Commit Graph

11819 Commits

Author SHA1 Message Date
Matthias 586f2a699d
Merge pull request #4953 from freqtrade/value_filter
max-value change filter
2021-05-20 06:35:34 +02:00
Matthias ef4d1c24d7
Merge pull request #4941 from brookmiles/fix-stoploss-above-candle
prevent backtest stoploss trade price being set above candle high
2021-05-19 06:20:35 +02:00
Matthias 7a9853bfe1 Fix "Too many open Files" exception 2021-05-18 20:39:55 +02:00
Matthias 2565f91bc2 Adjust tests to reflect new stoploss behaviour 2021-05-18 19:33:17 +02:00
Matthias 16c22c7b68 Add pair name to stoploss
helps debugging #4972
2021-05-18 19:16:25 +02:00
Matthias 36eba0f110 Don't use "r+" memmap, but "r2 2021-05-17 21:05:48 +02:00
Matthias 6aa574fa2b Convert ROI result to proper json object
closes #4952
2021-05-17 20:58:50 +02:00
Matthias 6659a07079 Add tests for max-value filter 2021-05-17 19:47:57 +02:00
Matthias 369f19df6b Add valuefilter to Pricefilters 2021-05-17 19:44:36 +02:00
Matthias 3006396398 Fix docstring typo 2021-05-17 19:37:22 +02:00
Matthias 26f5bc6584
Merge pull request #4944 from brookmiles/fix-download-data-end-date
Add support for timerange end date to `download-data`
2021-05-17 19:35:32 +02:00
Matthias c2bd1bf7e6
Merge pull request #4960 from freqtrade/dependabot/pip/develop/fastapi-0.65.1
Bump fastapi from 0.64.0 to 0.65.1
2021-05-17 14:31:30 +02:00
dependabot[bot] cb50298bfe
Bump fastapi from 0.64.0 to 0.65.1
Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.64.0 to 0.65.1.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.64.0...0.65.1)

Signed-off-by: dependabot[bot] <support@github.com>
2021-05-17 12:05:13 +00:00
Matthias 4436700f5a
Merge pull request #4959 from freqtrade/dependabot/pip/develop/aiofiles-0.7.0
Bump aiofiles from 0.6.0 to 0.7.0
2021-05-17 14:04:40 +02:00
Matthias 748f5d6490
Merge pull request #4961 from freqtrade/dependabot/pip/develop/jinja2-3.0.0
Bump jinja2 from 2.11.3 to 3.0.0
2021-05-17 13:14:13 +02:00
Matthias 6542070afa
Merge pull request #4954 from freqtrade/dependabot/pip/develop/numpy-1.20.3
Bump numpy from 1.20.2 to 1.20.3
2021-05-17 10:41:27 +02:00
dependabot[bot] 40ae21f3a8
Bump numpy from 1.20.2 to 1.20.3
Bumps [numpy](https://github.com/numpy/numpy) from 1.20.2 to 1.20.3.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.20.2...v1.20.3)

Signed-off-by: dependabot[bot] <support@github.com>
2021-05-17 07:59:36 +00:00
Matthias c5d9c09220
Merge pull request #4958 from freqtrade/dependabot/pip/develop/sqlalchemy-1.4.15
Bump sqlalchemy from 1.4.14 to 1.4.15
2021-05-17 09:16:09 +02:00
Matthias 868706d132
Merge pull request #4956 from freqtrade/dependabot/pip/develop/pytest-cov-2.12.0
Bump pytest-cov from 2.11.1 to 2.12.0
2021-05-17 09:15:43 +02:00
Matthias c17d93f387
Merge pull request #4957 from freqtrade/dependabot/pip/develop/flake8-tidy-imports-4.3.0
Bump flake8-tidy-imports from 4.2.1 to 4.3.0
2021-05-17 09:14:43 +02:00
Matthias 5f2fe24d7d
Merge pull request #4955 from freqtrade/dependabot/pip/develop/ccxt-1.50.6
Bump ccxt from 1.49.73 to 1.50.6
2021-05-17 07:46:33 +02:00
dependabot[bot] c0b61282fb
Bump jinja2 from 2.11.3 to 3.0.0
Bumps [jinja2](https://github.com/pallets/jinja) from 2.11.3 to 3.0.0.
- [Release notes](https://github.com/pallets/jinja/releases)
- [Changelog](https://github.com/pallets/jinja/blob/main/CHANGES.rst)
- [Commits](https://github.com/pallets/jinja/compare/2.11.3...3.0.0)

Signed-off-by: dependabot[bot] <support@github.com>
2021-05-17 05:21:52 +00:00
dependabot[bot] 8143e63853
Bump aiofiles from 0.6.0 to 0.7.0
Bumps [aiofiles](https://github.com/Tinche/aiofiles) from 0.6.0 to 0.7.0.
- [Release notes](https://github.com/Tinche/aiofiles/releases)
- [Commits](https://github.com/Tinche/aiofiles/compare/v0.6.0...v0.7.0)

