Commit Graph

5582 Commits

Author SHA1 Message Date
Matthias
7ad1c7e817 Allow lower verbosity level for api server
Not logging all calls makes sense when running the UI
otherwise this is VERY verbose, clogging up the log.
2020-05-31 09:51:45 +02:00
hroff-1902
84c50bf16c
Merge pull request #3390 from freqtrade/rpc/profit
improve /profit to not raise an exception if no trade is closed
2020-05-30 22:06:22 +03:00
hroff-1902
96aab86e45
Merge pull request #3405 from freqtrade/remove_internals_ref
Disabledataframecheck is not in internals and does not belong there
2020-05-30 22:02:49 +03:00
hroff-1902
a162b911b6
Merge pull request #3398 from freqtrade/ccxt_config_combine
combine CCXT configurations ...
2020-05-30 21:49:44 +03:00
Matthias
cc90e7b413 Show "No trades yet." when no trade happened yet 2020-05-30 19:49:16 +02:00
Matthias
91f84f1a43 Fix typo in close trade message 2020-05-30 19:28:30 +02:00
Matthias
908449640a Disabledataframecheck is not in internals and does not belong there 2020-05-30 19:17:17 +02:00
hroff-1902
36c7089a03
Merge pull request #3394 from freqtrade/disable_dataframechecks
Allow changing severity of strategy-validations to log only.
2020-05-30 19:28:38 +03:00
Matthias
376c536dd1 Revert "Add disable_dataframe_checks to strategy templates"
This reverts commit a9c57e5147.
2020-05-30 16:23:33 +02:00
Matthias
a9c57e5147 Add disable_dataframe_checks to strategy templates 2020-05-30 11:47:09 +02:00
Matthias
97905f86be Add missing fields to to_json output of trade 2020-05-30 11:34:39 +02:00
Matthias
57e951dbce Add orderbook sell rate to sell_rate_cache 2020-05-30 11:08:56 +02:00
Matthias
f187753f8f Add ccxt_sync_config to simplify ccxt configuration 2020-05-30 10:45:50 +02:00
Matthias
f3824d970b Use dict for symbol_is_pair 2020-05-29 20:20:06 +02:00
Matthias
ea5daee505 Allow changing severity of strategy-validations to log only. 2020-05-29 19:37:18 +02:00
Matthias
9f8b21de4a
Merge pull request #3358 from hroff-1902/refactor_generate_pairlist
Split the pairlist generation logic and filtering
2020-05-29 14:16:15 +02:00
hroff-1902
a4cf9ba85b Move check for position for StaticPairList to init 2020-05-29 12:40:05 +03:00
Matthias
46456516bb Remove exception handler 2020-05-29 10:11:23 +02:00
Matthias
1d6e3fea85 Update /profit telegram message to support non-closed trades 2020-05-29 09:38:12 +02:00
Matthias
6261aef314 Return /profit even if no trade is closed 2020-05-29 09:03:48 +02:00
Matthias
7df786994d Plotting should not fail if one pair didn't produce any trades 2020-05-28 19:36:10 +02:00
Matthias
7399c7e70c Provide blacklist feedback to telegram 2020-05-28 07:04:06 +02:00
Matthias
0e8f95effd Improve blacklist adding with proper feedback 2020-05-28 06:51:53 +02:00
hroff-1902
0234e4d293
Merge pull request #3369 from freqtrade/align_trade_outputs
Improve some api results
2020-05-27 22:56:15 +03:00
Matthias
04eb11bb5d
Merge pull request #3377 from freqtrade/btreport_refactor
Refactor BTReport
2020-05-27 19:33:08 +02:00
Matthias
18a5787a2c
Reorder typing imports
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-05-27 19:17:15 +02:00
Matthias
b2125bd6ee check for None to allow 0.0 profit 2020-05-27 19:15:56 +02:00
Matthias
f4af4cc2b2 Small formatting improvement 2020-05-27 07:11:59 +02:00
Matthias
8c87fcdae3 Rename PricingException to PricingError 2020-05-26 20:35:11 +02:00
Matthias
16cd1f06b2 Rename get_order_book to fetch_l2_order_book (aligning to ccxt) 2020-05-26 20:27:35 +02:00
Matthias
7a7b26e840 Add exception handlers for orderbook logic 2020-05-26 20:14:05 +02:00
Matthias
76e4e5897f Introduce pricing exception 2020-05-26 20:08:01 +02:00
Matthias
3e3cce4559 Use pct instead of _perc 2020-05-26 19:25:03 +02:00
Matthias
27e0c2604c
Add comment to ensure we're not accidentally removing this again 2020-05-26 16:58:29 +02:00
hroff-1902
9f573481a8 Fix #3378 2020-05-26 13:54:45 +03:00
Matthias
18d2587800 Address feedback 2020-05-26 06:12:25 +02:00
hroff-1902
a484124272 Raise exception if StaticPairList on a non-first position 2020-05-25 23:14:51 +03:00
hroff-1902
c3206d72cb Adjust docstring for IPairList.gen_pairlist() 2020-05-25 22:49:57 +03:00
Matthias
abf79e4ab4 Use temporary variable to clean up code 2020-05-25 20:47:48 +02:00
Matthias
6a9a8f927e Rename some methods, improve some testing 2020-05-25 20:46:31 +02:00
Matthias
462c35cf75 Move stats generation to the top 2020-05-25 20:22:22 +02:00
Matthias
027ea64d48 Fix docstrings, extract strategy-list results 2020-05-25 19:55:02 +02:00
Matthias
db257e9f7f Rename method to be public 2020-05-25 19:50:23 +02:00
Matthias
18a2dad684 Extract data generation from generate_text_table 2020-05-25 19:35:32 +02:00
Matthias
0917b17efd Refactor result_line to return dict 2020-05-25 19:21:01 +02:00
Matthias
876a9e4f44 finish refactor of sell_reason table 2020-05-25 07:08:15 +02:00
Matthias
d17300fd84 Refactor sell reason stats to return a dict 2020-05-25 07:02:24 +02:00
Matthias
9d1ad70bb7 Split optimize generation from printing 2020-05-25 06:44:51 +02:00
Matthias
811e23e3da Have profit return time in timestamp 2020-05-24 08:58:26 +02:00
Matthias
110b5a2521 Add timestamp to trade output 2020-05-24 08:46:50 +02:00
Matthias
046202fdda Fix typing circular dependency 2020-05-22 20:56:34 +02:00
hroff-1902
8e89802b2d Split the generation logic and filtering 2020-05-22 15:03:49 +03:00
Matthias
98db1d52c6 Reorder new commands 2020-05-22 07:04:36 +02:00
Matthias
1663a67959 Reorder list-arguments 2020-05-22 07:00:09 +02:00
Matthias
33b270b81f reorder more arguments 2020-05-22 06:57:20 +02:00
Matthias
fcae48d5a0 Some reordering of subcommands 2020-05-22 06:55:20 +02:00
Matthias
74056e768a
Merge pull request #3352 from hroff-1902/improve_pairlist_tests
Improve pairlist tests
2020-05-21 15:06:22 +02:00
hroff-1902
ea13071308
Merge pull request #3351 from freqtrade/fix/notradesplot
[minor] Fix crash when no trades are found in plot-profit
2020-05-21 13:14:41 +03:00
hroff-1902
cd0bf96c0e Improve pairlist tests 2020-05-21 12:52:10 +03:00
Matthias
d31a091d12
Merge pull request #3346 from hroff-1902/refactor_pairlists2
Refactor filter_pairlists()
2020-05-21 07:25:43 +02:00
Matthias
1f386c570d Don't start plotting profit without trades
plotting profit only makes sense when trades are available
2020-05-21 07:13:08 +02:00
Matthias
1a984ac677 Explicitly raise ValueError if trades are empty 2020-05-21 07:12:53 +02:00
hroff-1902
ff7bcb5aae
Merge pull request #3344 from freqtrade/fix_cors_policy
