Commit Graph

11323 Commits

Author SHA1 Message Date
Matthias 3d65ba2dcb Add rpc method to delete locks 2021-03-01 07:51:33 +01:00
Matthias bba9b9e819 Don't use __root__ directly for api response 2021-03-01 07:08:44 +01:00
dependabot[bot] 4537a48988
Bump arrow from 0.17.0 to 1.0.2
Bumps [arrow](https://github.com/arrow-py/arrow) from 0.17.0 to 1.0.2.
- [Release notes](https://github.com/arrow-py/arrow/releases)
- [Changelog](https://github.com/arrow-py/arrow/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/arrow-py/arrow/compare/0.17.0...1.0.2)

Signed-off-by: dependabot[bot] <support@github.com>
2021-03-01 05:32:17 +00:00
dependabot[bot] d0fd3c289c
Bump ccxt from 1.42.19 to 1.42.47
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.42.19 to 1.42.47.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.42.19...1.42.47)

Signed-off-by: dependabot[bot] <support@github.com>
2021-03-01 05:32:14 +00:00
dependabot[bot] 00747a3bc3
Bump mkdocs-material from 6.2.8 to 7.0.3
Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 6.2.8 to 7.0.3.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/6.2.8...7.0.3)

Signed-off-by: dependabot[bot] <support@github.com>
2021-03-01 05:31:43 +00:00
Matthias 4b689f5b88
Merge pull request #4420 from freqtrade/dependabot/pip/develop/mypy-0.812
Bump mypy from 0.790 to 0.812
2021-02-28 15:30:44 +01:00
Matthias aba034ff40 Fix mypy problem after mypy 0.800 upgrade 2021-02-28 11:04:30 +01:00
dependabot[bot] 94cab4ed71 Bump mypy from 0.790 to 0.812
Bumps [mypy](https://github.com/python/mypy) from 0.790 to 0.812.
- [Release notes](https://github.com/python/mypy/releases)
- [Commits](https://github.com/python/mypy/compare/v0.790...v0.812)

Signed-off-by: dependabot[bot] <support@github.com>
2021-02-28 11:04:30 +01:00
Matthias 54ccbd9370
Merge pull request #4391 from squat0001/develop
Add dust level to balance command in telegram
2021-02-28 10:36:44 +01:00
Matthias a13dc3cdde Use sensible defaults for balance_dust_level 2021-02-28 09:57:52 +01:00
Matthias 9cb37409fd Explicitly convert starting-balance to float 2021-02-28 09:56:29 +01:00
Florian Reitmeir 0895407811 add balance_dust_level parameter to make telegram less chatty 2021-02-28 08:51:32 +01:00
Matthias 05f057fe72 Stringify favicon path
potentially closes #4459
2021-02-28 08:48:28 +01:00
Matthias bc0efe5baa
Merge pull request #4457 from JoeSchr/patch-4
Fix: custom_stoploss returns typo
2021-02-28 08:36:21 +01:00
JoeSchr e791ff6042
Fix: custom_stoploss returns typo
Afaik it should return -0.07 for 7% instead of -0.7.

As a side note, really interesting would also be an example for greater than 100% profits. especially when trailing stoploss, like
* Once profit is > 200% - stoploss will be set to 150%.

I assume it could be as simple as
```py
if current_profit > 2:
            return (-1.50 + current_profit)
````
to achieve it

But I'm not quite confident, if the bot can handle stuff smaller than `-1`, since `1` and `-1` seem to have some special meaning and are often used to disable stoploss etc.
2021-02-27 23:28:26 +01:00
Matthias d9d5617432 UPdate backtesting doc for total profit calc 2021-02-27 20:26:13 +01:00
Matthias b2e9295d7f Small stylistic fixes 2021-02-27 19:57:42 +01:00
Matthias 6018a05343 Improve backtest documentation 2021-02-27 10:45:22 +01:00
Matthias 324b9dbdff Simplify wallet code 2021-02-27 10:33:25 +01:00
Matthias f65092459a Fix optimize_reports test 2021-02-27 10:14:25 +01:00
Matthias fb489c11c9 Improve test-coverage of pairlocks 2021-02-27 10:07:02 +01:00
Matthias f5bb5f56f1 Update documentation with backtesting compounding possibilities 2021-02-27 09:33:00 +01:00
Matthias 98f3142b30 Improve handling of backtesting params 2021-02-27 09:33:00 +01:00
Matthias 86f9409fd2 fix --stake-amount parameter 2021-02-27 09:33:00 +01:00
Matthias d3fb473e57 Improve backtesting documentation 2021-02-27 09:33:00 +01:00
Matthias fc256749af Add test for backtesting _enter_trade 2021-02-27 09:33:00 +01:00
Matthias 60db6ccf45 Add test for subclassing 2021-02-27 09:33:00 +01:00
Matthias 53a57f2c81 Change some types
Fix types of new model object
2021-02-27 09:33:00 +01:00
Matthias 03eb23a4ce 2 levels of Trade models, one with and one without sqlalchemy
Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
2021-02-27 09:33:00 +01:00
Matthias 394a6bbf2a Fix some type errors 2021-02-27 09:33:00 +01:00
Matthias 52acacbed5 Check min-trade-stake in backtesting 2021-02-27 09:33:00 +01:00
Matthias f04f07299c Improve backtesting metrics 2021-02-27 09:33:00 +01:00
Matthias 7913166453 Improve performance by updating wallets only when necessary 2021-02-27 09:33:00 +01:00
Matthias 37d7d2afd5 Wallets should not recalculate close_profit for closed trades 2021-02-27 09:33:00 +01:00
Matthias f367375e5b ABS drawdown should show wallet high and low values 2021-02-27 09:33:00 +01:00
Matthias aed23d55c2 Add starting balance to profit cumsum calculation 2021-02-27 09:33:00 +01:00
Matthias 0d2f877e77 Use absolute drawdown calc 2021-02-27 09:32:59 +01:00
Matthias 74fc4bdab5 Shorten debug log 2021-02-27 09:32:59 +01:00
Matthias 72f21fc5ec Add trade-volume metric 2021-02-27 09:32:59 +01:00
Matthias 35e6a9ab3a Backtest-reports should calculate total gains based on starting capital 2021-02-27 09:32:59 +01:00
Matthias 8d61a26382 Allow dynamic stake for backtesting and hyperopt 2021-02-27 09:32:59 +01:00
Matthias e4abe902fc Enable compounding for backtesting 2021-02-27 09:32:59 +01:00
Matthias 959ff99046 Add Dry-run wallet CLI option 2021-02-27 09:32:59 +01:00
Matthias 0754a7a78f total_open_trades_stake should support no-db mode 2021-02-27 09:32:59 +01:00
Matthias 0faa6f84dc Improve Wallet logging disabling for backtesting 2021-02-27 09:32:59 +01:00
Matthias 20455de2a9 Small enhancements to docs 2021-02-27 09:32:59 +01:00
Matthias 081b9be45c use get_all_locks to get locks for backtest result 2021-02-27 09:32:59 +01:00
Matthias e32b2097f0 Use timestamp in UTC timezone for ROI comparisons 2021-02-27 09:32:59 +01:00
Matthias 712d503e6c Use sell-reason value in backtesting, not the enum object 2021-02-27 09:32:59 +01:00
Matthias b5177eadab Extract close method for exchange 2021-02-27 09:32:59 +01:00