Commit Graph

9253 Commits

Author SHA1 Message Date
robcaulk
324e54c015 fix possible memory leak associated with Catboost Pool object 2022-07-26 17:29:29 +02:00
robcaulk
3f149c4067 fix return type in BaseTensorFlowModel 2022-07-26 16:01:54 +02:00
robcaulk
ad25a4cb56 reduce number of pair_dict lookups, remove coin_first 2022-07-26 15:58:40 +02:00
robcaulk
fb4e8430cd isort auto import sorting 2022-07-26 10:51:39 +02:00
robcaulk
e213d0ad55 isolate data_drawer functions from data_kitchen, accommodate tests, add new test 2022-07-26 10:24:14 +02:00
robcaulk
56b17e6f3c allow user to pass test_size = 0 and avoid using eval sets in prediction models 2022-07-25 19:40:13 +02:00
Matthias
4c68bec171 Fix problem in is_cancel_order_result_suitable
fixes #7119
2022-07-25 17:47:52 +02:00
Robert Caulk
897f18a8c8 ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods 2022-07-25 15:07:09 +02:00
Robert Caulk
7b105532d1 fix mypy error and add test for principal component analysis 2022-07-25 11:46:59 +02:00
Robert Caulk
c9d46a5237 finish bringing follow_mode up to date 2022-07-25 09:24:40 +02:00
Robert Caulk
ab587747fb first fix for follower path bug 2022-07-24 23:32:24 +02:00
Matthias
520ee3f7a1 Convert freqAI into packages 2022-07-24 17:07:45 +02:00
Matthias
1885deb632 More docstring changes 2022-07-24 16:54:39 +02:00
Matthias
70b7a254af Update some areas to use default docstring formatting 2022-07-24 16:51:48 +02:00
Matthias
61c41fd919 Merge branch 'develop' into feat/freqai 2022-07-24 16:18:58 +02:00
Robert Caulk
88e10f7306 add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs 2022-07-24 09:01:23 +02:00
Robert Caulk
fff39eff9e fix multitarget bug 2022-07-24 08:42:50 +02:00
Matthias
2eb1d18c2a Don't load leverage tiers when not necessary 2022-07-23 19:56:38 +02:00
robcaulk
f3d46613ee move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes. 2022-07-23 17:14:33 +02:00
Matthias
81c1aa3c13 Update imports in freqAI sample strategies 2022-07-23 17:08:05 +02:00
Matthias
8a3cffcd1b Remove remaining CustomModel references 2022-07-23 17:08:05 +02:00
Matthias
8fa6e8b4ba Remove freqAI model bridge in favor of self.freqai 2022-07-23 17:08:05 +02:00
robcaulk
c91e23dc50 let user avoid normalizing labels 2022-07-23 16:14:13 +02:00
robcaulk
50d630a155 remove unnecessary comments from data_drawer.py 2022-07-23 13:35:44 +02:00
robcaulk
a1cff377ec add record of contribution to data_kitchen.py 2022-07-23 13:32:04 +02:00
robcaulk
c2d6a0e891 add record of contribution to doc and source 2022-07-23 13:04:06 +02:00
Matthias
e97468964a Add support for --timeframe-detail in hyperopt
fix #7070
2022-07-23 08:52:03 +02:00
robcaulk
5559e605b8 small PR conversation resolutions 2022-07-22 17:46:14 +02:00
robcaulk
40f00196eb use cloudpickle in place of pickle. define Paths once in data_drawer. 2022-07-22 17:37:51 +02:00
robcaulk
98c8a447b2 add LightGBMPredictionMultiModel 2022-07-22 12:40:51 +02:00
robcaulk
afcb0bec00 clean up obsolete comments, move remove_features_from_df to datakitchen 2022-07-22 12:29:20 +02:00
robcaulk
3205788bce extend doc to include descriptions of the return values from FreqAI to the strategy 2022-07-21 22:11:46 +02:00
robcaulk
8033e0bf23 add counter to backtesting log so users know how many more pairs and how many more models will need to be trained 2022-07-21 13:22:12 +02:00
robcaulk
183dec866a remove ability to backtest open ended timeranges (safer) 2022-07-21 13:02:52 +02:00
robcaulk
e694ea1cfd make sure backtesting gets the populated indicators with slimmed down user strat 2022-07-21 12:48:09 +02:00
robcaulk
ca4dd58642 remove superceded function from datakitchen 2022-07-21 12:40:54 +02:00
