Matthias
f4025ee5de
Merge pull request #7289 from freqtrade/feat/freqai-rl-dev
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Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
Matthias
2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail
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backtesting - use full detail timeframe
2022-11-27 16:09:23 +01:00
Matthias
cf000a4c00
Bump develop version to 2022.12-dev
2022-11-27 16:08:54 +01:00
Matthias
e4a3efc7d4
Don't use strategy.stoploss too often
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discovered in #7760
2022-11-27 15:54:35 +01:00
Matthias
3fc367f536
Merge pull request #7771 from wizrds/feat/refactor-ws
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Refactor WebSocket API for performance
2022-11-27 15:49:34 +01:00
Matthias
21d7406291
Temporary fix for kraken download
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closes #7790
will be removed once the patch is in ccxt.
2022-11-27 15:16:43 +01:00
froggleston
1a3f88c7b9
Replace separate start/end date option with usual timerange option
2022-11-27 11:30:13 +00:00
stm
51d21b413d
Fix 4ac update_total_profit
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_update_total_profit() must be executed before "self._position = Positions.Neutral" because _update_total_profit() calls get_unrealized_profit(), which returns 0 if position is neutral and total_profit is not updated
2022-11-26 23:35:20 +03:00
robcaulk
dba30393fb
ensure extra_returns_per_train are set properly on first hist_preds build
2022-11-26 18:04:47 +01:00
froggleston
706bc9ebea
Merge branch 'entry_exit_date_print' of github.com:froggleston/freqtrade into entry_exit_date_print
2022-11-26 16:59:27 +00:00
froggleston
4790aaaae1
Implement cli options for backtesting-analysis date filtering
2022-11-26 16:58:56 +00:00
Robert Davey
e1456e407b
Merge branch 'freqtrade:develop' into entry_exit_date_print
2022-11-26 16:53:48 +00:00
Timothy Pogue
a26b3a9ca8
change sleep call back to 0.01
2022-11-26 09:40:22 -07:00
Matthias
ce213b55a2
Bybit fix candle limit
2022-11-26 13:58:22 +01:00
robcaulk
b52f05923a
fix list to array in constants.py
2022-11-26 13:47:47 +01:00
robcaulk
be890b52fd
remove np import
2022-11-26 13:44:58 +01:00
robcaulk
aaaa5a5f64
add documentation for net_arch, other small changes
2022-11-26 13:44:58 +01:00
Matthias
fcf13580f1
Revert "offload initial df computation to thread"
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This reverts commit f268187e9b
.
2022-11-26 13:33:54 +01:00
Matthias
7b0a76fb70
Improve typehint
2022-11-26 13:33:26 +01:00
Matthias
7ebc8ee169
Fix missing Optional typehint
2022-11-26 13:32:18 +01:00
Matthias
bdfedb5fcb
Improve typehints / reduce warnings from mypy
2022-11-26 13:03:07 +01:00
robcaulk
81fd2e588f
ensure typing, remove unsued code
2022-11-26 12:11:59 +01:00
robcaulk
8dbfd2cacf
improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc
2022-11-26 11:51:08 +01:00
Timothy Pogue
bd95392eea
fix formatted string in warning message :)
2022-11-25 13:10:22 -07:00
Timothy Pogue
4aa4c6f49d
change sleep in channel send to 0
2022-11-25 13:08:41 -07:00
Timothy Pogue
f268187e9b
offload initial df computation to thread
2022-11-25 12:56:33 -07:00
Timothy Pogue
afc00bc30a
log warning if channel too far behind, add docstrings to message stream
2022-11-25 12:48:57 -07:00
froggleston
391817243c
Tidy up complex functions
2022-11-25 16:12:15 +00:00
Matthias
79c041b62d
Update tests for new export format
2022-11-25 16:57:58 +01:00
Matthias
8c014bd365
Export trade-counts to csv
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closes #7789
2022-11-25 16:57:45 +01:00
Matthias
8ee8b6e943
Improve hyperopt list output
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closes #7789
2022-11-25 16:31:21 +01:00
Matthias
0f97ef0d7b
Reset stoploss_order_id when order is canceled
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closes #7766
2022-11-25 16:08:33 +01:00
Matthias
1b3e62bcbc
Lock execute_entry to prevent timing hickups
2022-11-25 14:50:48 +01:00
Matthias
c593cdc438
Improve type hints
2022-11-25 14:48:06 +01:00
Matthias
5e6cda11ef
Update method name for trade fee updating
2022-11-25 14:43:56 +01:00
Matthias
b8d1862ca8
Update cached binance leverage tiers
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closes #7794
2022-11-25 10:42:19 +01:00
Timothy Pogue
bcc8063eeb
Merge branch 'develop' into feat/refactor-ws
2022-11-24 13:42:57 -07:00
Timothy Pogue
fc59b02255
prevent ws endpoint from running without valid token
2022-11-24 13:41:10 -07:00
Timothy Pogue
101dec461e
close ws channel if can't accept
2022-11-24 11:35:50 -07:00
robcaulk
2e82e6784a
move data_provider cleanup to shutdown()
2022-11-24 19:07:38 +01:00
robcaulk
73c458d47b
use importlib instead of __import___
2022-11-24 19:04:35 +01:00
robcaulk
4894d772ed
merge develop into feat/freqai-rl-dev
2022-11-24 18:50:11 +01:00
robcaulk
3a07749fcc
fix docstring
2022-11-24 18:46:54 +01:00
robcaulk
44b042ba51
remove unused function
2022-11-24 17:53:26 +01:00
Matthias
8f1a8c752b
Add freqairl docker build process
2022-11-24 07:00:12 +01:00
Timothy Pogue
48242ca02b
update catch block in cancel channel tasks
2022-11-22 12:43:45 -07:00
Matthias
7785c91c5d
Merge pull request #7756 from wizrds/feat/secure-ws-conn
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Support SSL in WebSocket connection
2022-11-22 19:18:16 +01:00
Wagner Costa
d09157efb8
update code to use one prediction file / pair
2022-11-22 15:15:42 -03:00
Timothy Pogue
a5442772fc
ensure only broadcasting to subscribed topics
2022-11-22 09:42:09 -07:00
Wagner Costa
91779bb28b
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-22 13:09:48 -03:00
Wagner Costa
c01f25ddc9
update code to freqai_backtest_live_models only from historic predictions
2022-11-22 13:09:09 -03:00
Timothy Pogue
d9d7df70bf
fix tests, log unknown errors
2022-11-21 12:21:40 -07:00
Matthias
0fa5217043
Improve protection setup
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lock_pair should be called when the order closes, not when the exit order is placed.
