Commit Graph

358 Commits

Author SHA1 Message Date
Matthias
e204170eb6 Fix max_drawdown bug finding low before high! 2020-04-05 14:29:40 +02:00
Matthias
9d7ad23d42 Fix test leakage 2020-04-02 08:20:50 +02:00
Matthias
eab6c9c5f2 Fix message 2020-04-01 20:50:00 +02:00
Matthias
0d51383b57 Format logmessages correctly 2020-04-01 20:31:21 +02:00
Matthias
ba03d96961 Test 5s offset on since 2020-04-01 20:04:36 +02:00
Matthias
ff9caf790b remove trade duplicates in datahandler 2020-04-01 19:45:46 +02:00
Matthias
0506caf986 Implement trades_remove_dulicates 2020-04-01 19:45:38 +02:00
Matthias
bac0eaab03 fix convert to ohlcv 2020-04-01 19:45:35 +02:00
Matthias
d76bb1ccf4 Use List of Lists instead of list of Dicts for trades data 2020-04-01 19:45:21 +02:00
Matthias
1659ddcc5d Add conversion function from fetch_trades to list 2020-04-01 19:45:21 +02:00
Matthias
3e1bef888a Fix flake8 error 2020-03-18 19:40:13 +01:00
Fredrik81
0920d6fce4
Update freqtrade/data/btanalysis.py
Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-03-18 11:01:09 +01:00
Fredrik81
8c33e07dc6 Update based on comments 2020-03-15 21:20:32 +01:00
hroff-1902
57ff3ff450
Merge branch 'develop' into plot-trades 2020-03-15 13:31:00 +03:00
Matthias
0f1640bed4 convert exportfilename to Path when config parsing 2020-03-15 09:39:45 +01:00
Fredrik81
27faf12fde Fix if no file exists 2020-03-14 22:15:03 +01:00
hroff-1902
59fadabb5b Fix merging 2020-03-13 20:26:14 +03:00
hroff-1902
51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
Matthias
6f67b8d9b9 iCheck after clean_dataframe, too 2020-03-12 19:50:46 +01:00
Matthias
129a88d5da Extract emptyness check to it's own method 2020-03-11 19:53:28 +01:00
orehunt
3eaae4661d check again for emptiness after trimming dataframe 2020-03-09 17:51:21 +01:00
hroff-1902
3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
Matthias
9d8970a76b Add test and formatting to drawdown 2020-03-03 20:23:44 +01:00
Matthias
33a63562cb make drawdown function less restrictive 2020-03-03 07:23:38 +01:00
Matthias
e050511ddc Add test for max_drawdown calculation 2020-03-03 07:20:41 +01:00
Matthias
3479f7d986 Add max_drawdown function 2020-03-03 07:15:03 +01:00
hroff-1902
e2e6b940a3 copy=False does not make the changes inline anyway, so not needed 2020-02-22 19:54:19 +03:00
hroff-1902
c651e0ac82 Fix #2948 2020-02-22 19:46:40 +03:00
Matthias
3186add87b Use explicit column list for float parsing 2020-02-22 14:46:54 +01:00
Matthias
7ecc56fa44 Load ohlcv data as float 2020-02-22 13:10:41 +01:00
Matthias
d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
hroff-1902
f3d500085c Add some type hints 2020-02-02 07:00:40 +03:00
Matthias
41945138ac Converting pairs from filename to pair corrected 2020-01-05 13:35:36 +01:00
Matthias
4eaaec9d1a Implement pair_to_filename to datahandler
includes tests - taken from #2744 and modified to adapt to new structure
2020-01-05 10:36:08 +01:00
Matthias
f82c4346b6 data conversion, not data conversation
* we're not talking to the data yet ...
