10385 Commits

Author	SHA1	Message	Date
Timothy Pogue	3535aa7724	add last_analyzed to emitted dataframe	2022-09-06 12:12:05 -06:00
robcaulk	d44296783e	isort datakitchen	2022-09-06 20:10:12 +02:00
robcaulk	e83c9b276d	fix whitespace	2022-09-06 19:56:52 +02:00
Matthias	f2f811a2fe	Fix telegram bug with open partial exit orders	2022-09-06 19:55:18 +02:00
robcaulk	4b28d0495f	fix timestamping, move imports, add words to doc	2022-09-06 19:46:58 +02:00
Matthias	98ec84fca6	Merge pull request #7339 from freqtrade/fix/fundingfee_handling ... Fix/fundingfee handling	2022-09-06 19:21:40 +02:00
wagnercosta	1820bc6832	Merge branch 'freqtrade:develop' into fixHyperoptFreqai	2022-09-06 10:02:17 -03:00
Matthias	3f3099cbfc	Merge pull request #7361 from italodamato/develop ... fix hyperopt df preprocessing	2022-09-06 07:26:14 +02:00
Timothy Pogue	38f14349e9	move bytes decoding to serializer	2022-09-05 23:25:25 -06:00
Matthias	d526dfb171	Revert some more changes in rpc_manager	2022-09-06 07:03:31 +02:00
Matthias	4dec19de9f	Add comment to explain why we use the non-trimmed DF	2022-09-06 06:52:50 +02:00
Timothy Pogue	a0d774fdc4	change default initial candle limit to 1500	2022-09-05 20:23:00 -06:00
Timothy Pogue	b949ea301c	fix failed apiserver tests	2022-09-05 19:29:07 -06:00
Timothy Pogue	cd8455ccb7	Merge branch 'develop' into feat/externalsignals	2022-09-05 15:10:25 -06:00
Wagner Costa Santos	2c8e5b191b	fix hyperopt - freqai	2022-09-05 17:43:55 -03:00
Wagner Costa Santos	5b826150df	fix hyperopt - freqai	2022-09-05 17:43:28 -03:00
Timothy Pogue	8f261d8edf	change from bytes to text in websocket, remove old logs	2022-09-05 13:47:17 -06:00
Matthias	36e5c18fa6	Don't raise exception when a message is not implemented in telegram	2022-09-05 20:54:03 +02:00
Italo	9f5642fd97	fix hyperopt df preprocessing	2022-09-05 18:12:19 +02:00
robcaulk	78d01810ed	reduce code redundancy, ensure live always gets the latest data	2022-09-05 00:12:00 +02:00
Wagner Costa Santos	d43ed186fc	fix issue with freqai backtesting at slice dataframe	2022-09-05 00:12:00 +02:00
Timothy Pogue	8a08f8ff8d	revert rpc manager	2022-09-04 10:27:34 -06:00
Timothy Pogue	07f806a314	minor improvements, fixes, old config+constant removal	2022-09-04 10:22:10 -06:00
Timothy Pogue	1601868854	dataprovider fix, updated config example	2022-09-04 09:42:43 -06:00
Robert Caulk	956ea43e55	Merge pull request #7340 from wizrds/sigint-freqai ... Support SIGINT in FreqAI	2022-09-04 16:43:36 +02:00
robcaulk	ec76214d02	backup historical predictions pickle and load the backup in case of corruption	2022-09-04 15:56:07 +02:00
robcaulk	69b3fcfd32	Merge branch 'develop' into dev-merge-rl	2022-09-04 11:23:25 +02:00
robcaulk	27dce20b29	fix bug in Base4ActionRLEnv, improve example strats	2022-09-04 11:21:54 +02:00
Timothy Pogue	3b5e5fc57b	fix method name in dummy class	2022-09-03 14:10:23 -06:00
Robert Caulk	8545d74378	Merge pull request #7331 from th0rntwig/pca ... Normalise PCA space	2022-09-03 21:49:54 +02:00
Timothy Pogue	dae3b3d86a	support shutting down freqai	2022-09-03 13:24:14 -06:00
Matthias	16573b19e3	Fix migration syntax error	2022-09-03 19:51:44 +02:00
robcaulk	5cfb4154eb	revert all changes in normalize_data()	2022-09-03 19:48:30 +02:00
Robert Caulk	63514b0443	Merge pull request #7325 from wagnercosta/develop ... Improve Freqai backtesting performance	2022-09-03 19:28:04 +02:00
robcaulk	c21808ff98	remove metadata redundancy, fix pca bug	2022-09-03 16:54:30 +02:00
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
Timothy Pogue	05cbcf834c	minor logging changes	2022-09-02 16:01:33 -06:00
Timothy Pogue	cf917ad2f5	initial candle request limit, better error reporting, split up _handle_producer_connection	2022-09-02 15:05:16 -06:00
Matthias	b26126cb57	Don't use ticker['symbol'] but use "pair" instead ... closes #7262	2022-09-02 20:09:30 +02:00
Timothy Pogue	5b0b802f31	hybrid json ws serializer	2022-09-02 00:05:36 -06:00
Timothy Pogue	eb4cd6ba82	split initial data into separate requests	2022-09-01 23:52:13 -06:00
Timothy Pogue	dccde88c83	fix dataframe serializing	2022-09-01 23:15:03 -06:00
Matthias	b53791fef2	Futures volumepairlist to account for contract size	2022-09-02 07:11:32 +02:00
Timothy Pogue	00f35f4870	remove old constant, add initial_data requesting, minor changes	2022-09-01 20:06:36 -06:00
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
Timothy Pogue	c72a2c26c7	remove external pairlist	2022-08-31 12:06:24 -06:00
Timothy Pogue	6e8abf8674	add producer name to required fields in config	2022-08-31 11:58:58 -06:00
wagnercosta	3d4497467c	Merge branch 'freqtrade:develop' into develop	2022-08-31 14:47:06 -03:00
Timothy Pogue	865b34cd6f	add producer names	2022-08-31 11:43:02 -06:00
Timothy Pogue	510cf4f305	remove data waiting, remove explicit analyzing of external df	2022-08-31 10:40:26 -06:00
robcaulk	240b529533	fix tensorboard path so that users can track all historical models	2022-08-31 16:50:39 +02:00
Richard Jozsa	2493e0c8a5	Unnecessary lines in Base4, and changes for box space, to fit better for our needs (#7324)	2022-08-31 16:37:02 +02:00
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
Timothy Pogue	115a901773	minor fix for conditional in handle func	2022-08-30 19:34:43 -06:00
Timothy Pogue	ddc45ce2eb	message handling fix, data waiting fix	2022-08-30 19:30:14 -06:00
Timothy Pogue	346e73dd75	client implementation, minor fixes	2022-08-30 19:21:34 -06:00
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
Timothy Pogue	418bd26a80	minor fixes, rework consumer request, update requirements.txt	2022-08-30 11:04:16 -06:00
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
Timothy Pogue	47f7c384fb	consumer subscriptions, fix serializer bug	2022-08-29 15:48:29 -06:00
Timothy Pogue	7952e0df25	initial rework separating server and client impl	2022-08-29 13:41:15 -06:00
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
Timothy Pogue	8c4e68b8eb	updated example configs	2022-08-28 13:00:52 -06:00
robcaulk	7766350c15	refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling	2022-08-28 19:21:57 +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
Timothy Pogue	05ca673883	Catch status code errors	2022-08-27 00:06:03 -06:00
Timothy Pogue	fcceb744c5	Add janus to requirements.txt	2022-08-26 23:43:05 -06:00
Timothy Pogue	2b5f067877	Refactoring, minor improvements, data provider improvements	2022-08-26 23:40:13 -06:00
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
robcaulk	baa4f8e3d0	remove Base3ActionEnv in favor of Base4Action	2022-08-26 11:04:25 +02:00
richardjozsa	d31926efdf	Added Base4Action	2022-08-26 11:04:25 +02:00
Matthias	53d46a0385	align max_entry_position_adjustment behavior of backtesting to live ... closes #7293	2022-08-25 20:36:17 +02:00
robcaulk	3199eb453b	reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use.	2022-08-25 19:05:51 +02:00
Matthias	1fd223c815	Update --prepend help string ... closes #7290	2022-08-25 17:03:41 +02:00
robcaulk	05ccebf9a1	automate eval freq in multiproc	2022-08-25 12:29:48 +02:00
robcaulk	94cfc8e63f	fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward	2022-08-25 11:46:18 +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
Timothy Pogue	d474111a65	Renamed to external signals, controller class refactored	2022-08-24 22:42:29 -06:00
Timothy Pogue	592373f096	Remove pairlist waiting, add .db files to .gitignore	2022-08-24 18:30:30 -06:00
Matthias	32faad9333	Fix backtest calculation problem with DCA ... closes #7287	2022-08-24 20:36:08 +02:00
robcaulk	d1bee29b1e	improve default reward, fix bugs in environment	2022-08-24 18:32:40 +02:00
robcaulk	a61821e1c6	remove monitor log	2022-08-24 16:33:13 +02:00
robcaulk	bd870e2331	fix monitor bug, set default values in case user doesnt set params	2022-08-24 16:32:14 +02:00
robcaulk	c0cee5df07	add continual retraining feature, handly mypy typing reqs, improve docstrings	2022-08-24 13:00:55 +02:00
robcaulk	b708134c1a	switch multiproc thread count to rl_config definition	2022-08-24 13:00:55 +02:00
robcaulk	b26ed7dea4	fix generic reward, add time duration to reward	2022-08-24 13:00:55 +02:00
robcaulk	280a1dc3f8	add live rate, add trade duration	2022-08-24 13:00:55 +02:00