it should also be called for stoploss orders, too.
closes #7783
2022-11-21 19:30:49 +01:00
Timothy Pogue
106ac2ab4d
fix tests, change to get call
2022-11-20 16:36:22 -07:00
Timothy Pogue
d2870d48ea
change typing to async iterator
2022-11-20 16:24:44 -07:00
Timothy Pogue
48a1f2418f
update typing, remove unneeded try block, readd sleep
2022-11-20 16:18:24 -07:00
Timothy Pogue
60a167bdef
add dynamic send timeout
2022-11-20 14:09:45 -07:00
Timothy Pogue
dc79284c54
Merge branch 'develop' into feat/refactor-ws
2022-11-20 10:05:22 -07:00
Matthias
12b471c64b
Prevent 2 parallel open orders through forceentry
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this leads to forgetting the prior order
closes #7765
2022-11-20 09:28:14 +01:00
Wagner Costa Santos
fdc82af883
fix tests - update code to backtest with historic_predictions
2022-11-19 22:27:58 -03:00
Timothy Pogue
3714d7074b
smaller throttle in channel send
2022-11-19 13:29:23 -07:00
Timothy Pogue
c1a73a5512
move sleep call in send, minor cleanup
2022-11-19 13:21:26 -07:00
Wagner Costa Santos
80d070e9ee
update code to use historic_predictions for freqai_backtest_live_models
2022-11-19 14:15:58 -03:00
Wagner Costa Santos
3d3195847c
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-18 17:53:34 -03:00
Timothy Pogue
98d87b3ba6
Merge branch 'develop' into feat/refactor-ws
2022-11-18 13:41:22 -07:00
Timothy Pogue
0cb6f71c02
better error handling, true async sending, more readable api
2022-11-18 13:32:27 -07:00
Matthias
4de9a46618
Merge pull request #7759 from wizrds/fix/pd-mem-leak
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Fix Pandas to_json memory leak
2022-11-18 20:24:16 +01:00
Timothy Pogue
b6a8e421f1
remove redundant timestamp conversion in ws serializer
2022-11-18 09:43:39 -07:00
Matthias
12cd83453c
Add warning when queue websocket queue becomes too full
2022-11-18 14:03:56 +01:00
Matthias
4c7bb79c86
Restore prior data transfer format
2022-11-18 13:59:29 +01:00
Timothy Pogue
ba493eb7a7
Merge fix/pd-mem-leak
2022-11-17 16:21:12 -07:00
robcaulk
387c905a86
merge develop into RL
2022-11-17 21:59:07 +01:00
robcaulk
60fcd8dce2
fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc
2022-11-17 21:50:02 +01:00
robcaulk
91df79ff44
merge dev into backtest-live-predictions
2022-11-17 21:20:47 +01:00
Matthias
436b314c80
add safe_remaining
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fixes #7757
2022-11-17 19:07:47 +00:00
Timothy Pogue
49ecc83061
Merge branch 'develop' into fix/pd-mem-leak
2022-11-17 12:04:49 -07:00
Timothy Pogue
ce43fa5f43
small fix to websocketchannel and relay
2022-11-17 12:03:11 -07:00
Timothy Pogue
875e9ab447
change df serialization to avoid mem leak
2022-11-17 11:59:03 -07:00
Robert Caulk
cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
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Simplify timerange handling
2022-11-17 19:57:48 +01:00
Matthias
b929e0bb2b
Merge branch 'develop' into gc_improvements
2022-11-17 19:55:03 +01:00
Matthias
9432bcd065
Fix telegram error on force_enter exception
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closes #7727
2022-11-17 19:52:03 +01:00
Wagner Costa Santos
3903b04d3f
save_live_data_backtest - added docs and tests
2022-11-17 15:20:07 -03:00
Wagner Costa Santos
99bff9cbfa
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:51 -03:00
Wagner Costa Santos
913749c81b
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:16 -03:00
Wagner Costa Santos
b01e4e3dbf
change default value - save_live_data_backtest as false
2022-11-17 10:14:30 -03:00
Wagner Costa Santos
1a19d90e2e
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-17 10:13:11 -03:00
Matthias
afcb86f422
Improve migration types
2022-11-17 10:25:51 +00:00
Matthias
93addbe5c3
Improve typechecking
2022-11-17 10:16:38 +00:00
Timothy Pogue
6a1655c047
support ssl connections in emc
2022-11-15 22:26:54 -07:00
Timothy Pogue
442467e8ae
remove old comments and code
2022-11-14 22:26:34 -07:00
Matthias
6deb2dfb61
Merge pull request #7744 from freqtrade/dependabot/pip/develop/mypy-0.990
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Bump mypy from 0.982 to 0.990
2022-11-15 06:24:24 +01:00
Timothy Pogue
d713af045f
remove main queue completely
2022-11-14 22:21:40 -07:00
Timothy Pogue
659c8c237f
initial revision
2022-11-14 20:27:45 -07:00
Matthias
0a702cdd26
Ensure more methods are typechecked
2022-11-14 20:56:35 +01:00
Matthias
a951b49541
Use Generator when sending initial dataframes
2022-11-14 19:43:59 +01:00
Matthias
30b467906c
Delist FTX, following ccxt's delisting.