CORS - allow authenticated responses
2020-05-20 21:44:30 +03:00
Matthias
a11651ae67 Correctly test cors 2020-05-20 19:43:52 +02:00
hroff-1902
bfa55f31c0
Remove wrong comment 2020-05-20 17:45:27 +03:00
hroff-1902
8bf38443c2
Merge branch 'develop' into verify_date_on_new_candle_on_get_signal 2020-05-20 14:05:21 +03:00
hroff-1902
4f0d928145 Introduce self._enabled in pairlist handlers 2020-05-20 13:41:00 +03:00
hroff-1902
7e43574382 Refactor filter_pairlist() 2020-05-20 13:27:07 +03:00
Matthias
cd3900549c
Merge pull request #3341 from hroff-1902/cleanup_get_signal
Minor: cleanup in get_signal()
2020-05-20 07:07:39 +02:00
Matthias
2fbd31f5e0 CORS - allow authenticated responses 2020-05-20 07:04:48 +02:00
hroff-1902
696c7e87f2 Use proper logging (using the Filter's logger) 2020-05-19 23:51:39 +03:00
hroff-1902
e96e28df07 Refactor verify_blacklist() 2020-05-19 23:13:51 +03:00
hroff-1902
a8b1dcf3c8 Minor: cleanup in get_signal() 2020-05-19 22:20:53 +03:00
hroff-1902
7b2bb73a12
Merge branch 'develop' into verify_date_on_new_candle_on_get_signal 2020-05-19 21:34:58 +03:00
Matthias
d438af342c
Merge pull request #3339 from hroff-1902/cleanup-pairlistmanager
Cleanup in pairlistmanager
2020-05-19 14:04:39 +02:00
hroff-1902
4c4fb0c9be Cleanup in pairlistmanager 2020-05-19 03:56:31 +03:00
hroff-1902
e1e8293a67 Merge remote-tracking branch 'upstream/develop' into pairlists-shuffle 2020-05-18 23:18:41 +03:00
Matthias
76bd97d510
Merge pull request #3317 from hroff-1902/refactor-informative
Refactor informative pairs
2020-05-18 21:57:16 +02:00
hroff-1902
115586a50f Introduce freqtrade.typing 2020-05-18 21:59:50 +03:00
Matthias
839ca28604
Merge pull request #3334 from hroff-1902/retrier-dependency-exceptions
Do not throttle with DependencyException in Exchange retrier
2020-05-18 19:49:24 +02:00
hroff-1902
6951b20aa0 Do not throttle with DependencyException in retrier 2020-05-18 17:31:34 +03:00
hroff-1902
8bdd5e7121 Minor: correct import of retrier 2020-05-18 15:20:51 +03:00
hroff-1902
0c8aff98e0 Make flake happy 2020-05-18 15:03:36 +03:00
hroff-1902
6fa8750fea
Merge branch 'develop' into refactor-informative 2020-05-18 14:00:09 +03:00
hroff-1902
ba26f3a73a Merge branch 'refactor-informative' of ssh://github.com/hroff-1902/freqtrade into refactor-informative 2020-05-18 13:55:09 +03:00
hroff-1902
627c5059f0 Move create_pair_list to pairlistmanager 2020-05-18 13:54:21 +03:00
Matthias
5a9a31351a Adjust empty f-strings to be non-fstrings 2020-05-18 11:40:25 +02:00
Matthias
503a8a8243 Simplify sd_notify usage 2020-05-18 07:02:57 +02:00
hroff-1902
4bfab5e222 Add ShuffleFilter 2020-05-18 02:36:40 +03:00
hroff-1902
fd7fa3116a
Merge pull request #3321 from freqtrade/rpc/improve_daily
Improve daily API format
2020-05-18 01:29:28 +03:00
hroff-1902
889d07900a
Merge pull request #3320 from freqtrade/fix_sell_spamming
Fix sell spamming
2020-05-17 21:54:08 +03:00
Matthias
64b8d8c7bd Use correct Return hint 2020-05-17 20:18:35 +02:00
Matthias
9d63fada24
Merge pull request #3313 from hroff-1902/refactor-pairlists
Cleanup in pairlists
2020-05-17 20:15:39 +02:00
Matthias
943a2a08f8 Improve daily API format 2020-05-17 20:12:01 +02:00
hroff-1902
16622bbfad Cosmetics in pair lists 2020-05-17 14:44:32 +03:00
hroff-1902
ae69d31095 Cosmetics in IPairList 2020-05-17 14:13:26 +03:00
hroff-1902
97c50f86e9 Cleanup pairlistmanager 2020-05-17 14:10:11 +03:00
Matthias
2074d986a6 Update test to verify we're not spamming messages 2020-05-17 11:12:30 +02:00
Matthias
dd55d2eea3 Reduce spammyness of parcial cancel orders 2020-05-17 10:53:07 +02:00
Matthias
1e76bff1bd Add sell_order_status to keep track of cancellations 2020-05-17 10:52:20 +02:00
hroff-1902
ce185a3b19 Remove pairs with no ticker available when it's needed 2020-05-17 11:39:18 +03:00
hroff-1902
d457542d96 Fix PrecisionFilter 2020-05-17 11:11:49 +03:00
hroff-1902
318e435a8f
Merge branch 'develop' into refactor-informative 2020-05-16 22:14:50 +03:00
hroff-1902
baf5f4f29c
Update freqtrade/constants.py 2020-05-16 21:28:54 +03:00
hroff-1902
5f2a871637 Add missing module 2020-05-16 17:15:58 +03:00
Matthias
fed75d8718 remove --cancel_open_orders cli switch 2020-05-16 13:23:40 +02:00
Matthias
7a11219b61
Reword some documentation strings
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-05-16 13:17:48 +02:00
Matthias
2a1fcc0f06 Merge branch 'develop' into pr/jpribyl/3210-1 2020-05-16 13:09:38 +02:00
hroff-1902
e7c11ed2cf Fix fetching timeframe (failed in backtesting) 2020-05-16 12:27:56 +03:00
hroff-1902
facaaabc1e Rename _refresh_whitelist() 2020-05-16 12:27:56 +03:00
hroff-1902
f8b01f5a43 Make flake happy 2020-05-16 12:27:56 +03:00
hroff-1902
035a12ce61 Move _create_pair_whitelist to dataprovider 2020-05-16 12:27:56 +03:00
hroff-1902
bf25746965 Introduce datatype for informative pairs 2020-05-16 12:27:56 +03:00
hroff-1902
1b3864ebf8 Make flake happy 2020-05-16 09:21:36 +03:00
hroff-1902
9d6a41aa7a
Merge pull request #3315 from freqtrade/flask_cors
Add cors support - needed for UI
2020-05-16 09:07:38 +03:00
Matthias
61f6acb5c9 Add cors support - needed for UI 2020-05-16 07:07:24 +02:00
hroff-1902
72165a1926
Merge pull request #3238 from hroff-1902/dataprovider-add-ticker
Add ticker to dataprovider
2020-05-15 22:03:01 +03:00
Matthias
ba68c42aae
Merge pull request #3297 from bmoulkaf/develop
Fix stoploss on binance bug
2020-05-15 08:23:18 +02:00
hroff-1902
143e6f52af Simplify SpreadFilter 2020-05-15 05:14:06 +03:00
hroff-1902
cbb2ce3708 Simplify PriceFilter 2020-05-15 04:55:28 +03:00
hroff-1902
2aa80f915d Cosmetics: improve readability 2020-05-15 04:24:18 +03:00
hroff-1902
794ed304b1 Make stoploss an attribute 2020-05-15 04:17:23 +03:00
hroff-1902
afa7a5846b Simplify PriceFilter 2020-05-15 04:05:31 +03:00
hroff-1902
f0c3a0d2f8 Simplify VolumePairList 2020-05-15 03:59:13 +03:00
hroff-1902
481f9ba6d6 Use list comprehension instead of filter() 2020-05-15 03:00:55 +03:00
hroff-1902
8e4ffea52b
Merge pull request #3239 from freqtrade/feat/fee_handling
Improve fee handling
2020-05-14 18:48:48 +03:00
hroff-1902
aae096c6ae Handle fetching ticker for non-existing pair safe way 2020-05-14 13:36:48 +03:00
hroff-1902
3079e18239 Merge branch 'develop' into dataprovider-add-ticker 2020-05-14 13:22:52 +03:00
Matthias
255ff6cd06 Should return False if it's not been cancelled empty 2020-05-13 20:52:40 +02:00
hroff-1902
b4d2433fc1
Merge pull request #3267 from GrilledChickenThighs/develop
Method for accessing current pairlist inside strategy.
