Commit Graph

6092 Commits

Author SHA1 Message Date
Matthias
44bfb53668 Don't use current rate for closed trades 2021-04-17 19:29:34 +02:00
Matthias
1eb9ce4227 Allow specifying pairs for optimize commands via --pairs 2021-04-17 10:47:32 +02:00
Matthias
c52edcff4d
Merge pull request #4677 from mads03dk/get_trade
Add API endpoint for getting a specific trade
2021-04-16 19:57:58 +02:00
Matthias
9f2b6ee9a5
Merge pull request #4740 from freqtrade/decimal_stoploss_Hyperopt
stoploss and roi skdecimal spaces hyperopt
2021-04-16 19:46:07 +02:00
Matthias
aeb81f90ff Implement errorhandling for /trade endpoint 2021-04-16 19:35:56 +02:00
grillzoo
5e51ba6258 fix flake8 2021-04-15 21:38:00 +01:00
Matthias
ce870bbcf7 Use 3 decimals for ROI space 2021-04-15 21:38:20 +02:00
Théo Martin
fa343b0484
Fix get_min_pair_stake_amount formula 2021-04-15 01:19:30 +01:00
Matthias
52c482cecf Convert trailing and roi defaults to skdecimal 2021-04-14 20:36:34 +02:00
Matthias
e820814809 Default-stoploss-hyperopt should use decimal space, nto real 2021-04-14 20:32:34 +02:00
Matthias
ba38e398e4 Add type hint 2021-04-13 22:17:42 +02:00
Matthias
c2f35ce416 /balance should use cached tickers when possible 2021-04-13 20:21:03 +02:00
Matthias
82d66410f7 Fix /performance output
if multiple messages are necessary

closes #4726
2021-04-13 19:20:57 +02:00
Matthias
e4bb6b1582 Add kucoin exchange subclass
Kucoin has some specific orderbook restrictions

closes #4723
2021-04-13 12:28:07 +02:00
Matthias
37c8fd6ad7 Remove arrow from models.py 2021-04-13 11:55:03 +02:00
Matthias
59cfbbee17
Merge pull request #4724 from csteeg/develop
Fixes FTX stoploss on echange throwing an error
2021-04-13 08:41:52 +02:00
Matthias
9b23be4021 Return a copy from current_whitelist
this avoids manipulating of the pair whitelist from within a strategy
2021-04-13 06:49:53 +02:00
Matthias
4b902d6eb8 Don't use response-model on trades endpoint for now 2021-04-13 06:23:11 +02:00
Matthias
9a58a85347 Don't export "hum" date versions for trade objects.
They are not used and have a rather high performance penalty due to
using arrow.get
2021-04-13 06:17:11 +02:00
Matthias
cb60db01b1
Merge pull request #4703 from freqtrade/decimal_space
Add SKDecimal Space
2021-04-12 19:18:10 +02:00
Chris van de Steeg
d4dc05980c
Update ftx.py
Stoploss price should be set as param instead of passing it as price according to ccxt
2021-04-12 16:01:46 +02:00
Matthias
be0dc737dc
Merge pull request #4706 from freqtrade/simplify_fiat_convert
Simplify fiat convert and fix USD coingecko problem
2021-04-10 14:57:34 +02:00
Matthias
579e68f31e Reduce log verbosity when buying 2021-04-10 14:40:44 +02:00
Matthias
14e8574235 fetch_balance is never called in dry-run 2021-04-10 14:17:43 +02:00
Matthias
37c2e037f1 Rename dry_run_order to create_dry_run_order 2021-04-10 13:50:56 +02:00
Matthias
ebbe47f38d Simplify fiat convert and fix USD coingecko problem 2021-04-10 13:36:16 +02:00
Matthias