2020-01-05 09:55:02 +01:00
Matthias
2409261cb7 Merge branch 'develop' into data_handler 2020-01-04 11:36:27 +01:00
Matthias
2c8e8d8ef6 Align columns for btanalysis loading 2020-01-02 09:51:47 +01:00
Matthias
699c0d6bc3 Merge branch 'develop' into data_handler 2019-12-30 19:40:43 +01:00
Matthias
1ffda29fd2 Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
Matthias
814cc20c6b Remove potential circular import 2019-12-28 19:58:41 +01:00
Matthias
f4a532ef6d Pass format to load_data 2019-12-28 14:57:39 +01:00
Matthias
ae1b28aab7 Remove get_datahandlerclass from package exposes 2019-12-28 14:32:11 +01:00
Matthias
66d18575a7 Implement abstract interface 2019-12-28 11:10:31 +01:00
Matthias
9e4fc00a0f Add test for convert_ohlcv 2019-12-28 11:03:06 +01:00
Matthias
28787a001c Move convert functions to convert module 2019-12-28 11:02:34 +01:00
Matthias
6860491189 Rename datahandler module to history module
Also move previous history.py into this module - so everything is
bundled
2019-12-28 11:01:42 +01:00
Matthias
9c5b94adf5 Pass data_format to methods 2019-12-28 11:01:42 +01:00
Matthias
d65c1eea7a Add some tests for datahandler 2019-12-28 11:01:42 +01:00
Matthias
8a030e7fc0 Use exists instead of is_file 2019-12-28 11:01:42 +01:00
Matthias
a3144cb2f0 remove trim_tickerlist 2019-12-28 11:01:42 +01:00
Matthias
d1b52809ac Cleanup history 2019-12-28 11:01:41 +01:00
Matthias
d06777b8ce Remove old "load_cached_data" method 2019-12-28 11:01:41 +01:00
Matthias
7a6476c9ba Update tests 2019-12-28 11:01:41 +01:00
Matthias
df085a6f15 Fix small bug and test 2019-12-28 11:01:41 +01:00
Matthias
c648d973c1 Implement new "load_data_for_updating" method based on dataframes 2019-12-28 11:01:41 +01:00
Matthias
ec8fb5f308 Make no-data warning optional 2019-12-28 11:01:41 +01:00
Matthias
b83487a70d Extract default dataframe columns to constant 2019-12-28 11:01:41 +01:00
Matthias
91c70a0e9c Change to use ohlcv_purge 2019-12-28 11:01:41 +01:00
Matthias
37c5b68987 Move dataframe validation to abstract class 2019-12-28 11:01:41 +01:00
Matthias
e861f05b75 Move dataframe trim to within jsondatahandler 2019-12-28 11:01:41 +01:00
Matthias
552c93abf0 Improve some docstrings 2019-12-28 11:01:41 +01:00
Matthias
b7c1d55491 Modify tests to point to datahandlers 2019-12-28 11:01:41 +01:00
Matthias
9876d126ca Use handler for trades 2019-12-28 11:01:41 +01:00
Matthias
9547d47ae2 Initialize datahandlers 2019-12-28 11:01:41 +01:00
Matthias
5fca17d7e1 Allow initializing handler-class just once 2019-12-28 11:01:41 +01:00
Matthias
416517b0c9 Move trim_dataframe from history to converter 2019-12-28 11:01:41 +01:00
Matthias
9d8ea2f13b Replace calls to load_tickerdata_file with DataHandler calls 2019-12-28 11:01:41 +01:00
Matthias
88fa7fc24c Simplify validate dataframe method 2019-12-28 11:01:41 +01:00
Matthias
53ee636fa0 Check if file exists before loading 2019-12-28 11:01:41 +01:00
Matthias
873f5dbe6b Revrite validate_pairdata to work with pandas 2019-12-28 11:01:41 +01:00
Matthias
db520a09ee Trim dataframe, not tickerlist 2019-12-28 11:01:41 +01:00
Matthias
866908d2ca Load and save using pandas internal function 2019-12-28 11:01:41 +01:00
Matthias
d9e7d64f33 Split parse_ticker_dataframe some logic to clean_ohlcv_dataframe. 2019-12-28 11:01:41 +01:00
Matthias
1b90ec58b9 Use changed pair-handling for providers 2019-12-28 11:01:41 +01:00
Matthias
d923bab828 Remove abstract interface for now 2019-12-28 11:01:41 +01:00
Matthias
48728e2d66 Change DataProvider interface to accept pair per method 2019-12-28 11:01:41 +01:00
Matthias
e529a4c261 Fix typehint for get_datahandlerclass 2019-12-28 11:01:41 +01:00
Matthias
c6d6dbfdb1 Implement jsondatahandler file store 2019-12-28 11:01:41 +01:00
Matthias
abc6b9459a Add ohlcv_store call to convert_ohlcv 2019-12-28 11:01:41 +01:00
Matthias
2a728ee68f fix bug in find-files 2019-12-28 11:01:41 +01:00
Matthias
ef0fcb0e0f Make data-finding safe 2019-12-28 11:01:41 +01:00
Matthias
e5a61667dd Implement first version of jsondatahandler 2019-12-28 11:00:22 +01:00
Matthias
bb8acc61db Convert datadir within config to Path
(it's used as Path all the time!)