robcaulk
8f86b0deaa *breaking change* simplify user strat by consolidating feature loops into backend 2022-07-21 12:24:22 +02:00
robcaulk
e7337728bf add separator in folder name just incase an asset ends in an integer 2022-07-21 11:25:28 +02:00
robcaulk
921a7ef216 add requirements-freqai.txt to builds 2022-07-20 15:51:25 +02:00
robcaulk
d43c146676 add more tests for datakitchen functionalities, add regression tests for freqai_interface train/backtest 2022-07-20 12:56:46 +02:00
lolong
9c051958a6
Feat/freqai (#7105)
Vectorize weight setting, log training dates

Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-07-19 17:49:18 +02:00
robcaulk
714d9534b6 start adding tests 2022-07-19 16:16:44 +02:00
lolong
ed0f8b1189
Improve FreqAI documentation (#7072)
Improve doc + some other small fixes

Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-07-18 11:57:52 +02:00
Robert Caulk
921f3899f0 revert pickle reading for historic predictions 2022-07-17 16:06:36 +02:00
Robert Caulk
41eeb99177 load pickle file for writing 2022-07-17 10:05:21 +02:00
Matthias
05a5ae4fcf Update plotting to use entry/exit terminology 2022-07-16 22:28:46 +02:00
Robert Caulk
9d184586f1 fix bug in historic prediction saving 2022-07-16 21:16:59 +02:00
Matthias
f6bfd89cef Merge branch 'develop' into feat/freqai 2022-07-16 18:14:34 +02:00
Matthias
423af371c0 Simplify calculation by calling "get_fee" only once 2022-07-16 17:59:05 +02:00
Matthias
4172f92bfc simplify dry-run taker/maker selection 2022-07-16 17:25:13 +02:00
Matthias
8b2535a8da Update Typing for fees 2022-07-16 15:42:17 +02:00
Matthias
8d2e22f009 Merge branch 'develop' into pr/samgermain/6780 2022-07-16 15:35:00 +02:00
Matthias
004bf31142
Merge pull request #7093 from freqtrade/fix/gate_futures_stoposs
gateio futures - several fixes
2022-07-16 15:18:32 +02:00
Matthias
357000c478 Extract exchange validation to separate method 2022-07-16 13:45:26 +02:00
Matthias
d03dfb3934 Oder cost is real cost (including leverage) 2022-07-16 13:14:21 +02:00
Matthias
ed64e4299b Stoploss orders should also be eligible to update closed fees 2022-07-16 13:14:21 +02:00
Matthias
415780a4fe gateio order cost is not in contracts
closes #7081
2022-07-16 13:14:21 +02:00
Matthias
7b8a5585dd Fetch 2ndary stoploss order once the order triggered. 2022-07-16 13:14:21 +02:00
Matthias
7c4dd4c48c Support fee cost as string
closes #7056
2022-07-16 13:14:21 +02:00
Matthias
40e2da10f3 Add hypeorpt cloudpickle magic
closes #7078
2022-07-16 11:49:33 +02:00
Wagner Costa Santos
ca2029a46b fix issue when bot restarts with same identifier, does not load prediction history 2022-07-14 18:55:24 -03:00
Matthias
cdc58058d7 Add candletype to notebook example
closes #7084, closes #7073
2022-07-14 19:40:26 +02:00
robcaulk
4141d165ff add BaseTensorFlowModel class 2022-07-12 19:10:09 +02:00
robcaulk
ef409dd345 Add ground work for TensorFlow models, add protections from common mistakes 2022-07-12 18:09:17 +02:00
Robert Caulk
fea63fba12 Fix saving/loading historic predictions 2022-07-12 10:12:50 +02:00
Robert Caulk
8ce6b18318 start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available. 2022-07-11 22:01:48 +02:00
Matthias
0669d93f56
Merge pull request #7068 from freqtrade/ccxt_ordertype_validations
Ccxt ordertype validations
2022-07-11 19:41:05 +02:00
Matthias
5c164efdb6 Also check for createLimitOrder as optionals 2022-07-11 16:09:12 +02:00
Matthias
f9d3775d4c Move "candle" logic for message to telegram
this avoids calling this method unless necessary
2022-07-11 14:09:39 +02:00
Matthias
9a3a2f9013 Simplify adding candle to message 2022-07-11 13:55:32 +02:00
Matthias