2020-05-13 21:29:39 +03:00
Matthias
60f26ba501 use update_trade_state also for closed stoploss orders 2020-05-13 20:25:32 +02:00
Matthias
d86855f2f3
Merge pull request #3129 from freqtrade/trades_to_list
convert dl-trades datadownload to list
2020-05-13 09:41:26 +02:00
bmoulkaf
fe3ea8e7ec Fix stoploss on binance bug 2020-05-13 05:15:18 +00:00
Paul D. Mendes
87d9388a9c Merge branch 'develop' of https://github.com/freqtrade/freqtrade into develop 2020-05-13 00:32:46 +04:00
Matthias
77c9334c50
Use available config object
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-05-12 13:39:24 +02:00
Matthias
aa25461e88 Show forcebuy status so it's visible before calling forcebuy. 2020-05-12 07:20:59 +02:00
hroff-1902
caac562b6b
Merge pull request #3246 from flomerz/develop
hyperopt csv export - add params
2020-05-12 00:50:25 +03:00
Paul D. Mendes
9fbe135790 attached pairlist manager onto dataprovider init for unified access to dynamic whitelist 2020-05-11 20:17:03 +04:00
Paul D. Mendes
bc9efc31ad Added Method for accessing current pair list on initialization for dynamic informative pairs
moved import into function to avoid circular import with hyperopt
2020-05-11 19:45:15 +04:00
hroff-1902
bbb609c927
Merge pull request #3278 from freqtrade/api/jwt
API server - support JWT
2020-05-10 21:33:41 +03:00
Matthias
d291ca0071 Simplify code section 2020-05-10 19:43:16 +02:00
Matthias
21c2af2b92 Load jwt_key from config 2020-05-10 19:42:06 +02:00
Matthias
c3f0b5d4eb Rename methods to match endpoints 2020-05-10 19:37:41 +02:00
Matthias
73a1496318 Catch exception on cancel_order 2020-05-10 17:44:45 +02:00
Mohamad Tarbin
570c51b0b0
Fix Typo in telegram Plugin 2020-05-10 05:07:49 -04:00
Matthias
f246336943
Merge pull request #3277 from hroff-1902/edge-fix-fee
Fix fee usage in Edge
2020-05-10 10:58:57 +02:00
hroff-1902
51d2b817ae Use self.fee 2020-05-10 11:51:33 +03:00
Matthias
8139058fcc Implement token/login and token/refresh endpoints 2020-05-10 10:35:38 +02:00
hroff-1902
7e08fa2631 Fix usage of fee value in Edge 2020-05-10 02:22:16 +03:00
hroff-1902
d4362ed357 Minor: improve exception handling in exchange 2020-05-09 09:29:40 +03:00
Matthias
c560de4111 Improve exception handling on critical errors 2020-05-08 11:44:24 +02:00
hroff-1902
5b92387732
Merge pull request #3259 from freqtrade/fix/filled
Fix handling of partially or non-filled timedout orders
2020-05-07 09:58:26 +03:00
Matthias
1ba2df79c6 Ause isclose for comparison, assign filled to variable
add some comments
2020-05-07 06:51:02 +02:00
hroff-1902
06313cdddf
Merge pull request #3264 from freqtrade/api_improvements
Api improvements
2020-05-07 00:05:36 +03:00
Matthias
a62d7495ca FIx typo in telegram method 2020-05-05 21:28:59 +02:00
Matthias
593d13ebdd Show new values also in Telegram 2020-05-05 21:21:20 +02:00
Matthias
e4023a6567 Add some minor things to show_config 2020-05-05 21:19:35 +02:00
Matthias
ffef4bc474 Humanize show-trades error when no database is specified 2020-05-05 19:48:28 +02:00
hroff-1902
1b448f57b9
Merge pull request #3242 from freqtrade/feat/trade_show
New subcommand show-trades
2020-05-05 19:26:59 +03:00
hroff-1902
0340d7bf37
Merge pull request #3249 from freqtrade/increase_rate_cache
[minor] Increase cache for rate limit to avoid delays
2020-05-05 19:08:31 +03:00
Matthias
981976681a Use filled, it's the safer choice when determining the filled amount. 2020-05-05 07:09:12 +02:00
Matthias
648723fb83 Use 30min rate cache 2020-05-05 06:32:03 +02:00
Matthias
b38f9ed5e7 Increase cache for rate limit to avoid delays
Helps when calling /status or /status table frequently on slowish
exchanges
2020-05-03 20:44:18 +02:00
Matthias
2a4c9bf3d3 Improve logmessage when falling back to wallet amount 2020-05-03 20:32:45 +02:00
Florian Merz
889a153731 fix PEP8 2020-05-03 17:29:56 +02:00
Florian Merz
690bb7646a hyperopt csv export - add params 2020-05-03 17:00:12 +02:00
Matthias
1c9c72937e Adjust trade-ids param 2020-05-03 15:32:09 +02:00
Matthias
58168336e1 Add test for apply_fee_conditional 2020-05-03 11:13:59 +02:00
Matthias
38c4949360 Align applying of fee when comming from orders or trades 2020-05-03 10:50:59 +02:00
Matthias
1066a4504b Add test for show_trades 2020-05-02 11:44:18 +02:00
Matthias
56bb5f7a11 Add show-trades command 2020-05-02 11:26:12 +02:00
Matthias
78b3d8487f Add typehint 2020-05-01 20:34:58 +02:00
Matthias
021e2b58ca Support partially cancelled orders for fee calculation 2020-05-01 20:24:26 +02:00
Matthias
737fc6d198 Fix bug when querying side 2020-05-01 20:05:13 +02:00
Matthias
71c90422ba Add explicit test for fee_updated 2020-05-01 20:02:38 +02:00
Matthias
6d620ba1f6 Verify if fee for this side has been updated 2020-05-01 19:54:16 +02:00
Matthias
6b33d5af1e Fix fee-calculation for dry-run orders 2020-05-01 19:51:35 +02:00
jpribyl
bd51cd332b Cancel all open orders after receiving /stop or ctrl+c 2020-05-01 10:36:11 -06:00
Matthias
509f38d3aa Use non-deprectated parameter for progressbar 2020-05-01 17:59:24 +02:00
Matthias
40d4949f06 Don't handle trades if they've just been closed. 2020-05-01 17:46:01 +02:00
Matthias
7558e4bffe Split fee detection from trades from general logic 2020-05-01 16:13:07 +02:00
Matthias
371100a97c Update fee handling 2020-05-01 16:01:33 +02:00
Matthias
a2ff632647 Add update_fee method to persistence 2020-05-01 16:01:12 +02:00
Matthias
db8fb39a38 don't use trade.update directly! 2020-05-01 15:50:02 +02:00
Matthias
59bafc8d02 Implement fee rate calculation 2020-05-01 15:50:02 +02:00
Matthias
45c97fde2d Use correct typehint for extract_cost_curr_rate 2020-05-01 15:50:02 +02:00
hroff-1902
63b55658ac Add ticker to dataprovider 2020-05-01 05:11:30 +03:00
Matthias
e74ed0ba7b Add tests for fee extraction methods 2020-04-30 20:05:27 +02:00
Matthias
2e4dc6c253 Exchange should return fee dict for dry-run orders 2020-04-30 19:56:48 +02:00
Matthias
a867d40eac Move fee_methods to exchange 2020-04-30 19:33:27 +02:00
Matthias
d3b9f4d393 Add extract_cost_curr_rate 2020-04-30 19:28:36 +02:00
Matthias
6d7a3a0cc9 Extract more logic into order-has_fee 2020-04-30 07:12:08 +02:00
Matthias
b125dd3728 Extract order_has_fee method 2020-04-30 07:06:06 +02:00
Matthias
dec1b10743 Add fee_cost and currency columns 2020-04-30 06:57:39 +02:00
hroff-1902
726e52aaa7 Use skopt model_queue_size instead of custom hack 2020-04-29 10:49:25 +03:00
hroff-1902
c6787d7e9f Do not use 'trials' in commands 2020-04-28 23:14:02 +03:00
hroff-1902
c26835048c Hyperopt cleanup, do not use 'trials' 2020-04-28 22:56:19 +03:00
hroff-1902
a01ed170f5 Improve hyperopt-list logging 2020-04-28 17:33:07 +03:00
hroff-1902
fedcf1db52
Merge pull request #3217 from freqtrade/remove_deprecation
Remove deprecated pairlist and binary
2020-04-27 19:41:54 +03:00
hroff-1902
9ebc997e9d
Merge pull request #3215 from freqtrade/backtest_use_pairlists
Backtest use pairlists
2020-04-27 13:34:06 +03:00
Matthias
