Commit Graph

9145 Commits

Author SHA1 Message Date
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