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9047 Commits

Author SHA1 Message Date
robcaulk 6c7d02cb18 expose nu in the SVM outlier detection via svm_nu in config 2022-06-28 15:12:25 +02:00
robcaulk 7dfbd432d1 fix config saving bug, assign priorities to pairs in scanning, sleep the scanning loop to reduce CPU usage 2022-06-27 11:35:33 +02:00
robcaulk 68bafa9517 archive config to the model folder, filter out features before returning dataframe to strategy (to alleviate frequi issues)` 2022-06-26 23:03:48 +02:00
robcaulk 051b99791d reduce unnecessary verbosity, fix error on first training sweep, add LightGBMPredictionModel 2022-06-26 19:04:23 +02:00
Matthias 2b07d34611 Revert several undesired changes 2022-06-23 20:47:51 +02:00
Matthias 8bf0bf10c5 Merge branch 'develop' into pr/SmartManoj/6859 2022-06-23 20:43:35 +02:00
Surfer 06571e99aa
Merge branch 'freqtrade:develop' into develop 2022-06-22 09:38:23 -04:00
Matthias 53e5483daa Store StopPrice for dry-run orders 
closes #6996
 2022-06-22 06:31:51 +02:00
Surfer cc4e5b26f0
Merge branch 'freqtrade:develop' into develop 2022-06-21 14:16:03 -04:00
Surfer Admin e2a94d75b4 Merge branch 'develop' of https://github.com/Surfableio/freqtrade into develop 2022-06-21 14:06:56 -04:00
Surfer Admin 405ea74f16 stopPrice 2022-06-21 14:06:41 -04:00
Matthias 3a0f31fe89
Merge pull request #6914 from freqtrade/leverage_tiers_async 
Leverage tiers async
 2022-06-21 10:18:40 +02:00
Robert Caulk 852706cd6b
Fix default behavior for expiration_hours 2022-06-21 08:12:51 +02:00
robcaulk b35c64b6c0 fix bug in backtest, typo in example strat 2022-06-19 16:41:09 +02:00
Matthias 0d967f93ba Improve performance of some RPC calls 
These don't need orders to be loaded. As a side-effect, this will
also reduce the strain on the database.
 2022-06-19 16:13:04 +02:00
Matthias 0809f9aef6 Add offset to trade response 2022-06-18 19:27:05 +02:00
Matthias bb61250bfe
Merge pull request #6987 from freqtrade/profit_metrics 
Profit metrics
 2022-06-18 17:20:20 +02:00
Matthias 0168343b76 Add trading-volume to api schema 2022-06-18 16:53:25 +02:00
Matthias 474e6705e6 Add Profit factor to backtesting 2022-06-18 16:35:40 +02:00
Matthias 8c46d19071 Fix backtesting bug 
balance was never released on cancelled trades
 2022-06-18 16:27:54 +02:00
robcaulk 3599d18ff6 fix bug in follow_mode, thanks @blood4rc 2022-06-18 12:05:28 +02:00
Matthias 40c9abc7e1 Add trading volume to /profit output 2022-06-18 11:40:32 +02:00
Matthias 6a15d36d14 Add Drawdown and profit_factor to /profit 
#6816
 2022-06-18 11:14:28 +02:00
Matthias d77ce468ea Add "dry" hint to buy/sell messages 
part of #6962
 2022-06-18 09:40:53 +02:00
Matthias 03815cb81b Use fstrings in telegram messaging 2022-06-18 09:23:16 +02:00
Matthias d62273294d Update /help for /fx to align with actual command name 
closes #6985
 2022-06-18 09:10:33 +02:00
Matthias 017fd03180 Fix but with late entries in backtesting 2022-06-18 09:05:22 +02:00
Matthias 616bf315cb gateio: futures market orders require IOC to be set. 2022-06-17 23:02:39 +02:00
Matthias fda8248d41 Gateio allow market orders on futures markets 2022-06-17 22:43:24 +02:00
robcaulk 6da7a98857 add docstrings to new functions, remove superceded code 2022-06-17 16:16:23 +02:00