fb8a85da01 Disallow VolumePairList from backtesting for now 2020-04-27 07:56:17 +02:00
hroff-1902
485e324d36
Merge pull request #2872 from freqtrade/interface_ordertimeoutcallback
Buy order timeout callback
2020-04-25 19:02:15 +03:00
Matthias
9fa21628d7 Deprecate keys other than quoteVolume
fixes #2981
2020-04-25 16:29:17 +02:00
Matthias
d1a24db6b7 Remove deprecated pairlist and binary 2020-04-25 16:04:10 +02:00
Matthias
e8530c36d3 Remove pairlists from hyperopt too (it holds a reference to exchange) 2020-04-25 15:46:20 +02:00
Matthias
8987859044 Enable pairlist parsing for backtesting and hyperopt 2020-04-25 15:37:13 +02:00
hroff-1902
d9f255a6c0 Fix asterisk printing for csv output 2020-04-25 12:49:14 +03:00
Yazeed Al Oyoun
c9711678fd fixed indent 2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun
181b12b3a8 added wins/draws/losses 2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun
6147498fd4 fixed indent 2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun
2fb3d94938 added wins/draws/losses 2020-04-25 11:31:51 +02:00
hroff-1902
2d994f6feb Better printing of asterisk 2020-04-24 21:57:29 +03:00
hroff-1902
6e5f0869b3 Remove another unused method 2020-04-24 18:39:08 +03:00
hroff-1902
5c012d79eb Remove unused method 2020-04-24 18:14:07 +03:00
Matthias
9627604ec3 change wording of log message 2020-04-24 07:58:18 +02:00
Matthias
f4995780e5 Verify last is not None - to avoid crashing
fix #3117
2020-04-23 20:04:36 +02:00
Matthias
87f1060abc Default docker to log into log-dir 2020-04-21 19:47:49 +02:00
Matthias
431b244f43 Merge branch 'develop' into interface_ordertimeoutcallback 2020-04-19 06:58:44 +02:00
hroff-1902
4bbade245c
Merge pull request #3181 from freqtrade/fix/cancel_problems
Fix several cancel order problems
2020-04-18 11:16:59 +03:00
hroff-1902
def8635b6d
Merge pull request #3184 from freqtrade/fix/hyperopt_randfailure
Fix random test failure in hyperopt
2020-04-18 09:49:09 +03:00
Matthias
c775d65126 Update typehint for cancel_order 2020-04-18 06:55:25 +02:00
Matthias
0273539f06 Remove exceptionhandler, this exception is handled in
cancel_with_response
2020-04-17 19:55:53 +02:00
Matthias
1069cb3616 Use cancel_order_with_result when cancelling orders after timeout 2020-04-17 17:53:56 +02:00
Matthias
5e3e0e819f Add tests for cancel_order_with_result 2020-04-17 17:53:18 +02:00
Matthias
800891a475 Add tests for cancel_order_with_result 2020-04-17 07:18:46 +02:00
Matthias
fc684b0091 Ensure deleting filled is not raising an error if filled does not exist 2020-04-17 06:59:52 +02:00
Matthias
7aba9bc62a
Update freqtrade/data/converter.py
Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-04-17 06:22:25 +02:00
hroff-1902
68be239a0e
Merge pull request #3146 from freqtrade/buy_order_timeout_logging
Improve handling for buy order cancels
2020-04-16 23:41:45 +03:00
Matthias
1f70fcfa2d Update logmessage 2020-04-16 20:19:34 +02:00
hroff-1902
9364a9c4c4
Merge pull request #3168 from freqtrade/fix_pairlist_caching
Fix pairlist caching
2020-04-16 18:39:00 +03:00
hroff-1902
df79011aba
Merge pull request #3112 from freqtrade/trade_state_updates
Trade state updates
2020-04-16 12:05:19 +03:00
Matthias
d36e2cf6ab Fix random test failure in hyperopt 2020-04-16 07:06:47 +02:00
hroff-1902
b07d61f3d9
Merge pull request #3169 from freqtrade/fix_pricefilter
Fix pricefilter
2020-04-15 20:53:59 +03:00
hroff-1902
8b6a7e685e
Merge pull request #3133 from freqtrade/backtesting_filenameexpanding
[minor] Fix filename handling with --strategy-list
2020-04-15 12:02:19 +03:00
Matthias
99f3e9ed77 Remove wrong comment 2020-04-15 07:55:15 +02:00
Matthias
33b6c7de5b Add tests for price_one_pip 2020-04-15 07:53:31 +02:00
Matthias
36e714a7b2 Add price_get_one_pip filter 2020-04-15 07:19:27 +02:00
Matthias
2b7376f6f3 Implement log-filtering for all pairlists 2020-04-14 20:45:30 +02:00
Matthias
ceca0a659c Simplify cached stuff to only what's needed 2020-04-14 20:25:58 +02:00
Matthias
13ee7a55c4 Fix #3166
Always call _gen_pair_whitelist if volumepairlist is not the first in
the list.
2020-04-14 20:21:30 +02:00
Matthias
5d876ca0a3 Use log-spamprevention methods 2020-04-14 20:21:10 +02:00
Matthias
7c15375f5d Add log_on_refresh - using TTL caching to avoid spamming logs 2020-04-14 20:20:36 +02:00
Matthias
cfe1e4876a Improve testcase for cancel_order_empty 2020-04-14 19:20:47 +02:00
Matthias
c8ccdbcb9a
Merge pull request #3150 from freqtrade/version_docker
[minor] have version-detection fall back to freqtrade_commit
2020-04-14 15:53:05 +02:00
hroff-1902
f2b1802666
Merge pull request #3137 from freqtrade/fix_maxdrawdown
[minor] Fix maxdrawdown
2020-04-14 16:03:25 +03:00
Matthias
55a052bcf6
fix typo in comment
Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-04-14 08:05:46 +02:00
Matthias
ddf37ef059 Add test to demonstrate that the dataframe is not changed 2020-04-14 08:02:42 +02:00
hroff-1902
4d80f52db4
Merge pull request #3134 from freqtrade/backtesting_memory
Backtesting memory and dataframe
2020-04-13 23:08:45 +03:00
Matthias
4ee0cbb575 Reset index to correctly gather index 2020-04-12 10:40:02 +02:00
Matthias
952d2f7513 have version-detection fall back to freqtrade_commit
this allows freqtrade --version to work in docker too.

sample command:
`docker-compose run --rm freqtrade -version`
2020-04-12 09:55:21 +02:00
Matthias
18a6c98a82
Merge pull request #3054 from Fredrik81/progress-bar
Hyperopt: Progressbar during hyperopt
2020-04-12 09:32:52 +02:00
Fredrik81
2c1c1c7f16
Update freqtrade/optimize/hyperopt.py
nice find

Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-04-11 17:42:32 +02:00
Fredrik81
d9e54ab7a4
Update freqtrade/optimize/hyperopt.py
nice find

Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-04-11 17:42:19 +02:00
Matthias
f39706cabd Fix #3130 - when corder['remaining'] contains none-type 2020-04-09 19:35:27 +02:00
Matthias
cbf5bf6735 Add safe_value_fallback function 2020-04-09 19:34:48 +02:00
Fredrik81
4707484a4c Fix issue with colring enabled + styling 2020-04-09 11:42:13 +02:00
Matthias
5cff72a42e Improve logging to ensure which branch is used for buy order cancels 2020-04-09 09:22:38 +02:00
Matthias
68a5e0c51b
Merge pull request #3138 from orkblutt/develop
trades history RPC
2020-04-08 08:23:13 +02:00
Matthias
02192f28cd Small stylistic updates 2020-04-08 07:56:21 +02:00
Fredrik81
cdc774549e Merge branch 'develop' into progress-bar 2020-04-08 01:56:43 +02:00
Fredrik81
132f5f73f5
Update hyperopt.py 2020-04-07 10:44:18 +02:00
Fredrik81
c95906cfcf
Update hyperopt.py 2020-04-07 10:42:15 +02:00
Matthias
9387585756
Merge pull request #3127 from orehunt/max_drawdown_fix_db_plot
use equality instead of index for row lookups
2020-04-06 20:10:23 +02:00
Ork Blutt
200111fef6 fix method return value 2020-04-06 16:07:43 +02:00
orehunt
20abb379aa trim trades to the available ohlcv data before plotting profits 2020-04-06 15:54:17 +02:00
Fredrik81
d5609d4997 Changed back to progressbar2 for better handling of logger.
