brackets
2022-02-12 23:02:14 -06:00
a99cf2eeed
redid get_max_leverage
2022-02-12 23:02:07 -06:00
720a86778e
okex.get_max_pair_stake_amount
2022-02-12 23:01:39 -06:00
a5aba4813d
moved get_maintenance_ratio_and_amt to base.exchange. Wrote get_leverage_tiers. Added mmr_key to exchange._ft_has
2022-02-12 23:01:30 -06:00
fc2d3649a1
edited todos
2022-02-12 16:23:14 -06:00
c769e9757d
Improve "order refind" to also work for stoploss orders
2022-02-12 20:13:12 +01:00
119d4d5204
select_order should use ft_order_side, not the exchange specific one
2022-02-12 17:06:03 +01:00
ee5f05208e
Merge pull request #6394 from samgermain/todos
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todo removal
2022-02-12 15:44:42 +01:00
fad243e28d
Keep short edge support as regular TODO
2022-02-12 15:43:52 +01:00
08803524bd
align variable naming to use current_time
2022-02-12 15:21:46 +01:00
ca993c83ea
todo removal
2022-02-11 23:37:31 -06:00
6ae85f9be1
fixed liq-buffer tests
2022-02-11 19:38:59 +01:00
fb3a6e2ce8
added liquidation_buffer to constants.py
2022-02-11 19:38:59 +01:00
3c3675ea1a
moved liquidation_buffer to exchange class, add check for valid liquidation_buffer values
2022-02-11 19:38:59 +01:00
e5d68f12d2
Added liquidation_buffer to freqtradebot
2022-02-11 19:38:58 +01:00
d0adc4ee62
Merge pull request #6391 from lukasgor/lg/feat/add-buy-tag-to-forcebuy
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feature: add buy tag to forcebuy
2022-02-11 19:37:46 +01:00
c9cfc246f1
Sort /forcebuy pairs alphabetically, add cancel button
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closes #6389
2022-02-11 19:37:35 +01:00
0c6d92a7a6
Merge branch 'develop' into feat/short
2022-02-11 17:02:04 +01:00
6511b3bec2
fix: rename buy_tag to entry_tag
2022-02-11 15:31:15 +01:00
d563bfc3d0
feature: add buy tag to forcebuy
2022-02-11 13:38:33 +01:00
6a59103869
update wallets in backtesting to ensure a fresh wallet is used
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closes #6388
2022-02-10 19:40:36 +01:00
553da850ce
binance futures stoploss
2022-02-10 09:43:32 -06:00
be84a028c1
Avoid mixed types in the api for /stats
2022-02-10 07:03:19 +01:00
af984bdc0d
Update comment regarting NaT replacement
2022-02-09 09:32:53 +01:00
2e41d80a2c
Merge pull request #6340 from TheJoeSchr/frequi-datetime
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freqUI: fix can't import backtest with missing datetime data
2022-02-09 07:21:30 +01:00
9f47853661
Merge pull request #6235 from freqtrade/backtest_order_timeout
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Backtest order timeout
2022-02-09 07:12:35 +01:00
45c03f1440
Docstrings are evaluated, while comments are not
2022-02-09 07:02:44 +01:00
4e2f06fe9c
Simplify band-aid code
2022-02-09 06:48:26 +01:00
6191288ff9
Add test for NaT problematic
2022-02-09 06:36:17 +01:00
1d10d2c87c
Okex -> okx
2022-02-08 19:45:39 +01:00
172e018d2d
Add probit to list of non-working exchanges
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closes #6379
2022-02-08 19:21:27 +01:00
dcf8ad36f9
Backtesting should not allow unrealistic (automatic-filling) orders.