2022-11-14 19:40:57 +01:00
Matthias
95fd4072fa
Merge pull request #7701 from freqtrade/add-single-precision-freqai
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add option to force single precision
2022-11-14 07:02:35 +01:00
Matthias
42b29cd307
Fix constants type
2022-11-13 19:31:49 +01:00
robcaulk
bf4d5b432a
ensure model_type is defined
2022-11-13 18:50:25 +01:00
robcaulk
6394ef4558
fix docstrings
2022-11-13 17:43:52 +01:00
robcaulk
96fafb7f56
remove limit_ram_use
2022-11-13 17:14:47 +01:00
robcaulk
b421521be3
help default ReinforcementLearner users by assigning the model_type automatically
2022-11-13 17:12:17 +01:00
robcaulk
90f168d1ff
remove more user references. cleanup dataprovider
2022-11-13 17:06:06 +01:00
robcaulk
388ca21200
update docs, fix bug in environment
2022-11-13 16:56:31 +01:00
robcaulk
1e9e7887aa
fix constants.py, fix freqai test
2022-11-13 15:38:35 +01:00
robcaulk
af9e400562
add test coverage, fix bug in base environment. Ensure proper fee is used.
2022-11-13 15:31:37 +01:00
Matthias
942840da2d
Improve setting wording to keep future possibilities open
2022-11-13 15:22:44 +01:00
robcaulk
81f800a79b
switch to using FT calc_profi_pct, reverse entry/exit fees
2022-11-13 13:41:17 +01:00
robcaulk
e45d791c19
Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev
2022-11-13 13:00:16 +01:00
Matthias
fed3bc6730
Simplify Websocket Init
2022-11-13 10:33:54 +01:00
Matthias
954da4fec9
Add "forcebuy error" exception log
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part of #7727
2022-11-12 19:52:10 +01:00
robcaulk
e71a8b8ac1
add ability to integrate state info or not, and prevent state info integration during backtesting
2022-11-12 18:46:48 +01:00
Wagner Costa Santos
27fa9f1f4e
backtest saved dataframe from live
2022-11-12 14:37:23 -03:00
Matthias
ee0e59157c
Update join relationship of orders table to selectin
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closes #6791 by slightly improving performance in this area.
2022-11-12 16:34:00 +01:00
Matthias
7adca97358
Improve python GC behavior
2022-11-12 15:43:02 +01:00
Wagner Costa Santos
f9c6c538be
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-12 09:37:45 -03:00
robcaulk
9c6b97c678
ensure normalization acceleration methods are employed in RL
2022-11-12 12:01:59 +01:00
robcaulk
6746868ea7
store dataprovider to self instead of strategy
2022-11-12 11:33:03 +01:00
robcaulk
7a4bb040a5
merge develop into feat/freqai-rl-dev
2022-11-12 10:54:34 +01:00
robcaulk
214c622475
move dataframe converter to converter.py
2022-11-12 10:38:25 +01:00
robcaulk
9617d8143d
Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai
2022-11-12 10:21:38 +01:00
Matthias
e6172a68d7
Merge pull request #7730 from freqtrade/fix-metric-tracker
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fix loading of metric tracker from disk
2022-11-11 20:01:26 +01:00
Robert Caulk
833578716c
Merge pull request #7644 from markdregan/multi-target-classifier
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Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
robcaulk
790ff2a84b
merge develop into add-single-prec
2022-11-11 18:08:51 +01:00
robcaulk
e46a57bbd0
move mem logs to debug
2022-11-11 18:05:32 +01:00
robcaulk
66514e84e4
add LightGBMClassifierMultiTarget. add test
2022-11-11 17:45:53 +01:00
robcaulk
054133955b
fix loading of metric tracker from disk
2022-11-11 17:24:09 +01:00
Matthias
0f9c5f8d41
Simplify timerange handling
2022-11-10 18:28:18 +01:00
Matthias
57313dd961
Update some usages of timerange to new, simplified method
2022-11-10 18:11:39 +01:00
Matthias
3e676dbaa4
Add properties to simplify timerange handling
2022-11-10 16:33:57 +01:00
Matthias
9e17eabd0a
Improve Bybit configuration
2022-11-10 07:09:54 +01:00
Wagner Costa Santos
4f0f3e5b64
removed unnecessary code
2022-11-09 10:07:24 -03:00
Wagner Costa Santos
8ee95db927
refactoring backtesting_fit_live_predictions function
2022-11-09 09:51:42 -03:00
Wagner Costa Santos
3e57c18ac6
add fix_live_predictions function to backtesting
2022-11-08 18:20:39 -03:00
Matthias
f43f967040
Improve handling of unfilled stoploss orders in edge-cases
2022-11-08 20:34:18 +01:00
Matthias
ce3959a0c6
Merge pull request #7708 from freqtrade/improve_iteration
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Improve iteration logic
2022-11-08 19:25:01 +01:00
Wagner Costa Santos
8d9988a942
enforce date column in backtesting freqai predictions files
2022-11-08 11:06:23 -03:00
Wagner Costa Santos
9c5ba0732a
save predictions with date and merge by date
2022-11-08 10:32:18 -03:00
Matthias
884014a4b9
Fix some minor typos
2022-11-07 18:35:28 +00:00
Wagner Costa Santos
6559384286
Merge branch 'develop' into backtest_live_models
