1ddd5f1901
Update docstring throughout the bot.
2022-06-09 19:41:08 +02:00
88f8cbe172
Update tests to reflect new naming
2022-06-09 19:38:18 +02:00
a547001601
Reduce Telegram "unit" stats
2022-06-09 07:06:32 +02:00
d4dd026310
Consolidate monthly stats to common method
2022-06-09 07:06:32 +02:00
3cb15a2a54
Combine weekly and daily profit methods
2022-06-09 07:06:32 +02:00
c550cd8b0d
Simplify query in freqtradebot
2022-06-09 07:04:46 +02:00
7eacb847b0
Fix backtesting bug when order is not replaced
2022-06-08 20:21:45 +02:00
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
66800c7a45
ensure newest candles are always appended
2022-06-07 20:24:23 +02:00
f8f25e36ef
update example config/strat
2022-06-07 19:54:45 +02:00
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
9534d6cca1
Cancel orders which can no longer be found after several days
2022-06-07 07:03:40 +02:00
cab8f517b4
add lock to datadrawer
2022-06-07 01:07:30 +02:00
4b26b6aaec
add lock to any historic data access
2022-06-07 00:54:18 +02:00
3c2e314ee5
Fix bugs
2022-06-06 16:26:07 -06:00
e6c5e737a2
Fix other bugs
2022-06-06 16:24:32 -06:00
bf19055e53
Update function spelling
2022-06-06 15:56:12 -06:00
2451ed8c88
Quick bug fix
2022-06-06 15:11:54 -06:00
0b806af487
Add orders column to btresult
2022-06-06 10:59:10 +02:00
79107fd062
Add minimal order object serialization
2022-06-05 22:12:27 +02:00
8369d5bedd
Include open orders in json responses
2022-06-05 22:12:27 +02:00
c0ff554d5b
Cleanup old, left open dry-run orders
2022-06-05 22:12:27 +02:00
f709222943
Properly close out orders in backtesting
2022-06-05 22:12:27 +02:00
c499bb051f
Allow empty unfilledtimeout for webserver mode
2022-06-05 19:41:17 +02:00
a790bad1e4
Add entry_tag to leverage callback
...
closes #6929
2022-06-05 10:24:54 +02:00
d6b8801f41
fix follower bug
2022-06-05 04:40:58 +02:00
e8c0dcf9f3
add debug message to timerange
2022-06-03 17:14:07 +02:00
f2762e3b4b
fix bug in return_values()
2022-06-03 16:58:51 +02:00
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
15a971346d
catch infinity values when filtering
2022-06-02 17:13:20 +02:00
7d41542f93
process_only_new_candles in examplestrat should be True, thanks @Bloodhunter4rc
2022-06-02 07:24:08 -06:00
fea39254d9
fix custom_exit (thanks @paranoidandy)
2022-06-02 14:58:45 +02:00
b37c31cc21
fix ta-lib issue with simultaneous method access
2022-06-02 14:37:40 +02:00
4ac6ef2972
make defining period intervals more user friendly and flexible
2022-06-02 13:45:29 +02:00
ace951bf7e
another queue bug fix for fresh starts
2022-06-02 13:28:06 +02:00
eb4adeab4d
fix flake8 issues
2022-06-02 11:19:29 +05:30
45c47bda60
refactor into discord rpc module
2022-06-01 21:14:48 +05:30
afd8e85835
feat: add support for discord notification
2022-06-01 15:54:32 +05:30
833d25bda0
Save data after queue reorg
2022-06-01 08:05:38 +02:00
0b0dd8dd80
Force high priority pair to be trained before anything else.
2022-06-01 07:55:05 +02:00
7fe8b7661d
Display the signal candle analyzed in telegram.
2022-05-31 15:46:43 -04:00
34a44b9dd2
Fix backtesting bug when canceling orders
...
closes #6911
2022-05-31 20:32:41 +02:00
66edbcd3d5
Fix slight backtesting bug in edge-case scenarios
2022-05-31 20:08:34 +02:00
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
3549176370
Update missleading docstring
...