2022-02-08 19:12:01 +01:00
926b017981
Fix freqUI charts not displaying when dtype(datetime) column has NaT values
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fix dataframe_to_dict() issues by replacing NaT empty string and
prepare for proper `.replace({NaT})` fix
2022-02-08 17:09:37 +01:00
118ae8a3d0
Fix api_schemas/json_encoders by manually converting NaT values to empty Strings
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makes import of datetime columns more robust by first checking
if value is null because strftime can't handle NaT values
use `isnull()` because it handles all NaN/None/NaT cases
2022-02-08 17:09:29 +01:00
b192c82731
Only call "custom_exit_price" for limit orders
2022-02-08 07:10:54 +01:00
535bbd681f
Merge pull request #6362 from ediziks/add-profit-drawdown-hypeloss
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Add ProfitDrawdownHyperoptLoss method
2022-02-07 19:37:35 +01:00
036c2888b4
Track timedout entry/exit orders
2022-02-07 18:49:30 +01:00
4bce64b427
commented method deletition
2022-02-07 14:12:07 +01:00
33b04b1992
deleted outdated todos
2022-02-07 02:47:18 -06:00
7811a36ae9
max_drawdown_abs calc fix & .DS_Store deletition
2022-02-07 07:44:13 +01:00
8cdb6e0774
DRAWDOWN_MULT back to a higher value as built-in for safer HOs first
2022-02-07 06:31:16 +01:00
2893d0b50d
proper var name
2022-02-07 06:22:27 +01:00
099a03f190
flake8
2022-02-07 01:52:59 +00:00
6d91a5ecbd
Change "buy" and "sell" to "entry" and "exit"
2022-02-07 01:40:05 +00:00
7d3b80fbde
isort fix and leftover cleaning
2022-02-06 21:09:40 +01:00
fe33b86308
Merge pull request #6360 from stash86/pos_adjust
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Hide some lines for /status when a trade is closed
2022-02-06 17:08:37 +01:00
6b5f63d4d6
change profit_ratio by profit_abs
2022-02-06 16:28:01 +01:00
5eb5029856
Performancefilter - improve sorting
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Ordering of Pairs without history should remain identical, so pairs with
positive performance move to the front, and negative pairs move to the back.
closes #4893
2022-02-06 16:19:11 +01:00
0b01fcf047
Add ProfitDrawdownHyperoptLoss method
2022-02-06 15:40:54 +01:00
303b12efd8
Merge pull request #6273 from freqtrade/pg_migrations
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Update database migrations for PG and mariadb
2022-02-06 14:39:02 +01:00
da73e754b4
Explicit map coingecko symbol to ID for bnb and sol
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closes #6361
2022-02-06 14:20:09 +01:00
644442e2f9
Track timedout orders
2022-02-06 13:37:31 +01:00
17d748dd4c
Improve handling of left_open_trades
2022-02-06 13:19:00 +01:00
2a3ab1ef61
1 more line to be hidden
2022-02-06 07:08:27 +00:00
4cf514e293
fix flake8
2022-02-06 03:16:56 +00:00
131b2d68d8
reduce complexity (flake8)
2022-02-06 03:04:23 +00:00
0477070faa
hide some lines if trade is closed
2022-02-06 02:49:02 +00:00
c4a54cc9cd
refinement of status
2022-02-06 02:31:14 +00:00
cfaf13c90f
update
2022-02-06 02:21:16 +00:00
e0d42ad9a7
Update backtesting.py
2022-02-05 18:29:48 -06:00
808cefe526
Update order_selection logic
2022-02-05 16:28:47 +01:00
9bf86bbe27
Extract backtesting row validation to separate function
2022-02-05 16:28:47 +01:00
58fad72778
Update wallets when necessary
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closes #6321
2022-02-05 16:28:47 +01:00
4ea79a32e4
Use Order object for ft_timeout check
2022-02-05 16:28:47 +01:00
1e603985c5
Extract backtesting order cancelling
2022-02-05 16:28:47 +01:00
6637dacd7f
Extract protections in backtesting
2022-02-05 16:28:47 +01:00
7ac44380f7
Extract backtest order closing to models class
2022-02-05 16:28:46 +01:00
090554f197
Try fill backtest order imediately for adjusted order
2022-02-05 16:28:21 +01:00
f4149ee462
Force ROI to be within candle
2022-02-05 16:28:21 +01:00
44e616c264
Add unfilledtimeout to required props for backtesting
2022-02-05 16:28:21 +01:00
49cecf1cb2
Small cosmetic fix
2022-02-05 16:28:21 +01:00
9140679bf4
Backtest order timeout continued.
2022-02-05 16:28:21 +01:00
15698dd1ca
Fix errors so it runs, implement timeout handling.