2022-11-07 15:14:10 -03:00
Matthias
29585b5ecd
Improve worker iteration logic
2022-11-06 11:18:13 +01:00
Matthias
d48a9ae96d
Add leverage to backtest results
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closes #7574
2022-11-06 09:40:44 +01:00
Matthias
1d2b89bc13
Improve handling of get_fee to not allow impossible combinations
2022-11-06 09:16:03 +01:00
Matthias
ded57fb301
Remove no longer valid test part
2022-11-05 20:32:31 +01:00
Matthias
d089fdae34
Fix current-time_det calculation
2022-11-05 20:02:36 +01:00
Robert Caulk
820aad670c
Merge pull request #7690 from freqtrade/track-current-candle
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Track current candle in FreqAI
2022-11-05 17:35:05 +01:00
Emre
06a2957837
Merge branch 'develop' into add-single-precision-freqai
2022-11-05 19:15:12 +03:00
Emre
43bdd34964
Optimize reduce_dataframe_footprint function
2022-11-05 19:13:02 +03:00
Matthias
0888b53b5a
Udpate current_time handling for detail loop
2022-11-05 17:02:27 +01:00
Matthias
a11d579bc2
Verify order fills on "detail" timeframe
2022-11-05 17:02:27 +01:00
robcaulk
53df607067
avoid duplicating features with okx/gateio, ensure inference timer gets logged
2022-11-05 15:42:19 +01:00
Matthias
6e09d552ac
Properly handle and test ohlcv min_max with empty files
2022-11-05 13:14:35 +01:00
robcaulk
257c833831
add doc for single precision, dont allow half precision, add test
2022-11-04 18:10:04 +01:00
robcaulk
3ccc120f92
add option to force single precision
2022-11-04 17:42:10 +01:00
robcaulk
8bdc99a3d6
fix self-imposed bug
2022-11-04 16:41:38 +01:00
robcaulk
19d90b813a
improve readibility in start_backtesting()
2022-11-04 16:10:46 +01:00
Wagner Costa Santos
8008c63319
Merge branch 'develop' into backtest_live_models
2022-11-04 09:09:39 -03:00
Wagner Costa Santos
a7acfb7ab7
fix dict key error
2022-11-04 09:02:28 -03:00
robcaulk
90c5bfb4b5
add default conv_width
2022-11-03 21:35:12 +01:00
robcaulk
05b309caf2
ensure colon replaced for cached attach
2022-11-03 21:17:48 +01:00
robcaulk
6938ed6584
change default conv_width to 1
2022-11-03 21:11:26 +01:00
robcaulk
444a068481
merge develop into track-current-candle
2022-11-03 21:09:08 +01:00
robcaulk
db942321ad
fix bug with lightgbm and colons
2022-11-03 21:03:48 +01:00
robcaulk
d721b50230
flake8
2022-11-03 19:13:24 +01:00
robcaulk
3ba1e221eb
fix typo
2022-11-03 19:08:33 +01:00
robcaulk
6c4bdb8f67
remove special characters from feature names
2022-11-03 18:49:39 +01:00
Wagner Costa Santos
17798b3397
Merge branch 'develop' into backtest_live_models
2022-11-03 13:29:25 -03:00
Wagner Costa Santos
356d79b38a
verify mean and std exists in model metadata
2022-11-03 13:27:56 -03:00
Wagner Costa Santos
cdf12cc541
Merge branch 'develop' into fix_issue_7666
2022-11-03 08:30:46 -03:00
Matthias
ff619edebf
Improve explanation comment as to why we're waiting ourselfs
2022-11-03 06:50:18 +01:00
Timothy Pogue
b749f3edd6
add latency measure from ping in emc and ws_client
2022-11-02 19:30:35 -06:00
Timothy Pogue
000b0c2198
prevent memory leaks from error in _broadcast_queue_data
2022-11-02 18:00:10 -06:00
Timothy Pogue
cbede2e27d
refactor channel.send to avoid queue.put
2022-11-02 17:57:11 -06:00
Timothy Pogue
2dc55e89e6
better error handling channel send
2022-11-02 15:25:39 -06:00
Timothy Pogue
55bf195bfb
remove debugging log calls
2022-11-02 14:21:34 -06:00
Timothy Pogue
c2bdaea84a
change exception handling in channel send
2022-11-02 14:19:08 -06:00
Timothy Pogue
d848c27283
add task done to broadcast queue method
2022-11-02 13:30:42 -06:00
Timothy Pogue
e25dea7e0e
update channel disconnecting
2022-11-02 13:26:27 -06:00
robcaulk
ce92731132
ensure backwards compatitibility
2022-11-02 20:20:35 +01:00
Wagner Costa Santos
23b6915dde
fix issue with different backtesting prediction size
2022-11-02 15:49:51 -03:00
Matthias
2c3c7e1e3a
Merge pull request #7663 from freqtrade/shuffle_list_enhance
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Improve ShufflePairlist to shuffle only once per candle
2022-11-02 19:37:48 +01:00
robcaulk
1a38c10fc6
remove old code
2022-11-02 19:37:47 +01:00
robcaulk
255eb71270
start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df
2022-11-02 19:32:22 +01:00
robcaulk
97df232ac6
add a warning to __init__ for get_corr_dataframes
2022-10-31 18:18:00 +01:00
robcaulk
66d8ed6c0b
Merge remote-tracking branch 'origin/develop' into reduce-indicator-population
2022-10-31 09:42:01 +01:00
robcaulk
d59a7fa2f9
remove analysis_lock and realign example hybrid strat
2022-10-30 17:07:33 +01:00
Matthias
391c3f56f7
Add typehint to corr_pairlist
2022-10-30 13:28:01 +01:00
Mark Regan
7053f81fa8
simplified predict and predict_proba using super(). Added duplicate class label check.