Coloring still needs some work (bug + what colors to use)
2020-04-06 13:12:32 +02:00
Ork Blutt
6256025c73 various adjustement from PR discussion 2020-04-06 11:00:31 +02:00
Ork Blutt
8555c5b211 fix return value 2020-04-05 17:03:51 +02:00
Ork Blutt
15c45b984d removing whitespace 2020-04-05 16:47:46 +02:00
Ork Blutt
0a14d5ec46 trades history RPC 2020-04-05 16:14:02 +02:00
Matthias
41d5c40f10 Correctly test drawdown plot 2020-04-05 14:44:44 +02:00
Matthias
4e907e2304 Use timeframe_to_prev_date to move trade-date to candle 2020-04-05 14:35:53 +02:00
Matthias
e204170eb6 Fix max_drawdown bug finding low before high! 2020-04-05 14:29:40 +02:00
Matthias
c465552df4 Update comment to mention .copy() usage 2020-04-02 20:17:54 +02:00
Matthias
de47186263 Use .loc for assignments 2020-04-02 19:31:48 +02:00
Matthias
3fcd531eac Copy dataframe in interfac.py (reduces memory consumption) 2020-04-02 19:30:59 +02:00
Matthias
cf6e6488c7 Fix filename handling with --strategy-list 2020-04-02 17:29:18 +02:00
Matthias
9d7ad23d42 Fix test leakage 2020-04-02 08:20:50 +02:00
Matthias
eab6c9c5f2 Fix message 2020-04-01 20:50:00 +02:00
Matthias
0d51383b57 Format logmessages correctly 2020-04-01 20:31:21 +02:00
Matthias
ba03d96961 Test 5s offset on since 2020-04-01 20:04:36 +02:00
Matthias
ff9caf790b remove trade duplicates in datahandler 2020-04-01 19:45:46 +02:00
Matthias
0506caf986 Implement trades_remove_dulicates 2020-04-01 19:45:38 +02:00
Matthias
bac0eaab03 fix convert to ohlcv 2020-04-01 19:45:35 +02:00
Matthias
d76bb1ccf4 Use List of Lists instead of list of Dicts for trades data 2020-04-01 19:45:21 +02:00
Matthias
1659ddcc5d Add conversion function from fetch_trades to list 2020-04-01 19:45:21 +02:00
Matthias
8bfbbac748 Add default trades columns 2020-04-01 19:45:00 +02:00
hroff-1902
2915917680
Merge pull request #3107 from orehunt/check_dataframe_after_signals
check that the strategy dataframe matches the one given by the bot
2020-03-31 20:08:03 +03:00
orehunt
45fb4d25ab use equality instead of index for row lookups 2020-03-31 18:47:53 +02:00
Matthias
54d20cb81c Plot percent correctly 2020-03-30 20:08:07 +02:00
Matthias
cd2e738e35 Add test for assert error 2020-03-29 11:40:13 +02:00
Yazeed Al Oyoun
ef4426a65c added comma 2020-03-27 03:01:51 +01:00
orehunt
3ef568029f different exception messages 2020-03-26 07:05:30 +01:00
Matthias
95011919d3 Remove questionable handling of orders 2020-03-25 11:18:33 +01:00
Matthias
3c1b155e9f Remove filled if amount is modified to suit fee structure 2020-03-25 09:43:04 +01:00
Matthias
f04f606b70 Updateing order amount should use filled - not amount if possible 2020-03-25 09:43:04 +01:00
Matthias
f3103be15c Fix test 2020-03-25 09:43:04 +01:00
Matthias
700cedc573 Unify handling of open orders to update_trade_state 2020-03-25 09:43:04 +01:00
Matthias
7c47c6e3bd check for timeouts before exiting positions 2020-03-25 09:43:04 +01:00
Matthias
270ac2e8c1 Add check_order_cancelled_empty method to exchange 2020-03-25 09:43:04 +01:00
Matthias
9c351007f5 Provide reason for cancelled sell order 2020-03-25 09:43:04 +01:00
Matthias
1817e6fbdf Combine real_amount updating into one method 2020-03-25 09:43:04 +01:00
hroff-1902
be5b68627c
Merge pull request #3093 from freqtrade/trades_abs_profit
Add close_profit_abs column
2020-03-25 11:13:56 +03:00
orehunt
0f53e646fd check that the strategy dataframe matches the one given by the bot 2020-03-24 14:08:34 +01:00
Yazeed Al Oyoun
0a87fe76a3 unified language 2020-03-23 11:17:56 +01:00
Yazeed Al Oyoun
7143cac64f fixed wording of all in cli_options 2020-03-23 09:41:01 +01:00
Matthias
d581b7e2d7 Add fallback if no error could be determined 2020-03-23 07:57:30 +01:00
Matthias
8f7e113d79 Add additional test 2020-03-23 07:54:27 +01:00
Matthias
45aaa8c09d Parse and show relevant configuration section 2020-03-22 20:09:01 +01:00
Matthias
f14c496ce9 Remove calc_close_profit from RPC
This is now possible - but only for closed trades, so certain occurances
need to remain.
2020-03-22 11:28:18 +01:00
Matthias
2c434e9b11 Add close_proit_abs column 2020-03-22 11:16:23 +01:00
Yazeed Al Oyoun
bf96ef08e0 added # flake8: noqa C901 2020-03-22 09:39:38 +01:00
Yazeed Al Oyoun
1976aaf13e initial push 2020-03-22 02:22:06 +01:00
hroff-1902
fb4e9b3938
Merge pull request #3025 from yazeed/minor_create_trade_optimization
minor create_trade() optimization
2020-03-21 10:36:39 +03:00
Matthias
f320c0a410
Merge pull request #3087 from hroff-1902/edge-cosmetics-1
minor: Edge cosmetics
2020-03-20 08:12:21 +01:00
Yazeed Al Oyoun
942792f123 updated as suggested 2020-03-20 05:48:53 +01:00
hroff-1902
5f9479b39f Edge import cosmetics 2020-03-20 02:10:44 +03:00
Matthias
5e702f6891 Verify cancel_order returnvalue is a dictionary 2020-03-19 19:44:14 +01:00
Matthias
ac6eef6922
Merge pull request #3062 from Fredrik81/plot-trades
Plotting: Fix if no file exists and new skip option
2020-03-18 20:00:50 +01:00
Matthias
3e1bef888a Fix flake8 error 2020-03-18 19:40:13 +01:00
Fredrik81
0920d6fce4
Update freqtrade/data/btanalysis.py
Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-03-18 11:01:09 +01:00
Fredrik81
06198c0028 Missed configuration.py 2020-03-15 21:27:45 +01:00
Fredrik81
8c33e07dc6 Update based on comments 2020-03-15 21:20:32 +01:00
Matthias
3d4664c2a6 Remove unnecessary import 2020-03-15 15:40:12 +01:00
Matthias
e1b08ad76c Add docstring to store_backtest_result 2020-03-15 15:38:26 +01:00
Matthias
e95665ceca Make backtestresult storing independent from printing 2020-03-15 15:36:23 +01:00
Matthias
a13d581658 Move backtest-result visualization out of backtesting class 2020-03-15 15:17:53 +01:00
Matthias
6106d59e1a Move store_backtest_results to optimize_reports 2020-03-15 15:17:35 +01:00
Matthias
328dbd3930 Remove unnecessary parameter to generate_text_table_sell_reason 2020-03-15 15:04:48 +01:00
Matthias
a1bbeaa668 Merge branch 'develop' into interface_ordertimeoutcallback 2020-03-15 14:56:14 +01:00
hroff-1902
57ff3ff450
Merge branch 'develop' into plot-trades 2020-03-15 13:31:00 +03:00
Matthias
0f1640bed4 convert exportfilename to Path when config parsing 2020-03-15 09:39:45 +01:00
Fredrik81
cf7e80f45d Docs and logging 2020-03-14 23:55:13 +01:00
Fredrik81
27faf12fde Fix if no file exists 2020-03-14 22:15:03 +01:00
Matthias
c56cbc21b1 Remove indexing warning in edge 2020-03-14 10:42:01 +01:00
hroff-1902
59fadabb5b Fix merging 2020-03-13 20:26:14 +03:00
hroff-1902
51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
hroff-1902
a7ed51c642 return back the name of the hyperopt data file 2020-03-13 04:04:23 +03:00
hroff-1902
ddfe5b5f1c dataframe -> df_analyzed in plotting 2020-03-13 04:00:24 +03:00
hroff-1902
b2952cd42a remove redundant dict 2020-03-13 03:58:16 +03:00
hroff-1902
ebb0187f40 dataframe -> df_analyzed in backtesting and edge 2020-03-13 03:54:56 +03:00
hroff-1902
c6bb32d419
Merge pull request #3045 from orehunt/jsondatahandler-ohlc-respect-timerange
check again for emptiness after trimming dataframe
2020-03-12 22:46:31 +03:00
Matthias
6f67b8d9b9 iCheck after clean_dataframe, too 2020-03-12 19:50:46 +01:00
Fredrik81
5737139979 Small fix 2020-03-12 16:47:09 +01:00
Fredrik81
1a59fc11be doh 2020-03-12 02:36:18 +01:00
Fredrik81
df1ae565dc clean-up 2020-03-12 02:26:41 +01:00
Fredrik81
9387ed923c fix for empty lines 2020-03-12 02:07:50 +01:00
Fredrik81
40a413c524 More remove of progressbar2 2020-03-11 22:50:23 +01:00
Fredrik81
81cbb92556 Switch to TQDM 2020-03-11 22:30:36 +01:00
Matthias
129a88d5da Extract emptyness check to it's own method 2020-03-11 19:53:28 +01:00
Yazeed Al Oyoun
1395f65872 meh 2020-03-11 17:29:22 +01:00
Yazeed Al Oyoun
c442913feb final 2020-03-11 17:28:03 +01:00
Yazeed Al Oyoun
ba596af636 final? 2020-03-11 17:26:57 +01:00
Yazeed Al Oyoun
d25cf1395b fixed log message 2020-03-11 17:23:22 +01:00