9804e20114 Don't use _set_value for autoOpt-Spaces 2021-04-10 09:53:48 +02:00
Matthias
4996bd443e
Merge pull request #4697 from freqtrade/docker_user
Docker as user
2021-04-10 08:19:25 +02:00
Matthias
83fbaf16c8 Extract numeric param validation and explosion 2021-04-10 07:59:59 +02:00
Matthias
ea4b5d675d Don't explode low/high, but use explicit parameters 2021-04-10 07:12:31 +02:00
Matthias
34e47db18d Test SKDecimal space 2021-04-09 22:15:24 +02:00
Matthias
5f67400649 Add SKDecimal Space 2021-04-09 21:58:15 +02:00
Matthias
898c24949b Add chown method to support docker 2021-04-08 20:17:07 +02:00
Matthias
8cd3c05c39
Merge pull request #4686 from gerrito333/develop
Add Pairlist Handler for Volatility
2021-04-08 20:00:41 +02:00
gbojen
f8244d9d76 resolves freqtrade/freqtrade#4650 2021-04-07 22:25:54 +02:00
Matthias
c36051be56
Merge pull request #4685 from freqtrade/ft_has
Use ccxt's has to check which exchanges can work with freqtrade
2021-04-07 10:47:56 +02:00
gbojen
5ee879a747 isort resolves freqtrade/freqtrade#4650 2021-04-07 10:15:51 +02:00
Matthias
d2680f6cb8 Remove telegram deprecation warning
closes #4688
2021-04-07 06:57:05 +02:00
Matthias
ac6bff536f Fix test failure with UI test if UI is deployed 2021-04-07 06:55:11 +02:00
Matthias
0f0607baec Fix rangeestability filter caching issue 2021-04-07 06:52:34 +02:00
gbojen
9772a93634 resolves freqtrade/freqtrade#4650 2021-04-06 23:11:40 +02:00
gbojen
9089323d26 resolves freqtrade/freqtrade#4650 2021-04-06 22:46:36 +02:00
gbojen
187cf6dcd5 VolatilityFilter resolves freqtrade/freqtrade#4650 2021-04-06 22:41:15 +02:00
Matthias
a3b4667f7c Update exchange validation to use "validate_exchange". 2021-04-06 20:16:29 +02:00
Matthias
5ed7828446 Remove hardcoded list of non-working exchanges 2021-04-06 20:03:38 +02:00
klara31
f37fbbf4e1
Update constants.py 2021-04-06 19:47:48 +02:00
klara31
bf0886a839
Update constants.py 2021-04-06 18:35:30 +02:00
Matthias
56ef3af424 Allow comments in pairs files 2021-04-06 13:29:22 +02:00
gbojen
1733e24062 pyLint adjustment resolves freqtrade#4650 2021-04-06 10:44:13 +02:00
gbojen
be770a8941 added VolatilityFilter resolves freqtrade#4650 2021-04-06 10:42:53 +02:00
gbojen
6f02acdbbd Revert "resolves freqtrade/freqtrade#4650"
This reverts commit 142690c930.
2021-04-06 10:39:27 +02:00
gbojen
142690c930 resolves freqtrade/freqtrade#4650 2021-04-06 10:05:03 +02:00
Matthias
0550f261f1 Add exchange_has validation 2021-04-06 07:47:44 +02:00
Mads Sørensen
c176e277f1 Add a REST endpoint for getting a specific trade 2021-04-05 19:31:34 +02:00
Matthias
78a84f8081 Allow --hyperoptloss in addition to --hyperopt-loss 2021-04-05 15:38:33 +02:00
Matthias
7b2a0d46cb Fix typo 2021-04-05 15:38:25 +02:00
Matthias
431f0a3db4
Merge pull request #4671 from freqtrade/fix/sqlalchemy
sqlalchemy database locked bug
2021-04-05 14:09:35 +02:00
Matthias
b470672dfd
Merge pull request #4596 from rokups/rk/hyper-strategy
Support for creating auto-hyperoptable strategies.