2022-02-05 16:28:21 +01:00
f7a1cabe23
Add first version to fill orders "later" in backtesting
2022-02-05 16:28:21 +01:00
c12e5a3b6c
Initial idea backtesting order timeout
2022-02-05 16:28:21 +01:00
6ed237a72a
Merge pull request #6272 from stash86/fix-docs
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Add more info on Telegram's status message
2022-02-05 16:22:45 +01:00
8b57827676
exchange.get_max_pair_stake_amount hard set leverage to 0
2022-02-04 14:26:15 -06:00
761f7fdefb
fix: linter
2022-02-04 13:14:55 +01:00
e84a58de28
fix: don't use different configuration keys, just add as 2nd argument
2022-02-04 12:47:13 +01:00
a3e045f69d
Plotting: add alias `--backtest-filename` for `--export-filename`
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makes it easier to discover how to use this argument
2022-02-04 12:47:13 +01:00
dc6cb445fd
Merge branch 'feat/short' into max-amount
2022-02-04 04:42:38 -06:00
1824ee6b73
removed TODO
2022-02-04 04:41:41 -06:00
e7d71d01c0
removed plotting todo
2022-02-03 20:39:47 -06:00
3ee2b7978c
wallets.validate_stake_amount added param max_stake_available
2022-02-03 20:33:16 -06:00
30c476e3c1
freqtradebot.get_valid_enter_price_and_stake gets min of stake_amount and max_stake_amount before calling wallets.validate_stake_amount
2022-02-03 20:33:16 -06:00
a50f4d2c57
Exchange.createOrder added * as second param
2022-02-03 20:33:16 -06:00
16c2d54482
updated margin_modes
2022-02-03 20:33:16 -06:00
7465037906
freqtradebot.execute_entry test for too high stake amount
2022-02-03 20:33:16 -06:00
8c680d75b9
moved max_stake_amount check for None to exchange.get_max_pair_stake_amount
2022-02-03 20:33:16 -06:00
6b6b35ac1c
check for max stake limit in freqtradebot and backtesting
2022-02-03 20:33:04 -06:00
55d91f018f
exchange._get_stake_amount_limit (merged min_pair_stake_amount and get_max_tradeable amount)
2022-02-03 20:33:04 -06:00
ff5fffefb4
exchange.get_max_amount_tradable looks at cost also
2022-02-03 20:33:03 -06:00
6e8420914e
removed unnecessary CCXT checks in exchange.get_min_pair_stake_amount
2022-02-03 20:33:03 -06:00
64ad810445
Revert "moved get_max_leverage to get_min_pair_stake_amount"
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This reverts commit 90e48d5b98bcfb1452aa818a3274745eac395712.
2022-02-03 20:33:03 -06:00
73319a74d3
moved get_max_leverage to get_min_pair_stake_amount
2022-02-03 20:33:03 -06:00
f3b42b0ef3
wrote exchange.get_max_amount_tradable
2022-02-03 20:33:03 -06:00
de557f1386
models.update removed TODO-lev
2022-02-03 17:48:34 -06:00
99b8a8ca79
Revert "plot.generate_candlestick_graph Added short equivelent, separating plotting scatter creation to a function"
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This reverts commit 0abba7f9b7299ba3c45df6a2ba6e35ad6a19c5a0.
2022-02-03 17:48:34 -06:00
84dea0339b
Added todo to freqtradebot._safe_exit_amount
2022-02-03 17:48:34 -06:00
edc0e9c75f
backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def
2022-02-03 17:48:34 -06:00
1f74cfe841
plot.generate_candlestick_graph Added short equivelent, separating plotting scatter creation to a function
2022-02-03 17:48:34 -06:00
a31cf236e4
freqtradebot._safe_exit_amount, no _safe_exit_amount is needed for futures
2022-02-03 17:48:34 -06:00
d5376c2c89
wrote freqtradebot.test_leverage_prep
2022-02-03 17:48:33 -06:00
977f87659c
edited backtesting._get_sell_trade_entry TODO: removed "Other fees"
2022-02-03 17:48:33 -06:00
73d10b5c02
backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures
2022-02-03 17:48:33 -06:00
64bfa118e0
freqtradebot.handle_cancel_enter todo - Check edge cases, we dont want to make leverage > 1.0 if we dont have to
2022-02-03 17:48:33 -06:00
bc6614df2d
fixed failing tests in tests/commands/test_commands.py by adding NONE='' option to MarginMode
2022-02-03 17:48:33 -06:00
f58b92bb86
exchange.create_order removed default for leverage
2022-02-03 17:48:08 -06:00