8e8f026ea7 Telegram candle message should be configurable 2022-07-11 12:14:19 +02:00
Matthias
ed03ef47ef Merge branch 'develop' into pr/SurferAdmin/6916 2022-07-11 11:49:22 +02:00
Matthias
ec3179156c Revert unwanted changes. 2022-07-11 11:48:24 +02:00
Matthias
3fc92b1b21 Create BaseRegression model - designed to reduce code duplication across currently available models. 2022-07-11 11:33:59 +02:00
Matthias
6ac1aa15f5 Reenable ccxt order checks 2022-07-11 10:36:19 +02:00
Matthias
523d8a84a8 skip "supports market order" for now until CCXT fixes their assignemnt bugs. 2022-07-11 10:22:51 +02:00
Matthias
7d6b3d0e02 Update hyperopt param docs to be clear that non-conclusive parameters will be ignored 2022-07-11 08:17:16 +02:00
Robert Caulk
607455919e Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!) 2022-07-10 12:35:44 +02:00
Matthias
819cc9c0e4 Fully align LightGBM with Catboost 2022-07-10 11:06:18 +02:00
Matthias
58b18770e3 Fix LightGBM missing argument in predict method 2022-07-10 11:05:35 +02:00
Matthias
9313a2d294 Update leverage tiers to latest version 2022-07-10 10:11:39 +02:00
Matthias
2e1061af64 Fix faulty LightGBM model 2022-07-09 08:21:42 +00:00
Matthias
c98e7ea055 Revert allowing empty currency for futures 2022-07-09 08:57:15 +02:00
Matthias
b7167ec880 Fix wrong fee calclulation for gateio futures 2022-07-09 08:51:59 +02:00
Matthias
5b733a723d use "fees" for trades responses 2022-07-09 08:51:28 +02:00
Matthias
81f7d77d74 Allow fee currency to be empty for futures 2022-07-09 08:51:28 +02:00
Matthias
2499276fca Refactor calculate_fee_rate to take separate parameters instead of an "Order"
we passed in a trade object anyway
2022-07-09 08:51:28 +02:00
Matthias
e52f82b565 Add leverage to custom_stake_amount callback
closes #7047
2022-07-08 19:44:20 +02:00
Matthias
b39508f64d remove loadMarkets from "required" section,
it's now implied that all ccxt exchanges provide this method.
2022-07-07 19:44:54 +02:00
robcaulk
d9acdc9767 remove excess, increase no model warning clarity 2022-07-06 18:20:21 +02:00
Matthias
dbc3376fe9 Add alias for gate to gateio 2022-07-06 07:12:13 +02:00
robcaulk
514f7d491c change rejected to denied 2022-07-05 12:58:43 +02:00
robcaulk
647f9b5460 replace the word abortion with rejected in log messages 2022-07-05 12:49:09 +02:00
robcaulk
4cac67fd66 Catch infrequent issue associated with grabbing first candle 2022-07-05 12:43:33 +02:00
Matthias
6f0721ae2b Update dry-order-fix to use sqlalchemy internals 2022-07-04 17:17:39 +02:00
Matthias
6da3fa08e4 Update migrations to also support Postgres
closes #7038
2022-07-04 11:14:59 +02:00
robcaulk
bd3a6ba2fe update backtesting to handle new output framework 2022-07-03 17:34:44 +02:00
robcaulk
8ac8d53c32 All LGBMRegressor model parameters are now set in config 2022-07-03 16:30:01 +02:00
robcaulk
a6077ac7f4 Merge feat/freqai into develop to get new features 2022-07-03 16:17:13 +02:00
Matthias
07aa372e2a Ensure bot_loop_start is called in hyperopt, too
closes #7001
2022-07-03 14:10:59 +02:00
Matthias
c5e6520fee Reorder methods in freqtradebot 2022-07-03 13:35:26 +02:00
robcaulk
4ff0ef7359 fix bug returning multiple targets for training 2022-07-03 12:15:59 +02:00
Matthias
f2fdc21374 Only use exit_tag if exit_type i exit_signal
closes #7027
2022-07-03 11:07:05 +02:00
robcaulk
ffb39a5029 black formatting on freqai files 2022-07-03 10:59:38 +02:00
robcaulk
106131ff0f Rehaul organization of return values 2022-07-02 18:09:38 +02:00
robcaulk
93e1410ed9 first step toward cleaning output and enabling multimodel training per pair 2022-07-01 14:00:30 +02:00
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