robcaulk f631ae911b add model expiration feature, fix bug in DI return values 2022-06-17 14:55:40 +02:00
Matthias 6bdf9c2a94 Simplify trade profit calculations further 2022-06-17 11:17:05 +00:00
Matthias 91f9818ae3 Simplify trade calculations 2022-06-17 09:53:29 +00:00
Matthias d7770c507b Remove implicit use of certain rates in profit calculations 2022-06-17 07:00:42 +00:00
robcaulk 0b0688a91e ensure scanning purges models 2022-06-16 16:12:38 +02:00
Surfer 36f7315481
Merge branch 'freqtrade:develop' into develop 2022-06-16 08:19:57 -04:00
robcaulk c5de0c49e4 first functional scanning commit 2022-06-16 00:24:18 +02:00
robcaulk 4d472a0ea1 merging datarehaul into scanning branch 2022-06-16 00:22:49 +02:00
Matthias 8f32fa5cb3 Avoid exception on exchange recycling if __init__ fails 2022-06-15 20:13:07 +02:00
Matthias f9e2e87346 Improve some formatting and typehints 2022-06-15 20:03:36 +02:00
Matthias ec40e79362
Merge pull request #6874 from froggleston/buy_reasons 
Buy reasons
 2022-06-15 19:06:00 +02:00
froggleston 14110bd5ca Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons 2022-06-15 11:25:24 +01:00
froggleston c391ca08de Change backtesting-analysis options to space separated lists 2022-06-15 11:25:06 +01:00
Matthias 29d8aeb9b3 Don't fail on invalid parameter 2022-06-15 07:13:47 +02:00
Matthias 3c62df6b86 Ensure the same timestamp is used for backtest and signal export 2022-06-15 06:53:52 +02:00
froggleston 6bb342f23a Add export-filename support 2022-06-14 16:54:27 +01:00
Matthias 01a68e1060 Remove unnecessary check and condition 2022-06-13 20:48:49 +02:00
Matthias 1ffee96bad Fix protection parameters not loading from parameter file 
closes #6978
 2022-06-13 19:59:05 +02:00
Matthias d5fd1f9c38 Improve order filled handling 2022-06-13 13:24:48 +00:00
Matthias c981ad4608 Fix missing space 2022-06-12 08:31:02 +02:00
Matthias 75a248cf42 Fstring freqAI sample strategy, remove duplicate features 2022-06-11 19:56:37 +02:00
Matthias 2e1ed132f7
Merge pull request #6964 from freqtrade/rpc_rel_daily 
Telegram / api daily relative profit
 2022-06-11 19:31:32 +02:00
Matthias 9c65fad73f Merge Pull request #6919 into develop 2022-06-11 17:49:32 +02:00
Matthias 4b70e03daa Add some rudimentary tsts for discord webhook integration 2022-06-11 17:49:23 +02:00
Matthias fdfa94bcc3 make discord notifications fully configurable. 2022-06-11 17:43:46 +02:00
Matthias f816c15e1e Update discord message format 2022-06-11 16:48:28 +02:00
Matthias 3a06337601 Update API to provide new values. 2022-06-11 11:28:45 +02:00
Matthias 9ba11f7bcc Update docs and tests for new daily command 2022-06-11 11:26:49 +02:00
Matthias 76827b31a9 Add relative profit to daily/weekly commands 2022-06-11 11:18:21 +02:00
robcaulk eb47c74096 merge datarehaul into main freqai branch 2022-06-10 20:26:19 +02:00
Matthias 76f87377ba Reduce decimals on FIAT daily column 2022-06-10 20:18:53 +02:00
Matthias e8f8cd9d36
Merge pull request #6960 from italodamato/opt-ask-force-new-points 
remove `random_state` condition when sampling random points
 2022-06-10 19:45:36 +02:00
Italo 7142394121 remove random_state condition 
otherwise the random sample always draws the same set of points
 2022-06-10 09:46:45 +01:00
Matthias ad3c01736e time aggregate to only query for data necessary 
improves the query by not creating a full trade object.