f8faf748df
Simplify prepare_buy_details
2022-02-03 19:47:03 +01:00
1e6362debf
Add test for new /status telegram message
2022-02-03 19:41:45 +01:00
29879bb415
Update wording to entry/exit
2022-02-03 19:11:35 +01:00
a733a74dd9
Merge pull request #6294 from xataxxx/health
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/health api and telegram commands to return last processing time
2022-02-02 19:53:45 +01:00
a4e1aaa9bd
Merge pull request #6307 from freqtrade/bt_shift
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Remove shift in analyzed dataframe columns
2022-02-02 19:52:10 +01:00
2d45163f8f
Bump version to 2022.1
2022-02-02 19:46:48 +01:00
e95fb7ef3e
Merge branch 'stable' into new_release
2022-02-02 19:46:33 +01:00
179947fa72
New config ( #6333 )
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* updated new-config to add trading_mode and margin_mode
* added trading_mode and margin_mode to config examples
* added okex config example
* new file: config_examples/config_binance_futures.example.json
* removed trading_mode and margin_mode from base_config and binance and okex example
* deleted okex and futures config files
* updated full config file
* updated new-config command to add trading_mode and margin_mode to config
* new file: config_examples/config_okex_futures.example.json
* removed config_okex_futures.example.json
* added trading_mode to test_start_new_config
* new-config asks exchange before asking futures
* Simplify trading_mode selection
* margin_mode is empty string for spot new configs
* build_config_commands sorted exchanges
* isort
Co-authored-by: Matthias <xmatthias@outlook.com>
2022-02-02 14:46:44 +01:00
0058abcc2d
Fix crash when no min-stake-amount could be determined
2022-02-02 12:20:05 +01:00
a741356d65
okex._lev_prep, removing rounding from default set_leverage
2022-02-02 00:28:57 -06:00
8e51360f75
exchange._set_leverage rounds leverage
2022-02-02 00:09:58 -06:00
8a64f6a27f
exchange.set_margin_mode param swap
2022-02-02 00:09:53 -06:00
386be2d889
set reduceOnly for futures exit orders
2022-02-02 00:08:50 -06:00
b3477c4802
_api.fetch_funding_history argument pair->symbol
2022-02-02 00:08:50 -06:00
ac04d5852a
change to margin_mode also in documentation
2022-02-02 06:41:42 +01:00
30519aa3be
Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs
2022-02-01 13:05:40 -06:00
64d0c75bbb
Fix deprecation warnings
2022-02-01 19:11:51 +01:00
45e533fc3e
Add leverage/short properties to api responses
2022-02-01 07:08:43 +01:00
7dd50f78cf
Small finetuning improving a comment
2022-02-01 06:37:13 +01:00
fc15e14707
Merge branch 'feat/short' into isolated-liq
2022-01-31 14:22:01 -06:00
ed320bb2ac
exchange.get_liquidation_price check length of positions
2022-01-31 14:01:06 -06:00
9de63412c1
exchange.get_liquidation_price arguments are not optional
2022-01-31 14:00:52 -06:00
430051275a
freqtradebot.leverage_prep moved wallet_balance to a variable
2022-01-31 13:21:27 -06:00
8190b0d83b
binance.get_max_leverage adjustment
2022-01-31 12:49:18 -06:00
a368f8b322
exchange.get_max_leverage changed variable names, made more effecient
2022-01-31 12:21:12 -06:00
08e4a4a6dd
binance.get_max_leverage_fix
2022-01-31 12:21:12 -06:00
43db4c34d1
added okex back to unsupported exchanges
2022-01-31 12:18:30 -06:00
2c1497b348
contracts_to_amount no longer in amount_to_precision
2022-01-31 12:18:30 -06:00
b8f4cebce7
exchange.liquidation_price methods combined, dry_run check on exchange for liquidation price
2022-01-31 12:18:25 -06:00
143c37d36f
cleaned up liquidation price methods
2022-01-31 12:17:07 -06:00
ede9012fcc
removed TODO-levs about okex liquidation price
2022-01-31 12:17:07 -06:00
d133a7c789
added isolated, futures to okex trading_mode_collateral_pairs
2022-01-31 12:17:07 -06:00
88ce66650c
Okex and Gateio liquidation_price formula are the same, moved liquidation_price to exchange.exchange class
