c579fcfc19
Add tests and documentation for unlock_reason
2021-10-30 09:51:09 +02:00
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
a4892654da
Removed params from _get_mark_price_history
2021-10-29 19:37:02 -06:00
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
5cdae2ce3f
Remove CalmarDaily hyperopt loss
2021-10-29 06:53:40 +02:00
e9d71f26b3
small changes
2021-10-29 00:03:20 +02:00
658006e7ee
removed wrong use of map and filter function
2021-10-28 23:29:26 +02:00
560802c326
Added tests for the new rpc/telegram functions
2021-10-28 21:39:42 +03:00
02ab3b1697
Switched mark_price endTime to until
2021-10-28 07:26:36 -06:00
0b12107ef8
Updated error message in fetchFundingRateHistory
2021-10-28 07:22:47 -06:00
44d9a07acd
Fixed _get_funding_fee_dates method
2021-10-28 07:20:45 -06:00
956352f041
Removed name_for_futures_market
2021-10-28 07:19:46 -06:00
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
dc605e29aa
removed empty lines for flake8
2021-10-27 21:04:08 +02:00
2eb33707c9
Undo changes
2021-10-27 15:58:41 +02:00
a50bde10de
Merge https://github.com/freqtrade/freqtrade into personal-branch
2021-10-27 15:52:10 +02:00
f80d3d48e4
Add default to minimal_roi to avoid failures
...
closes #5796
2021-10-27 06:33:49 +02:00
a2b1838c60
Merge branch 'feat/short' into funding-fee-dry-run
2021-10-25 22:00:09 -06:00
c3f3bdaa2a
Add "allow_position_stacking" value to config, which allows rebuys of a pair
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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
b51f946ee0
Fixed models and rpc performance functions, added skeletons for tests.
2021-10-25 23:43:22 +03:00
20a61e03da
Merge pull request #5786 from SimonEbner/clean_up_file_handles
...
Clean up file handles
2021-10-25 19:49:07 +02:00
88b96d5d1b
Update hyperopt_loss_calmar.py
2021-10-25 00:45:10 -05:00
262f186a37
.
2021-10-25 07:19:55 +02:00
cea251c83c
Clarify documentation for /forcebuy
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closes #5783
2021-10-25 06:46:02 +02:00
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
4539170424
Merge pull request #5776 from SimonEbner/performance_decimalspace
...
Improve performance of decimalspace.py
2021-10-24 19:27:24 +02:00
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
22dd2ca003
Fix mypy type errors
2021-10-24 15:18:29 +02:00
17432b2823
Improve some stylings
2021-10-24 09:15:05 +02:00
dffb4c5d53
Merge branch 'develop' into pr/TreborNamor/5607
2021-10-24 08:55:10 +02:00
60478cb213
Add fill_leverage_brackets and get_max_leverage back in
2021-10-23 22:16:51 -06:00
d99e0dac7b
Added name for futures market property
2021-10-23 21:59:47 -06:00
3eda9455b9
Added dry run capability to funding-fee
2021-10-23 21:59:47 -06:00
2533d3b420
Added get_funding_rate_history method to exchange
2021-10-23 21:59:41 -06:00
ef8b617eb2
gateio, ftx and binance all use same funding fee formula
2021-10-23 21:59:03 -06:00
badc0fa445
Adjusted _get_funding_fee_method
2021-10-23 21:58:57 -06:00
cba0a8cee6
adjusted funding fee formula binance
2021-10-23 21:58:17 -06:00
2a26c6fbed
Added backtesting methods back in
2021-10-23 21:33:37 -06:00
ed91516f90
Changed future to swap
2021-10-23 14:10:09 -06:00
fde10f5395
Use pathlib.stem instead of str(x).ends_with
2021-10-23 12:26:07 +02:00
167f9aa8d9
Added gateio futures support, and added gatio to test_exchange exchanges variable
2021-10-22 11:52:05 -06:00
aed22f7dad
Merge branch 'develop' into feat/short
2021-10-22 11:45:27 -06:00
f07555fc84
removed binance constructor, added fill_leverage_brackets call to exchange constructor
2021-10-22 06:37:56 -06:00
78724e304e
Merge branch 'develop' into pr/theluxaz/5710
2021-10-21 17:46:39 +02:00
0e085298e9
Fixed test failures.
2021-10-21 17:25:38 +03:00
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
e458c9867a
Styling fixes
2021-10-21 07:45:15 +02:00
7b5346b984
Add test for breakdown-stats
2021-10-21 07:11:39 +02:00
fa028c2134
Support day/week/month breakdowns
2021-10-21 06:58:40 +02:00
7197f4ce77
Don't show daily % profit (it's wrong)
2021-10-20 20:01:31 +02:00
de5497c766
backtest_days cannot be below 1
2021-10-20 19:39:37 +02:00
1267374c8a
Small fixes to tests
2021-10-20 19:21:38 +02:00
905f3a1a50
Removed exit_tag from Trade objects.