Signed-off-by: dependabot[bot] <support@github.com>
2021-05-17 05:21:36 +00:00
dependabot[bot] 976a026d3b
Bump sqlalchemy from 1.4.14 to 1.4.15
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.14 to 1.4.15.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot[bot] <support@github.com>
2021-05-17 05:21:31 +00:00
dependabot[bot] 439ef197bc
Bump flake8-tidy-imports from 4.2.1 to 4.3.0
Bumps [flake8-tidy-imports](https://github.com/adamchainz/flake8-tidy-imports) from 4.2.1 to 4.3.0.
- [Release notes](https://github.com/adamchainz/flake8-tidy-imports/releases)
- [Changelog](https://github.com/adamchainz/flake8-tidy-imports/blob/main/HISTORY.rst)
- [Commits](https://github.com/adamchainz/flake8-tidy-imports/compare/4.2.1...4.3.0)

Signed-off-by: dependabot[bot] <support@github.com>
2021-05-17 05:21:18 +00:00
dependabot[bot] 78c77cca73
Bump pytest-cov from 2.11.1 to 2.12.0
Bumps [pytest-cov](https://github.com/pytest-dev/pytest-cov) from 2.11.1 to 2.12.0.
- [Release notes](https://github.com/pytest-dev/pytest-cov/releases)
- [Changelog](https://github.com/pytest-dev/pytest-cov/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-cov/compare/v2.11.1...v2.12.0)

Signed-off-by: dependabot[bot] <support@github.com>
2021-05-17 05:21:11 +00:00
dependabot[bot] b0f854af95
Bump ccxt from 1.49.73 to 1.50.6
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.49.73 to 1.50.6.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.49.73...1.50.6)

Signed-off-by: dependabot[bot] <support@github.com>
2021-05-17 05:21:02 +00:00
Matthias 37b71b8cfd Fix PerformanceFilter failing in test-pairlist mode 2021-05-16 19:55:13 +02:00
Matthias 0d50e99563 Fix Agefilter checking for > instead of >= 2021-05-16 19:35:30 +02:00
Matthias c9ac67e985 Fix some typos 2021-05-16 14:50:25 +02:00
Matthias 8f8d5dbff5 Add tests for sl_order_with_result 2021-05-16 14:41:50 +02:00
Matthias 6f38976470 Introduce cancel_stoploss_with_result 2021-05-16 14:15:24 +02:00
Matthias 380754b8ab Fix typos in docstrings 2021-05-16 13:20:05 +02:00
Matthias 0b1dd0d203 Use correct order_id for ftx
closes #4511
2021-05-16 09:15:25 +02:00
Matthias 32bdceee12
Merge pull request #4947 from freqtrade/performance_abs
/performance - sort by absolute profit
2021-05-15 20:32:58 +02:00
Matthias 2d7735ba04 Update telegram to sort performance by absolute performance 2021-05-15 19:49:21 +02:00
Matthias 6b2a38ccfb Add absolute Profit to apiserver 2021-05-15 19:39:46 +02:00
Matthias 2ecb42a639 Improve rest-api doc config samples 2021-05-15 15:52:02 +02:00
Matthias 4a11688e33
Merge pull request #4945 from JoeSchr/patch-4
Update installation.md
2021-05-15 15:38:28 +02:00
JoeSchr 8e98778498
Update installation.md
Fix typo
2021-05-15 15:21:21 +02:00
Matthias 4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
Two fixes
2021-05-15 15:11:07 +02:00
Brook Miles db17b1a851 fix indentation 2021-05-15 20:20:36 +09:00
Brook Miles 88da1f109b fix #4412 download-data does not stop downloading at the specified TIMERANGE end date 2021-05-15 20:15:19 +09:00
Rokas Kupstys 2d5f465f1b Fix protections being loaded multiple times for first strategy when backtesting. 2021-05-15 13:37:03 +03:00
Rokas Kupstys 29fed37df3 Fix exception when few pairs with no data do not result in aborting backtest.
Exception is triggered by backtesting 20210301-20210501 range with BAKE/USDT pair (binance). Pair data starts on 2021-04-30 12:00:00 and after adjusting for startup candles pair dataframe is empty.

Solution: Since there are other pairs with enough data - skip pairs with no data and issue a warning.

Exception:
```
Traceback (most recent call last):
  File "/home/rk/src/freqtrade/freqtrade/main.py", line 37, in main
    return_code = args['func'](args)
  File "/home/rk/src/freqtrade/freqtrade/commands/optimize_commands.py", line 53, in start_backtesting
    backtesting.start()
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 502, in start
    min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 474, in backtest_one_strategy
    results = self.backtest(
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 365, in backtest
    data: Dict = self._get_ohlcv_as_lists(processed)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 199, in _get_ohlcv_as_lists
    pair_data.loc[:, 'buy'] = 0  # cleanup from previous run
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 692, in __setitem__
    iloc._setitem_with_indexer(indexer, value, self.name)
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 1587, in _setitem_with_indexer
    raise ValueError(
ValueError: cannot set a frame with no defined index and a scalar
```
2021-05-15 13:37:03 +03:00
Matthias e1447f955c /locks should always respond, even if there's no locks
closes #4942
2021-05-15 10:50:00 +02:00
Brook Miles 2eac23a15f if stoploss price is above the candle high, set it to candle open instead. this can occur if stoploss had previously been reached but the sell was prevented by `confirm_trade_exit` 2021-05-15 15:38:51 +09:00
Matthias 0ace35bf3d Fix unreferenced error 2021-05-15 08:14:50 +02:00
Matthias a6c644161d
Merge pull request #4930 from freqtrade/hyperopt_memory
Hyperopt memory problems
2021-05-15 07:12:57 +02:00
Matthias 5e73195b30 Use linux lineseperator at all times 2021-05-15 07:01:32 +02:00