robcaulk	f9a49744e6	add strategy to the freqai object	2022-08-24 13:00:55 +02:00
richardjozsa	a2a4bc05db	Fix the state profit calculation logic	2022-08-24 13:00:55 +02:00
robcaulk	29f0e01c4a	expose environment reward parameters to the user config	2022-08-24 13:00:55 +02:00
robcaulk	d88a0dbf82	add sb3_contrib models to the available agents. include sb3_contrib in requirements.	2022-08-24 13:00:55 +02:00
robcaulk	8b3a8234ac	fix env bug, allow example strat to short	2022-08-24 13:00:55 +02:00
mrzdev	8cd4daad0a	Feat/freqai rl dev (#7) ... * access trades through get_trades_proxy method to allow backtesting	2022-08-24 13:00:55 +02:00
robcaulk	3eb897c2f8	reuse callback, allow user to acces all stable_baselines3 agents via config	2022-08-24 13:00:55 +02:00
robcaulk	4b9499e321	improve nomenclature and fix short exit bug	2022-08-24 13:00:55 +02:00
sonnhfit	4baa36bdcf	fix persist a single training environment for PPO	2022-08-24 13:00:55 +02:00
robcaulk	f95602f6bd	persist a single training environment.	2022-08-24 13:00:55 +02:00
robcaulk	5d4e5e69fe	reinforce training with state info, reinforce prediction with state info, restructure config to accommodate all parameters from any user imported model type. Set 5Act to default env on TDQN. Clean example config.	2022-08-24 13:00:55 +02:00
sonnhfit	7962a1439b	remove keep low profit	2022-08-24 13:00:55 +02:00
sonnhfit	81b5aa66e8	make env keep current position when low profit	2022-08-24 13:00:55 +02:00
sonnhfit	45218faeb0	fix coding convention	2022-08-24 13:00:55 +02:00
robcaulk	b90da46b1b	improve price df handling to enable backtesting	2022-08-24 13:00:55 +02:00
MukavaValkku	2080ff86ed	5ac base fixes in logic	2022-08-24 13:00:55 +02:00
robcaulk	16cec7dfbd	fix save/reload functionality for stablebaselines	2022-08-24 13:00:55 +02:00
sonnhfit	0475b7cb18	remove unuse code and fix coding conventions	2022-08-24 13:00:55 +02:00
MukavaValkku	d60a166fbf	multiproc TDQN with xtra callbacks	2022-08-24 13:00:55 +02:00
robcaulk	dd382dd370	add monitor to eval env so that multiproc can save best_model	2022-08-24 13:00:55 +02:00
robcaulk	69d542d3e2	match config and strats to upstream freqai	2022-08-24 13:00:55 +02:00
robcaulk	e5df39e891	ensuring best_model is placed in ram and saved to disk and loaded from disk	2022-08-24 13:00:55 +02:00
robcaulk	bf7ceba958	set cpu threads in config	2022-08-24 13:00:55 +02:00
MukavaValkku	57c488a6f1	learning_rate + multicpu changes	2022-08-24 13:00:55 +02:00
robcaulk	acf3484e88	add multiprocessing variant of ReinforcementLearningPPO	2022-08-24 13:00:55 +02:00
MukavaValkku	cf0731095f	type fix	2022-08-24 13:00:55 +02:00
MukavaValkku	1c81ec6016	3ac and 5ac example strategies	2022-08-24 13:00:55 +02:00
MukavaValkku	13cd18dc9a	PPO policy change + verbose=1	2022-08-24 13:00:55 +02:00
robcaulk	926023935f	make base 3ac and base 5ac environments. TDQN defaults to 3AC.	2022-08-24 13:00:55 +02:00
MukavaValkku	096533bcb9	3ac to 5ac	2022-08-24 13:00:55 +02:00
MukavaValkku	718c9d0440	action fix	2022-08-24 13:00:55 +02:00
robcaulk	9c78e6c26f	base PPO model only customizes reward for 3AC	2022-08-24 13:00:55 +02:00
robcaulk	6048f60f13	get TDQN working with 5 action environment	2022-08-24 13:00:55 +02:00
robcaulk	d4db5c3281	ensure TDQN class is properly named	2022-08-24 13:00:55 +02:00
robcaulk	91683e1dca	restructure RL so that user can customize environment	2022-08-24 13:00:55 +02:00
sonnhfit	ecd1f55abc	add rl module	2022-08-24 13:00:55 +02:00
MukavaValkku	9b895500b3	initial commit - new dev branch	2022-08-24 13:00:55 +02:00
MukavaValkku	cd3fe44424	callback function and TDQN model added	2022-08-24 13:00:55 +02:00
MukavaValkku	01232e9a1f	callback function and TDQN model added	2022-08-24 13:00:55 +02:00
MukavaValkku	8eeaab2746	add reward function	2022-08-24 13:00:55 +02:00
MukavaValkku	ec813434f5	ReinforcementLearningModel	2022-08-24 13:00:55 +02:00
MukavaValkku	2f4d73eb06	Revert "ReinforcementLearningModel" ... This reverts commit 4d8dfe1ff1daa47276eda77118ddf39c13512a85.	2022-08-24 13:00:55 +02:00
MukavaValkku	c1e7db3130	ReinforcementLearningModel	2022-08-24 13:00:55 +02:00
robcaulk	05ed1b544f	Working base for reinforcement learning model	2022-08-24 13:00:40 +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
Timothy Pogue	4fa01548f6	Remove old var from strategy interface	2022-08-21 22:49:42 -06:00
Timothy Pogue	6f5478cc02	DataFrame transmission, strategy follower logic	2022-08-21 22:45:36 -06:00
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
Timothy Pogue	739b68f8fd	ExternalPairList plugin	2022-08-19 22:40:01 -06:00
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
Timothy Pogue	6834db11f3	minor improvements and pairlist data transmission	2022-08-19 00:06:19 -06:00
Matthias	42eb508515	Attempt fix of #7184	2022-08-19 07:09:46 +02:00
Matthias	76a3e97e05	Add migrations end message ... closes #7251	2022-08-19 06:39:51 +02:00
Timothy Pogue	9f6bba40af	initial concept for replicate, basic leader and follower logic	2022-08-18 20:10:58 +02:00
Matthias	70a77ba3d9	Check for "last" availability in PrecisionFilter ... closes #7250	2022-08-18 20:07:50 +02:00
longyu	1fada53ddd	remove newline	2022-08-18 19:40:00 +02:00
Matthias	85b43ec1a1	Remove double-check for "isolated margin"	2022-08-18 15:23:58 +02:00
Matthias	fde469a253	Remove unnecessary check	2022-08-18 14:53:44 +02:00
Matthias	075e9b8526	Log Exchange responses for set_leverage	2022-08-18 09:52:03 +02:00
Matthias	46e8d9a5e4	Reduce verbosity when whitelist is empty	2022-08-18 09:09:37 +02:00
Matthias	0461a89348	Fix test failures	2022-08-18 07:20:49 +02:00
longyu	f70b0bab80	remove line	2022-08-17 23:49:20 +02:00
Matthias	66910bfe63	Don't fail if mark candles are missing ... closes #7239	2022-08-17 20:01:57 +02:00
robcaulk	88dd9920ea	sort imports for isort	2022-08-17 16:38:09 +02:00
robcaulk	5155afb4e7	clean up code remnants	2022-08-17 15:22:48 +02:00
robcaulk	0c34104e45	extract download-data from freqai to prepare for future async changes	2022-08-17 15:18:44 +02:00
longyu	9c38c27eed	ignore sample itself distance for avg_mean_dist computation	2022-08-17 15:09:57 +02:00
longyu	72c34291e3	newline	2022-08-17 15:09:10 +02:00
Matthias	3983368228	gateio futures is showing base currency in volume!	2022-08-17 14:51:48 +02:00
Matthias	83ca168bb8	Merge pull request #7216 from freqtrade/precise_calcs ... Precise calcs	2022-08-17 14:32:02 +02:00
Matthias	c615e1bc62	Avoid loop error during ccxt tests	2022-08-17 14:31:40 +02:00
Matthias	e7902bffa0	Remove checks for dataprovider existance - it's available in all modes.	2022-08-17 10:57:25 +02:00
Matthias	8d182768f9	stoploss should also use trimmed prices	2022-08-17 09:57:11 +02:00
Matthias	0b0e7eaf96	Mutex TTL Cache accesses which can be accessed by multiple threads ... Apparently, cachetools is (intentionally) not threadsafe when using the Caches directly. It's therefore recommended to wrap these with an explicit lock to avoid problems. source: https://github.com/tkem/cachetools/issues/245 closes #7215	2022-08-16 19:48:21 +02:00
Matthias	24690c1918	Don't convert open_rate to precision ... this may cause more problems than it solves.	2022-08-16 18:32:00 +02:00
Matthias	3b44dc52e1	Minor corrections	2022-08-16 18:10:48 +02:00
Matthias	ea6bc47d7a	gateio default configs should specify unknown_fee_rate	2022-08-16 17:26:53 +02:00
Matthias	a1e4fbf313	Run price_to_precision for dry-run orders	2022-08-16 17:23:49 +02:00
Matthias	1ac81aa316	Show message if fee update failed due to missing ... closes #7234	2022-08-16 17:09:23 +02:00
robcaulk	4c0fda400f	fix input shape warning for LGBMClassifier, add sample_weights/eval_weights	2022-08-16 11:41:53 +02:00
Matthias	fa89368c02	Add test for precision backpopulation	2022-08-16 11:11:52 +02:00
Matthias	96d2f61812	Properly round timestamps to avoid constant log messages	2022-08-16 10:22:59 +02:00
Matthias	15a1c59a91	Backtesting should cache precisionMode	2022-08-16 10:15:19 +02:00
Matthias	a73e4f8e41	Truncate amount before comparing for closure	2022-08-16 09:49:53 +02:00
Matthias	2fb7a3091d	Improve backfill of precisions	2022-08-16 09:32:31 +02:00
Matthias	711b6b1a1a	Merge branch 'develop' into precise_calcs	2022-08-16 09:29:39 +02:00