closes #6913
2022-05-31 17:52:45 +02:00
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
9b3b08a2bb
let follower purge old model files
2022-05-31 15:37:38 +02:00
bac4ced382
Ensure follower predictions are persistent and uniquely stored
2022-05-31 14:35:04 +02:00
70adf55643
Automatically detect and change follower data_path to accommodate remote systems
2022-05-31 12:35:09 +02:00
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
cce8d1aa4d
Update get_market_leverage_tiers to be async
2022-05-31 08:48:34 +00:00
be6e0813db
Remove --strategy from analysis test
2022-05-31 06:53:03 +02:00
45f4f0f603
ensure follower sends back null arrays in case leader hasnt created a model file yet
2022-05-31 01:48:48 +02:00
29d2f59f12
fix PCA bug
2022-05-31 00:40:45 +02:00
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
c285ad0e2b
Remove --strategy parameters, update docs
2022-05-30 20:26:24 +02:00
5b4c649d43
detect variable sized dataframes coming from strat, adjust our stored/returned data accordingly
2022-05-30 13:55:46 +02:00
e229902381
fix bug in previous commit
2022-05-30 12:48:22 +02:00
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
8e2c7e1298
extract detect_parameters to separate function
2022-05-30 07:26:26 +02:00
eaa656f859
Hyperoptable parameters can be instance attributes
2022-05-30 07:07:47 +02:00
386d3e0353
Rename stop/roi loading method
2022-05-30 06:52:44 +02:00
ad8ff10a05
Minor doc changes
2022-05-30 06:32:46 +02:00
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
d59eac3321
revert a79032b
2022-05-29 21:33:38 +02:00
a79032bf75
fixing bug in training queue
2022-05-29 20:19:32 +02:00
056047f635
Fix --help
2022-05-29 20:07:02 +02:00
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
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
4eb4753e20
allow subdaily retraining for backtesting
2022-05-29 17:44:35 +02:00
9a068c0b14
Add test for each analysis group, remove default table output if not indicator-list
2022-05-29 16:25:31 +01:00
e6affcc23e
Move parameter file loading to hyper-mixin
2022-05-29 16:39:52 +02:00
1ee08d22d2
Delay parameter init
...
closes #6894
2022-05-29 16:39:52 +02:00
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
fe36b08fce
fix key error in example strat
2022-05-29 16:26:34 +02:00
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
df1c36e5aa
Change command name, use load_backtest_stats for strategy resolving
2022-05-29 11:54:27 +01:00
c59209a01a
Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons
2022-05-29 11:20:32 +01:00
e7c5818d16
First pass changes for cleaning up
2022-05-29 11:20:11 +01:00
a875a7dc40
Use unified stopPrice for binance
2022-05-29 11:01:01 +02:00
f64f2b1ad8
Fix /stats Formatting issue in multi-message settings
2022-05-29 10:34:22 +02:00
4eb29c8810
Dont reset pair priority if it doesnt successfully train
2022-05-28 18:34:26 +02:00
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
e54614fa2f
remove remnants of single threaded version, ensure pair queue priority is checked before retraining
2022-05-28 14:55:07 +02:00
2a4d1e2d64
fix bug in setting new timerange for retraining
2022-05-28 12:23:26 +02:00
7870a86e9a
fix live retraining bug
2022-05-28 11:38:57 +02:00
0bf915054d
handle key check correctly
2022-05-28 11:22:32 +02:00
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
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
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
65fdebab75
let load_pairs_histories load futures candles in live
2022-05-27 13:01:33 +02:00
c080571b7a
help futures go dry/live with auto download feature
2022-05-27 12:23:32 +02:00
24cf044646
Fix bybit spot mode
2022-05-27 08:18:04 +00:00
8a501831d6
fix the error logic on previous commit
2022-05-27 01:15:55 +02:00
23c30dbc10
add error for user trying to backtest with backtest_period<1
2022-05-27 00:43:52 +02:00
6193205012
fix bug for target_mean/std array merging in backtesting
2022-05-26 21:07:50 +02:00
43b7955fc2
Fully rely on pathlib
2022-05-26 19:37:55 +02:00
682daa4e94
Reset logging mixin to avoid random test failure
2022-05-26 18:05:40 +02:00
e1c6cf5f91
fix typo
2022-05-26 10:12:50 +09:00
537d10c627
Improve some typing
2022-05-25 20:43:43 +02:00
3e66275c98
Refactor bot_start to separate function
...
to be reused further ...
2022-05-25 20:01:21 +02:00
ff531c416f
reduce `complexity` inside start_download_data() in an effort to appease flake8
2022-05-25 15:31:50 +02:00
d79983c791
try to pass flake8
2022-05-25 14:55:19 +02:00
7593339c14
small cleanup
2022-05-25 14:42:46 +02:00
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
7486d9d9e2
proper validation of freqai config parameters
2022-05-25 12:37:25 +02:00
b2968df5dc
Fix some type problems
2022-05-25 10:13:37 +00:00
7ff3258607
remove assertions, log error if user has not assigned freqai in config, fix stratify bug
2022-05-25 11:43:45 +02:00
35bed842cb
cleanup, add clarity to comments and docstrings
2022-05-25 11:31:03 +02:00
2873ca6d38
Add cleanup, adjust _print_table for indicators, add rsi to test output
2022-05-25 09:57:12 +01:00
3adda84b96
Update docs, add test
2022-05-24 20:27:15 +01:00
d6773bc32c
Merge pull request #6886 from freqtrade/fix/typing
...
