Commit Graph

9368 Commits

Author SHA1 Message Date
Matthias
11fbfd3402 Remove unnecessary assignment 2022-09-01 19:39:20 +02:00
Wagner Costa Santos
d6e115178a refactoring freqai backtesting - remove duplicate code 2022-09-01 07:09:23 -03:00
Matthias
f3c73189d5 Remove pointless default on wallet_balance argument 2022-09-01 06:49:51 +02:00
Matthias
ba2eb7cf0f Fix BNB fee bug when selling
thanks @epigramx, for reporting and for the detailed data.
2022-09-01 06:42:51 +02:00
Wagner Costa Santos
44d3a9140d Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop 2022-08-31 15:37:06 -03:00
Wagner Costa Santos
7bed0450d2 pr review - refactoring backtesting freqai 2022-08-31 15:36:29 -03:00
Timothy Pogue
c72a2c26c7 remove external pairlist 2022-08-31 12:06:24 -06:00
Timothy Pogue
6e8abf8674 add producer name to required fields in config 2022-08-31 11:58:58 -06:00
wagnercosta
3d4497467c
Merge branch 'freqtrade:develop' into develop 2022-08-31 14:47:06 -03:00
Timothy Pogue
865b34cd6f add producer names 2022-08-31 11:43:02 -06:00
Timothy Pogue
510cf4f305 remove data waiting, remove explicit analyzing of external df 2022-08-31 10:40:26 -06:00
Wagner Costa Santos
df51da22ee refactoring freqai backtesting 2022-08-31 11:23:48 -03:00
Matthias
57ff6f8ac5 Init timerange object properly 2022-08-31 10:28:31 +00:00
Matthias
13ccd940d5 Remove startup_candle_count from freqai sample config to avoid confusion 2022-08-31 10:27:08 +00:00
Matthias
7ba4fda5d7 Implement PR feedback 2022-08-31 10:26:47 +00:00
Matthias
a88ffd2c9d Merge branch 'develop' into move_datadownload 2022-08-31 10:23:45 +00:00
Timothy Pogue
115a901773 minor fix for conditional in handle func 2022-08-30 19:34:43 -06:00
Timothy Pogue
ddc45ce2eb message handling fix, data waiting fix 2022-08-30 19:30:14 -06:00
Timothy Pogue
346e73dd75 client implementation, minor fixes 2022-08-30 19:21:34 -06:00
Matthias
c9aa09ec89 Simplify base fee handling 2022-08-30 20:46:06 +02:00
Timothy Pogue
418bd26a80 minor fixes, rework consumer request, update requirements.txt 2022-08-30 11:04:16 -06:00
th0rntwig
50e2808667
Fix bug in DI (#7321) 2022-08-30 12:54:39 +02:00
Timothy Pogue
47f7c384fb consumer subscriptions, fix serializer bug 2022-08-29 15:48:29 -06:00
Timothy Pogue
7952e0df25 initial rework separating server and client impl 2022-08-29 13:41:15 -06:00
robcaulk
62c0a174c8 allow users to properly reverse train-test data ordering 2022-08-29 11:04:58 +02:00
Matthias
27a9f98d5f Simplify liquidation price structure, improve test cov 2022-08-29 07:04:48 +02:00
Matthias
226fa5d93c Simplify liquidation price calling structure 2022-08-29 07:04:48 +02:00
Matthias
4def3678b7
Merge pull request #7298 from freqtrade/tif_align
align TimeInForce to ccxt usage
2022-08-29 06:36:51 +02:00
Matthias
8be8a12cc4
Merge pull request #7260 from JohanVlugt/develop
Example FreqAI hybrid strategy
2022-08-29 06:34:45 +02:00
Matthias
40c00d2d8f Version bump dev version to 2022.9 2022-08-29 06:34:20 +02:00
Timothy Pogue
8c4e68b8eb updated example configs 2022-08-28 13:00:52 -06:00
Robert Caulk
39a739eadb
Merge pull request #7296 from th0rntwig/dbscan
Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
2022-08-28 14:37:47 +02:00
robcaulk
fcb5d1cb5a remove debugging flag 2022-08-28 13:01:39 +02:00
robcaulk
dd628eb525 add tests for outlier detection and removal functions 2022-08-28 12:56:39 +02:00
robcaulk
1e41c773a0 fix outlier protection 2022-08-28 12:11:29 +02:00