2019-12-23 15:11:29 +01:00
hroff-1902
cf4c3642ce Minor improvements in data.history 2019-12-18 01:06:03 +03:00
hroff-1902
021fa1ca1a
Merge pull request #2678 from hroff-1902/dataprovider-history-split-refresh
Dataprovider history: split refresh part
2019-12-18 00:30:47 +03:00
hroff-1902
3a542bce62
Merge pull request #2674 from freqtrade/bt_trade_open_price
Pre-calculate open_trade_price
2019-12-17 21:51:13 +03:00
hroff-1902
1537389617 Remove startup_candles argument in refresh_data 2019-12-17 18:23:31 +03:00
hroff-1902
b2796f99b6 Remove redundant refresh_pair_history 2019-12-17 14:06:21 +03:00
hroff-1902
60f89c8c01 Split refresh from load_data/load_pair_history 2019-12-17 13:43:42 +03:00
Matthias
a2964afd42 Rename profit_percent to profit_ratio to be consistent 2019-12-17 08:53:30 +01:00
hroff-1902
0277cd82ea Make mypy happy 2019-12-16 23:25:57 +03:00
hroff-1902
a6fc743d85 Align code in _download_*_history() 2019-12-16 22:12:26 +03:00
hroff-1902
fa968996ed Remove useless check 2019-12-16 22:01:26 +03:00
hroff-1902
4cd45b6535 Rename download_*_history as non-public 2019-12-16 21:57:03 +03:00
hroff-1902
2af9ffa7f2 Align refresh_backtest_ to each other 2019-12-16 21:43:33 +03:00
Matthias
7c7ca1cb90 Remove min (plural) from codebase 2019-12-11 07:12:37 +01:00
Matthias
054484ad73 load_pair_history should not return None, but an empty dataframe if no
data is found
2019-12-04 06:57:44 +01:00
Matthias
c8c48156dd Don't load trades twice ... 2019-11-13 20:44:55 +01:00
Matthias
6ac73f7cde Update missed strings 2019-11-13 11:28:26 +01:00
Matthias
1c57a4ac35 more replacements of ticker_interval 2019-11-12 15:13:06 +01:00
Matthias
08aedc18e1 Exchange ticker_interval with timeframe in some more places 2019-11-12 15:13:06 +01:00
Matthias
e4bdb92521 Replace some occurances of ticker_interval with timeframe 2019-11-12 15:13:06 +01:00
Matthias
da57396d07 Fix UTC handling of timestamp() conversation in fetch_my_trades 2019-11-08 06:55:07 +01:00
hroff-1902
f435384bf0
Merge pull request #2451 from freqtrade/bt_analysis_maxopen
Bt analysis maxopen at any time
2019-11-01 00:13:31 +03:00
hroff-1902
3149c12a14
Merge pull request #2444 from freqtrade/sql_cleanup
Fix scoped_session and add Documentation for strategy
2019-10-31 23:19:30 +03:00
Matthias
5dcf28cafb Reduce frequency of "startup-period" message 2019-10-31 06:57:37 +01:00
Matthias
dd408aa5d6 Add analyze_trade_parallelism analysis function 2019-10-30 14:07:23 +01:00
Matthias
dac88c6aed extract Find parallel trades per interval 2019-10-30 13:35:55 +01:00
Matthias
26a5800a7f Extract get_trades function 2019-10-30 11:12:49 +01:00
hroff-1902
5254059fe4
Merge pull request #2430 from freqtrade/startup_period_bt
Add Startup period for strategies
2019-10-28 23:33:30 +03:00
Matthias
e82460bde6 Fix create_cum_profit to work with trades that don't open on candle
opens
2019-10-28 14:24:12 +01:00
Matthias
61c037f2cf Fix some typos and comment mistakes 2019-10-28 13:05:54 +01:00
Matthias
132a4da7cf Small style fixes and adjusted tests 2019-10-27 10:56:38 +01:00
Matthias
33164ac78e Refactor loading of bt data to backtesting ... 2019-10-27 09:44:56 +01:00
Matthias
704121c197 Move most logic to history 2019-10-27 09:44:56 +01:00
Matthias