Yazeed Al Oyoun
7754742459 fix tests 2020-03-11 17:13:39 +01:00
Yazeed Al Oyoun
a82cdf0add fixed test 2020-03-11 17:04:51 +01:00
Yazeed Al Oyoun
a85d17327b fix 2020-03-11 16:54:27 +01:00
Yazeed Al Oyoun
d239e99904 removed old code from create_trade 2020-03-11 16:49:37 +01:00
Yazeed Al Oyoun
4e45abbf13 added return false, false 2020-03-11 16:44:45 +01:00
Yazeed Al Oyoun
54bde6ac11 verify date on new candle before producing signal 2020-03-11 16:34:23 +01:00
Fredrik81
3a8b68c0fd Initial work on progressbar 2020-03-10 20:30:36 +01:00
Matthias
2b1c146940 Add default volume > 0 filter 2020-03-10 16:05:33 +01:00
Matthias
84f0bb9a5d
Merge pull request #3051 from hroff-1902/fix-sortino
Adjust handling of zero stdev in loss functions
2020-03-10 13:10:39 +01:00
Matthias
14e7f0bb13
Merge pull request #3049 from hroff-1902/hyperopt-no-unlimited
Do not allow unlimited stake_amount for hyperopt
2020-03-10 11:46:22 +01:00
hroff-1902
73c19da4b9 Adjust handling of zero stdev in loss functions 2020-03-10 13:44:16 +03:00
hroff-1902
f7ad6c20c7 Do not allow unlimited stake_amount for hyperopt 2020-03-10 12:41:23 +03:00
hroff-1902
c49fefc94d
Merge pull request #3044 from freqtrade/default_max_order_book
order_book_max - change example setting
2020-03-10 11:17:27 +03:00
hroff-1902
52d89eadde
Merge pull request #3021 from Fredrik81/print-csv
Hyperopt: Add export CSV-file option
2020-03-10 10:46:58 +03:00
hroff-1902
f148b5f734
cosmetics in lambdas 2020-03-10 10:38:37 +03:00
hroff-1902
19a9782a40
Merge pull request #3040 from freqtrade/pairlist_message
reduce Pairlist message warning level
2020-03-10 10:26:19 +03:00
Fredrik81
bd158eefd2 Fixed loggin 2020-03-10 03:02:52 +01:00
Fredrik81
2f5fc731bb Removed overwrite option 2020-03-09 18:53:30 +01:00
orehunt
3eaae4661d check again for emptiness after trimming dataframe 2020-03-09 17:51:21 +01:00
Matthias
5da63d399b Reduce default order_book_max to 1 2020-03-09 17:38:25 +01:00
Matthias
856ba203d9 Update hyperopt samples docstring 2020-03-09 15:46:46 +01:00
Matthias
c049651784 whitelist_for_active_markets should not remove blacklisted items 2020-03-09 11:30:28 +01:00
Matthias
5cbf325fda Allow different loglevels for message 2020-03-09 11:30:13 +01:00
Fredrik81
cb419614cd Spelling miss 2020-03-08 23:00:21 +01:00
Fredrik81
4ad93ed6bb Changed output for null columns 2020-03-08 22:41:05 +01:00
hroff-1902
3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
Matthias
281cf577d1 Remove unsupported FIAT 2020-03-07 17:03:31 +01:00
Matthias
1b3038390a Update comment 2020-03-07 13:05:46 +01:00
Matthias
df5adb6ca5 Exchange coingekko for coinmarketcap 2020-03-07 11:53:08 +01:00
Matthias
847df7b70c
Merge pull request #3026 from yazeed/add_default_to_ignore_roi_if_buy_signal
default for ignore_roi_if_buy_signal in freqtradebot.py
2020-03-06 19:35:41 +01:00
Yazeed Al Oyoun
b8d05d8751 found instance of config get without default 2020-03-05 22:14:05 +01:00
Yazeed Al Oyoun
0587256733 minor create_trade() optimization 2020-03-05 21:57:01 +01:00
Yazeed Al Oyoun
4474482307 unifying get_sell_rate with get_buy_rate 2020-03-05 20:44:29 +01:00
Fredrik81
91db75a707 Added tests and updated doc 2020-03-05 19:43:43 +01:00
hroff-1902
34093d1208
Merge branch 'develop' into no-percent-1 2020-03-05 14:27:12 +03:00
Fredrik81
7606d814fa Initial work on csv-file export. Missing docs and tests 2020-03-05 01:58:33 +01:00
hroff-1902
57523d58df
Merge pull request #2994 from Fredrik81/hyperopt-table
Added dynamic print table function to hyperopt
2020-03-04 23:44:53 +03:00
Fredrik81
090d1e8a70 Alignment and cleanups 2020-03-04 20:51:09 +01:00
hroff-1902
33c1c8f726
Merge pull request #3018 from freqtrade/max_drawdown
Max drawdown in plot-profit
2020-03-04 20:42:57 +03:00
hroff-1902
dea4ef957e
Merge pull request #2982 from freqtrade/rate_side_optional
Rate side configurable
2020-03-04 16:07:08 +03:00
Fredrik81
7652a2bb95 Updated table layout and aligning better for hyperopt 2020-03-04 00:10:47 +01:00
Matthias
9d8970a76b Add test and formatting to drawdown 2020-03-03 20:23:44 +01:00
Matthias
53dcb5d5ed Fix logging expression 2020-03-03 19:36:03 +01:00
Matthias
33a63562cb make drawdown function less restrictive 2020-03-03 07:23:38 +01:00
Matthias
88e7cab5b9 Add max_drawdown to profit plot 2020-03-03 07:21:14 +01:00
Matthias
e050511ddc Add test for max_drawdown calculation 2020-03-03 07:20:41 +01:00
Matthias
3479f7d986 Add max_drawdown function 2020-03-03 07:15:03 +01:00
Fredrik81
399c419163 Changed table formating. Adding some code to align hyperopt table generation. WIP 2020-03-03 01:14:56 +01:00
hroff-1902
82bdd01843
Merge pull request #3003 from Fredrik81/cores-and-arguments
Hyperopt: fix number of CPU cores, jobs and total epochs
2020-03-03 02:12:21 +03:00
hroff-1902
52cd5f9127
Better use enumerate: more correct and more pythonic 2020-03-03 01:42:25 +03:00
hroff-1902
45c9496792
Do not run optimizer for 'jobs' epochs for the last iteration 2020-03-03 01:33:11 +03:00
hroff-1902
a7d4755859
optimize calculation of current_jobs 2020-03-03 01:20:14 +03:00
hroff-1902
92425642da
Fix config_jobs 2020-03-03 01:00:24 +03:00
Fredrik81
0e4862b0c8 Added logging if argument is miss-configured 2020-03-02 22:58:54 +01:00
Fredrik81
7713cfeb79 Corrected logic for -j + and - argument 2020-03-02 21:02:32 +01:00
Matthias
6e2290c4f0 Allow last to be empty -
closes #3005
2020-03-02 20:05:54 +01:00
Yazeed Al Oyoun
77b7f95efb simple code styling fixes 2020-03-02 00:14:01 +01:00
hroff-1902
8475baba4e
Merge pull request #2995 from freqtrade/stake_curr_empty
Allow Stake currency empty when using download-data
2020-03-02 00:53:09 +03:00
hroff-1902
e20b06408c
Merge pull request #3000 from freqtrade/fix/jupyter_example
[minor] Fix jupyter notebook example
2020-03-02 00:49:21 +03:00
Fredrik81
f08c7eedf1 Changed jobs to be dynamic for last loop 2020-03-01 14:35:13 +01:00
Fredrik81
75b4f1a442 Fix alignment of higher values 2020-03-01 14:12:27 +01:00
Matthias
4d8430c687 Use string typehints to avoid import errors 2020-03-01 09:43:20 +01:00
Matthias
cd54875f03 Add documentation link to advanced functions 2020-03-01 09:40:07 +01:00
Matthias
791148176c Add callback functions to new-strategy --template advanced 2020-03-01 09:35:53 +01:00
Matthias
eda77aeec8 Add render_template fallback 2020-03-01 09:30:30 +01:00
Fredrik81
e89fd33229 Fix for more arguments 2020-02-29 23:57:15 +01:00
Fredrik81
7a4edb1cd8 Fix: When total epochs is less than cpu cores 2020-02-29 23:41:59 +01:00
Fredrik81
23ae0653bd Changed table output to match hyperopt-list command 2020-02-29 23:24:08 +01:00
Matthias
60f04cff4d Simplify expression 2020-02-29 20:41:03 +01:00
Matthias
d7373be553 Add official support for Kraken 2020-02-29 16:58:22 +01:00
Matthias
848054d140 Fix jupyter notebook example -
generate_candlestick_graph() needs a filtered pairlist, not a list
containing all pairs
2020-02-29 15:53:54 +01:00
Matthias
60579485e5 fix empty stake currency problem 2020-02-29 14:56:36 +01:00
hroff-1902
0528af1700
Merge pull request #2879 from freqtrade/sortino_hyperopt_loss
Sortino hyperopt loss
2020-02-29 11:36:27 +03:00
Fredrik81
349aa2f957 Added dynamic print table function to hyperopt 2020-02-28 21:54:04 +01:00
hroff-1902
bee8e92f02
Final changes, use sqrt i.o. statistics.pstdev 2020-02-28 23:50:25 +03:00
hroff-1902
e411717de9 No percent where ratio is to be used 2020-02-28 12:36:39 +03:00
Matthias
ac7fa8252b
Merge pull request #2985 from Fredrik81/pretty-backtesting
Changed table style of backtesting and alignment of headers
2020-02-28 06:20:34 +01:00
Matthias
a55964a622 we Must parse --dry-run before setting run-mode 2020-02-27 19:36:54 +01:00
hroff-1902
c0001fcb8c
Merge pull request #2987 from Fredrik81/table-style
Minor change to standardize table style.