Matthias	a5b438e41e	Run price_to_precision for dry-run orders	2022-08-16 09:28:23 +02:00
Matthias	1dd56e35d5	Ensure comparisions align when closing a trade	2022-08-16 08:21:02 +02:00
Matthias	e818797427	Minor fix in amount_to_precision logic	2022-08-15 20:29:05 +02:00
Matthias	c0bdb71810	Update docstring	2022-08-15 20:06:29 +02:00
Matthias	f2b6ff910f	Accept wrong pair in get_precision_amount	2022-08-15 20:05:22 +02:00
Matthias	09ee9089fb	Merge pull request #6832 from freqtrade/feat/freqai ... Freqai: an interface for users to build/train/backtest predictive models and run them live	2022-08-15 20:03:08 +02:00
Matthias	e6af9a6903	Allow empty precisionMode on conversions	2022-08-15 20:00:15 +02:00
Matthias	c3f159bd57	Add precision fields to database	2022-08-15 19:58:40 +02:00
Matthias	22241c55d5	Add methods to get precision_amount from markets	2022-08-15 19:56:25 +02:00
Matthias	15e85797c2	Simplify to_precision tests and imports	2022-08-15 08:51:15 +02:00
Matthias	6c32331740	Move precision calculations to standalone functions	2022-08-15 08:43:58 +02:00
Matthias	c7e1719215	Fix interface import sorting	2022-08-15 06:53:02 +02:00
robcaulk	006b11e5d5	fix leftover bug in indicator population	2022-08-14 21:42:55 +02:00
robcaulk	8961b8d560	merge in inference timer and historic predictions handling improvements.	2022-08-14 20:31:15 +02:00
robcaulk	ad846cdb76	fix lock bug, update docstring	2022-08-14 20:24:29 +02:00
Matthias	464d99808f	Update doc table formatting	2022-08-14 18:22:01 +02:00
Matthias	a29402ddde	Rename and move analysis_lock to data_kitchen	2022-08-14 17:23:14 +02:00
Matthias	3a9ec76c91	Move "freqai.lock" to backend to simplify user interface	2022-08-14 17:19:50 +02:00
Matthias	044cf8bb2e	Allow new whitelist combination in "button" commands	2022-08-14 08:41:25 +02:00
Matthias	22ac291c3a	Merge pull request #7211 from ecoppen/rpc/whitelist_options ... Optional /whitelist args - sorted, nobase	2022-08-14 08:26:21 +02:00
Robert Caulk	c9c128f781	finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy	2022-08-14 02:49:01 +02:00
robcaulk	58de20af0f	make BaseClassifierModel. Add predict_proba to lightgbm	2022-08-13 20:07:31 +02:00
robcaulk	31be707cc8	clean up code, add docstrings	2022-08-13 19:40:24 +02:00
robcaulk	3e38c1b0bd	take dynamic sized tail off historic_predictions as return dataframe to strategy.	2022-08-13 19:40:24 +02:00
robcaulk	7d448fd4ac	allow fit_live_predictions access to current pair	2022-08-13 19:40:24 +02:00
robcaulk	1f192be43b	avoid denormalizing labels twice	2022-08-13 19:40:24 +02:00
robcaulk	b1b76a2dbe	debug classifier with predict proba	2022-08-13 19:40:24 +02:00
robcaulk	23cc21ce59	add predict_proba to base classifier, improve historic predictions handling	2022-08-13 19:40:24 +02:00
Matthias	7075b00e20	Remove odd dry run stoploss behavior ... closes #7208	2022-08-13 11:37:23 +02:00
Matthias	5aaab75d1c	Add test for dynamic_pairlist_expand	2022-08-13 10:18:57 +02:00
Matthias	b682fc446e	Graciously fail if strategy has freqAI code, but freqAI is not enabled.	2022-08-13 09:53:18 +02:00
Matthias	3918f4abbd	Simplify strategy interface by removing explicit self.freqai_info assignment	2022-08-13 09:27:56 +02:00
Matthias	3b827ee60a	Add "freqai.enabled" flag to disable freqAI via config flag ... aligns with how other optional modules work in freqtrade.	2022-08-13 09:24:04 +02:00
Matthias	f6545ebdb8	Disallow backtesting with --strategy-list for now.	2022-08-13 09:10:03 +02:00
Matthias	e3a5b97b45	Update recalc_from_trades to use FtPrecise	2022-08-13 08:43:56 +02:00
Matthias	3bcb47d75d	Remove usage of Decimal	2022-08-13 08:43:56 +02:00
Matthias	902afc2f02	Use FtPrecise in interest calculation	2022-08-13 08:43:56 +02:00
Matthias	0e61c2d057	Replace Decimal with FtPrecise in trade_model	2022-08-13 08:43:56 +02:00
Matthias	df701b5862	Merge branch 'develop' into feat/freqai	2022-08-13 08:43:24 +02:00
ecoppen	923f73a516	nobase -> baseonly	2022-08-12 19:56:46 +01:00
robcaulk	fb4b73ce89	ensure dates are saved	2022-08-12 12:03:44 +02:00
Matthias	cc885e25ac	Improve NAN Handling in RPC	2022-08-11 20:16:07 +02:00
Matthias	de690b0a69	Use PEP440 compatible versioning	2022-08-11 20:08:40 +02:00
Matthias	dd4e44931e	Improve NAN handling in RPC module	2022-08-11 15:02:52 +00:00
robcaulk	2cae3c42e6	remove trade database analyzer, clean up a bit	2022-08-10 17:43:06 +02:00
ecoppen	c0d60c63ab	Optional /whitelist args - sorted, nobase ... Added two optional arguments for whitelist - `sorted` for alphabetical order and `nobase` for displaying the whitelist without base currency e.g. /USDT. Updated help with optional commands. Added a space in an unrelated help message.	2022-08-10 14:56:38 +01:00
Matthias	ed004236ce	Add float initializer to FtPrecise	2022-08-10 11:54:07 +00:00
Matthias	e7cb1b7375	Wrap Precise into FtPecise	2022-08-10 11:26:06 +00:00
Matthias	adc8ee88e2	Move periodicCache to Utils package	2022-08-10 08:57:19 +00:00
Matthias	573964b19f	Dry Market orders should update "remaining"	2022-08-10 07:12:56 +02:00
Matthias	53251e7140	Merge pull request #7194 from freqtrade/rpc/partial_forceexit ... Partial forceExit	2022-08-10 07:12:40 +02:00
Matthias	ce2c9bf26d	Slight renaming of variable	2022-08-10 06:44:41 +02:00
Matthias	736884c5a9	Orders should be allowed to have empty fill/remaining values	2022-08-09 20:43:58 +02:00
Matthias	b5c5a95b64	FTX: Use conditionalOrders endpoint to get proper stop-market order id ... closes #7165	2022-08-09 20:09:35 +02:00
robcaulk	5a16d5a512	Deactivate database analyzer if user does not use sqlite	2022-08-09 16:36:22 +02:00
robcaulk	e7de812948	Allow user to user pair_dict for persistent storage of custom data	2022-08-09 16:03:10 +02:00
robcaulk	aef086b02e	Improved dict typing, timeframe parser, collect dates associated with training data points	2022-08-09 15:30:25 +02:00
Matthias	9a82898d6b	Merge branch 'develop' into feat/freqai	2022-08-09 06:22:57 +02:00
Matthias	77b3b8a134	Use main exchange instead of creating a separate instance.	2022-08-08 18:34:11 +00:00
robcaulk	ea64f43e52	bring back auto DF resizing for okx	2022-08-08 01:13:13 +02:00
robcaulk	67c722c9c8	fix asyncio bug	2022-08-07 14:48:39 +02:00
Matthias	e48e82232d	Force response API to js to fix faulty system configs ... closes #7147	2022-08-07 10:42:56 +02:00
Matthias	0b2104fc7a	Properly increment the api version	2022-08-07 10:13:36 +02:00
Matthias	6ded2d5b7c	Improve forceexit API test	2022-08-07 09:47:11 +02:00
Matthias	d1998f7ed0	Fix forceexit calling	2022-08-07 09:47:11 +02:00
Matthias	eff8cd7ecb	Add leverage to force_entry	2022-08-07 09:47:11 +02:00
Matthias	daf015d007	extract nested force_exit function to private instance function	2022-08-07 09:47:11 +02:00
Matthias	82aecc81f3	Accept parameters to forceexit	2022-08-07 09:47:11 +02:00
robcaulk	eb8bde37c1	Add lightgbm classifier, add classifier check test, fix classifier bug.	2022-08-06 17:51:21 +02:00
Matthias	bfa859e618	Remove unnecessary method (simplify)	2022-08-06 17:46:58 +02:00
Matthias	5250189f77	Add Rollback function to Trade ... simplifies Session work	2022-08-06 17:03:49 +02:00
Matthias	47a30047eb	Fix typo	2022-08-06 15:03:10 +02:00
Matthias	b16f57cb0d	Minor stylistic fixes	2022-08-06 14:55:46 +02:00
Robert Caulk	c172ce1011	improve flexibility of user defined prediction dataframe	2022-08-06 13:51:19 +02:00
Matthias	45d68222a1	Reduce verbosity of Fiat Converter	2022-08-06 13:18:40 +02:00
Matthias	f8f1ade163	Reduce function complexity by extracting message sending	2022-08-06 09:21:11 +02:00
Matthias	2687633941	Test iterative sending of /status	2022-08-06 09:16:04 +02:00
Matthias	b12dd15f4f	Send multiple messages in /status if required	2022-08-06 09:10:12 +02:00
Robert Caulk	07763d0d4f	add classifier, improve model naming scheme	2022-08-06 08:33:55 +02:00
Robert Caulk	ce8fbbf743	ensure loading historical df matches frequi indices	2022-08-06 07:25:59 +02:00
robcaulk	60d782e5c5	remove unnecessary function	2022-08-05 21:31:32 +02:00
robcaulk	a42a060ab5	fix DB once and for all. Make DBSCAN more efficient and robust.	2022-08-05 21:29:03 +02:00