 2022-06-10 07:26:53 +02:00
Matthias 2218313f5c
Merge pull request #6957 from freqtrade/rpc_consolidate_daily 
Rpc consolidate daily
 2022-06-10 06:39:59 +02:00
Italo dce9fdd0e4 don't overwrite is_random 
this should fix issue #6746
 2022-06-09 20:06:23 +01:00
Matthias 8fb743b91d improve variable wording 2022-06-09 20:13:26 +02:00
Matthias dd32127014
Merge pull request #6944 from gaugau3000/develop 
give extra info on rate origin for confirm_trade_*
 2022-06-09 20:10:29 +02:00
Matthias 1ddd5f1901 Update docstring throughout the bot. 2022-06-09 19:41:08 +02:00
Matthias 88f8cbe172 Update tests to reflect new naming 2022-06-09 19:38:18 +02:00
Matthias a547001601 Reduce Telegram "unit" stats 2022-06-09 07:06:32 +02:00
Matthias d4dd026310 Consolidate monthly stats to common method 2022-06-09 07:06:32 +02:00
Matthias 3cb15a2a54 Combine weekly and daily profit methods 2022-06-09 07:06:32 +02:00
Matthias c550cd8b0d Simplify query in freqtradebot 2022-06-09 07:04:46 +02:00
Matthias 7eacb847b0 Fix backtesting bug when order is not replaced 2022-06-08 20:21:45 +02:00
robcaulk d9b79d94e4 increase candle update flexibility to allow long sequential trainings that may last more than one candle 2022-06-07 20:57:10 +02:00
robcaulk 66800c7a45 ensure newest candles are always appended 2022-06-07 20:24:23 +02:00
robcaulk f8f25e36ef update example config/strat 2022-06-07 19:54:45 +02:00
robcaulk 15d049cffe detect if upper tf candles are new or not, append if so. Correct the epoch for candle update check 2022-06-07 19:49:20 +02:00
Matthias 9534d6cca1 Cancel orders which can no longer be found after several days 2022-06-07 07:03:40 +02:00
robcaulk cab8f517b4 add lock to datadrawer 2022-06-07 01:07:30 +02:00
robcaulk 4b26b6aaec add lock to any historic data access 2022-06-07 00:54:18 +02:00
Robert Caulk 3c2e314ee5
Fix bugs 2022-06-06 16:26:07 -06:00
Robert Caulk e6c5e737a2
Fix other bugs 2022-06-06 16:24:32 -06:00
Robert Caulk bf19055e53
Update function spelling 2022-06-06 15:56:12 -06:00
Robert Caulk 2451ed8c88
Quick bug fix 2022-06-06 15:11:54 -06:00
Matthias 0b806af487 Add orders column to btresult 2022-06-06 10:59:10 +02:00
Matthias 79107fd062 Add minimal order object serialization 2022-06-05 22:12:27 +02:00
Matthias 8369d5bedd Include open orders in json responses 2022-06-05 22:12:27 +02:00
Matthias c0ff554d5b Cleanup old, left open dry-run orders 2022-06-05 22:12:27 +02:00
Matthias f709222943 Properly close out orders in backtesting 2022-06-05 22:12:27 +02:00
Matthias c499bb051f Allow empty unfilledtimeout for webserver mode 2022-06-05 19:41:17 +02:00
Matthias a790bad1e4 Add entry_tag to leverage callback 
closes #6929
 2022-06-05 10:24:54 +02:00
robcaulk d6b8801f41 fix follower bug 2022-06-05 04:40:58 +02:00
robcaulk e8c0dcf9f3 add debug message to timerange 2022-06-03 17:14:07 +02:00
robcaulk f2762e3b4b fix bug in return_values() 2022-06-03 16:58:51 +02:00
robcaulk 16b4a5b71f rehaul of backend data management - increasing performance by holding history in memory, reducing load on the ratelimit by only pinging exchange once per candle. Improve code readability. 2022-06-03 15:19:46 +02:00
robcaulk 15a971346d catch infinity values when filtering 2022-06-02 17:13:20 +02:00
Robert Caulk 7d41542f93
process_only_new_candles in examplestrat should be True, thanks @Bloodhunter4rc 2022-06-02 07:24:08 -06:00
robcaulk fea39254d9 fix custom_exit (thanks @paranoidandy) 2022-06-02 14:58:45 +02:00
robcaulk b37c31cc21 fix ta-lib issue with simultaneous method access 2022-06-02 14:37:40 +02:00
robcaulk 4ac6ef2972 make defining period intervals more user friendly and flexible 2022-06-02 13:45:29 +02:00
robcaulk ace951bf7e another queue bug fix for fresh starts 2022-06-02 13:28:06 +02:00
Anuj Shah eb4adeab4d fix flake8 issues 2022-06-02 11:19:29 +05:30
Anuj Shah 45c47bda60 refactor into discord rpc module 2022-06-01 21:14:48 +05:30
Anuj Shah afd8e85835 feat: add support for discord notification 2022-06-01 15:54:32 +05:30
robcaulk 833d25bda0 Save data after queue reorg 2022-06-01 08:05:38 +02:00
robcaulk 0b0dd8dd80 Force high priority pair to be trained before anything else. 2022-06-01 07:55:05 +02:00
Surfer Admin 7fe8b7661d Display the signal candle analyzed in telegram. 2022-05-31 15:46:43 -04:00
Matthias 34a44b9dd2 Fix backtesting bug when canceling orders 
closes #6911
 2022-05-31 20:32:41 +02:00
Matthias 66edbcd3d5 Fix slight backtesting bug in edge-case scenarios 2022-05-31 20:08:34 +02:00
robcaulk 7523ed825e automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now). 2022-05-31 18:42:27 +02:00
Matthias 3549176370 Update missleading docstring 
closes #6913
 2022-05-31 17:52:45 +02:00
Matthias 88845f6d88 Fix cancel order deleting trade 
if one order was successfully filled, the trade cannot be deleted.

