Commit Graph

7219 Commits

Author SHA1 Message Date
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
Matthias 55b0216180 Allow StaticPairlist in non-first position
closes #5754
2021-10-19 19:48:56 +02:00
Matthias 42a4dfed28 Reallow bitstamp
revert #1984, related to #1983
2021-10-19 19:12:35 +02:00
theluxaz 5ecdd1d112 Merge branch 'develop' into freqtrade-development 2021-10-19 00:00:15 +03:00
theluxaz 69a59cdf37 Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions 2021-10-18 23:56:41 +03:00
Sam Germain 57d7009fd9 Added trading mode and collateral to constants.py 2021-10-18 01:21:41 -06:00
Sam Germain faaa3ae9b1 Removed exit_short rpcmessagetype 2021-10-18 01:08:12 -06:00
Sam Germain 053aecf111 reformatted check_handle_timedout 2021-10-18 01:01:29 -06:00
Sam Germain e4682b78c5 updates suggested on github 2021-10-18 00:28:32 -06:00
Matthias 7d8cd736b8 Support days-breakdown also for hyperopt results 2021-10-17 16:49:39 +02:00
Matthias 47bba331c1 Merge branch 'develop' into pr/rextea/4606 2021-10-17 16:29:31 +02:00
Matthias d4d57f0002 Document expansion of `--pairs`, add download-inactive 2021-10-17 16:09:56 +02:00
Matthias 9bb2dd1851
Merge pull request #5694 from freqtrade/dependabot/pip/develop/fastapi-0.70.0
Bump fastapi from 0.68.1 to 0.70.0
2021-10-17 15:01:28 +02:00
Matthias e23eb99abf Disable ability to use lookahead-biased vwap
closes #5782
2021-10-17 11:23:58 +02:00
Matthias 198f3c5238 Merge branch 'feat/short' into pr/samgermain/5567 2021-10-17 10:41:03 +02:00
Matthias 69fdb8edfa Merge branch 'develop' into feat/short 2021-10-17 10:40:08 +02:00
Matthias fb2c8f7621 Rollback after each request
This closes the transaction and avoids "sticking" transactions.
2021-10-17 10:30:06 +02:00
Matthias bc10b451fe Revert wrong condition 2021-10-17 09:46:39 +02:00
Matthias 5ba1d66be7 Make sure transactions are reset
closes #5719
2021-10-16 17:57:51 +02:00
Matthias 794862a35a
Merge pull request #5670 from sergeykhliustin/develop
Added min_profit param to PerformanceFilter
2021-10-14 19:57:36 +02:00
Matthias c02a538187 Add documentation and log to PerformanceFilter 2021-10-14 19:36:34 +02:00
Sam Germain 5fbe76cd7e isolated conditionals in interface stoploss method 2021-10-14 05:10:28 -06:00
Matthias 0e7d903a6f
Merge pull request #5644 from slyons/develop
Add ability to ignore unparameterized spaces
2021-10-14 08:07:07 +02:00
Sam Germain bcbe8f229c Merge branch 'feat/short' into lev-freqtradebot 2021-10-13 19:02:57 -06:00
Sam Germain bd488cc086 Merge branch 'develop' into feat/short 2021-10-13 17:56:40 -06:00
theluxaz 0bb7ea10ab Fixed minor header for backtesting 2021-10-14 01:34:30 +03:00
theluxaz ed39b8dab0 fixed profit total calculation 2021-10-14 01:18:16 +03:00
theluxaz d341d85079 Refixed some files for the pull request 2021-10-14 01:13:28 +03:00
theluxaz 96cab22a8c Fixed some bugs for live sell_tags. 2021-10-14 01:03:15 +03:00
Matthias 3279ea568c Add new parameter to hyperopt docs 2021-10-13 19:57:42 +02:00
Matthias aed919a05f Simplify "no-space-configured" error handling by moving it to hyperopt_auto 2021-10-13 19:54:35 +02:00