2022-01-31 12:17:07 -06:00
7f4894d68e
okex.liquidation_price formula update
2022-01-31 12:17:07 -06:00
fe037aa971
exchange.liquidation_price combined position and position_assets
2022-01-31 12:17:07 -06:00
0b5c2e97b3
exchange._get_maintenance_ratio_and_amount
2022-01-31 12:17:07 -06:00
0c13e387fe
moved liquidation_price method to exchange classes
2022-01-31 12:16:43 -06:00
5a97760bd1
binance.get_max_leverage divide by 0 warning
2022-01-31 12:16:43 -06:00
1f8111d1c6
exchange.get_max_leverage pair is required
2022-01-31 12:16:43 -06:00
caff7e227f
binance.fill_leverage_brackets remove excess bracket
2022-01-31 12:16:43 -06:00
e4b37c6462
freqtradebot.leverage_prep minor fixes
2022-01-31 12:16:43 -06:00
1f1ac8ce9d
test_get_liquidation_price/test_get_maintenance_ratio_and_amt_binance/fill_leverage_brackets/test_validate_trading_mode_and_collateral TODO comments
2022-01-31 12:16:43 -06:00
c2f9201512
Added get_liquidation_price check
2022-01-31 12:16:43 -06:00
bb2b2211d0
exchange.fill_leverage_brackets/get_maintenance_ratio_and_amt docstring and type specification
2022-01-31 12:16:43 -06:00
b4a0611afc
exchange.get_liquidation_price removed irrelevant comment
2022-01-31 12:16:43 -06:00
0c8205ab3b
replace single quote docstrings with double quote docstrings
2022-01-31 12:16:43 -06:00
7abffee755
liquidation_price formula organize and comment clean up
2022-01-31 12:16:43 -06:00
387a9fbf36
test_execute_entry liquidation_price test test_get_maintenance_ratio_and_amt_gateio
2022-01-31 12:16:38 -06:00
2d545a2def
fixed breaking tests for liquidation price
2022-01-31 12:15:54 -06:00
1eee5373b9
gateio.get_maintenance_ratio_and_amt
2022-01-31 12:15:54 -06:00
8889512887
freqtradebot.leverage_prep gets taker_fee_rate
2022-01-31 12:15:54 -06:00
bff53c52af
rewrite fill_leverage_brackets
2022-01-31 12:15:54 -06:00
69a6223ca0
implemented binance.get_maintenance_ratio_and_amt
2022-01-31 12:15:54 -06:00
ba5fc21d84
added isolated futures to supported modes for binance,gateio
2022-01-31 12:15:54 -06:00
e0df7ee72a
Changed variable names in binance.get_max_leverage
2022-01-31 12:15:54 -06:00
42360592ba
trimmed down liquidation_price variable and edited comments
2022-01-31 12:15:54 -06:00
5796d95a95
Added gateio and okex isolated liquidation formulas
2022-01-31 12:15:54 -06:00
ba02605d77
Isolated liq branch passes all tests and has the general structure that it is supposed to, but is patchy, and doesnt get the correct maintenance amt and maintenance margin rate yet
2022-01-31 12:15:54 -06:00
eee7271ab8
Added live isolated-liq get
2022-01-31 12:15:54 -06:00
778e3bcba6
Suppress incompatible type "Optional[float]"; expected "float" as the check exists.
2022-01-31 12:15:54 -06:00
92c94bb62a
added position and wallet_balance to LocalTrade.set_isolated_liq
2022-01-31 12:15:54 -06:00
447312d4c8
Fixed parameter check which failed when 0.0 was passed
2022-01-31 12:15:54 -06:00
d26a068adf
rearanged isolated_liq in models a bit
2022-01-31 12:15:54 -06:00
3709130eb7
Added Tests for Binance Liquidation price, shortened liquidation param names
2022-01-31 12:15:54 -06:00
f9a2d1a71d
Binance Liquidation Price Hedge-Mode Removed
2022-01-31 12:15:54 -06:00
7119dc6e41
Converted kwargs to params
2022-01-31 12:15:54 -06:00
80f4bae3fe
Revert "Added Formulas to Calculate Liquidation Price of Binance USDⓈ-M Futures Contracts"
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This reverts commit d343e84507
2022-01-31 12:15:54 -06:00
b30458f871
Revert "Added Margin Mode Check for Binance."
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This reverts commit abcb9729e5
2022-01-31 12:15:54 -06:00
1299cff894
Added Margin Mode Check for Binance.
2022-01-31 12:15:54 -06:00
60454334d9
Added Formulas to Calculate Liquidation Price of Binance USDⓈ-M Futures Contracts
2022-01-31 12:15:54 -06:00
Sam Germain
Matthias
lukasgor
Joe Schr
zx
Stefano Ariestasia
Rokas Kupstys
Arunavo Ray
Arunavo Ray