Robert Caulk	a3799c4d5d	start frequi with historical data if available	2022-08-05 18:27:47 +02:00
robcaulk	29b7b014e5	fix bug in DB path initialization	2022-08-05 18:19:26 +02:00
robcaulk	db1d367941	fix bug associated to fit_live_predictions_candles	2022-08-05 13:46:20 +02:00
robcaulk	26de992d20	ensure user sets startup candles in backtesting mode	2022-08-05 12:23:14 +02:00
robcaulk	05ec5c5e54	generalize database url path for any db type	2022-08-05 12:19:29 +02:00
Matthias	9545402452	Improve defaults for config builder	2022-08-05 11:58:09 +02:00
Matthias	7675187c37	Use telegram message length to avoid constants	2022-08-05 07:31:19 +02:00
Matthias	cffc769549	Fix /profit endpoint calculations for partial sells ... * don't recalculate for closed trades * include realized_profit in the calculation part of #7178	2022-08-05 07:26:41 +02:00
Robert Caulk	51a6b4289f	improve DBSCAN performance for subsequent trainings	2022-08-04 17:41:58 +02:00
Robert Caulk	fe1b8515a8	fix bug in DBSCAN, update doc	2022-08-04 17:00:59 +02:00
robcaulk	29225e4baf	add DBSCAN outlier detection feature, add supporting documentation	2022-08-04 12:15:16 +02:00
Matthias	95327750dc	Final abs. profit should not be doubled in rpc messages	2022-08-04 07:07:54 +02:00
robcaulk	eae82d0222	fix bug with database url during backtesting. comment out example trade db analysis.	2022-08-03 16:17:57 +02:00
robcaulk	95d3009a95	give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality	2022-08-02 20:14:02 +02:00
Matthias	d75e0a9820	Fix Flake8 errors after flake update	2022-08-01 06:43:59 +02:00
robcaulk	3013282dbf	remove non-catboost stuff from schema	2022-08-01 05:39:38 +02:00
robcaulk	946d4c7cfc	fix trailing whitespace for flake8	2022-07-31 18:39:46 +02:00
robcaulk	4e68626bcb	ensure convolutional window is prepended for frequi consistency	2022-07-31 17:51:19 +02:00
robcaulk	d830105605	*BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests	2022-07-31 17:05:29 +02:00
robcaulk	153336d424	move corr_pairlist expansion to after expand_pairlist()	2022-07-31 15:45:28 +02:00
Matthias	659870312d	Use JSON Schema validation for freaAI schema validation	2022-07-31 15:23:27 +02:00
Kavinkumar	a4bada3ebe	Partial exit using average price (#6545) ... Introduce Partial exits	2022-07-31 14:19:04 +02:00
Matthias	369c6da5d8	Merge pull request #7146 from freqtrade/fix/liquidation ... Update liquidation price handling	2022-07-31 08:09:54 +02:00
Matthias	bad15f077c	Simplify fetch_positions by using already existing method	2022-07-30 17:49:06 +02:00
Matthias	fc31c890e3	Merge pull request #7135 from freqtrade/rpc/sendmsg ... Strategy allow rpc messages	2022-07-30 16:15:00 +02:00
Matthias	d046f0cc5e	Improve method wording for liquidation price setter	2022-07-30 16:11:31 +02:00
Matthias	dba7a7257d	Use stop_or_liquidation instead of stop_loss	2022-07-30 16:10:16 +02:00
Matthias	845cecd38f	Add stoploss or liquidation property	2022-07-30 16:10:16 +02:00
Matthias	15752ce3c2	Rename set_stoploss method to be fully private	2022-07-30 16:10:16 +02:00
Matthias	9852733ef7	Improve tests to align with modified logic	2022-07-30 16:10:16 +02:00
Matthias	8711b7d99f	Liquidations cannot be rejected.	2022-07-30 16:10:16 +02:00
Matthias	995be90f91	Liquidation should be a separate exit type	2022-07-30 16:10:16 +02:00
robcaulk	dd8288c090	expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility	2022-07-30 13:40:05 +02:00
robcaulk	f22b140782	fix backtesting bug, undo move of label stat calc, fix example strat exit logic	2022-07-29 17:27:35 +02:00
robcaulk	08d3ac7ef8	add keras and conv_width to schema and documentation	2022-07-29 08:49:35 +02:00
robcaulk	59624181bd	isort BaseRegressionModel imports	2022-07-29 08:23:44 +02:00
robcaulk	c84d54b35e	Fix typing issue, avoid using .get() when unnecessary, convert to fstrings	2022-07-29 08:12:50 +02:00
Matthias	efbd83c56d	Small type and typo fixes in freqai_interface	2022-07-28 07:24:30 +02:00
Matthias	a2a0d35a24	Update missing typehints	2022-07-28 07:07:40 +02:00
Matthias	3273881282	Merge branch 'develop' into feat/freqai	2022-07-28 06:36:38 +02:00
Matthias	cc3ead9d7b	Set required_profit for stoploss guard, allowing to ignore small stoplosses. ... closes #7076	2022-07-27 19:52:39 +02:00
Matthias	f31106dc61	Minor comment fixes	2022-07-27 07:27:24 +02:00
Matthias	7bac054668	Add documentation and clarity for send_msg	2022-07-26 20:24:52 +02:00
Matthias	229e8864bb	Add send_msg capability to dataprovider	2022-07-26 20:15:49 +02:00
Matthias	bc760b7eb2	Simplify small segment in datadrawer	2022-07-26 19:41:49 +02:00
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
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
robcaulk	83dd453723	catch errors occuring on background thread, and make sure to keep the ball rolling. Improve pair retraining queue.	2022-05-28 18:26:19 +02:00
robcaulk	e54614fa2f	remove remnants of single threaded version, ensure pair queue priority is checked before retraining	2022-05-28 14:55:07 +02:00
robcaulk	2a4d1e2d64	fix bug in setting new timerange for retraining	2022-05-28 12:23:26 +02:00
robcaulk	7870a86e9a	fix live retraining bug	2022-05-28 11:38:57 +02:00
robcaulk	0bf915054d	handle key check correctly	2022-05-28 11:22:32 +02:00
robcaulk	c5a16e91fb	throw user error if user tries to load models but feeds the wrong features (while using PCA)	2022-05-28 11:11:41 +02:00
robcaulk	b8f9c3557b	dirty dirty, dont look here (hacking a flag to avoid reloading leverage_tiers in dry/live)	2022-05-27 13:56:34 +02:00
robcaulk	891fb87712	give load_cached_data_for_updating the right flags to avoid redownloading data in dry/live	2022-05-27 13:38:22 +02:00
robcaulk	65fdebab75	let load_pairs_histories load futures candles in live	2022-05-27 13:01:33 +02:00
robcaulk	c080571b7a	help futures go dry/live with auto download feature	2022-05-27 12:23:32 +02:00
Matthias	24cf044646	Fix bybit spot mode	2022-05-27 08:18:04 +00:00
robcaulk	8a501831d6	fix the error logic on previous commit	2022-05-27 01:15:55 +02:00
robcaulk	23c30dbc10	add error for user trying to backtest with backtest_period<1	2022-05-27 00:43:52 +02:00
robcaulk	6193205012	fix bug for target_mean/std array merging in backtesting	2022-05-26 21:07:50 +02:00
Matthias	43b7955fc2	Fully rely on pathlib	2022-05-26 19:37:55 +02:00
Matthias	682daa4e94	Reset logging mixin to avoid random test failure	2022-05-26 18:05:40 +02:00
Stefano Ariestasia	e1c6cf5f91	fix typo	2022-05-26 10:12:50 +09:00
Matthias	537d10c627	Improve some typing	2022-05-25 20:43:43 +02:00
Matthias	3e66275c98	Refactor bot_start to separate function ... to be reused further ...	2022-05-25 20:01:21 +02:00
robcaulk	ff531c416f	reduce complexity inside start_download_data() in an effort to appease flake8	2022-05-25 15:31:50 +02:00
robcaulk	d79983c791	try to pass flake8	2022-05-25 14:55:19 +02:00
robcaulk	7593339c14	small cleanup	2022-05-25 14:42:46 +02:00
robcaulk	b79d4e8876	Allow user to go live and start from pretrained models (after a completed backtest) by simply reusing the identifier config parameter while dry/live.	2022-05-25 14:40:32 +02:00
robcaulk	7486d9d9e2	proper validation of freqai config parameters	2022-05-25 12:37:25 +02:00
Matthias	b2968df5dc	Fix some type problems	2022-05-25 10:13:37 +00:00
robcaulk	7ff3258607	remove assertions, log error if user has not assigned freqai in config, fix stratify bug	2022-05-25 11:43:45 +02:00
robcaulk	35bed842cb	cleanup, add clarity to comments and docstrings	2022-05-25 11:31:03 +02:00
froggleston	2873ca6d38	Add cleanup, adjust _print_table for indicators, add rsi to test output	2022-05-25 09:57:12 +01:00
froggleston	3adda84b96	Update docs, add test	2022-05-24 20:27:15 +01:00
Matthias	d6773bc32c	Merge pull request #6886 from freqtrade/fix/typing ... Fix/typing	2022-05-24 19:41:59 +02:00
Matthias	a8ee77cd5e	Simplify backtesting typechecking	2022-05-24 19:13:35 +02:00
robcaulk	58b5abbaa6	improve multithreaded training queue system	2022-05-24 15:28:38 +02:00
robcaulk	31ae2b3060	alleviate FutureWarning in sklearn about ensuring svm model features are passed with identical order	2022-05-24 14:46:16 +02:00
froggleston	8c03ebb78f	Fix group 0 table, add pathlib.Path use	2022-05-24 12:48:13 +01:00