Fix/typing
2022-05-24 19:41:59 +02:00
a8ee77cd5e
Simplify backtesting typechecking
2022-05-24 19:13:35 +02:00
58b5abbaa6
improve multithreaded training queue system
2022-05-24 15:28:38 +02:00
31ae2b3060
alleviate FutureWarning in sklearn about ensuring svm model features are passed with identical order
2022-05-24 14:46:16 +02:00
8c03ebb78f
Fix group 0 table, add pathlib.Path use
2022-05-24 12:48:13 +01:00
255d35976e
add priority metadata to pairs to avoid a sync of train time + train period
2022-05-24 12:58:53 +02:00
80c6190c05
Fix analyze_commands setup
2022-05-24 11:47:26 +01:00
ae1ede58da
Fix import order
2022-05-24 11:47:26 +01:00
a1a09a802b
Add analyze_commands
2022-05-24 11:47:25 +01:00
9488e8992d
First commit for integrating buy_reasons into FT
2022-05-24 11:47:25 +01:00
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
7f3853bbcd
Merge pull request #6883 from freqtrade/makeProcessCandlesTrue
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Change default value of process_only_new_candles to True since False …
2022-05-24 07:03:14 +02:00
904f094b80
Don't reassign method, but implement it properly
2022-05-24 06:59:54 +02:00
23e089061b
Merge pull request #6870 from freqtrade/should_exit_list
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Should exit list
2022-05-24 06:57:50 +02:00
0a713faca8
Fix some type errors
2022-05-24 06:54:16 +02:00
f1a72e448a
Align interfaces and strategy templates
2022-05-24 06:54:16 +02:00
3f68c3b68e
Update some types
2022-05-24 06:54:16 +02:00
7f4161ff78
Add typehints to strategy wrapper
2022-05-24 06:54:16 +02:00
07ec3b27fe
Add typing information to retrier decorator
2022-05-24 06:54:16 +02:00
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
42ae8ba6fb
Refactor hyperopt parameters to separate file
2022-05-23 20:18:09 +02:00
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
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
dede128648
set process_only_new_candles to true in example strat
2022-05-23 10:15:59 +02:00
ee3cdd0ffe
more cleanup
2022-05-23 09:55:58 +02:00
eb5fe9e3ae
Merge pull request #6857 from froggleston/develop
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Add support for fudging unavailable funding rates, allowing backtesti…
2022-05-23 06:31:51 +02:00
3587bd82e1
cleanup superceded code
2022-05-23 00:10:36 +02:00
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
e3beaae8be
update hyperopt typing
2022-05-22 19:32:32 +02:00
0b5544ef9e
Stoploss fill should fill as "filled" notification
...
Closes #6873
2022-05-22 19:18:12 +02:00
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
938a66511a
Update Documentation for new confirm_trade_exit behavior
2022-05-22 11:28:11 +02:00
3692fcd3d5
Improve exit signal sequence
2022-05-22 11:01:18 +02:00
ce3bfd59f5
Add explicit should_sell test
2022-05-22 10:31:29 +02:00
bdb904e714
Should_exit should return all sell signals
2022-05-22 10:17:49 +02:00
1315d02437
Fix startup sending "longed" messages for open stoplosses
2022-05-22 09:01:46 +02:00
26d394ca74
Add liquidation Price to api response
2022-05-22 08:54:27 +02:00
1ff1e3b43d
Merge pull request #6869 from freqtrade/update_levtiers
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Update leveraged tiers
2022-05-22 08:35:02 +02:00
f006978caf
Be more explicit in default value
2022-05-21 17:35:49 +02:00
97abcf4b32
Add documentation for leverage_tiers update
2022-05-21 16:10:00 +02:00
963cc17c18
Update leveraged tiers
2022-05-21 16:05:00 +02:00
0d388b561b
Add test for "combine_funding_and_mark", fix bug
2022-05-21 09:03:30 +02:00
2df42a3035
Move "funding fillup" logic to exchange class
2022-05-21 08:50:39 +02:00
6bd5535d6c
Use exchange method to combine funding and mark candles
2022-05-21 08:31:34 +02:00
c499a92f57
Remove surplus mark columns, and make fillna on funding rate only
2022-05-20 11:48:53 +01:00
0138114fc2
Merge pull request #6866 from freqtrade/dry_order_db
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Dry orders from db
2022-05-20 12:10:09 +02:00
c3e3188c6a
Rename variable
2022-05-20 11:30:25 +02:00
c5ecf94177
move live retraining to separate thread.
2022-05-19 21:15:58 +02:00
46ea135b6b
Update dry-run considerations
2022-05-19 20:10:11 +02:00
219363fffb
Check for both ask and bid in SpreadFilter
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closes #6865
2022-05-19 19:53:23 +02:00
56a73575a1
Add explicit test for order_to_ccxt
2022-05-19 19:29:39 +02:00
1fae6c9ef7
keep model accessible in memory to avoid loading objects from disk during live/dry
2022-05-19 19:27:38 +02:00
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
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
a3d9384bc0
Remove clean-dry-run code
2022-05-19 06:56:34 +02:00
0a95ef6ab2
Don't reset open orders in dry-run on restart
2022-05-19 06:42:38 +02:00
363098d32d
Fix reversed makr/funding_rate columns
2022-05-18 12:56:43 +01:00
736f9f4972
Fix docs and add outer join support for merging funding rates across full timerange
2022-05-18 12:47:37 +01:00
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
37e4ede65c
Fix flake issues
2022-05-17 22:32:17 +01:00
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
c81b960791
Fix some typos
2022-05-17 19:58:36 +02:00
db66b82f6f
accept open-ended timeranges from user
2022-05-17 19:50:06 +02:00
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
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
34684ec86a
Merge branch 'freqtrade:develop' into feat_bt_cancel_entry_reporting
2022-05-17 14:09:57 +03:00
0585b378b3
BT: Report canceled/replaced orders also.