2020-02-27 18:30:14 +03:00
Fredrik81
15e59654d9 Minor change to standardize table style.
This PR will target commands.
2020-02-27 16:10:45 +01:00
Fredrik81
55d471190a Changed table style of backtesting and alignment of headers 2020-02-27 13:28:28 +01:00
Matthias
e5ec97495d Logging should be initialized first 2020-02-27 07:01:00 +01:00
hroff-1902
893d9cde8d
Merge pull request #2943 from Fredrik81/add-print-table
Added function to print hyperopt-list as table using tabulate
2020-02-27 05:22:41 +03:00
Matthias
b6839289ec Add price_side to sample config files 2020-02-26 20:03:13 +01:00
Matthias
0fea3a7ea7 Some final polish to configurable_side 2020-02-26 19:50:17 +01:00
Matthias
8edc3eb5fb Use generator to generate sell price scaffold testing 2020-02-26 19:39:12 +01:00
Matthias
e4b2949188 Change buy_rate calculation to use price_side 2020-02-26 19:39:12 +01:00
Matthias
5f71232038 Refactor get_buy_rate to use rate variable 2020-02-26 19:39:12 +01:00
Matthias
de48a697b0 Use price_side for get_sell_rate 2020-02-26 19:39:12 +01:00
Matthias
f91d7beaa1 Fix constants wrong parenteses 2020-02-26 19:39:12 +01:00
hroff-1902
e6d003f8f2
Merge pull request #2973 from freqtrade/support_non_pairs
Support non pairs
2020-02-26 12:20:45 +03:00
Matthias
f38accb77b Return empty string if no quote / base currency can be found 2020-02-26 07:09:54 +01:00
Matthias
4e218be51d Don't use markets[pair]['quote'] 2020-02-26 07:08:09 +01:00
Matthias
1021ffa1c3
Apply suggestions from code review
Add suggested changes to comments

Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-26 07:00:08 +01:00
hroff-1902
5a900858d8
Merge branch 'develop' into rate_caching 2020-02-26 04:04:20 +03:00
Matthias
a030ce9348 Reformat if condition 2020-02-25 20:22:59 +01:00
Matthias
d44f6651c4 Fix small parenteses bug 2020-02-25 19:55:23 +01:00
Matthias
31ac4598ba Fix last occurances of pair splitting 2020-02-25 07:16:37 +01:00
Matthias
d34515a5de Remove constraint to have pairs in base/quote format 2020-02-25 07:04:20 +01:00
Matthias
e8eaa8920e Use get_base_currency instead of splitting by / 2020-02-25 07:01:31 +01:00
Fredrik81
cd7efde6c0 Fixed coloring so it's only targeting the values not the table borders 2020-02-24 22:06:21 +01:00
Matthias
61037ab7b8 Implement get_pair_base_curr and get_pair_quote_curr 2020-02-24 21:50:27 +01:00
Matthias
3e4f663418 Move pairlist validation to exchange (we need to use .quote) from
markets
2020-02-24 21:33:42 +01:00
Matthias
6581ba56ca Use markets.quote to validate 2020-02-24 20:41:45 +01:00
Fredrik81
23bf135b8a Alignment of table content, changed coloring, changed 'Best' column to show if it's initial_point or best 2020-02-24 11:01:14 +01:00
Matthias
83959f0e56
Merge pull request #2959 from hroff-1902/throttling
Better throttling
2020-02-24 06:54:52 +01:00
Fredrik81
7eb62ed32e Remove old print option for hyperopt-list and made table as default 2020-02-24 00:33:01 +01:00
hroff-1902
e545ef563c
Wording adjusted in helpstring 2020-02-23 22:50:58 +03:00
Yazeed Al Oyoun
0eeafcd157 matched commenting on previous sample_strategy.py 2020-02-23 16:56:55 +01:00
Yazeed Al Oyoun
f25d6224dd modified sample_strategy 2020-02-23 16:22:19 +01:00
Yazeed Al Oyoun
e04c2dda2c fixed typo 2020-02-22 23:58:31 +01:00
Yazeed Al Oyoun
5ac6244465 added keltner channel and uo 2020-02-22 23:50:26 +01:00
Yazeed Al Oyoun
2957756275 final touches plus 2020-02-22 23:39:01 +01:00
Yazeed Al Oyoun
b49b9b515e final touches 2020-02-22 23:37:15 +01:00
Yazeed Al Oyoun
259dc75a30 some order and added weighted BB indicator to list 2020-02-22 23:10:46 +01:00
hroff-1902
ca8e52dc2c Show heartbeat message earlier after changing the state 2020-02-23 00:21:19 +03:00
hroff-1902
e2e6b940a3 copy=False does not make the changes inline anyway, so not needed 2020-02-22 19:54:19 +03:00
hroff-1902
c651e0ac82 Fix #2948 2020-02-22 19:46:40 +03:00
Matthias
3186add87b Use explicit column list for float parsing 2020-02-22 14:46:54 +01:00
Matthias
7ecc56fa44 Load ohlcv data as float 2020-02-22 13:10:41 +01:00
Matthias
8cd77b2e27 Add some tests for strategy_wrapper 2020-02-22 11:55:40 +01:00
Matthias
365fdf4c37 Add docstring to strategy wrapper 2020-02-22 11:41:22 +01:00
Matthias
77ef3240cd Implement log messages 2020-02-22 11:20:19 +01:00
Matthias
97e6e5e976 Implement caching in the correct place 2020-02-22 11:12:33 +01:00
Matthias
f5b4a6d3d7 Remove fetch_ticker caching 2020-02-22 11:10:05 +01:00
Matthias
bf556c8678 Merge branch 'develop' into interface_ordertimeoutcallback 2020-02-21 20:35:07 +01:00
Matthias
6c01542fed Ad check_sell_timeout 2020-02-21 20:27:13 +01:00
Matthias
8c1a933221 cancel_order should return a dict 2020-02-21 20:23:43 +01:00
hroff-1902
d9ecf3e4bf Add version and state to heartbeat message 2020-02-21 12:26:32 +03:00
hroff-1902
d2e20d86bb Align heartbeat to throttling logging 2020-02-21 05:31:21 +03:00
hroff-1902
269a669af8 Move heartbeat to worker 2020-02-21 05:07:31 +03:00
hroff-1902
881f602f91 Adjust methods params 2020-02-21 04:17:17 +03:00
hroff-1902
e0800b7c29 Make throttle start time an worker object attribute 2020-02-21 03:52:14 +03:00
hroff-1902
04aa74e5ad Better throttling 2020-02-21 03:37:38 +03:00
hroff-1902
78ee36a8c6 Use _throttle() in stopped state instead of sleep() 2020-02-20 15:18:26 +03:00
hroff-1902
bee28a1061
Merge pull request #2944 from freqtrade/move_defaultstrategy
Move defaultstrategy
2020-02-20 08:52:24 +03:00
hroff-1902
56a06cbd33 Update strings to f-strings 2020-02-20 08:19:22 +03:00
hroff-1902
bca5f804a8 Move divider log message 2020-02-20 08:17:24 +03:00
Matthias
5adbe3c2d3 initial search path is optional ... 2020-02-19 19:50:01 +01:00
Matthias
751e2b2359
Merge pull request #2945 from freqtrade/fix/kraken_stoplosshit
Kraken stoploss bugfix
2020-02-19 19:43:29 +01:00
hroff-1902
f2f2c281c0
Merge pull request #2719 from xmatthias/data_handler
Introduce Data handler
2020-02-19 21:22:08 +03:00
Matthias
d22384c7fb Full support for kraken stoploss 2020-02-19 19:21:48 +01:00
Matthias
29b369c65e Rename cli argument 2020-02-19 14:53:54 +01:00
Yazeed Al Oyoun
3fb6818bd8
Merge branch 'develop' into sortino_hyperopt_loss 2020-02-19 02:37:25 +01:00
Yazeed Al Oyoun
df26c357d2 doc updates 2020-02-19 01:31:25 +01:00
Fredrik Rydin
2058b492eb Added function to print hyperopt-list as table using tabulate 2020-02-18 22:46:53 +01:00
Matthias
d91b9d1253 Fix some tests, don't default to freqtrade/strategy for imports 2020-02-18 20:26:20 +01:00
Matthias
1634297685 Move strategies to test subfolder 2020-02-18 20:12:10 +01:00
Matthias
e6dd463ca3 Revert versioning 2020-02-17 20:17:36 +01:00
Matthias
1172c95817 Use different versioning scheme 2020-02-17 20:17:08 +01:00
Matthias
0b33b798e4 Add pypi build step 2020-02-17 20:16:24 +01:00
Matthias