robcaulk	255d35976e	add priority metadata to pairs to avoid a sync of train time + train period	2022-05-24 12:58:53 +02:00
froggleston	80c6190c05	Fix analyze_commands setup	2022-05-24 11:47:26 +01:00
froggleston	ae1ede58da	Fix import order	2022-05-24 11:47:26 +01:00
froggleston	a1a09a802b	Add analyze_commands	2022-05-24 11:47:25 +01:00
froggleston	9488e8992d	First commit for integrating buy_reasons into FT	2022-05-24 11:47:25 +01:00
robcaulk	059c285425	paying closer attention to managing live retraining on separate thread without affecting prediction of other coins on master thread	2022-05-24 12:01:01 +02:00
Matthias	7f3853bbcd	Merge pull request #6883 from freqtrade/makeProcessCandlesTrue ... Change default value of process_only_new_candles to True since False …	2022-05-24 07:03:14 +02:00
Matthias	904f094b80	Don't reassign method, but implement it properly	2022-05-24 06:59:54 +02:00
Matthias	23e089061b	Merge pull request #6870 from freqtrade/should_exit_list ... Should exit list	2022-05-24 06:57:50 +02:00
Matthias	0a713faca8	Fix some type errors	2022-05-24 06:54:16 +02:00
Matthias	f1a72e448a	Align interfaces and strategy templates	2022-05-24 06:54:16 +02:00
Matthias	3f68c3b68e	Update some types	2022-05-24 06:54:16 +02:00
Matthias	7f4161ff78	Add typehints to strategy wrapper	2022-05-24 06:54:16 +02:00
Matthias	07ec3b27fe	Add typing information to retrier decorator	2022-05-24 06:54:16 +02:00
robcaulk	b0d2d13eb1	improve data persistence/mapping for live/dry. This accommodates quick reloads after crash and handles multi-pair cleanly	2022-05-23 21:05:05 +02:00
Matthias	42ae8ba6fb	Refactor hyperopt parameters to separate file	2022-05-23 20:18:09 +02:00
robcaulk	e1c068ca66	add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params.	2022-05-23 12:07:09 +02:00
robcaulk	5c4014ee62	Change default value of process_only_new_candles to True since False is an uncommon usecase for expert strategy devs	2022-05-23 10:24:58 +02:00
robcaulk	dede128648	set process_only_new_candles to true in example strat	2022-05-23 10:15:59 +02:00
robcaulk	ee3cdd0ffe	more cleanup	2022-05-23 09:55:58 +02:00
Matthias	eb5fe9e3ae	Merge pull request #6857 from froggleston/develop ... Add support for fudging unavailable funding rates, allowing backtesti…	2022-05-23 06:31:51 +02:00
robcaulk	3587bd82e1	cleanup superceded code	2022-05-23 00:10:36 +02:00
robcaulk	af0cc21af9	Enable hourly/minute retraining in live/dry. Suppress catboost folder output. Update config + constants + docs to reflect updates.	2022-05-23 00:06:26 +02:00
Matthias	e3beaae8be	update hyperopt typing	2022-05-22 19:32:32 +02:00
Matthias	0b5544ef9e	Stoploss fill should fill as "filled" notification ... Closes #6873	2022-05-22 19:18:12 +02:00
robcaulk	42d95af829	Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs	2022-05-22 17:51:49 +02:00
Matthias	938a66511a	Update Documentation for new confirm_trade_exit behavior	2022-05-22 11:28:11 +02:00
Matthias	3692fcd3d5	Improve exit signal sequence	2022-05-22 11:01:18 +02:00
Matthias	ce3bfd59f5	Add explicit should_sell test	2022-05-22 10:31:29 +02:00
Matthias	bdb904e714	Should_exit should return all sell signals	2022-05-22 10:17:49 +02:00
Matthias	1315d02437	Fix startup sending "longed" messages for open stoplosses	2022-05-22 09:01:46 +02:00
Matthias	26d394ca74	Add liquidation Price to api response	2022-05-22 08:54:27 +02:00
Matthias	1ff1e3b43d	Merge pull request #6869 from freqtrade/update_levtiers ... Update leveraged tiers	2022-05-22 08:35:02 +02:00
Matthias	f006978caf	Be more explicit in default value	2022-05-21 17:35:49 +02:00
Matthias	97abcf4b32	Add documentation for leverage_tiers update	2022-05-21 16:10:00 +02:00
Matthias	963cc17c18	Update leveraged tiers	2022-05-21 16:05:00 +02:00
Matthias	0d388b561b	Add test for "combine_funding_and_mark", fix bug	2022-05-21 09:03:30 +02:00
Matthias	2df42a3035	Move "funding fillup" logic to exchange class	2022-05-21 08:50:39 +02:00
Matthias	6bd5535d6c	Use exchange method to combine funding and mark candles	2022-05-21 08:31:34 +02:00
froggleston	c499a92f57	Remove surplus mark columns, and make fillna on funding rate only	2022-05-20 11:48:53 +01:00
Matthias	0138114fc2	Merge pull request #6866 from freqtrade/dry_order_db ... Dry orders from db	2022-05-20 12:10:09 +02:00
Matthias	c3e3188c6a	Rename variable	2022-05-20 11:30:25 +02:00
robcaulk	c5ecf94177	move live retraining to separate thread.	2022-05-19 21:15:58 +02:00
Matthias	46ea135b6b	Update dry-run considerations	2022-05-19 20:10:11 +02:00
Matthias	219363fffb	Check for both ask and bid in SpreadFilter ... closes #6865	2022-05-19 19:53:23 +02:00
Matthias	56a73575a1	Add explicit test for order_to_ccxt	2022-05-19 19:29:39 +02:00
robcaulk	1fae6c9ef7	keep model accessible in memory to avoid loading objects from disk during live/dry	2022-05-19 19:27:38 +02:00
robcaulk	67eb94c69d	download-data will now check if freqai is active in config, and if so will also download data for corr_pairlist	2022-05-19 17:55:00 +02:00
robcaulk	89eacf2f47	Retrain model if FreqAI found a pretrained model but user strategy is not passing the expected features (user has changed the features in the strategy but has passed a the same config[freqai][identifier]). Logger warning output to user.	2022-05-19 17:15:50 +02:00
Matthias	a3d9384bc0	Remove clean-dry-run code	2022-05-19 06:56:34 +02:00
Matthias	0a95ef6ab2	Don't reset open orders in dry-run on restart	2022-05-19 06:42:38 +02:00
froggleston	363098d32d	Fix reversed makr/funding_rate columns	2022-05-18 12:56:43 +01:00
froggleston	736f9f4972	Fix docs and add outer join support for merging funding rates across full timerange	2022-05-18 12:47:37 +01:00
மனோஜ்குமார் பழனிச்சாமி	2b61aa282a	Removed None in dict.get() ... https://stackoverflow.com/a/12631641 Extra Changes: freqtrade\freqtradebot.py:70 freqtrade\plugins\pairlistmanager.py:31	2022-05-18 03:41:10 +05:30
froggleston	37e4ede65c	Fix flake issues	2022-05-17 22:32:17 +01:00
froggleston	bb758da940	Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not	2022-05-17 22:05:33 +01:00
Matthias	c81b960791	Fix some typos	2022-05-17 19:58:36 +02:00
robcaulk	db66b82f6f	accept open-ended timeranges from user	2022-05-17 19:50:06 +02:00
robcaulk	d1d451c27e	auto populate features based on a prepended % in the strategy (remove feature assignment from config). Update doc/constants/example strategy to reflect change	2022-05-17 18:15:03 +02:00
robcaulk	8664e8f9a3	create a prediction_models folder where basic prediction models can live (similar to optimize/hyperopt-loss. Update resolver/docs/and gitignore to accommodate change	2022-05-17 17:13:38 +02:00
eSeR1805	34684ec86a	Merge branch 'freqtrade:develop' into feat_bt_cancel_entry_reporting	2022-05-17 14:09:57 +03:00
eSeR1805	0585b378b3	BT: Report canceled/replaced orders also.	2022-05-17 14:07:42 +03:00
eSeR1805	6e8f24f6a7	BT: track canceled/replaced orders also.	2022-05-17 14:07:02 +03:00
Matthias	8d46e16c46	Merge pull request #6848 from freqtrade/datahandler_case ... Datahandler case insensitive	2022-05-17 09:34:11 +02:00
Matthias	1cd8ebc8c8	Merge pull request #6847 from freqtrade/use_Precise ... Use precise	2022-05-17 09:33:39 +02:00
Matthias	6fd003c655	Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting ... BT: Reporting canceled trade entries	2022-05-17 07:05:26 +02:00
மனோஜ்குமார் பழனிச்சாமி	7cd0f8a7b1	Merge branch 'develop' into patch-10	2022-05-17 08:07:13 +05:30
eSeR1805	f2e2e57237	Report trade entries canceled by user.	2022-05-17 01:41:31 +03:00
eSeR1805	fb7c0792c0	Track trade entries canceled by user.	2022-05-17 01:41:01 +03:00
Matthias	76637d3939	Simplify timeframe-transition	2022-05-16 20:10:52 +02:00
Matthias	2e65a1793d	Add fallback to load 1M files as well as 1Mo files	2022-05-16 19:48:27 +02:00
Matthias	a1048fb619	Store monthly candles as "Mo"	2022-05-16 19:39:43 +02:00
Matthias	9607d04279	Improve ccxt imports	2022-05-16 19:22:07 +02:00
Matthias	c8e0fc926d	Update to do Builtin Precise math	2022-05-16 19:21:38 +02:00
Matthias	a793cf8f05	Use ccxt's "precise" to do precise math	2022-05-16 19:21:38 +02:00
Matthias	528509f809	Extract get_price_side from get_rate	2022-05-16 19:20:13 +02:00