2022-05-17 14:07:42 +03:00
6e8f24f6a7
BT: track canceled/replaced orders also.
2022-05-17 14:07:02 +03:00
8d46e16c46
Merge pull request #6848 from freqtrade/datahandler_case
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Datahandler case insensitive
2022-05-17 09:34:11 +02:00
1cd8ebc8c8
Merge pull request #6847 from freqtrade/use_Precise
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Use precise
2022-05-17 09:33:39 +02:00
6fd003c655
Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting
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BT: Reporting canceled trade entries
2022-05-17 07:05:26 +02:00
7cd0f8a7b1
Merge branch 'develop' into patch-10
2022-05-17 08:07:13 +05:30
f2e2e57237
Report trade entries canceled by user.
2022-05-17 01:41:31 +03:00
fb7c0792c0
Track trade entries canceled by user.
2022-05-17 01:41:01 +03:00
76637d3939
Simplify timeframe-transition
2022-05-16 20:10:52 +02:00
2e65a1793d
Add fallback to load 1M files as well as 1Mo files
2022-05-16 19:48:27 +02:00
a1048fb619
Store monthly candles as "Mo"
2022-05-16 19:39:43 +02:00
9607d04279
Improve ccxt imports
2022-05-16 19:22:07 +02:00
c8e0fc926d
Update to do Builtin Precise math
2022-05-16 19:21:38 +02:00
a793cf8f05
Use ccxt's "precise" to do precise math
2022-05-16 19:21:38 +02:00
528509f809
Extract get_price_side from get_rate
2022-05-16 19:20:13 +02:00
2cb8eecf18
add space
2022-05-16 07:43:36 +09:00
e21f6a7787
missing newline
2022-05-16 07:28:40 +09:00
3d36d35e30
Merge pull request #6825 from freqtrade/okx_history
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Okx history
2022-05-15 19:27:45 +02:00
80dcd88abf
allow user to run config from anywhere on their system
2022-05-15 17:42:15 +02:00
a8022c104a
give beta testers more information in the doc
2022-05-15 17:42:15 +02:00
a7029e35b5
ensure informative pairs includes any combination of whitelist - corr_pairlist
2022-05-15 17:42:15 +02:00
9b3e5faebe
create more flexible whitelist, avoid duplicating whitelist features into corr_pairlist, update docs
2022-05-15 17:42:15 +02:00
22bd5556ed
add self-retraining functionality for live/dry
2022-05-15 17:42:15 +02:00
178c2014b0
appease mypy
2022-05-15 17:42:15 +02:00
a4f5811a5b
fix flake8 issue in arguments.py
2022-05-15 17:42:15 +02:00
aae233bd6c
try passing the check tests
2022-05-15 17:42:15 +02:00
f653ace24b
another attempt at fixing datalength bug
2022-05-15 17:42:15 +02:00
b08c0888bb
add USERPATH_FREQAIMODELS, remove return values from @abstract methods
2022-05-15 17:42:15 +02:00
b03c7b514d
optional style for interfacing freqai with backtesting
2022-05-15 17:42:15 +02:00
e9a7b68bc1
revert constants.py and add changes
2022-05-15 17:42:15 +02:00
a0b25938f4
Fix exit_reason assignment in backtesting
2022-05-15 17:41:59 +02:00
a8f064a8cb
Fix exit_reason assignment in live mode
2022-05-15 17:41:59 +02:00
3020218096
fix bug on backtest timerange
2022-05-15 17:41:34 +02:00
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
def71a0afe
auto build full_timerange and self manage training_timerange
2022-05-15 17:41:34 +02:00
764f9449b4
fix logger, debug some flake8 appeasements
2022-05-15 17:41:34 +02:00
29c2d1d189
use logger in favor of print
2022-05-15 17:38:58 +02:00
99f7e44c30
flake8 passing, use pathlib in lieu of os.path to accommodate windows/mac OS
2022-05-15 17:38:58 +02:00
2600ba4e74
remove unused remnants
2022-05-15 17:38:58 +02:00
630d201546
remove trained_stake
2022-05-15 17:38:58 +02:00
b40f8f88ac
cleaning and bug fixing
2022-05-15 17:38:58 +02:00
fc837c4daa
add freqao backend machinery, user interface, documentation
2022-05-15 17:38:58 +02:00
706994340f
Fix bad docstring
2022-05-15 17:06:40 +02:00
ebab02fce3
Merge pull request #6827 from eSeR1805/fix_readjust_entry_bt_sl
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Fix: Refresh SL on entry order replacement
2022-05-15 16:41:18 +02:00
18fd3bb333
Update stoploss handling for entry-order adjustment
2022-05-15 15:45:39 +02:00
9143e9ecb1
Add some safety measures for new startup_candles verification
2022-05-15 15:12:29 +02:00
d60d0f64d2
Revert ohlcv_candle_limit logic for okx
2022-05-14 19:35:06 +02:00
116b58e97c
add "date_minus_candles" method
2022-05-14 19:30:42 +02:00
3b14439240
Slightly improve performance of order adjusts
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Avoind 2nd call to `get_rate()`.
closes #6821
2022-05-14 16:16:32 +02:00
c27e0a0a1b
Allow SL refresh only if no filled entry orders.