Matthias 2c6290a100 Small updates to prevent random test failures 2021-10-13 07:04:21 +02:00
Sam Germain 0dbad19b40 trading_mode default null in models.Trade 2021-10-12 20:34:19 -06:00
theluxaz 0f670189eb quick typo fix 2021-10-13 02:14:07 +03:00
theluxaz 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
theluxaz 02243b1a2b minifix 2021-10-13 01:34:29 +03:00
theluxaz 80b71790bc Added some bigfixes for sell_tag 2021-10-13 01:22:53 +03:00
theluxaz b898f86364 Added sell_tag and buy/sell telegram performance functions 2021-10-13 00:02:28 +03:00
Matthias 532a9341d2 Fix migration issue 2021-10-12 20:41:48 +02:00
Matthias f290ff5c9a Re-add schedule.run_pending 2021-10-12 19:10:38 +02:00
Sam Germain 86cbd0039f Fixed bugs 2021-10-12 02:24:35 -06:00
Matthias ce9debe9fd Add version argument to freqUI installer 2021-10-12 06:44:07 +02:00
Matthias 70000b5843 Use scheduler as Object, not the automatic Singleton 2021-10-11 20:28:23 +02:00
Sam Germain bdad604fab Added persistence futures tests 2021-10-11 07:48:31 -06:00
Sam Germain ae3688a18a Updated LocalTrade.calc_close_trade_value formula for shorting futures 2021-10-11 05:56:27 -06:00
Sam Germain d5a1385fdc Changes described on github 2021-10-11 04:14:59 -06:00
Sam Germain 855b26f846 Parametrized more time machine tests in test_update_funding_fees 2021-10-11 01:31:21 -06:00
Sam Germain 3b962433fb Switched shcedule to perform every 15 minutes 2021-10-10 02:55:04 -06:00
Sam Germain 81cf4653a9 Fixed failing test_process_trade_creation, test_order_book_depth_of_market, test_handle_stoploss_on_exchange_trailing 2021-10-09 17:35:57 -06:00
Sam Germain 94f0be1fa9 Added is_short=(signal == SignalDirection.SHORT) inside freqtradebot.create_trade 2021-10-09 16:32:22 -06:00
Sam Germain 85e86ec09d Fixed failing test_check_handle_timedout_buy_usercustom 2021-10-09 15:14:33 -06:00
Sam Germain 729957572b updated strategy stop_loss_reached to work for shorts 2021-10-09 14:39:11 -06:00
Sam Germain 95be5121ec Added bibox and hitbtc funding fee times 2021-10-09 13:14:41 -06:00
Sam Germain b83933a10a Added gateio and kucoin funding fee times 2021-10-09 13:09:11 -06:00
Sam Germain 057b048f31 Started added timezone offset stuff 2021-10-09 12:27:40 -06:00
Sam Germain 795d51b68c Switched scheduler to get funding fees every hour for any exchange 2021-10-09 11:27:26 -06:00
Sam Germain 39be675f1f Adjusted time to utc in schedule 2021-10-09 10:52:07 -06:00
Matthias cae8ff5949
Merge pull request #5623 from froggleston/rest_sysinfo
Add CPU,RAM sysinfo support to the REST API to help with bot system m…
2021-10-09 15:17:21 +02:00
Matthias 91ceaef02f
Merge pull request #5678 from sidml/develop
Hyperopt loss function using max drawdown
2021-10-09 10:26:40 +02:00
sid 30bc96cf3f simplify expression 2021-10-09 06:36:23 +05:30
Matthias 11ec1d9b06 Revert previous commit 2021-10-08 20:22:07 +02:00
Matthias 482f4418c6 Clarify "required candle" message 2021-10-08 14:36:52 +02:00
Robert Davey f07eeddda0
Update api_schemas.py
Fix api schema for cpu_pct float List.