Stefano Ariestasia	2cb8eecf18	add space	2022-05-16 07:43:36 +09:00
Stefano Ariestasia	e21f6a7787	missing newline	2022-05-16 07:28:40 +09:00
Matthias	3d36d35e30	Merge pull request #6825 from freqtrade/okx_history ... Okx history	2022-05-15 19:27:45 +02:00
robcaulk	80dcd88abf	allow user to run config from anywhere on their system	2022-05-15 17:42:15 +02:00
robcaulk	a8022c104a	give beta testers more information in the doc	2022-05-15 17:42:15 +02:00
robcaulk	a7029e35b5	ensure informative pairs includes any combination of whitelist - corr_pairlist	2022-05-15 17:42:15 +02:00
robcaulk	9b3e5faebe	create more flexible whitelist, avoid duplicating whitelist features into corr_pairlist, update docs	2022-05-15 17:42:15 +02:00
robcaulk	22bd5556ed	add self-retraining functionality for live/dry	2022-05-15 17:42:15 +02:00
robcaulk	178c2014b0	appease mypy	2022-05-15 17:42:15 +02:00
robcaulk	a4f5811a5b	fix flake8 issue in arguments.py	2022-05-15 17:42:15 +02:00
robcaulk	aae233bd6c	try passing the check tests	2022-05-15 17:42:15 +02:00
robcaulk	f653ace24b	another attempt at fixing datalength bug	2022-05-15 17:42:15 +02:00
robcaulk	b08c0888bb	add USERPATH_FREQAIMODELS, remove return values from @abstract methods	2022-05-15 17:42:15 +02:00
robcaulk	b03c7b514d	optional style for interfacing freqai with backtesting	2022-05-15 17:42:15 +02:00
robcaulk	e9a7b68bc1	revert constants.py and add changes	2022-05-15 17:42:15 +02:00
Matthias	a0b25938f4	Fix exit_reason assignment in backtesting	2022-05-15 17:41:59 +02:00
Matthias	a8f064a8cb	Fix exit_reason assignment in live mode	2022-05-15 17:41:59 +02:00
robcaulk	3020218096	fix bug on backtest timerange	2022-05-15 17:41:34 +02:00
robcaulk	00ff0c9b91	ensure user defined timerange truncates final backtest so that we arent mismatching data lengths upon return to strategy. Rename DataHandler class to FreqaiDataKitchen	2022-05-15 17:41:34 +02:00
robcaulk	def71a0afe	auto build full_timerange and self manage training_timerange	2022-05-15 17:41:34 +02:00
robcaulk	764f9449b4	fix logger, debug some flake8 appeasements	2022-05-15 17:41:34 +02:00
robcaulk	29c2d1d189	use logger in favor of print	2022-05-15 17:38:58 +02:00
robcaulk	99f7e44c30	flake8 passing, use pathlib in lieu of os.path to accommodate windows/mac OS	2022-05-15 17:38:58 +02:00
robcaulk	2600ba4e74	remove unused remnants	2022-05-15 17:38:58 +02:00
robcaulk	630d201546	remove trained_stake	2022-05-15 17:38:58 +02:00
robcaulk	b40f8f88ac	cleaning and bug fixing	2022-05-15 17:38:58 +02:00
robcaulk	fc837c4daa	add freqao backend machinery, user interface, documentation	2022-05-15 17:38:58 +02:00
Matthias	706994340f	Fix bad docstring	2022-05-15 17:06:40 +02:00
Matthias	ebab02fce3	Merge pull request #6827 from eSeR1805/fix_readjust_entry_bt_sl ... Fix: Refresh SL on entry order replacement	2022-05-15 16:41:18 +02:00
Matthias	18fd3bb333	Update stoploss handling for entry-order adjustment	2022-05-15 15:45:39 +02:00
Matthias	9143e9ecb1	Add some safety measures for new startup_candles verification	2022-05-15 15:12:29 +02:00
Matthias	d60d0f64d2	Revert ohlcv_candle_limit logic for okx	2022-05-14 19:35:06 +02:00
Matthias	116b58e97c	add "date_minus_candles" method	2022-05-14 19:30:42 +02:00
Matthias	3b14439240	Slightly improve performance of order adjusts ... Avoind 2nd call to `get_rate()`. closes #6821	2022-05-14 16:16:32 +02:00
eSeR1805	c27e0a0a1b	Allow SL refresh only if no filled entry orders.	2022-05-14 16:56:56 +03:00
eSeR1805	1c20fb7638	Refresh open_rate and stoploss on order replacement.	2022-05-14 16:37:04 +03:00
Matthias	5767d652bf	Add explicit test and document behavior	2022-05-14 14:18:51 +02:00
Matthias	2a1368d508	Offsetfilter: add number_assets parameter ... closes #6824	2022-05-14 14:16:13 +02:00
Matthias	bb1b283d95	Update some ohlcv_candle_limit calls	2022-05-14 13:44:10 +02:00
Matthias	111b04c9e6	Okx - conditional candle-length	2022-05-14 09:51:44 +02:00
Matthias	64668b11da	add ohlcv_has_history - disabling kraken downloads	2022-05-14 09:10:38 +02:00
மனோஜ்குமார் பழனிச்சாமி	64670726a6	flake8 fix	2022-05-13 21:52:26 +05:30
மனோஜ்குமார் பழனிச்சாமி	71a80cab3a	fixed variable naming style	2022-05-13 21:19:40 +05:30
மனோஜ்குமார் பழனிச்சாமி	8a3c2c6cad	Corrected docstring ... Discussed in Discord	2022-05-13 19:32:52 +05:30
Matthias	c299601ece	Add warning about OKX futures backtesting data	2022-05-13 07:03:18 +02:00
Matthias	5444f4ee6f	Merge pull request #6793 from mkavinkumar1/log ... logged balance details	2022-05-12 19:11:28 +02:00
Matthias	891900c186	Merge pull request #6812 from freqtrade/db_migrate ... Db migrate	2022-05-11 19:54:31 +02:00
Matthias	1fc041d0d6	Fix formatting issue	2022-05-11 19:39:56 +02:00
Matthias	ae463fcdf2	Merge pull request #6792 from mkavinkumar1/rpc ... consistent exchange name	2022-05-11 19:23:36 +02:00
Matthias	f374c9da70	PR cleanup	2022-05-11 06:30:40 +02:00
Matthias	044afdf7af	Add better test scenario	2022-05-10 20:27:24 +02:00
Matthias	31cce741ac	Add sequence migration	2022-05-10 07:13:51 +02:00
Matthias	269630e755	Add preliminary documentation for database conversion	2022-05-10 07:13:42 +02:00
Matthias	0958c06b84	Implement database migration to other system	2022-05-09 20:58:40 +02:00
Matthias	c3b0f6b64b	Add feature shell for database conversion	2022-05-09 20:58:40 +02:00
Matthias	0f499469fc	Merge pull request #6796 from freqtrade/model_reorg ... Model reorg	2022-05-09 20:15:45 +02:00
Matthias	30d6eeffd0	Fix migration bug	2022-05-08 17:49:13 +02:00
Matthias	b58e811b14	Move trade/order Models to their own class	2022-05-08 17:45:20 +02:00
Matthias	af1a5e0449	Extract base and Pairlock from models file	2022-05-08 17:38:06 +02:00
Matthias	3221726d85	Update migration to use boolean value ... closes #6794	2022-05-08 17:29:42 +02:00
Matthias	ab91758c7e	Merge pull request #6790 from eSeR1805/profit_reporting ... Report profit only on filled entries.	2022-05-08 17:25:42 +02:00
Matthias	4a7515e66a	Add test for 0.0 case	2022-05-08 16:04:06 +02:00
மனோஜ்குமார் பழனிச்சாமி	f43ae0ea43	logged balance details	2022-05-08 13:53:07 +05:30
மனோஜ்குமார் பழனிச்சாமி	d79b90a98f	consistent exchange name	2022-05-08 12:46:58 +05:30
Matthias	45b328af2e	explicitly call cleanup when cleaning backtest	2022-05-08 08:11:39 +02:00
eSeR1805	bfc7898654	Report profit only on filled entries.	2022-05-07 21:56:22 +03:00
Matthias	c9498d0117	Merge pull request #6692 from eSeR1805/feat_readjust_entry ... Feature: Readjust Entry Order	2022-05-07 20:11:20 +02:00
Matthias	277e07589e	update/fix some comments and docs	2022-05-07 17:47:37 +02:00
Matthias	f5f599c7f0	Add LowProfitPairs only_per_side option	2022-05-07 15:25:15 +02:00
Matthias	dc0c1bf87d	Only fetch accounts when authenticated.	2022-05-07 13:17:27 +02:00
Matthias	149704e748	Fix wrong type	2022-05-07 11:39:47 +02:00
Matthias	6fdcf3a10a	Support both position modes on OKX	2022-05-07 10:58:41 +02:00
Matthias	2da284b921	Properly type side for create_order	2022-05-07 10:02:54 +02:00
Matthias	5b3eaa3003	Ensure advanced strategy template is runnable	2022-05-06 06:42:08 +02:00
Matthias	d11c44940e	Slightly reword docs ... remove some Note-boxes - people tend to skip these.	2022-05-06 06:42:01 +02:00
Matthias	2d9be6dace	move open_rate updating to close_bt_order	2022-05-05 19:50:16 +02:00
eSeR1805	29f1edbde7	Cleanup. Remove stray new line.	2022-05-05 12:24:32 +03:00
eSeR1805	495708df76	Merge branch 'develop' into feat_readjust_entry	2022-05-05 12:20:09 +03:00
eSeR1805	2bed0eab0c	BT: Update trade open_rate on first filled order.	2022-05-05 12:19:05 +03:00
eSeR1805	25c74e26d1	Models:Trade: Revert trade open_rate update.	2022-05-05 12:18:19 +03:00
Matthias	1a37c6ff42	Bump ccxt to 1.81.43 ... fixes bug in okx live liquidation pricing	2022-05-05 07:05:00 +02:00
eSeR1805	ae01afdd0f	Models:Trade: Fix open_rate updates.	2022-05-04 22:05:53 +03:00
eSeR1805	496bf84e3a	Merge branch 'develop' into feat_readjust_entry	2022-05-04 21:43:41 +03:00
eSeR1805	dbecc097df	Models:Trade: Update trade open_rate based on lastest order.	2022-05-04 21:34:45 +03:00
Sam Germain	e8803477df	exchange/exchange add param taker_or_maker to add_dry_order_fee	2022-05-03 23:56:40 -06:00