2021-10-20 17:58:50 +03:00
0329da1a57
updated get_max_leverage to use new ccxt unified property
2021-10-20 08:36:48 -06:00
3fffc315ac
Merge branch 'develop' into feat/short
2021-10-20 08:11:53 -06:00
5454460227
Revert initial_points to 30
...
closes #5760
2021-10-20 07:46:15 +02:00
1fdc4425dd
Changed exit_tag to be represented as sell_reason
2021-10-20 01:26:15 +03:00
55b0216180
Allow StaticPairlist in non-first position
...
closes #5754
2021-10-19 19:48:56 +02:00
42a4dfed28
Reallow bitstamp
...
revert #1984 , related to #1983
2021-10-19 19:12:35 +02:00
5ecdd1d112
Merge branch 'develop' into freqtrade-development
2021-10-19 00:00:15 +03:00
69a59cdf37
Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions
2021-10-18 23:56:41 +03:00
57d7009fd9
Added trading mode and collateral to constants.py
2021-10-18 01:21:41 -06:00
faaa3ae9b1
Removed exit_short rpcmessagetype
2021-10-18 01:08:12 -06:00
053aecf111
reformatted check_handle_timedout
2021-10-18 01:01:29 -06:00
e4682b78c5
updates suggested on github
2021-10-18 00:28:32 -06:00
7d8cd736b8
Support days-breakdown also for hyperopt results
2021-10-17 16:49:39 +02:00
47bba331c1
Merge branch 'develop' into pr/rextea/4606
2021-10-17 16:29:31 +02:00
d4d57f0002
Document expansion of `--pairs`, add download-inactive
2021-10-17 16:09:56 +02:00
9bb2dd1851
Merge pull request #5694 from freqtrade/dependabot/pip/develop/fastapi-0.70.0
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Bump fastapi from 0.68.1 to 0.70.0
2021-10-17 15:01:28 +02:00
e23eb99abf
Disable ability to use lookahead-biased vwap
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closes #5782
2021-10-17 11:23:58 +02:00
198f3c5238
Merge branch 'feat/short' into pr/samgermain/5567
2021-10-17 10:41:03 +02:00
69fdb8edfa
Merge branch 'develop' into feat/short
2021-10-17 10:40:08 +02:00
fb2c8f7621
Rollback after each request
...
This closes the transaction and avoids "sticking" transactions.
2021-10-17 10:30:06 +02:00
bc10b451fe
Revert wrong condition
2021-10-17 09:46:39 +02:00
5ba1d66be7
Make sure transactions are reset
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closes #5719
2021-10-16 17:57:51 +02:00
794862a35a
Merge pull request #5670 from sergeykhliustin/develop
...
Added min_profit param to PerformanceFilter
2021-10-14 19:57:36 +02:00
c02a538187
Add documentation and log to PerformanceFilter
2021-10-14 19:36:34 +02:00
5fbe76cd7e
isolated conditionals in interface stoploss method
2021-10-14 05:10:28 -06:00
0e7d903a6f
Merge pull request #5644 from slyons/develop
...
Add ability to ignore unparameterized spaces
2021-10-14 08:07:07 +02:00
bcbe8f229c
Merge branch 'feat/short' into lev-freqtradebot
2021-10-13 19:02:57 -06:00
bd488cc086
Merge branch 'develop' into feat/short
2021-10-13 17:56:40 -06:00
0bb7ea10ab
Fixed minor header for backtesting
2021-10-14 01:34:30 +03:00
ed39b8dab0
fixed profit total calculation
2021-10-14 01:18:16 +03:00
d341d85079
Refixed some files for the pull request
2021-10-14 01:13:28 +03:00
96cab22a8c
Fixed some bugs for live sell_tags.
2021-10-14 01:03:15 +03:00
3279ea568c
Add new parameter to hyperopt docs
2021-10-13 19:57:42 +02:00
aed919a05f
Simplify "no-space-configured" error handling by moving it to hyperopt_auto
2021-10-13 19:54:35 +02:00
2c6290a100
Small updates to prevent random test failures
2021-10-13 07:04:21 +02:00
0dbad19b40
trading_mode default null in models.Trade
2021-10-12 20:34:19 -06:00
0f670189eb
quick typo fix
2021-10-13 02:14:07 +03:00
b151cf032b
Merge branch 'develop' of https://github.com/theluxaz/freqtrade into main
...
# Conflicts:
# freqtrade/freqtradebot.py
# freqtrade/optimize/backtesting.py
2021-10-13 02:01:26 +03:00
02243b1a2b
minifix
2021-10-13 01:34:29 +03:00
80b71790bc
Added some bigfixes for sell_tag
2021-10-13 01:22:53 +03:00
b898f86364
Added sell_tag and buy/sell telegram performance functions
2021-10-13 00:02:28 +03:00
532a9341d2
Fix migration issue
2021-10-12 20:41:48 +02:00
f290ff5c9a
Re-add schedule.run_pending
2021-10-12 19:10:38 +02:00
86cbd0039f
Fixed bugs
2021-10-12 02:24:35 -06:00
ce9debe9fd
Add version argument to freqUI installer
2021-10-12 06:44:07 +02:00
70000b5843
Use scheduler as Object, not the automatic Singleton
2021-10-11 20:28:23 +02:00
bdad604fab
Added persistence futures tests
2021-10-11 07:48:31 -06:00
Matthias
Sam Germain
incrementby1
theluxaz
Robert Roman
Simon Ebner
Simon Ebner