smarmau
ff3a4995c1 remove unnecessary code 2022-08-28 11:45:20 +02:00
Matthias
b9f35cadb3 add /stopentry alias for /stopbuy 2022-08-28 11:37:22 +02:00
smarmau
005594c29c simplify hybrid template 2022-08-28 11:29:48 +02:00
th0rntwig
71f7d68783 Fixed mypy error 2022-08-27 12:44:55 +02:00
Matthias
c61b986c3d FTX - support time_in_force (and PO ordertype)
closes #7175
2022-08-27 10:30:38 +02:00
Matthias
104a73025d Uppercase TimeInForce (align with ccxt) 2022-08-27 10:30:06 +02:00
Matthias
6686489c06
Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator
Add flag to move hyperopt populate_indicators to epoch
2022-08-27 09:21:16 +02:00
Matthias
2b70c3d0c0 support price callback for partial exits in bt
This will align results to how live works.
closes #7292
2022-08-27 08:50:09 +02:00
Timothy Pogue
05ca673883 Catch status code errors 2022-08-27 00:06:03 -06:00
Timothy Pogue
fcceb744c5 Add janus to requirements.txt 2022-08-26 23:43:05 -06:00
Timothy Pogue
2b5f067877 Refactoring, minor improvements, data provider improvements 2022-08-26 23:40:13 -06:00
Matthias
9204f01312 Don't lock pairs on partial exit 2022-08-27 07:23:02 +02:00
elintornquist
86c5ac44e4 Add outlier percentage check 2022-08-26 23:05:07 +02:00
Matthias
01126c43f7 Fix liquidation price tier calculation
closes #7294
2022-08-26 20:14:24 +02:00
Matthias
753d1b2aad Update leverage tier terminology to be clear and aligned with ccxt 2022-08-26 19:34:51 +02:00
elintornquist
b2d664c63c Change MinPts calculation 2022-08-26 18:57:27 +02:00
robcaulk
bb3523f383 download data homogeneously across timeframes 2022-08-26 18:51:42 +02:00
robcaulk
e7261cf515 add freqai utils.py file 2022-08-26 15:30:28 +02:00
robcaulk
65b552e310 make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection 2022-08-26 15:30:01 +02:00
robcaulk
4b7e640f31 reduce code duplication, optimize auto data download per tf 2022-08-26 13:56:44 +02:00
Matthias
53d46a0385 align max_entry_position_adjustment behavior of backtesting to live
closes #7293
2022-08-25 20:36:17 +02:00
Matthias
1fd223c815
Update --prepend help string
closes #7290
2022-08-25 17:03:41 +02:00
Matthias
f2a356a80c Fix some imports 2022-08-25 07:08:58 +02:00
Matthias
6636f17e0f Simplify usage of amount_to_contract precision 2022-08-25 07:08:22 +02:00
Timothy Pogue
d474111a65 Renamed to external signals, controller class refactored 2022-08-24 22:42:29 -06:00
Timothy Pogue
592373f096 Remove pairlist waiting, add .db files to .gitignore 2022-08-24 18:30:30 -06:00
Matthias
32faad9333 Fix backtest calculation problem with DCA
closes #7287
2022-08-24 20:36:08 +02:00
Matthias
a6d78a8615 initialize Since parameter properly
closes #7285
2022-08-23 06:43:04 +02:00
Matthias
fe7108ae75 Convert amount to contracts before comparing for close
closes #7279
2022-08-23 06:37:38 +02:00
Matthias
78b161e14c add contract_size to database 2022-08-23 06:37:38 +02:00
Matthias
6036018f35 Extract contracts_to_amount and amount_to_contracts to standalone functions 2022-08-23 06:37:38 +02:00
Matthias
5f38a574ce Add okx broker id 2022-08-23 06:37:38 +02:00
th0rntwig
5ce1c69803
Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
2022-08-22 19:57:20 +02:00
robcaulk
ac42c0153d deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting. 2022-08-22 18:19:07 +02:00
robcaulk
96d8882f1e Plug mem leak, add training timer 2022-08-22 13:30:30 +02:00
Matthias
f55d5ffd8c Don't fail when --strategy-path is not a valid directory.