2022-05-14 16:56:56 +03:00
1c20fb7638
Refresh open_rate and stoploss on order replacement.
2022-05-14 16:37:04 +03:00
5767d652bf
Add explicit test and document behavior
2022-05-14 14:18:51 +02:00
2a1368d508
Offsetfilter: add number_assets parameter
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closes #6824
2022-05-14 14:16:13 +02:00
bb1b283d95
Update some ohlcv_candle_limit calls
2022-05-14 13:44:10 +02:00
111b04c9e6
Okx - conditional candle-length
2022-05-14 09:51:44 +02:00
64668b11da
add ohlcv_has_history - disabling kraken downloads
2022-05-14 09:10:38 +02:00
64670726a6
flake8 fix
2022-05-13 21:52:26 +05:30
71a80cab3a
fixed variable naming style
2022-05-13 21:19:40 +05:30
8a3c2c6cad
Corrected docstring
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Discussed in Discord
2022-05-13 19:32:52 +05:30
c299601ece
Add warning about OKX futures backtesting data
2022-05-13 07:03:18 +02:00
5444f4ee6f
Merge pull request #6793 from mkavinkumar1/log
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logged balance details
2022-05-12 19:11:28 +02:00
891900c186
Merge pull request #6812 from freqtrade/db_migrate
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Db migrate
2022-05-11 19:54:31 +02:00
1fc041d0d6
Fix formatting issue
2022-05-11 19:39:56 +02:00
ae463fcdf2
Merge pull request #6792 from mkavinkumar1/rpc
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consistent exchange name
2022-05-11 19:23:36 +02:00
f374c9da70
PR cleanup
2022-05-11 06:30:40 +02:00
044afdf7af
Add better test scenario
2022-05-10 20:27:24 +02:00
31cce741ac
Add sequence migration
2022-05-10 07:13:51 +02:00
269630e755
Add preliminary documentation for database conversion
2022-05-10 07:13:42 +02:00
0958c06b84
Implement database migration to other system
2022-05-09 20:58:40 +02:00
c3b0f6b64b
Add feature shell for database conversion
2022-05-09 20:58:40 +02:00
0f499469fc
Merge pull request #6796 from freqtrade/model_reorg
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Model reorg
2022-05-09 20:15:45 +02:00
30d6eeffd0
Fix migration bug
2022-05-08 17:49:13 +02:00
b58e811b14
Move trade/order Models to their own class
2022-05-08 17:45:20 +02:00
af1a5e0449
Extract base and Pairlock from models file
2022-05-08 17:38:06 +02:00
3221726d85
Update migration to use boolean value
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closes #6794
2022-05-08 17:29:42 +02:00
ab91758c7e
Merge pull request #6790 from eSeR1805/profit_reporting
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Report profit only on filled entries.
2022-05-08 17:25:42 +02:00
4a7515e66a
Add test for 0.0 case
2022-05-08 16:04:06 +02:00
f43ae0ea43
logged balance details
2022-05-08 13:53:07 +05:30
d79b90a98f
consistent exchange name
2022-05-08 12:46:58 +05:30
45b328af2e
explicitly call cleanup when cleaning backtest
2022-05-08 08:11:39 +02:00
bfc7898654
Report profit only on filled entries.
2022-05-07 21:56:22 +03:00
c9498d0117
Merge pull request #6692 from eSeR1805/feat_readjust_entry
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Feature: Readjust Entry Order
2022-05-07 20:11:20 +02:00
277e07589e
update/fix some comments and docs
2022-05-07 17:47:37 +02:00
f5f599c7f0
Add LowProfitPairs only_per_side option
2022-05-07 15:25:15 +02:00
dc0c1bf87d
Only fetch accounts when authenticated.
2022-05-07 13:17:27 +02:00
149704e748
Fix wrong type
2022-05-07 11:39:47 +02:00
6fdcf3a10a
Support both position modes on OKX
2022-05-07 10:58:41 +02:00
2da284b921
Properly type side for create_order
2022-05-07 10:02:54 +02:00
5b3eaa3003
Ensure advanced strategy template is runnable
2022-05-06 06:42:08 +02:00
d11c44940e
Slightly reword docs
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remove some Note-boxes - people tend to skip these.