9e7e051eb4 add trim-dataframe method 2019-10-27 09:44:56 +01:00
hroff-1902
14755779de
Merge pull request #2391 from freqtrade/plot_trades_in_min
[minor][plot] Plotting trades from database should show correct duration
2019-10-20 20:11:01 +03:00
hroff-1902
4f17511fdc
Merge pull request #2393 from freqtrade/remove_timeframe
Remove non-date based timeframe selection
2019-10-19 22:05:44 +03:00
Matthias
16e10d99b9 Remove timeframe logic for non-date entries 2019-10-19 15:10:48 +02:00
Matthias
f41c659cb2 Plotting trades from database should show correct duration 2019-10-19 13:18:52 +02:00
Matthias
13e80e449c cleanup and better docstring 2019-10-14 06:22:10 +02:00
Matthias
3e4617be37 add pandas-based converter-functions 2019-10-13 19:25:16 +02:00
Matthias
2374cda8d0 Cleanup and tests for refresh_backtest_trades 2019-10-13 13:15:22 +02:00
Matthias
0d592f6c55 Refactor trade downloading to handle exceptions only once 2019-10-13 13:15:22 +02:00
Matthias
476adf872a Add conversion from trades to ohlcv at different intervals 2019-10-13 13:15:22 +02:00
Matthias
9584629f50 Rename argument from dl_path to datadir 2019-10-13 13:15:22 +02:00
Matthias
8069cd6689 add refresh_trades_ method 2019-10-13 13:15:22 +02:00
Matthias
19f3669fbd add docstring 2019-10-13 13:15:22 +02:00
Matthias
6e952a0aa8 Capture downloaded data 2019-10-13 13:15:22 +02:00
Matthias
2c0bb71a6e Add download_trades_history() 2019-10-13 13:15:22 +02:00
Matthias
d250b67f33 Add load/store trades data 2019-10-13 13:15:22 +02:00
Matthias
42b8241541 use gz to save / load trades data 2019-10-13 13:15:22 +02:00
Matthias
63e87ef85b Add pair_trades_filename 2019-10-13 13:15:22 +02:00
Matthias
5e23cc719d Add tests for orderbook and market in dataprovider 2019-10-10 19:38:01 +02:00
Matthias
bba5f54722
Merge pull request #2335 from hroff-1902/dataprovider-market
Allow to use market data in the strategies
2019-10-10 16:54:04 +02:00
hroff-1902
211b9cbe04 Cleanup in data.history 2019-10-06 18:35:09 +03:00
hroff-1902
3ac5b91899 Add market() method to dataprovider 2019-10-03 02:58:45 +03:00
hroff-1902
0268bfdbd4
Minor: fix typo in comment
Minor cosmetics. typo caught.
2019-09-26 02:04:48 +03:00
Matthias
508a35fc20 Update comment as to why certain points have not been removed 2019-09-20 20:20:16 +02:00
Matthias
9cedbc1345 Cleanup history.py and update documentation 2019-09-20 20:16:49 +02:00
Matthias
1cd8ed0c1a Remove --refresh-pairs 2019-09-20 20:02:07 +02:00
hroff-1902
dda513c923 Minor class cosmetics 2019-09-12 12:13:20 +03:00
Jonathan Raviotta
a5510d14e9 de-mangling 2019-09-09 06:58:41 +02:00
Matthias
972b8a1726 Remove defaulting to test_data folder when no datadir is present 2019-09-07 21:06:20 +02:00
Matthias
816d942ded Merge branch 'develop' into plot_commands 2019-08-30 20:42:58 +02:00
Matthias
3232251fea Refactor downloading ohlcv from utils to history 2019-08-25 15:01:27 +02:00
Matthias
2ae398913d Fix bug in bt-analysis when multiple trades sell at the same time 2019-08-24 15:11:31 +02:00
Matthias
545e5c5bc6 simplify load_trades call 2019-08-24 15:11:31 +02:00
Matthias
e8ee087e9d Merge branch 'develop' into download_module 2019-08-20 06:49:18 +02:00
Matthias
9e8ca8d4bf
Merge pull request #2138 from freqtrade/history_docstrings
Refactorings to history
2019-08-20 06:35:54 +02:00