2022-10-30 09:48:30 +00:00
Matthias
cf4af2175c
Merge pull request #7662 from markdregan/backtest_extra_returns_fix
...
Fix missing f-string from PR #7611
2022-10-30 10:47:06 +01:00
robcaulk
a2843165e1
fix leftovers from merge
2022-10-30 10:31:38 +01:00
robcaulk
52e15b2070
Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev
2022-10-30 10:16:39 +01:00
robcaulk
d1a0874683
merge develop into feat/freqai-rl-dev
2022-10-30 10:13:03 +01:00
robcaulk
fc53054d43
leverage list length knowledge, f-string change
2022-10-30 10:12:14 +01:00
Emre
f98c7a2423
Remove loop of normalization from metadata
2022-10-30 10:12:14 +01:00
Matthias
5c14aeddc6
Add "--log-file" alias for "--logfile"
2022-10-30 09:50:54 +01:00
Matthias
5013351143
Rename "shuffle" parameter to "shuffle_freq"
2022-10-30 09:48:55 +01:00
Matthias
a323acf343
Improve ShufflePairlist to shuffle only once per candle
2022-10-30 09:46:12 +01:00
Mark Regan
c26fda282f
fix missing f-string from PR #7611
2022-10-30 08:19:59 +00:00
robcaulk
650bb8b7d7
ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs.
2022-10-29 22:26:49 +02:00
Matthias
352adaf127
Improve readability of is_time_to_refresh function
2022-10-29 19:45:46 +02:00
Matthias
c23a9475e6
Move exchange utilities into separate module
2022-10-29 09:29:17 +02:00
Matthias
801e91c39e
Merge pull request #7618 from wizrds/fix/docker-config-record
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Update function in FreqAI interface to record FreqAI config params
2022-10-29 08:56:20 +02:00
Matthias
54c7122cc3
Merge pull request #7647 from freqtrade/combine_stop
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Combine stop logic
2022-10-28 19:38:40 +02:00
Matthias
777af5517d
Version bump develop version to 2022.11-dev
2022-10-28 19:38:19 +02:00
Mark Regan
6ef82dd8b6
minor change to return
2022-10-27 12:41:12 +01:00
Matthias
9e0b39cddc
Properly invert sign
...
fixes 98ba57ff
2022-10-27 06:56:33 +02:00
Matthias
255f38537e
Simplify stoploss behavior by combining more commonalities
2022-10-26 07:14:33 +02:00
Matthias
6e0ca058f4
Update function-head for _get_stop_params
2022-10-26 07:12:49 +02:00
Matthias
cf6b75a3f3
Use combined stoploss_adjust where possible
2022-10-26 07:12:42 +02:00
Matthias
d831d7d317
Rename Freqai hybrid example
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closes #7645
2022-10-26 06:47:34 +02:00
Matthias
110db8b241
Merge pull request #7621 from wizrds/fix/channel-api
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Improved WebSocketChannel API
2022-10-26 06:31:42 +02:00
Timothy Pogue
b9bf9edb02
update rapidjson opts
2022-10-25 14:12:13 -06:00
Timothy Pogue
fd5f31368c
fix indent in initial df send
2022-10-25 14:08:28 -06:00
Mark Regan
217add70bd
add strat and config for testing on PR
2022-10-25 20:07:39 +01:00
Matthias
3fa50077c9
Don't use pydantic to type-verify outgoing messages
2022-10-25 20:00:53 +02:00
Mark Regan
47056eded3
multi target classifier working but not for parallel
2022-10-25 18:24:27 +01:00
Matthias
1ef38f137d
Fix XGBoost regressor "used before assignment"
2022-10-25 13:37:04 +02:00
Timothy Pogue
51be45547f
remove np object, make default str
2022-10-24 12:23:54 -06:00
Timothy Pogue
32600a113f
fix broadcast
2022-10-24 12:21:17 -06:00
Matthias
f93b6eec63
Improve timing for worker throttling
2022-10-24 20:09:13 +02:00
Matthias
e969479525
Merge pull request #7619 from freqtrade/stop/usehighlow
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Stop/usehighlow
2022-10-24 20:04:36 +02:00
Matthias
6669714a73
Update mal-formatted docstrings
2022-10-24 18:12:17 +02:00
Robert Caulk
137aa1756b
Merge pull request #7593 from th0rntwig/prediction-shape
...