Mark Regan	ce035a5947	Add bot_loop_start() call in plotting.py ... plotting.py was missing a call to strategy.bot_loop_start() resulting in strategies using this callback to not work. Made changes and confirmed plotting now works for strategies using bot_loop_start() callback. LMK if anything else needed for PR.	2022-05-03 23:34:12 +01:00
Matthias	2705096ce6	Merge pull request #6777 from freqtrade/fix/contractsizefee ... Fix fee handling for futures trades	2022-05-03 20:34:37 +02:00
Matthias	091cb4fb8d	Reduce no stake amount verbosity ... closes #6768	2022-05-03 19:42:17 +02:00
Matthias	eb996a152a	Fix fee handling for futures trades	2022-05-03 19:06:17 +02:00
Matthias	88c8fe5570	Merge pull request #6715 from nicolaspapp/feat/relative-drawdown ... Add relative drawdown	2022-05-02 21:09:14 +02:00
Matthias	3f64c6307f	Maintain compatibility with old backtest results	2022-05-02 20:01:44 +02:00
Matthias	1e2523af61	Fix some assumptions on the data ... available_capital is not guaranteed to be available, while dry-run-wallet is.	2022-05-02 19:44:14 +02:00
eSeR1805	52d510c331	Merge branch 'develop' into feat_readjust_entry	2022-05-02 18:30:05 +03:00
eSeR1805	4c74601073	Freqtradebot: Cleanup stray debug messages.	2022-05-02 18:22:41 +03:00
eSeR1805	59397cdd19	Freqtradebot: Fix full cancel logging location.	2022-05-02 18:09:28 +03:00
Matthias	2a6efab8a2	Don't use deprecated abstractclassmethod decorator	2022-05-02 06:24:52 +00:00
eSeR1805	04c51d2d1a	Merge branch 'develop' into feat_readjust_entry	2022-05-01 21:42:15 +03:00
Nicolas Papp	f9244aad92	Fix on max drawdown formula to match tests	2022-05-01 12:25:53 -03:00
eSeR1805	4e43194dfe	BT: Refactor open order management.	2022-05-01 18:06:20 +03:00
Matthias	582e30bca6	Merge pull request #6716 from freqtrade/pairlocks_direction ... Pairlocks direction	2022-05-01 17:04:20 +02:00
Matthias	910addd02b	Merge pull request #6753 from freqtrade/download_prepend ... Download prepend	2022-05-01 15:15:16 +02:00
Matthias	995c48b642	Merge branch 'develop' into pairlocks_direction	2022-05-01 14:59:04 +02:00
eSeR1805	9d205132d0	Revert unintended comment change.	2022-05-01 12:10:11 +03:00
eSeR1805	8c19953cdd	Quick exit when order should be maintained.	2022-05-01 12:08:19 +03:00
Matthias	53a2f55cf0	Merge branch 'develop' into pr/nicolaspapp/6715	2022-05-01 10:03:10 +02:00
Matthias	d5fc923dcb	Properly validate stoploss existence for optimize commands ... closes #6740	2022-05-01 09:53:46 +02:00
Matthias	5c1ac3cf95	Fix caching bug with freqUI backtesting	2022-04-30 19:55:13 +02:00
Matthias	8b5d454b50	Fix subtle bug in trades download	2022-04-30 17:44:57 +02:00
Matthias	e49b3ef051	Improve message formatting	2022-04-30 17:35:11 +02:00
Matthias	f6a7e6b785	Add prepend option to download-data	2022-04-30 17:32:50 +02:00
Matthias	11d447cd5a	Add support for download-data "until"	2022-04-30 15:42:41 +02:00
Matthias	4580127fa8	Small refactor	2022-04-30 14:51:57 +02:00
Matthias	c6c569b772	chore: split BTAnalyais to metrics	2022-04-30 14:47:27 +02:00
Matthias	4262f84744	Merge branch 'develop' into pr/nicolaspapp/6715	2022-04-30 14:22:18 +02:00
Matthias	2acb68e6e2	Move hyperopt-loss functions to their own package	2022-04-30 13:59:23 +02:00
eSeR1805	3be2afdd88	Merge branch 'develop' into feat_readjust_entry	2022-04-30 13:39:23 +03:00
eSeR1805	ad0c5d9440	Refactor entry adjustment for backtesting.	2022-04-30 13:38:17 +03:00
eSeR1805	f9977c26e7	Full cancel only for non DCA trades.	2022-04-30 12:55:03 +03:00
Matthias	09b74cebce	Move edge bot_loop_start to edge_cli ... (otherwise it's called twice when running trade mode with edge on).	2022-04-30 08:55:07 +02:00
Sam Germain	8756e7d9a1	flake8 linting	2022-04-29 23:35:08 -06:00
Sam Germain	4a6f1e90c3	Merge branch 'develop' into bot-start	2022-04-29 22:23:42 -06:00
Matthias	43049e0465	Evict cache if parameter file changed ... closes #6735	2022-04-29 19:44:17 +02:00
Matthias	fbd142844f	Refactor bt-caching stuff to it's own module	2022-04-29 19:37:13 +02:00
eSeR1805	09089b160e	Merge branch 'develop' into feat_readjust_entry	2022-04-29 13:02:38 +03:00
Matthias	48ff788e82	Clarify that stoploss is required ... closes #6740	2022-04-29 09:53:05 +00:00
Matthias	21df1b0db3	Use ORJSON for http responses	2022-04-29 07:17:31 +02:00
eSeR1805	17650d7e60	Maintain existing order. Update functionality and documentation	2022-04-29 00:10:17 +03:00
eSeR1805	eb23170c43	Merge branch 'develop' into feat_readjust_entry	2022-04-28 23:06:52 +03:00
Matthias	d1a61f9c61	Don't start futures backtest if leverage-tiers don't contain pair	2022-04-28 20:05:19 +02:00
Matthias	cb5c3316d1	Simplify log output	2022-04-28 19:43:52 +02:00
Matthias	e0d86307cb	Merge pull request #6732 from freqtrade/remove_duplicate_liqprice_call ... Don't call interest_rate and isolated_liq twice	2022-04-28 07:38:32 +02:00
Matthias	2ef1181e16	Simplify trade __repr__	2022-04-28 07:33:30 +02:00
Matthias	1e83589641	Fix hyperopt	2022-04-28 06:59:03 +02:00
Matthias	ca49821df0	Fix race condition for loop	2022-04-28 06:29:14 +02:00
Matthias	46855221aa	Fix rounding issue with contract-sized pairs for dry-run orders	2022-04-27 19:58:19 +02:00
Matthias	2c0a7c5d74	Don't call interest_rate and isolated_liq twice	2022-04-27 17:13:58 +02:00
Matthias	30c9dc6975	Fix exit-signa being assigned when tag is set but no signal is present.	2022-04-27 13:53:11 +02:00
Matthias	ad7fbfab1b	Slightly improved styling	2022-04-27 13:27:33 +02:00
Matthias	108f11b1d7	Fix docs typos	2022-04-27 06:42:56 +02:00
Rokas Kupstys	6d99222320	Add 'exit_tag' parameter to 'custom_exit_price' callback.	2022-04-26 10:01:51 +03:00
Sam Germain	e76c6e8ad3	added bot_start call to edge_positioning.__init__	2022-04-25 17:48:57 -06:00
Sam Germain	e09b4498fa	added bot_start call to plot/plotting	2022-04-25 17:48:57 -06:00
Sam Germain	4fd904e0a9	added bot_start to backtesting	2022-04-25 17:48:57 -06:00
Sam Germain	d92761b2b1	Revert "strategy callback on_whitelist_update" ... This reverts commit 39798dc1192161c3060830dd4684571aa86b7821.	2022-04-25 17:48:43 -06:00
Sam Germain	bf7da35e31	strategy callback on_whitelist_update	2022-04-25 17:48:07 -06:00
Sam Germain	0b90e1d309	Added bot_start callback to strategy interface	2022-04-25 17:47:12 -06:00
Matthias	44000ae0b3	Fix CAGR missing for old results	2022-04-25 17:37:25 +02:00
Matthias	246a336f56	Merge pull request #6726 from froggleston/bt_concat ... Move df append to pd concat	2022-04-25 16:03:27 +02:00
Matthias	e38c4883dc	Merge pull request #6725 from freqtrade/cagr ... Add CAGR calculation to backtesting	2022-04-25 16:02:39 +02:00
Matthias	9a5a57d848	Merge pull request #6724 from freqtrade/pre-commit-additional_updates ... Check pre-commit verison updates	2022-04-25 14:57:45 +02:00
froggleston	431c539cbd	Fix isort import order	2022-04-25 10:42:24 +01:00
Matthias	4444259078	Fix hyperopt-loss interface to enforce kwargs	2022-04-25 11:33:18 +02:00
froggleston	580da21dda	Move df append to pd concat	2022-04-25 10:31:19 +01:00
Matthias	500fdc2759	run mypy also against tests	2022-04-25 11:12:35 +02:00
Matthias	4143ebbeae	Add CAGR calculation to backtesting	2022-04-25 10:51:11 +02:00
Matthias	7b02114ad2	Restrict trading pairs with too low precision ... closes #6606	2022-04-25 09:49:51 +02:00
Matthias	86b3aac9ba	Fix FTX not fetching the very latest data	2022-04-25 08:38:02 +02:00
Matthias	9bc6bbe472	Improve test for max_drawdown calculations	2022-04-25 07:23:16 +02:00
Matthias	562e36c3ec	Remove Interface V1 support	2022-04-25 07:01:27 +02:00
Nicolas Papp	e8aec967dd	Update on note	2022-04-24 17:42:52 -03:00
Nicolas Papp	086cc6be93	Correction on tests	2022-04-24 17:37:09 -03:00
Matthias	4de0fdbfca	Minor edits found during review	2022-04-24 14:43:30 +02:00
Matthias	6623192108	improve doc wording	2022-04-24 14:39:13 +02:00
Matthias	737bdfe844	Use "side" parameter when calling Pairlocks	2022-04-24 14:33:24 +02:00
Matthias	b0a8bf3025	Show lock side	2022-04-24 14:33:24 +02:00
Matthias	4942d73693	update pairlock tests	2022-04-24 14:33:24 +02:00
Matthias	845f960a4e	realign pairlock naming to side	2022-04-24 14:33:24 +02:00
Matthias	fc201bb4ff	implement pairlock side further	2022-04-24 14:33:24 +02:00