2022-05-06 06:42:01 +02:00
2d9be6dace
move open_rate updating to close_bt_order
2022-05-05 19:50:16 +02:00
29f1edbde7
Cleanup. Remove stray new line.
2022-05-05 12:24:32 +03:00
495708df76
Merge branch 'develop' into feat_readjust_entry
2022-05-05 12:20:09 +03:00
2bed0eab0c
BT: Update trade open_rate on first filled order.
2022-05-05 12:19:05 +03:00
25c74e26d1
Models:Trade: Revert trade open_rate update.
2022-05-05 12:18:19 +03:00
1a37c6ff42
Bump ccxt to 1.81.43
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fixes bug in okx live liquidation pricing
2022-05-05 07:05:00 +02:00
ae01afdd0f
Models:Trade: Fix open_rate updates.
2022-05-04 22:05:53 +03:00
496bf84e3a
Merge branch 'develop' into feat_readjust_entry
2022-05-04 21:43:41 +03:00
dbecc097df
Models:Trade: Update trade open_rate based on lastest order.
2022-05-04 21:34:45 +03:00
e8803477df
exchange/exchange add param taker_or_maker to add_dry_order_fee
2022-05-03 23:56:40 -06:00
ce035a5947
Add bot_loop_start() call in plotting.py
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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
2705096ce6
Merge pull request #6777 from freqtrade/fix/contractsizefee
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Fix fee handling for futures trades
2022-05-03 20:34:37 +02:00
091cb4fb8d
Reduce no stake amount verbosity
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closes #6768
2022-05-03 19:42:17 +02:00
eb996a152a
Fix fee handling for futures trades
2022-05-03 19:06:17 +02:00
88c8fe5570
Merge pull request #6715 from nicolaspapp/feat/relative-drawdown
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Add relative drawdown
2022-05-02 21:09:14 +02:00
3f64c6307f
Maintain compatibility with old backtest results
2022-05-02 20:01:44 +02:00
1e2523af61
Fix some assumptions on the data
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available_capital is not guaranteed to be available, while dry-run-wallet is.
2022-05-02 19:44:14 +02:00
52d510c331
Merge branch 'develop' into feat_readjust_entry
2022-05-02 18:30:05 +03:00
4c74601073
Freqtradebot: Cleanup stray debug messages.
2022-05-02 18:22:41 +03:00
59397cdd19
Freqtradebot: Fix full cancel logging location.
2022-05-02 18:09:28 +03:00
2a6efab8a2
Don't use deprecated abstractclassmethod decorator
2022-05-02 06:24:52 +00:00
04c51d2d1a
Merge branch 'develop' into feat_readjust_entry
2022-05-01 21:42:15 +03:00
f9244aad92
Fix on max drawdown formula to match tests
2022-05-01 12:25:53 -03:00
4e43194dfe
BT: Refactor open order management.
2022-05-01 18:06:20 +03:00
582e30bca6
Merge pull request #6716 from freqtrade/pairlocks_direction
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Pairlocks direction
2022-05-01 17:04:20 +02:00
910addd02b
Merge pull request #6753 from freqtrade/download_prepend
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Download prepend
2022-05-01 15:15:16 +02:00
995c48b642
Merge branch 'develop' into pairlocks_direction
2022-05-01 14:59:04 +02:00
9d205132d0
Revert unintended comment change.
2022-05-01 12:10:11 +03:00
8c19953cdd
Quick exit when order should be maintained.
2022-05-01 12:08:19 +03:00
53a2f55cf0
Merge branch 'develop' into pr/nicolaspapp/6715
2022-05-01 10:03:10 +02:00
d5fc923dcb
Properly validate stoploss existence for optimize commands
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closes #6740
2022-05-01 09:53:46 +02:00
5c1ac3cf95
Fix caching bug with freqUI backtesting
2022-04-30 19:55:13 +02:00
8b5d454b50
Fix subtle bug in trades download
2022-04-30 17:44:57 +02:00
e49b3ef051
Improve message formatting
2022-04-30 17:35:11 +02:00
f6a7e6b785
Add prepend option to download-data
2022-04-30 17:32:50 +02:00
11d447cd5a
Add support for download-data "until"
2022-04-30 15:42:41 +02:00
4580127fa8
Small refactor
2022-04-30 14:51:57 +02:00
c6c569b772
chore: split BTAnalyais to metrics
2022-04-30 14:47:27 +02:00
4262f84744
Merge branch 'develop' into pr/nicolaspapp/6715
2022-04-30 14:22:18 +02:00
2acb68e6e2
Move hyperopt-loss functions to their own package
2022-04-30 13:59:23 +02:00
3be2afdd88
Merge branch 'develop' into feat_readjust_entry
2022-04-30 13:39:23 +03:00
ad0c5d9440
Refactor entry adjustment for backtesting.
2022-04-30 13:38:17 +03:00
f9977c26e7
Full cancel only for non DCA trades.
2022-04-30 12:55:03 +03:00
09b74cebce
Move edge bot_loop_start to edge_cli
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(otherwise it's called twice when running trade mode with edge on).