Fix constant PCA
2022-10-24 08:33:36 +02:00
Matthias
3a40ad87c6
Merge pull request #7615 from freqtrade/price_jump_warn
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Add price jump warning
2022-10-24 06:27:53 +02:00
robcaulk
4d2b7a74f1
move record params to utils, use rapidjson
2022-10-23 20:51:32 +02:00
Timothy Pogue
07e813dfa0
change param record to only get certain params
2022-10-23 12:09:07 -06:00
Timothy Pogue
94b65a007a
fix message typing in channel manager, minor improvements
2022-10-23 11:42:59 -06:00
th0rntwig
49ff51f11f
Change storage loc and fix test fail
2022-10-23 16:24:02 +02:00
Matthias
10090a36d5
simplify throttle
2022-10-23 14:52:10 +02:00
Matthias
d0571464db
Improve test for worker throttle
2022-10-23 14:20:59 +02:00
Matthias
c36141594e
Simplify "refresh" condition
2022-10-23 13:56:11 +02:00
Timothy Pogue
9cffa3ca2b
add comment in channel
2022-10-22 21:03:57 -06:00
Timothy Pogue
4cbea0fd00
Merge branch 'develop' of https://github.com/wizrds/freqtrade into fix/channel-api
2022-10-22 21:03:31 -06:00
Timothy Pogue
3d7a311caa
removed sleep calls, better channel sending
2022-10-22 19:02:05 -06:00
Timothy Pogue
2b6d00dde4
initial channel api change
2022-10-22 09:30:18 -06:00
Matthias
3a9853db10
use high/low for custom stoploss evaluation in backtesting
2022-10-22 12:52:13 +02:00
Matthias
84a194bcab
Simplify stoploss logic by removing redundant condition
2022-10-22 11:57:59 +02:00
Matthias
547fd28811
Price-jump detection should only run once
2022-10-22 08:43:37 +02:00
Matthias
0ff7a0771d
Move price_jump_warn to dataloading
...
it's not relevant for live data, and should only run when loading data
from disk.
2022-10-22 08:37:30 +02:00
Timothy Pogue
4464e91256
use self.identifier in full path
2022-10-21 19:53:33 -06:00
Timothy Pogue
5ee3b8cbbb
update config recording to use all configs, fix tests
2022-10-21 19:48:26 -06:00
Robert Caulk
a85826bf24
Merge pull request #7611 from markdregan/backtest_extra_returns
...
Make extra_returns_per_train data available during backtest
2022-10-21 17:13:22 +02:00
Matthias
b715d9c521
Improve fee handling
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closes #7586
2022-10-21 16:30:14 +02:00
Robert Caulk
410a744ee9
Merge pull request #7613 from freqtrade/fix_typo_fit_live_predictions_candles
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fix typos - live predictions candles
2022-10-21 16:19:40 +02:00
Matthias
d1591883a6
add missing datetime conversion in fromJson
2022-10-21 07:01:47 +02:00
Matthias
bd424a877b
Add Trade from_json method
2022-10-20 20:33:08 +02:00
Matthias
107845afa8
Keep version number in docker versioning
2022-10-20 19:55:42 +02:00
Wagner Costa Santos
6606a0113f
refactoring - remove unnecessary config file
2022-10-20 14:53:25 -03:00
Matthias
60cb11a44d
Add price jump warning
2022-10-20 19:36:28 +02:00
Wagner Costa Santos
589944055e
fix typos - live predictions candles
2022-10-20 12:15:41 -03:00
Wagner Costa Santos
52b60c5cbb
Merge branch 'develop' into backtest_live_models
2022-10-20 11:59:37 -03:00
rcaulk
a9db668082
avoid redundant indicator population for corr_pair list
2022-10-20 16:30:32 +02:00
Mark Regan
073ce1659e
remove un-used f-string
2022-10-20 14:26:10 +01:00
Mark Regan
295ba21389
Make extra_returns_per_train values available during backtest
2022-10-20 12:05:37 +01:00
Matthias
7192ed7be6
Fix bug with dataframe not being 0 indexed
2022-10-19 11:57:18 +02:00
th0rntwig
033c5bd441
Make check constant pred labels agnostic
2022-10-18 12:55:47 +02:00
Matthias
c3d4fb9f1b
Simplify backtest calling interface
2022-10-18 06:39:55 +02:00
Matthias
c7fff1213c
Rate-limit EMC startup to avoid overwelming the queue
2022-10-17 20:46:15 +02:00
Matthias
880ddccaa8
Merge pull request #7590 from freqtrade/list-models
...