2021-10-07 12:04:42 +01:00
Sam Germain 7f7f377a90 updated a test, put in TODO-lev 2021-10-07 05:03:38 -06:00
Sam Germain e367f84b06 Added more update_funding_fee tests, set exchange of default conf 2021-10-07 04:20:53 -06:00
Matthias 45b7a0c837 Add Test and docs for MaxDrawDownHyperOptLoss 2021-10-07 07:12:45 +02:00
Matthias 29863ad2bf Fix error when ask_last_balance is not set
closes #5181
2021-10-07 06:51:29 +02:00
sid 46c320513a use profit_abs 2021-10-07 08:07:07 +05:30
sid 93e4cf4006 Merge remote-tracking branch 'upstream/develop' into develop 2021-10-07 08:04:40 +05:30
Matthias 526bdaa2dc Recommend using 0.0.0.0 as listen address for docker 2021-10-06 20:14:59 +02:00
Matthias 57ef25789e Fix style errors 2021-10-06 19:36:41 +02:00
sid 6ba46b38bd fix formatting 2021-10-06 13:46:05 +05:30
sid c0d01dbc26 add max_drawdown loss 2021-10-06 13:24:27 +05:30
Sam Germain 29e582c6d9 Fixed time format for schedule and update_funding_fees conf is mocked better 2021-10-05 01:42:46 -06:00
froggleston 0db5c07314 Fix issues with sysinfo rpc/API code, add SysInfo api_schema 2021-10-05 00:10:39 +01:00
Matthias 92f8f231af Remove ratelimit from kucoin template 2021-10-04 20:22:41 +02:00
Matthias 7f4baab420 Remove explicit rateLimits, improve docs 2021-10-04 20:14:22 +02:00
Matthias f15922a168 Fix custom_stoploss in strategy template
closes #5658
2021-10-04 19:11:35 +02:00
Sergey Khliustin 07750518c3 Added min_profit param to PerformanceFilter 2021-10-04 18:49:57 +03:00
Sam Germain 928c4edace removed side from execute_trade_exit 2021-10-03 23:22:51 -06:00
Sam Germain 9046caa27c fixed test_update_trade_state_sell 2021-10-03 23:13:34 -06:00
Sam Germain 2a2b759419 patch_get_signal test updates 2021-10-03 17:41:01 -06:00
Matthias 1c63d01cec Prevent using market-orders on gateio
GateIo does not support market orders on spot markets
2021-10-03 14:14:16 +02:00
Sam Germain 70db228f24 Merge branch 'feat/short' into funding-fee 2021-10-03 02:15:54 -06:00
Sam Germain 09ef0781a1 switching limit_buy_order_usdt and limit_sell_order_usdt to limit_order(enter_side[is_short]) and limit_order(exit_side[is_short]) 2021-10-03 01:52:58 -06:00
Matthias f5e5203388 Use "round" to 12 digits for TickSize mode
Avoids float rounding problems, fix #5652
2021-10-03 09:49:55 +02:00
Sam Germain 3823ca4162 Merge branch 'test-freqtradebot-usdt' into lev-freqtradebot 2021-10-02 20:26:52 -06:00
Sam Germain 87ff65d31e Fixed failing test_handle_protections 2021-10-02 04:06:22 -06:00
Sam Germain b3656ddfc9 Merge branch 'feat/short' into lev-freqtradebot 2021-10-02 03:36:32 -06:00
Sam Germain e8b4cf6eaa Merge branch 'develop' into feat/short 2021-10-02 03:15:12 -06:00
Sam Germain 9ea2dd05d8 Removed space in retrier 2021-10-01 21:21:59 -06:00
Matthias f69cb39a17 Fix missing comma in kucoin template
closes #5646
2021-10-01 19:26:51 +02:00
Matthias 99e3450d30
Merge pull request #5642 from freqtrade/add_trade_conversion_command
Add trade conversion command
2021-10-01 06:38:42 +02:00
Sam Germain 77d3a8b457 Added bybit funding-fee times 2021-09-30 20:18:56 -06:00
Scott Lyons df45f467c6
Adding ability to ignore unparameterized spaces 2021-09-30 01:11:02 -07:00
Scott Lyons 95227376b6
Adding IUS to optimize args 2021-09-30 00:53:46 -07:00
Scott Lyons 08fcd1a0d4
Adding ignore space errors to Hyperopt CLI 2021-09-30 00:46:56 -07:00
Scott Lyons 5dd1088d8d
Adding ignore unparameterized spaces flag 2021-09-30 00:44:26 -07:00
Matthias 5f23af5802 Rename update_open_trades to clarify it's only called at startup 2021-09-30 07:24:16 +02:00
Sam Germain 157223f6ab datetime.utc -> datetime.now(timezone.utc) 2021-09-29 22:32:02 -06:00
Sam Germain af6afd0ac2 Revert "Replace datetime.utcnow with datetime.now(timezone.utc)"
This reverts commit c4ac876183.