closes #6907
 2022-05-31 17:49:51 +02:00
robcaulk 9b3b08a2bb let follower purge old model files 2022-05-31 15:37:38 +02:00
robcaulk bac4ced382 Ensure follower predictions are persistent and uniquely stored 2022-05-31 14:35:04 +02:00
robcaulk 70adf55643 Automatically detect and change follower data_path to accommodate remote systems 2022-05-31 12:35:09 +02:00
robcaulk 0306f5ca13 Add autopurge feature so that FreqAI cleans up after itself when it no longer needs old models on disk 2022-05-31 11:58:21 +02:00
Matthias cce8d1aa4d Update get_market_leverage_tiers to be async 2022-05-31 08:48:34 +00:00
Matthias be6e0813db Remove --strategy from analysis test 2022-05-31 06:53:03 +02:00
robcaulk 45f4f0f603 ensure follower sends back null arrays in case leader hasnt created a model file yet 2022-05-31 01:48:48 +02:00
robcaulk 29d2f59f12 fix PCA bug 2022-05-31 00:40:45 +02:00
robcaulk 606f18e5c1 Add follow_mode feature so that secondary bots can be launched with the same identifier and load models trained by the leader 2022-05-30 21:35:48 +02:00
Matthias c285ad0e2b Remove --strategy parameters, update docs 2022-05-30 20:26:24 +02:00
robcaulk 5b4c649d43 detect variable sized dataframes coming from strat, adjust our stored/returned data accordingly 2022-05-30 13:55:46 +02:00
robcaulk e229902381 fix bug in previous commit 2022-05-30 12:48:22 +02:00
robcaulk a20651efd8 Increase performance by only predicting on most recent candle instead of full strat provided dataframe. Collect predictions and store them so that we can feed true predictions back to strategy (so that frequi isnt updating historic predictions based on newly trained models). 2022-05-30 11:37:05 +02:00
Matthias 8e2c7e1298 extract detect_parameters to separate function 2022-05-30 07:26:26 +02:00
Matthias eaa656f859 Hyperoptable parameters can be instance attributes 2022-05-30 07:07:47 +02:00
Matthias 386d3e0353 Rename stop/roi loading method 2022-05-30 06:52:44 +02:00
Matthias ad8ff10a05 Minor doc changes 2022-05-30 06:32:46 +02:00
robcaulk 2f1a2c1cd7 allow users to store data in custom formats, update spot config to reflect better target horizon to training period ratio 2022-05-30 02:12:31 +02:00
robcaulk d59eac3321 revert a79032b 2022-05-29 21:33:38 +02:00
robcaulk a79032bf75 fixing bug in training queue 2022-05-29 20:19:32 +02:00
Matthias 056047f635 Fix --help 2022-05-29 20:07:02 +02:00
robcaulk 3f72263278 allow pairs deeper in the queue to get trained if the higher priority pairs dont need training 2022-05-29 20:02:43 +02:00
robcaulk cc6cae47ec allow pairs deeper in the queue to get trained if the higher priority pairs dont need training 2022-05-29 19:49:43 +02:00
robcaulk 4eb4753e20 allow subdaily retraining for backtesting 2022-05-29 17:44:35 +02:00
froggleston 9a068c0b14 Add test for each analysis group, remove default table output if not indicator-list 2022-05-29 16:25:31 +01:00
Matthias e6affcc23e Move parameter file loading to hyper-mixin 2022-05-29 16:39:52 +02:00
Matthias 1ee08d22d2 Delay parameter init 
closes #6894
 2022-05-29 16:39:52 +02:00
robcaulk 0aa7162055 ensure the prediction is reset in the pair_dict after any trade exit, not just custom_exit 2022-05-29 16:36:46 +02:00
robcaulk fe36b08fce fix key error in example strat 2022-05-29 16:26:34 +02:00
robcaulk ce365eb9e3 improve example strat so that it has dynamic buy and sell logic according to original prediction 2022-05-29 14:45:46 +02:00
froggleston df1c36e5aa Change command name, use load_backtest_stats for strategy resolving 2022-05-29 11:54:27 +01:00
froggleston c59209a01a Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons 2022-05-29 11:20:32 +01:00
froggleston e7c5818d16 First pass changes for cleaning up 2022-05-29 11:20:11 +01:00
Matthias a875a7dc40 Use unified stopPrice for binance 2022-05-29 11:01:01 +02:00
Matthias f64f2b1ad8 Fix /stats Formatting issue in multi-message settings 2022-05-29 10:34:22 +02:00
robcaulk 4eb29c8810 Dont reset pair priority if it doesnt successfully train 2022-05-28 18:34:26 +02:00