List models
2022-10-17 20:40:41 +02:00
Matthias
441032be25
Fix sys.stdout bug for CatboostRegressorMultiTarget
2022-10-17 19:48:27 +02:00
Matthias
b166c04cba
Bring back asyncio.sleep to avoid overwelming the a consumer queue
2022-10-17 19:29:30 +02:00
Matthias
c8e103e4a4
Adjust typehints to match return value
2022-10-17 10:02:55 +00:00
Matthias
c2914feb12
Don't fail contract size repopulation if pair is no longer available
2022-10-17 09:55:18 +00:00
Matthias
6cb14148aa
Fix random test failure due to catboost bug
...
https://github.com/catboost/catboost/issues/2195
2022-10-17 07:00:44 +02:00
Matthias
6252ae466e
Convert position_stacking to attribute of backtest
2022-10-17 06:57:26 +02:00
Matthias
8534dfb0d4
Extract backtest 1 candle from main function
2022-10-17 06:57:26 +02:00
Matthias
0e8cf366f5
Keep trade state in LocalTrade
2022-10-17 06:57:26 +02:00
Matthias
23a5a516f9
Merge pull request #7557 from freqtrade/add-metric-tracker
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Add metric tracker to FreqAI
2022-10-16 18:20:07 +02:00
Matthias
e82baf5f60
Use helper-method to modify trades_open
2022-10-16 16:45:16 +02:00
Evgeniy Vladimirov
de9f5660f3
Fix counting available trade slots in backtesting.
2022-10-16 12:56:59 +03:00
Matthias
dc50186d5b
Merge branch 'develop' into list-models
2022-10-16 09:23:10 +02:00
Matthias
b6c096d3bc
Simplify backtest condition
2022-10-16 09:22:56 +02:00
th0rntwig
20fc521771
Fix constant PCA
2022-10-15 23:30:12 +02:00
Robert Caulk
62ca822597
Merge pull request #7569 from Silur/develop
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Add XGBoost random forest predictors to freqai
2022-10-15 16:09:26 +02:00
Robert Caulk
46ba3bb357
Merge pull request #7585 from aemr3/add-eval-set-catboost
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Add eval set to CatboostClassifier
2022-10-15 16:08:13 +02:00
robcaulk
9135e631c0
:Merge branch 'develop' into add-metric-tracker
2022-10-15 15:54:41 +02:00
robcaulk
3b4402aaab
Merge branch 'move-disk-writing-to-ram' into add-metric-tracker
2022-10-15 13:52:14 +02:00
robcaulk
99dbba6cad
avoid reading from disk to instantiate large objects
2022-10-15 13:50:55 +02:00
robcaulk
d81eef0b70
add timestamps to each metric, use rapidjson
2022-10-15 13:23:01 +02:00
Matthias
05ca725e4d
Remove no longer needed local state
2022-10-15 12:07:22 +02:00
Matthias
c8e6dad9cd
use exit_reason to determine left open trades
2022-10-15 12:00:20 +02:00
Matthias
4bfe58706b
Generalize "path" variables for resolvers
2022-10-14 19:49:06 +02:00
robcaulk
b236e362ba
Merge remote-tracking branch 'origin/develop' into add-metric-tracker
2022-10-14 19:00:49 +02:00
Matthias
fda3a2827b
add list-freqAI models command
2022-10-14 16:20:49 +00:00
Matthias
4a8cb3359b
Fix broken tests
2022-10-14 16:07:49 +00:00
Matthias
9d4ba767c4
Update usages of search_all_objects
2022-10-14 14:50:52 +00:00
Matthias
1d8d360a12
update _search_all_objects functioning
2022-10-14 14:32:30 +00:00
Emre
7f05b44376
Add eval set to CatboostClassifier
2022-10-13 23:01:09 +03:00
Wagner Costa Santos
02fc59d473
Merge branch 'develop' into backtest_live_models
2022-10-13 15:52:19 -03:00
Wagner Costa Santos
6919f3aa75
Backtest live models - fix utc date convert issue
2022-10-13 15:03:27 -03:00
Matthias
f019471051
Don't round prices if no custom prices have been used
...
closes #7573
2022-10-13 19:51:42 +02:00
Wagner Costa Santos
93fe2b6446
Merge branch 'develop' into backtest_live_models
2022-10-13 11:22:58 -03:00
Matthias
2045780810
Reinstate default of 1000% for roi
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closes #7583
2022-10-13 11:58:32 +00:00
Matthias
e3ca740704
Merge pull request #7558 from wizrds/feat/queue-per-client-ws
...