closes #7264
2022-08-22 09:20:14 +00:00
Timothy Pogue
4fa01548f6 Remove old var from strategy interface 2022-08-21 22:49:42 -06:00
Timothy Pogue
6f5478cc02 DataFrame transmission, strategy follower logic 2022-08-21 22:45:36 -06:00
Matthias
015be770c3 ccxt now defaults to base volume for all markets 2022-08-22 06:42:14 +02:00
Matthias
f6d832c6d9 Add get_option to expose ft_has via method 2022-08-21 17:51:46 +02:00
Matthias
87a3115073 Add get_open_trade_count() to simplify getting open trade count. 2022-08-21 17:08:27 +02:00
Matthias
6189aa817c Fix HybridExample formatting 2022-08-20 19:50:18 +02:00
robcaulk
64b0834437 add credit in docstring 2022-08-20 17:04:38 +02:00
robcaulk
90c03178b1 provide user directions, clean up strategy, remove unnecessary code. 2022-08-20 17:02:18 +02:00
Matthias
cdd4745693
Merge pull request #7263 from freqtrade/okx_cache_tiers
Okx cache tiers
2022-08-20 15:18:13 +02:00
Matthias
5b3f031590 Use hyperopt safe amount precision method 2022-08-20 14:13:15 +02:00
Matthias
738e95b875 Add tests for leverage tiers caching 2022-08-20 13:54:54 +02:00
Matthias
b6e8b9df35 Use cached leverage tiers 2022-08-20 13:01:58 +02:00
Matthias
52ec0d1046 Update binance Leverage tiers 2022-08-20 11:53:15 +02:00
Matthias
0da0600836 Have backtesting respect tradable size
closes #7161
2022-08-20 11:41:11 +02:00
Matthias
54ddc1a4c2 Add --tradingmode alias 2022-08-20 11:24:20 +02:00
Matthias
aa3da092a0 Dont' use classProperty - that's not supported on 3.8 2022-08-20 10:55:52 +02:00
Matthias
01d45ed12e
Merge pull request #7257 from freqtrade/feat/list-pair-time
Get min/max data in list-data command
2022-08-20 08:16:52 +02:00
Matthias
7b8b73e651
Merge pull request #7243 from lolongcovas/newbranch_test
Improve PCA and pairwise distance calcs
2022-08-20 08:13:40 +02:00
Timothy Pogue
739b68f8fd ExternalPairList plugin 2022-08-19 22:40:01 -06:00
Johan van der Vlugt
b44bd0171c
Example Classifier strat 2022-08-19 19:10:37 +02:00
Matthias
b9d48c3278 use numbers in HyperoptState properly ... 2022-08-19 15:40:06 +02:00
Matthias
bc359675a2 Add --analyze-per-epoch - moving populate_analysis to the epoch process 2022-08-19 15:19:43 +02:00
Matthias
09f8904545 Extract analysis to separate method 2022-08-19 15:12:55 +02:00
Matthias
08ef5ad2d8 Add HyperoptState enum and container class 2022-08-19 15:11:43 +02:00
Matthias
1c6f966579 Hyperopt: simplify parameter "can_optimize" handling 2022-08-19 15:03:03 +02:00
Matthias
16af10a5bc Update notebook sample with simplified datadir configuration
closes #7252
2022-08-19 14:05:27 +02:00
Matthias
b7553d20d4 Get min/max data in list-data command 2022-08-19 13:45:55 +02:00
Matthias
7d84ef2e2c Remove unused imports 2022-08-19 13:45:10 +02:00
longyu
521381ebf0 undo example strategy newline 2022-08-19 12:40:03 +02:00