2021-04-05 13:55:32 +02:00
Matthias
c51839dc3b Make the logmessage for loaded parameters clearer 2021-04-05 11:21:20 +02:00
Matthias
dc406fe19f Fail in case of name and explicit space name collisions 2021-04-05 10:53:00 +02:00
Matthias
7132aefd60 Rename Trade.session to Trade._session 2021-04-05 08:46:12 +02:00
Matthias
0407bf755f Use .query.session to make sure the scoped session is used properly 2021-04-05 07:28:51 +02:00
Matthias
bd5e1c5096
Merge pull request #4660 from rextea/order_pairlist_results
Sort pair lists by total profit
2021-04-04 19:47:33 +02:00
rextea
9e56f6d4eb Sort pair lists by total profit 2021-04-04 01:19:38 +03:00
Matthias
30e5e92968 Don't allow one parmeter to be in 2 spaces
use the explicit user wish (given explicitly with "space")
2021-04-03 20:17:48 +02:00
Matthias
9d4b5cc6bb Fix typo 2021-04-03 19:56:20 +02:00
Matthias
5f6eae52a2 fix too long performance message
closes #4655
2021-04-03 19:12:36 +02:00
Matthias
41cb2a6451 Merge branch 'develop' into pr/rokups/4596 2021-04-03 17:00:37 +02:00
Matthias
6555454bd2 Remove more ticker_interval occurances 2021-04-03 16:54:47 +02:00
Matthias
771fc05749 Update sample strategy with hyperoptable Parameters 2021-04-03 16:32:16 +02:00
Rokas Kupstys
faf40482ef Fix parameter printing. 2021-04-03 13:49:24 +03:00
Rokas Kupstys
ea43d5ba85 Implement DecimalParameter and rename FloatParameter to RealParameter. 2021-04-02 17:08:16 +03:00
Matthias
c7ee34687b
Merge pull request #4584 from withshubh/develop
fix: code quality issues
2021-04-02 15:19:49 +02:00
Mads Sørensen
3691ae8686 Make sure the fiat converter exists before calling it 2021-04-02 14:50:47 +02:00
shubhendra
f47dc31786 Refactor the comparison involving not
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-04-02 16:57:44 +05:30
Mads Sørensen
51f0fcb2cb Add profit_fiat to REST API 2021-04-02 12:20:38 +02:00
Matthias
5acdc9bf42 Fix type errors by converting all hyperopt methods to instance methods 2021-04-01 06:47:23 +02:00
Rokas Kupstys
5e5b11d4d6 Split "enabled" to "load" and "optimize" parameters. 2021-03-31 12:31:28 +03:00
Matthias
2869d5368d Allow edge to use dynamic pairlists
closes #4298
2021-03-30 20:20:24 +02:00
Matthias
50fcb3f330 Reduce verbosity of missing data if less than 1% of data is missing 2021-03-30 07:26:39 +02:00
Matthias
89bbfd2324 Remove candle_count from dataframe before backtesting
closes #3754
2021-03-29 20:26:54 +02:00
Matthias
f6211bc00e new-config should include API config 2021-03-28 20:23:57 +02:00
Matthias
fc8478111e Improve strategy template 2021-03-28 20:06:30 +02:00
Matthias
929f329607 more tests 2021-03-28 19:49:20 +02:00
Matthias
20f7e9b4b7 Make BaseParameter get_space abstract 2021-03-28 19:31:54 +02:00
Matthias
8022386404 Type custom_hyperopt 2021-03-27 18:00:07 +01:00
Matthias
71e2134694 Add some simple tests for hyperoptParameters 2021-03-27 11:26:26 +01:00
Matthias
786ddc6a91 remove unused imports 2021-03-27 10:47:33 +01:00
Rokas Kupstys
e934d3ddfb [SQUASH] Oopsie. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
40f5c7853e [SQUASH] Add a way to temporarily disable a parameter (excludes from parameter loading/hyperopt) and print parameter values when executed. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
bbe6ece38d [SQUASH] Fix parameter configs not loading. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
424cd2a914 [SQUASH] Use "space" instead of category. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
fd45dfd894 [SQUASH] Make skopt imports optional. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
11689100e7 [SQUASH] Fix exception when HyperOpt nested class is not defined. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
e9f0babe8a [SQUASH] Use HyperStrategyMixin as part of IStrategy interface. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
2d13e5fd50 [SQUASH] Oopsies. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
bb89e44e19 [SQUASH] Address PR comments.
* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
0a205f52b0 Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts. 2021-03-26 16:56:24 +02:00
Matthias
8da7d5c009
Merge pull request #4594 from rextea/add_confirm_exit_enter_tade_to_backtesting
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-25 20:26:56 +01:00
Matthias
292ea8c1d0
Update backtesting.py 2021-03-25 09:34:33 +01:00
rextea
0ca95aa0c2 Change rate to acctual close rate 2021-03-25 10:25:25 +02:00
Matthias
ec15610bff Fix isort issue 2021-03-24 19:21:07 +01:00
Matthias
ee82d36bef
Merge pull request #4593 from hoeckxer/feat/status_table_telegram_length
Changed the code for status table a bit so that it splits up the trad…
2021-03-24 06:49:54 +01:00
Erwin Hoeckx
2fd510e6e4 Added comment with an example calculation
Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-23 21:52:46 +01:00
Erwin Hoeckx
65a9763fa5 Fixed an issue when there were exactly 50 trades, it was sending an extra empty table
Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-23 16:54:38 +01:00
Erwin Hoeckx
c928cd38dc Small bugfix to make sure it shows all the trades
Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-23 16:45:42 +01:00
rextea
f51f4b1817 Add confirm_trade_exit and confirm_trade_entry to backtesting 2021-03-23 10:35:46 +02:00
rextea
dc4ea604dd Add confirm_trade_exit and confirm_trade_entry to backtesting 2021-03-23 10:19:16 +02:00
rextea
eb5d69dcd4 Add confirm_trade_exit and confirm_trade_entry to backtesting 2021-03-23 10:12:08 +02:00
rextea
6856963aef Add confirm_trade_exit and confirm_trade_entry to backtesting 2021-03-23 10:09:41 +02:00
Erwin Hoeckx
4e8999ade3 Changed the code for status table a bit so that it splits up the trades per 50 trades, to make sure it can be sent regardless of number of trades
Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-22 20:40:11 +01:00
shubhendra
4d81834912
Merge isinstance calls
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:47 +05:30
shubhendra
45da3a7022
Refactor unnecessary else / elif when if block has a continue statement
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:47 +05:30
shubhendra
910e15b174
Remove methods with unnecessary super delegation.
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:47 +05:30
shubhendra
6d6ad035d6
Remove length check in favour of truthiness of the object
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:46 +05:30
shubhendra
537ad059bc
Remove unnecessary use of comprehension
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:46 +05:30
shubhendra
62d99a0b74
Remove unnecessary comprehension
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:45 +05:30
Matthias
e315a6a0da assume "last" can miss from a ticker response
closes #4573
2021-03-20 14:58:51 +01:00
Matthias
43d7f9ac67 Add bid_last_balance parameter
to interpolate sell prices

closes #3270
2021-03-20 14:38:26 +01:00
Matthias
73876b61b4 Show potential errors when loading markets 2021-03-20 13:34:33 +01:00
Matthias
16a54b3616 Don't require non-mandatory arguments 2021-03-20 13:08:02 +01:00
Matthias
fe7f3d9c37 Add price side validation for market orders 2021-03-20 11:48:39 +01:00
Matthias
7ffe1fd36a Fix calculation error for min-trade-stake 2021-03-20 07:21:22 +01:00
Matthias
0d5833ed91 Use OperationalException for TimeRange errors 2021-03-19 06:40:04 +01:00
Patrick Brunier
4d52732d30 Added a small snippet to give users a descent error message,
when their start date is afer the stop date.