Refactor broadcasting in Message Websocket
2022-10-13 09:52:29 +02:00
Matthias
75f1a123eb
Move "tickers_needed" check to pairlistmanager to cover all pairlists
2022-10-13 06:58:17 +00:00
Matthias
39c27cfc37
Don't fail if fetchTickers is not availlable
2022-10-13 06:58:02 +00:00
Matthias
a6f6a17393
Type fetch_ticker
2022-10-11 21:42:48 +02:00
Matthias
52e9528361
Improve ticker type
2022-10-11 19:33:07 +00:00
Matthias
35f3f988d4
Improve price handling in priceFilter
2022-10-11 19:33:05 +00:00
Matthias
afaca2167c
use Type Alias for Ticker result to improve keyerror resiliancy
2022-10-11 19:33:02 +00:00
robcaulk
1e31be562e
remove whitespace
2022-10-11 21:05:42 +02:00
robcaulk
dba1b573bc
remove tensorboard dir from other pred models
2022-10-11 19:49:24 +02:00
robcaulk
5b5bb8aab5
catboost tensorboard bugfix
2022-10-11 19:05:46 +02:00
Timothy Pogue
eb8c89fe31
move send delay to relay
2022-10-10 23:32:10 -06:00
Timothy Pogue
5ada5eb540
fix error message, update exception import
2022-10-10 23:30:43 -06:00
Matthias
28f0a35e73
Merge pull request #7549 from froggleston/discord_sendmsg
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Add support for dp.send_msg() to webhooks
2022-10-11 06:35:29 +02:00
Robert Caulk
2e34aa9f04
Merge pull request #7544 from th0rntwig/prediction-shape
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Remove constant labels from prediction
2022-10-10 21:24:25 +02:00
Robert Caulk
7bcb7d9a1a
Merge pull request #7554 from initrv/add-catboost-tensorboard
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Add tensorboard for catboost
2022-10-10 21:03:45 +02:00
Wagner Costa Santos
88418d524a
Merge branch 'develop' into backtest_live_models
2022-10-10 15:14:59 -03:00
Wagner Costa Santos
3081e73f8a
Merge branch 'develop' into backtest_live_models
2022-10-10 14:53:45 -03:00
Matthias
ee0d90d1aa
Automatically create freqai models directory
2022-10-10 18:04:54 +02:00
Matthias
002a46c5a0
Fix typo in docstring
2022-10-10 14:16:37 +00:00
silur
2ad086dd7a
add XGBoost random forest predictors to freqai
2022-10-10 14:38:43 +02:00
Matthias
eaae9c9e03
Update docstring format
2022-10-10 12:19:29 +00:00
Matthias
60de192d47
Update Classifier docstrings
2022-10-10 12:13:41 +00:00
Matthias
d3b2b2972e
Update pairlist docstring to be less missleading
2022-10-10 12:01:39 +00:00
Timothy Pogue
db8cf6c957
disable ping interval in client
2022-10-09 18:51:52 -06:00
Timothy Pogue
71bbffd10a
update ws channel send to add data to queue
2022-10-09 18:49:04 -06:00
Timothy Pogue
2c76dd9e39
change wait timeout to 30 seconds to better support reverse proxies
2022-10-09 15:23:56 -06:00
Timothy Pogue
2f64a08623
set channel queue maxsize to 32
2022-10-09 15:11:58 -06:00
Timothy Pogue
3e8d8fd1b0
refactor broadcasting to a queue per client
2022-10-09 15:04:52 -06:00
robcaulk
a4aa1b972c
isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality
2022-10-09 21:11:37 +02:00
robcaulk
76b33359a9
add an optional metric tracker to collect train timings, inference timings, and cpu load data
2022-10-09 20:22:42 +02:00
Matthias
a10b2d003f
Add freqai timeframe validation (incl. test)
...
closes #7543
2022-10-09 14:40:25 +02:00
Matthias
4623c3ec1d
Improve test resiliance
2022-10-09 10:55:38 +02:00
Matthias
db1132bebd
ensure required_candle_call_count is always set
...
closes #7552
2022-10-09 09:29:37 +02:00
Matthias
8e3a4eca41
Remove unused type:ignore
2022-10-09 09:15:11 +02:00
th0rntwig
4daf0000c7
Move check and add log warning
2022-10-08 16:15:48 +02:00
robcaulk
8d7adfabe9
clean RL tests to avoid dir pollution and increase speed
2022-10-08 12:10:38 +02:00
Matthias
9454fb8f7b
Fix discord message sending
2022-10-07 20:59:49 +02:00
Matthias
df5ae66252
Refactor webhook method
2022-10-07 20:52:52 +02:00
Matthias
fb2f2d9a39
Allow webhook message setting directly
2022-10-07 20:44:47 +02:00
Emre
e337d4b78a
Reset dataframe index after slice
2022-10-07 20:00:05 +02:00
froggleston
8fcb80df69
Add support for dp.send_msg() to webhooks
2022-10-07 16:06:30 +01:00
Matthias
d42fb15608
Improve generic exception handler
2022-10-07 16:05:41 +02:00
Matthias
a5bf34587a
Improve fiat-convert behavior in case of coingecko outage
2022-10-07 15:46:31 +02:00
Matthias
fab6b2f105
Align datetime import in fiat_convert
2022-10-07 15:23:32 +02:00
Matthias
6e179c7699
Only store tick refresh time if we cache
2022-10-06 19:35:38 +02:00
th0rntwig
a9d5e04a43
Remove constant labels from prediction
2022-10-06 19:26:33 +02:00
initrv
86c781798a
Add сatboost train_dir for tensorboard
2022-10-06 19:59:35 +03:00
Matthias
7c702dd106
Add cache eviction
2022-10-06 14:51:52 +00:00
Matthias
92a1d58df8
Evict cache if we didn't get new candles for X hours
2022-10-06 14:51:52 +00:00
Matthias
cea017e79f
Age out old candles
2022-10-06 14:51:52 +00:00
Matthias
b7f26e4f96
Update some formatting issues
2022-10-06 14:51:52 +00:00
Matthias
02e238a944
Combine ohlcv data in exchange class for live mode
2022-10-06 14:51:52 +00:00
Matthias
edb942f662
Add typing import to sampleStrategy
2022-10-06 06:30:38 +02:00
robcaulk
488739424d
fix reward inconsistency in template
2022-10-05 20:55:50 +02:00
robcaulk
936ca24482
separate RL install from general FAI install, update docs
2022-10-05 15:58:54 +02:00
robcaulk
9c73411ac2
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
2022-10-05 15:21:45 +02:00
Marek Cieplucha
4df533feb0
Add missing comma
2022-10-04 21:16:30 +02:00