Matthias	7c79d937e0	Properly type "side" parameter	2022-04-24 14:33:24 +02:00
Matthias	b7cada1edd	Convert ProtectionReturn to dataclass	2022-04-24 14:33:24 +02:00
Matthias	9e199165b4	Update protection-interface to support per-side locks	2022-04-24 14:33:24 +02:00
Matthias	6ff3b178b0	Add direction column to pairlocks	2022-04-24 14:33:24 +02:00
Matthias	25c6c5e326	Update backtest sell terminology to exit	2022-04-24 14:30:50 +02:00
Matthias	3c17409bd7	Update buy to entry in backtesting	2022-04-24 14:28:15 +02:00
Nicolas Papp	0f943c482b	PEP8 code compliance	2022-04-23 13:15:14 -03:00
Matthias	8cac0a47cc	Fix joblib being in wrong requirements	2022-04-23 17:08:34 +02:00
Matthias	d4e12371c2	Merge pull request #6558 from samgermain/recursive-strategy-folder ... Recursively search subdirectories in config['user_data_dir']/strategies for a strategy	2022-04-23 14:23:53 +02:00
Matthias	b1ca47e3d6	Merge pull request #6707 from koradiyakaushal/develop ... Ref: timeseries friendly merge_ordered in merge_informative_pair func…	2022-04-23 14:22:23 +02:00
Matthias	f2912f8815	Improve mypy runs	2022-04-23 11:31:12 +02:00
Matthias	84f5a4d5bc	Fix indentation	2022-04-23 10:51:24 +02:00
Matthias	89f16ad3a5	Merge pull request #6543 from froggleston/v3_fixes ... Add support for storing buy candle indicator rows in backtesting results	2022-04-23 09:45:11 +02:00
Matthias	5a90d5ece6	Fix docstring quotes	2022-04-23 09:44:04 +02:00
Matthias	7328553c0b	Merge pull request #6563 from italodamato/opt-ask-force-new-points ... Optimize only new points	2022-04-23 09:43:33 +02:00
Matthias	580a2c6545	Don't repeat backtest-storing	2022-04-23 09:23:53 +02:00
Matthias	f1f4846053	Merge branch 'develop' into pr/samgermain/6558	2022-04-23 09:16:28 +02:00
Matthias	ba92e09b7b	list-strategies should find recursively as well	2022-04-23 09:11:50 +02:00
Matthias	c6927a1501	Fix argument spelling	2022-04-23 09:10:40 +02:00
Matthias	dff9d52b30	Remove hints on no longer used option, add very primitive test	2022-04-23 08:51:52 +02:00
froggleston	2fc4e5e117	Fix weird removal of comma	2022-04-22 18:54:02 +01:00
froggleston	767592a1d6	Add signals enum to 'export' cli option	2022-04-22 18:46:12 +01:00
Patel Kaushal	ba305e93ed	Ref: timeseries friendly merge_ordered in merge_informative_pair function	2022-04-21 18:35:41 +05:30
froggleston	f92997d378	Move signal candle generation into separate function	2022-04-20 14:05:33 +01:00
froggleston	b3cb722646	Use joblib instead of pickle, add signal candle read/write test, move docs to new Advanced Backtesting doc	2022-04-20 13:38:52 +01:00
froggleston	aa5984930d	Fix filename generation	2022-04-19 13:00:09 +01:00
froggleston	165f59325f	Merge branch 'v3_fixes' of github.com:froggleston/freqtrade into v3_fixes	2022-04-19 12:48:29 +01:00
froggleston	84f486295d	Add tests for new storing of backtest signal candles	2022-04-19 12:48:21 +01:00
Robert Davey	4b0f168e52	Merge branch 'freqtrade:develop' into v3_fixes	2022-04-19 12:10:30 +01:00
eSeR1805	76558f284f	Fix user cancellation functionality.	2022-04-19 13:33:37 +03:00
eSeR1805	cea4f663d5	Merge branch 'develop' into feat_readjust_entry	2022-04-18 21:22:19 +03:00
eSeR1805	d24ee9032a	Update usage in backtest. No functional update.	2022-04-18 21:21:38 +03:00
eSeR1805	d9f838a65f	Update template usage to reflect changes.	2022-04-18 21:20:50 +03:00
eSeR1805	3166739ec9	Update strategy callback params and description.	2022-04-18 21:17:39 +03:00
eSeR1805	95e009b9cb	Update adjustment functionality and add cancelation option	2022-04-18 21:16:45 +03:00
eSeR1805	2cac1b7dcc	Add new (user cancellation) reason.	2022-04-18 21:14:35 +03:00
eSeR1805	17da4ca099	Use order_date_utc	2022-04-17 12:11:30 +03:00
Sam Germain	591a2fb7fc	switch notionalFloor -> minNotional and notionalCap -> maxNotional	2022-04-16 21:47:44 -06:00
froggleston	34fb8dacd7	Fix isort complaints	2022-04-16 17:03:24 +01:00
froggleston	b738c4e695	Fix flake8 complaints	2022-04-16 16:49:20 +01:00
froggleston	7210a11730	Fix flake8 complaints	2022-04-16 16:37:06 +01:00
froggleston	a63affc5f1	Fix flake8 complaints	2022-04-16 16:32:04 +01:00
froggleston	f55a9940a7	Fix line spacing	2022-04-16 16:15:04 +01:00
froggleston	b1bcf9f33c	Fix backtest_enable typo	2022-04-16 14:58:17 +01:00
froggleston	8990ba2709	Fix store signal candles	2022-04-16 14:49:53 +01:00
froggleston	21734c5de7	Add pickle import	2022-04-16 14:46:30 +01:00
froggleston	26ba899d7d	Add constant, boolean check, rename option to fit with other x_enable, check that RunMode is BACKTEST	2022-04-16 14:37:36 +01:00
Robert Davey	afd3a32883	Merge branch 'develop' into v3_fixes	2022-04-16 14:23:13 +01:00
eSeR1805	d65b64a46f	Merge branch 'develop' into feat_readjust_entry	2022-04-16 15:20:50 +03:00
eSeR1805	452f44206a	Add new callback to advanced template.	2022-04-16 15:08:09 +03:00
eSeR1805	bf5799ef9e	Add new functionality to backtesting.	2022-04-16 15:07:18 +03:00
eSeR1805	f8a7fdd5ed	Add new callback to strategy interface.	2022-04-16 15:04:22 +03:00
eSeR1805	317c1e0746	Add option to handle_cancel_enter to prevent closing trade.	2022-04-16 15:03:44 +03:00
eSeR1805	76c545ba0d	Reorganize, rename, redescribe and add new functionality	2022-04-16 15:03:09 +03:00
eSeR1805	e5d4f7766e	Add new cancel reason for when replacing orders.	2022-04-16 14:44:41 +03:00
Matthias	4019c05fee	Update entry/exit timeout documentation ... the type of order is now an Order, no longer a dictionary. closes #6691	2022-04-16 06:48:12 +02:00
Matthias	a4ec8984cd	Merge pull request #6685 from freqtrade/bt_load_history ... Backtesting load history	2022-04-15 16:06:20 +02:00
kokimame	d23d830346	Avoid ignoring the case precision amount = 0	2022-04-15 00:35:11 +09:00
Italo	1153e65b3e	fix flake8	2022-04-14 14:34:04 +01:00
Italo	340c0ea391	update is_random before asked_non_tried ... is_random depends on asked_non_tried and needs to be updated first	2022-04-14 14:15:11 +01:00
Matthias	4acb77305a	Don't break when running hyperopt-x tools on old resuts	2022-04-13 19:33:27 +02:00
Matthias	b1a6db8d29	Fix bad usage of base_currency	2022-04-13 19:24:21 +02:00
Italo	35cea6dcfa	fix unique_list	2022-04-13 09:36:46 +01:00
Matthias	f89b64c972	Improve test by having multistrat.meta file available	2022-04-13 07:09:26 +02:00
Matthias	4ac54a76af	Add strategy as mandatory argument	2022-04-13 06:47:39 +02:00
Italo	fa298d6f1c	fix unique_list logic	2022-04-12 23:57:40 +01:00
Nicolas Papp	c8e4687833	Plots and hyperopt	2022-04-11 16:41:48 -03:00
Matthias	85e7deb2cd	Add loading of historic backtest result	2022-04-11 20:04:47 +02:00
Matthias	d9039152ba	Add "get backtest historic results" endpoint	2022-04-11 19:44:47 +02:00
Nicolas Papp	178240aa6c	Merge branch 'develop' of https://github.com/nicolaspapp/freqtrade into feat/relative-drawdown	2022-04-11 14:42:10 -03:00
Matthias	baefda80d1	Enable flake8 E226 rule	2022-04-11 18:02:06 +02:00
Sam Germain	c876d42e36	safe check for recursive_strategy_search in strategy_resolver	2022-04-10 18:50:51 -06:00
Sam Germain	9070114417	Merge branch 'recursive-strategy-folder' of https://github.com/samgermain/freqtrade into recursive-strategy-folder	2022-04-10 18:45:09 -06:00
Sam Germain	d5ce868f1a	removed 1 letter alias for recursive-strategy-folder	2022-04-10 18:44:33 -06:00
Nicolas Papp	47a6ef4f00	Max relative drawdown	2022-04-10 12:53:47 -03:00
Matthias	68fe7476c9	Update more terminology to forceexit	2022-04-10 15:56:29 +02:00
Matthias	77c840c2a4	Fix syntax-error in exit_reason migration	2022-04-10 15:10:13 +02:00
Matthias	9556af1e6c	Improve documentation for config imports	2022-04-10 10:14:34 +02:00
Matthias	cd2e49bb60	Simplify downloading futures data code	2022-04-10 09:53:33 +02:00
Matthias	95f69a8c3b	Remove some outdated TODO's	2022-04-10 09:53:33 +02:00
Matthias	2653d83fee	Merge branch 'develop' into pr/cyberjunky/6615	2022-04-10 09:24:53 +02:00
Matthias	54633e90a7	Merge branch 'develop' into pr/italodamato/6563	2022-04-10 09:16:31 +02:00
Matthias	a99cbe459c	Merge pull request #6671 from freqtrade/custom_exit_profit ... Custom exit - call it independent of profit	2022-04-10 09:09:45 +02:00
Matthias	282804463c	Add Documentation for /forceexit without parameter	2022-04-10 09:07:51 +02:00