2021-09-29 22:27:21 -06:00
Sam Germain 993dc672b4 timestamp * 1000 in get_funding_fees_from_exchange 2021-09-29 22:18:15 -06:00
Sam Germain c4ac876183 Replace datetime.utcnow with datetime.now(timezone.utc) 2021-09-29 22:16:44 -06:00
Matthias 178db516bf Add documentation for trade-to-ohlcv 2021-09-29 20:00:14 +02:00
Matthias 248c61bb26 Add test for trades-to-ohlcv 2021-09-29 19:39:29 +02:00
Matthias fc511aac44 don't use %default when no default is defined 2021-09-29 19:21:54 +02:00
Matthias 656526c007 Add trades-to-ohlcv command to simplify adding new timeframes 2021-09-29 16:50:05 +02:00
Robert Roman ca973c05d1
Merge branch 'freqtrade:develop' into develop 2021-09-28 10:16:36 -05:00
Sam Germain 545b62d746 Merge branch 'feat/short' into funding-fee 2021-09-27 23:34:09 -06:00
Sam Germain 1a132758d0 merged with feat/short 2021-09-27 23:26:20 -06:00
Robert Roman 626a40252d
resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:33:29 -05:00
Robert Roman c3414c3b78
resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:32:49 -05:00
Matthias 5726886b06 Reduce backtest-noise from "pandas slice" warning 2021-09-27 20:52:19 +02:00
Matthias d7ce9b9f6d Rename sample short strategy 2021-09-27 19:17:19 +02:00
Robert Roman 67e9626da1
fixed isort issue 2021-09-27 12:16:57 -05:00
Robert Roman a1566fe5d7
updated to latest constant.py file 2021-09-27 11:47:03 -05:00
Robert Roman 193b22475d
Merge branch 'freqtrade:develop' into develop 2021-09-27 11:35:34 -05:00
Matthias 3fbf716f85 Fix "sticking" timerange in webserver mode 2021-09-27 17:52:00 +02:00
Matthias 5b7a1f8642 Validate config also in webserver mode 2021-09-27 07:12:40 +02:00
Matthias 6fb0d14f80 changed naming for signal variable 2021-09-27 07:07:49 +02:00
Robert Roman bdca3e2343
Merge branch 'freqtrade:develop' into develop 2021-09-26 15:37:09 -05:00
Matthias a926f54a25 Add "side" parameter to custom_stake_amount 2021-09-26 19:35:54 +02:00
Matthias 84e013de2d Update confirm_trade_entry to support "side" parameter 2021-09-26 19:33:22 +02:00
Matthias 4d49f1a0c7 Reset columns by dropping instead of resetting 2021-09-26 15:39:34 +02:00
Matthias 4fd00db630 Use "combined" enter_tag column 2021-09-26 15:22:37 +02:00
Matthias 6319c104fe Fix unreliable backtest-result when using webserver mode 2021-09-26 15:07:48 +02:00
Robert Roman a77ca22026
Merge branch 'freqtrade:develop' into develop 2021-09-26 02:57:02 -05:00
Matthias 2a678bdbb4 Update buy_tag column to long_tag 2021-09-26 08:37:44 +02:00
Robert Roman 89b7dfda0e
Added Calmar Ratio Daily 2021-09-25 16:34:41 -05:00
Robert Roman 24baad7884
Add Calmar Ratio Daily
This hyper opt loss calculates the daily Calmar ratio.
2021-09-25 16:28:36 -05:00
froggleston 097da448e2 Add CPU,RAM sysinfo support to the REST API to help with bot system monitoring 2021-09-25 15:48:42 +01:00
Matthias b59906b117 Update minimum for tradable_balance_ratio to 0.0 2021-09-24 19:24:33 +02:00
Robert Roman 0f29cbc882
added CalmarHyperOptLoss
I added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN variable inside constants.py file
2021-09-23 21:37:28 -05:00
Robert Roman 3b99c84b0a
resolved the total profit issue
I resolved the total profit issue and locally ran flak8 and isort
2021-09-23 21:31:33 -05:00
Matthias 9a6d8977de
Merge pull request #5605 from peterwilli/fix-sell-cancel-webhook-error
fixed webhook "unsupported format string passed to NoneType." error
2021-09-23 20:17:35 +02:00
Peter Willemsen 692e91a26d changed close date from datetime.utcnow() to datetime.now(timezone.utc) 2021-09-23 10:28:15 +02:00
Matthias a0ef89d910 Also support column-transition for V1 strategies 2021-09-22 20:52:55 +02:00
Matthias 0e13d57e57 Update advise_* methods to entry/exit 2021-09-22 20:42:31 +02:00
Matthias 4c6b1cd55b Add very simple short logic to test-strategy 2021-09-22 20:36:03 +02:00
Matthias 5928ba9c88 Test and document leverage strategy callback 2021-09-22 20:14:52 +02:00
Robert Roman c6b684603c
removed trade_count inside if statement
i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
2021-09-22 09:21:43 -05:00
Robert Roman b946f8e7f1
I sorted imports with isort 2021-09-22 09:18:17 -05:00
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