Also updated the tests.
2021-03-18 22:38:54 +01:00
Matthias
84ca9bd2c7
Merge pull request #4543 from brookmiles/fix-math-custom-stoploss-docs
correct math used in examples and clarify some terminology regarding …
2021-03-18 19:32:30 +01:00
Matthias
76ca3c219f extract result-printing from hyperopt class 2021-03-17 20:45:15 +01:00
Brook Miles
ce1ed76269 complete stoploss_from_open and associated test 2021-03-17 22:44:10 +09:00
Brook Miles
aee2591490 add stoploss_from_open() as a strategy_helper 2021-03-17 17:58:23 +09:00
Matthias
79d4585dad Add check to ensure close_profit_abs is filled on closed trades
Technically, this should not be possible, but #4554 shows it is.

closes #4554
2021-03-16 19:24:03 +01:00
Matthias
b191663a7e Adapt hyperopt templates to be better aligned
closes #3027
2021-03-14 19:49:46 +01:00
Matthias
0b35c0571f Allow custom fee to be used during dry-run
closes #3696
2021-03-14 19:37:57 +01:00
Matthias
b57c150654 Final balance should include forcesold pairs 2021-03-14 09:48:40 +01:00
Matthias
cd8d9f2930
Merge pull request #4534 from rokups/patch-1
Provide access to strategy instance from hyperopt class.
2021-03-13 17:14:47 +01:00
Matthias
3b99f04a78
Merge pull request #4535 from freqtrade/fix/backtestperformance
Improve backtest performance after enabling compounding
2021-03-13 16:51:00 +01:00
Matthias
0320c8dc92 Improve tests for trades_proxy 2021-03-13 15:51:27 +01:00
Rokas Kupstys
5e872273d1 Provide access to strategy instance from hyperopt class. 2021-03-13 15:13:42 +02:00
Matthias
d1acc8092c Improve backtest performance 2021-03-13 10:17:14 +01:00
Jackson Law
425cd7adba Create event loop manually if uvloop is available
asyncio.get_event_loop() does not call new_event_loop()
if current_thread() != main_thread()
2021-03-12 16:16:03 -08:00
Matthias
441d3fad39
Merge pull request #4513 from freqtrade/fix/4511
Fix stoploss order problem with FTX
2021-03-11 19:39:44 +01:00
Matthias
ef9977fc1e Make stake_amount + stake_currency mandatory for backtesting 2021-03-10 10:43:44 +01:00
Matthias
0db5c9746f
Merge pull request #4454 from freqtrade/backtest_compound_speed
Backtest compound, wallet, ...
2021-03-10 10:07:40 +01:00
Matthias
99583bbd0c Fix problem with FTX
where cancelled orders are "cancelled", not "canceled"
2021-03-09 20:21:08 +01:00
Th0masL
37e6006169 Fix order_by in trades command 2021-03-08 23:21:56 +02:00
Matthias
4b550dab17 Always reset fake-databases
Otherwise results may stick around for the next strategy
2021-03-08 19:40:29 +01:00
Matthias
0b81b58d28 Use pandas.values.tolist instead of itertuples
speeds up backtesting
closes #4494
2021-03-07 11:28:54 +01:00
Matthias
02d7dc4780 Increase cache size to be large enough to hold all pairs
closes #4483
2021-03-06 19:55:02 +01:00
Matthias
b515609d73
Merge pull request #4490 from Th0masL/add_trade_id
Add the trade ID to Telegram Buy/Sell/Cancel messages
2021-03-06 15:40:34 +01:00
Th0masL
ad0e60b5b6 Add trade_id to Cancel messages and reduced lines length 2021-03-06 15:07:47 +02:00
Matthias
eed8c94dd9
Merge pull request #4488 from patrick310/patch-1
Add strategy name to HyperOpt results filename
2021-03-06 13:48:12 +01:00