2022-04-30 08:55:07 +02:00
8756e7d9a1
flake8 linting
2022-04-29 23:35:08 -06:00
4a6f1e90c3
Merge branch 'develop' into bot-start
2022-04-29 22:23:42 -06:00
43049e0465
Evict cache if parameter file changed
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closes #6735
2022-04-29 19:44:17 +02:00
fbd142844f
Refactor bt-caching stuff to it's own module
2022-04-29 19:37:13 +02:00
09089b160e
Merge branch 'develop' into feat_readjust_entry
2022-04-29 13:02:38 +03:00
48ff788e82
Clarify that stoploss is required
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closes #6740
2022-04-29 09:53:05 +00:00
21df1b0db3
Use ORJSON for http responses
2022-04-29 07:17:31 +02:00
17650d7e60
Maintain existing order. Update functionality and documentation
2022-04-29 00:10:17 +03:00
eb23170c43
Merge branch 'develop' into feat_readjust_entry
2022-04-28 23:06:52 +03:00
d1a61f9c61
Don't start futures backtest if leverage-tiers don't contain pair
2022-04-28 20:05:19 +02:00
cb5c3316d1
Simplify log output
2022-04-28 19:43:52 +02:00
e0d86307cb
Merge pull request #6732 from freqtrade/remove_duplicate_liqprice_call
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Don't call interest_rate and isolated_liq twice
2022-04-28 07:38:32 +02:00
2ef1181e16
Simplify trade __repr__
2022-04-28 07:33:30 +02:00
1e83589641
Fix hyperopt
2022-04-28 06:59:03 +02:00
ca49821df0
Fix race condition for loop
2022-04-28 06:29:14 +02:00
46855221aa
Fix rounding issue with contract-sized pairs for dry-run orders
2022-04-27 19:58:19 +02:00
2c0a7c5d74
Don't call interest_rate and isolated_liq twice
2022-04-27 17:13:58 +02:00
30c9dc6975
Fix exit-signa being assigned when tag is set but no signal is present.
2022-04-27 13:53:11 +02:00
ad7fbfab1b
Slightly improved styling
2022-04-27 13:27:33 +02:00
108f11b1d7
Fix docs typos
2022-04-27 06:42:56 +02:00
6d99222320
Add 'exit_tag' parameter to 'custom_exit_price' callback.
2022-04-26 10:01:51 +03:00
e76c6e8ad3
added bot_start call to edge_positioning.__init__
2022-04-25 17:48:57 -06:00
e09b4498fa
added bot_start call to plot/plotting
2022-04-25 17:48:57 -06:00
4fd904e0a9
added bot_start to backtesting
2022-04-25 17:48:57 -06:00
d92761b2b1
Revert "strategy callback on_whitelist_update"
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This reverts commit 39798dc1192161c3060830dd4684571aa86b7821.
2022-04-25 17:48:43 -06:00
bf7da35e31
strategy callback on_whitelist_update
2022-04-25 17:48:07 -06:00
0b90e1d309
Added bot_start callback to strategy interface
2022-04-25 17:47:12 -06:00
44000ae0b3
Fix CAGR missing for old results
2022-04-25 17:37:25 +02:00
246a336f56
Merge pull request #6726 from froggleston/bt_concat
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Move df append to pd concat
2022-04-25 16:03:27 +02:00
e38c4883dc
Merge pull request #6725 from freqtrade/cagr
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Add CAGR calculation to backtesting
2022-04-25 16:02:39 +02:00
9a5a57d848
Merge pull request #6724 from freqtrade/pre-commit-additional_updates
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Check pre-commit verison updates
2022-04-25 14:57:45 +02:00
431c539cbd
Fix isort import order
2022-04-25 10:42:24 +01:00
4444259078
Fix hyperopt-loss interface to enforce kwargs
2022-04-25 11:33:18 +02:00
580da21dda
Move df append to pd concat
2022-04-25 10:31:19 +01:00
500fdc2759
run mypy also against tests
2022-04-25 11:12:35 +02:00
4143ebbeae
Add CAGR calculation to backtesting
2022-04-25 10:51:11 +02:00
7b02114ad2
Restrict trading pairs with too low precision
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closes #6606
2022-04-25 09:49:51 +02:00
86b3aac9ba
Fix FTX not fetching the very latest data
2022-04-25 08:38:02 +02:00
9bc6bbe472
Improve test for max_drawdown calculations
2022-04-25 07:23:16 +02:00
562e36c3ec
Remove Interface V1 support
2022-04-25 07:01:27 +02:00
e8aec967dd
Update on note
2022-04-24 17:42:52 -03:00
086cc6be93
Correction on tests
2022-04-24 17:37:09 -03:00
4de0fdbfca
Minor edits found during review
2022-04-24 14:43:30 +02:00
6623192108
improve doc wording
2022-04-24 14:39:13 +02:00
737bdfe844
Use "side" parameter when calling Pairlocks
