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9364 Commits

Author SHA1 Message Date
robcaulk c9be66b5b6 increase test coverage for dk, improve function naming, extra cleaning 2022-09-03 15:52:29 +02:00
Matthias ed4cc18cdd Migration to check order funding fee 2022-09-03 15:19:40 +02:00
Matthias 0f483ee31f Use "since last order" approach for live as well. 2022-09-03 15:01:42 +02:00
Matthias 0c6a02687a Don't calculate funding fees if we're not going to use them. 2022-09-03 15:01:42 +02:00
Matthias df50b1928d Fix funding fee calculation for backtesting 2022-09-03 15:01:42 +02:00
Matthias 80b5f035ab Remove typo in log message 2022-09-03 15:01:28 +02:00
robcaulk 599c1c79fb reorganized backtest utilities, test new functionality, improve/update doc 2022-09-03 14:00:01 +02:00
Wagner Costa Santos af5460cebf Add option to keep models only in memory for backtest 2022-09-02 22:01:53 -03:00
Matthias b26126cb57 Don't use ticker['symbol'] but use "pair" instead 
closes #7262
 2022-09-02 20:09:30 +02:00
Matthias b53791fef2 Futures volumepairlist to account for contract size 2022-09-02 07:11:32 +02:00
th0rntwig 11b2bc269e Added missing s 2022-09-01 22:37:32 +02:00
th0rntwig 3f8400df10 Normalise PCA space 2022-09-01 21:51:33 +02:00
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
wagnercosta 3d4497467c
Merge branch 'freqtrade:develop' into develop 2022-08-31 14:47:06 -03:00
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
Matthias c9aa09ec89 Simplify base fee handling 2022-08-30 20:46:06 +02:00
robcaulk 7e8e29e42d use continuous value for inlier_metric 2022-08-30 20:41:37 +02:00
robcaulk 7f52908e87 ensure the lost points are prepended for FreqUI 2022-08-30 18:55:58 +02:00
robcaulk a58dd0bbf9 add noise feature, improve docstrings 2022-08-30 18:26:24 +02:00
robcaulk b11742a4c5 integrate inlier metric function 2022-08-30 18:26:24 +02:00
th0rntwig d3cb211283 Add inlier metric computation 2022-08-30 18:26:24 +02:00
th0rntwig 50e2808667
Fix bug in DI (#7321) 2022-08-30 12:54:39 +02:00
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
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
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
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
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
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
Matthias b420614d65 Reduce code duplication in datahandlers 2022-08-19 09:33:07 +02:00
Matthias 975bf8fe88 Update Docstring to match actual return values 2022-08-19 09:23:53 +02:00