2022-04-24 14:33:24 +02:00
b0a8bf3025
Show lock side
2022-04-24 14:33:24 +02:00
4942d73693
update pairlock tests
2022-04-24 14:33:24 +02:00
845f960a4e
realign pairlock naming to side
2022-04-24 14:33:24 +02:00
fc201bb4ff
implement pairlock side further
2022-04-24 14:33:24 +02:00
7c79d937e0
Properly type "side" parameter
2022-04-24 14:33:24 +02:00
b7cada1edd
Convert ProtectionReturn to dataclass
2022-04-24 14:33:24 +02:00
9e199165b4
Update protection-interface to support per-side locks
2022-04-24 14:33:24 +02:00
6ff3b178b0
Add direction column to pairlocks
2022-04-24 14:33:24 +02:00
25c6c5e326
Update backtest sell terminology to exit
2022-04-24 14:30:50 +02:00
3c17409bd7
Update buy to entry in backtesting
2022-04-24 14:28:15 +02:00
0f943c482b
PEP8 code compliance
2022-04-23 13:15:14 -03:00
8cac0a47cc
Fix joblib being in wrong requirements
2022-04-23 17:08:34 +02:00
d4e12371c2
Merge pull request #6558 from samgermain/recursive-strategy-folder
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Recursively search subdirectories in config['user_data_dir']/strategies for a strategy
2022-04-23 14:23:53 +02:00
b1ca47e3d6
Merge pull request #6707 from koradiyakaushal/develop
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Ref: timeseries friendly merge_ordered in merge_informative_pair func…
2022-04-23 14:22:23 +02:00
f2912f8815
Improve mypy runs
2022-04-23 11:31:12 +02:00
84f5a4d5bc
Fix indentation
2022-04-23 10:51:24 +02:00
89f16ad3a5
Merge pull request #6543 from froggleston/v3_fixes
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Add support for storing buy candle indicator rows in backtesting results
2022-04-23 09:45:11 +02:00
5a90d5ece6
Fix docstring quotes
2022-04-23 09:44:04 +02:00
7328553c0b
Merge pull request #6563 from italodamato/opt-ask-force-new-points
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Optimize only new points
2022-04-23 09:43:33 +02:00
580a2c6545
Don't repeat backtest-storing
2022-04-23 09:23:53 +02:00
f1f4846053
Merge branch 'develop' into pr/samgermain/6558
2022-04-23 09:16:28 +02:00
ba92e09b7b
list-strategies should find recursively as well
2022-04-23 09:11:50 +02:00
c6927a1501
Fix argument spelling
2022-04-23 09:10:40 +02:00
dff9d52b30
Remove hints on no longer used option, add very primitive test
2022-04-23 08:51:52 +02:00
2fc4e5e117
Fix weird removal of comma
2022-04-22 18:54:02 +01:00
767592a1d6
Add signals enum to 'export' cli option
2022-04-22 18:46:12 +01:00
ba305e93ed
Ref: timeseries friendly merge_ordered in merge_informative_pair function
2022-04-21 18:35:41 +05:30
f92997d378
Move signal candle generation into separate function
2022-04-20 14:05:33 +01:00
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
aa5984930d
Fix filename generation
2022-04-19 13:00:09 +01:00
165f59325f
Merge branch 'v3_fixes' of github.com:froggleston/freqtrade into v3_fixes
2022-04-19 12:48:29 +01:00
84f486295d
Add tests for new storing of backtest signal candles
2022-04-19 12:48:21 +01:00
4b0f168e52
Merge branch 'freqtrade:develop' into v3_fixes
2022-04-19 12:10:30 +01:00
76558f284f
Fix user cancellation functionality.
2022-04-19 13:33:37 +03:00
cea4f663d5
Merge branch 'develop' into feat_readjust_entry
2022-04-18 21:22:19 +03:00
d24ee9032a
Update usage in backtest. No functional update.
2022-04-18 21:21:38 +03:00
d9f838a65f
Update template usage to reflect changes.
2022-04-18 21:20:50 +03:00
3166739ec9
Update strategy callback params and description.
2022-04-18 21:17:39 +03:00
95e009b9cb
Update adjustment functionality and add cancelation option
2022-04-18 21:16:45 +03:00
2cac1b7dcc
Add new (user cancellation) reason.
2022-04-18 21:14:35 +03:00
17da4ca099
Use order_date_utc
2022-04-17 12:11:30 +03:00
591a2fb7fc
switch notionalFloor -> minNotional and notionalCap -> maxNotional
2022-04-16 21:47:44 -06:00
34fb8dacd7
Fix isort complaints
2022-04-16 17:03:24 +01:00
b738c4e695
Fix flake8 complaints
2022-04-16 16:49:20 +01:00
Matthias
robcaulk
Anuj Shah
Surfer Admin
froggleston
Stefano Ariestasia
மனோஜ்குமார் பழனிச்சாமி
eSeR1805
eSeR1805
Sam Germain
Mark Regan
Nicolas Papp
Rokas Kupstys
froggleston
Patel Kaushal