6335d81ceb Merge branch 'develop' into data_handler 2020-02-16 15:12:14 +01:00
hroff-1902
674898bd32 Fix usage of vars in the commented out line 2020-02-16 15:26:40 +03:00
Matthias
3787ac7b98 increment limit to adjust to FTX defaults (1500 candles) 2020-02-16 13:20:11 +01:00
hroff-1902
42dfda9231 Adjust docstring 2020-02-16 13:46:07 +03:00
hroff-1902
fbe5cc44da Use statistics.pstdev 2020-02-16 13:43:23 +03:00
hroff-1902
1e84b2770c Fix values of downside_returns 2020-02-16 04:10:53 +03:00
hroff-1902
161dd1a3e6 Rename risk_free_return to minumum_accepted_return 2020-02-16 03:55:16 +03:00
Yazeed Al Oyoun
180939a962 winner, readability, with brackets as fix 2020-02-15 21:01:45 +01:00
Yazeed Al Oyoun
6e71f2f166 my fix 2020-02-15 20:55:12 +01:00
Matthias
44ac2409ff
Merge pull request #2923 from hroff-1902/status-strategies
Add printing statuses for enlisted strategies and hyperopts
2020-02-15 19:43:02 +01:00
hroff-1902
6139239b86 Address points stated in comments 2020-02-15 20:43:11 +03:00
hroff-1902
c453969235
Merge pull request #2922 from freqtrade/config_userdir
default to loading config.json from userdir if it exists
2020-02-15 08:00:04 +03:00
hroff-1902
42a5d78e60 Wording (duplicate, not duplicated) 2020-02-15 07:19:24 +03:00
hroff-1902
e8c0a0bcd3 Make mypy happy 2020-02-15 06:18:00 +03:00
hroff-1902
06b84b4086 Remove redundant code 2020-02-14 23:13:49 +03:00
hroff-1902
bba7a38144
Merge pull request #2906 from freqtrade/fix/jupyterexample
Update data-analysis documentation to properly initialize configuration
2020-02-14 22:36:35 +03:00
hroff-1902
47a91c9d8e Remove green color 2020-02-14 22:32:46 +03:00
hroff-1902
e598c769d4 Add colorization 2020-02-14 22:28:49 +03:00
Matthias
d5a298bbb7 Add sentence from suggestion 2020-02-14 20:12:26 +01:00
Matthias
5efbdd25a7 Properly default to user_data/config.json if it exists 2020-02-14 20:04:05 +01:00
Matthias
ab27d2c720
Merge pull request #2921 from hroff-1902/adjust-buy-notification
Move rpc send to be after db session add/flash
2020-02-14 20:02:56 +01:00
hroff-1902
c92e1d97d6 Attempt to make mypy happy 2020-02-14 21:52:02 +03:00
hroff-1902
1bc26fd07a Add printing statuses for list-hyperopts 2020-02-14 21:46:22 +03:00
Matthias
be4a9b5f4b Lowercase freqtrade 2020-02-14 19:37:20 +01:00
Matthias
9dafc2f3c8 Load config.json from user_data first 2020-02-14 19:33:10 +01:00
hroff-1902
a2d7f8a70d Split tabular printing into sep. helper function 2020-02-14 21:24:30 +03:00
hroff-1902
9cbf8c5f00 Add status for listed strategies 2020-02-14 21:15:36 +03:00
Matthias
3312fd34f3
Merge pull request #2920 from hroff-1902/remove-delete-trades
Get rid of delete_trade method in Freqtradebot
2020-02-14 07:27:52 +01:00
Matthias
ee92e8dbf4
Merge pull request #2919 from hroff-1902/adjust-main
Minor: Adjust message in main.py
2020-02-14 07:27:19 +01:00
Matthias
ec5d2d78dd
Merge pull request #2918 from hroff-1902/bittrex-config
Add order_types into Bittrex config subtemplate
2020-02-14 07:26:49 +01:00
hroff-1902
20c21b42d5 Move rpc send to be after db session add/flash 2020-02-14 06:23:03 +03:00
hroff-1902
36ef5c6bdf Get rid of delete_trades method in Freqtradebot 2020-02-14 04:05:17 +03:00
hroff-1902
749463e4b7 Adjust message in main.py 2020-02-14 03:05:07 +03:00
hroff-1902
a0a14a1078 freqtrade/templates/subtemplates/exchange_bittrex.j2 2020-02-14 01:08:17 +03:00
hroff-1902
4cdcf00ddc
Merge branch 'develop' into rpc_notification_fixes 2020-02-14 00:10:50 +03:00
Matthias
ccc9239751 Reduce indentation of help 2020-02-13 07:02:12 +01:00
Matthias
86592c3ba1 Fix /help from telegram 2020-02-13 06:51:52 +01:00
Matthias
81f849811f Initcap Freqtrade 2020-02-13 06:30:59 +01:00
hroff-1902
b2328cdf4f
Do not subtract risk_free_ratio twice 2020-02-13 07:07:35 +03:00
Yazeed Al Oyoun
f09af888b1 modified get_buy/sell_rate refresh to true on notify_sell_cancel and notify_buy_cancel 2020-02-12 21:55:38 +01:00
Yazeed Al Oyoun
2e3b8cdba7 fixed flake8 issues on /help output 2020-02-12 21:51:58 +01:00
Yazeed Al Oyoun
f6db784a85 removed default to refresh argument in get_buy_rate and get_sell_rate 2020-02-12 21:50:33 +01:00
Yazeed Al Oyoun
47874a4527 added logic to differentiate sell orders with double asterisk 2020-02-12 21:45:55 +01:00
Matthias
2efa1c164f Revert data-location section 2020-02-12 21:43:43 +01:00
Matthias
483cba453a Fix last occurence of data_location 2020-02-12 19:58:23 +01:00
Matthias
d6b9397579 Fix typo in datadir key 2020-02-12 06:40:13 +01:00
Fredrik Rydin
539343b20d Adding 2 more filter options for completeness 2020-02-11 21:29:55 +01:00
Matthias
7be9f0067e Update data-analysis documentation to properly initialize configuration 2020-02-11 20:51:39 +01:00
Fredrik Rydin
d1c3eabb87 Changed commands to use "check_int_positive" 2020-02-11 18:08:30 +01:00
Yazeed Al Oyoun
cde1b2b56c readded rpc status message for partial buys 2020-02-11 16:28:48 +01:00
Yazeed Al Oyoun
5f4c209fca fixed one more occurence of executed buy, and test 2020-02-11 16:14:49 +01:00
Yazeed Al Oyoun
4fedf1e564 default refresh TRUE on get_buy_rate and get_sell_Rate 2020-02-11 16:05:44 +01:00
Fredrik Rydin
5b4d8d69ef Adding --min-trades and --max-trades for hyperopt-list 2020-02-11 16:02:08 +01:00
Yazeed Al Oyoun
fc29564974 Fixed messages and readability 2020-02-11 15:58:40 +01:00
Yazeed Al Oyoun
867b736b84 Fixed to Executing Buys & Sells 2020-02-11 15:50:21 +01:00
Yazeed Al Oyoun
7f4b90c68f fixed actual open_rate in notify_buy_cancel 2020-02-11 15:45:35 +01:00
Yazeed Al Oyoun
f99d1c3829 fixed open_rate instead of open_rate_requested 2020-02-11 15:44:47 +01:00
hroff-1902
2bcce33f23
Merge pull request #2888 from Fredrik81/hyperopt-filters
Added filter options to "hyperopt-list" in order to easier find epochs.
2020-02-10 23:59:40 +03:00
Fredrik Rydin
c924e4d519 Updated based on feedback:
- Profit commands now use float
- Compatible with --best
- Corrected wrong information in docs
2020-02-10 20:54:31 +01:00
hroff-1902
0ba8d13de9
Merge pull request #2831 from xmatthias/feat/new_config
introduce new-config subcommand
2020-02-09 22:11:37 +03:00
Fredrik81
5bf4c5869b
Update hyperopt_commands.py
Missed a debug print
2020-02-09 19:32:09 +01:00
hroff-1902
9ec9a7b124
Fix t_index to be normalized 2020-02-09 21:20:15 +03:00
hroff-1902
c89a32224c
Fix SharpeHyperOptLossDaily 2020-02-09 18:40:19 +03:00
Matthias
d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
Fredrik Rydin
c648ec7c0c Added test cases and fixed a minor bug 2020-02-09 14:18:56 +01:00
Matthias
b536d50194 Address PR Review 2020-02-09 11:41:29 +01:00
Fredrik Rydin
c96acd6ca0 Fixed to pass PEP8 2020-02-09 00:16:11 +01:00
Fredrik Rydin
636bd5acb5 Added filter options to "hyperopt-list" in order to easier find epochs.
--profitable
	Select only profitable epochs.
  --min-avg-time INT
	Select epochs on above average time.
  --max-avg-time INT
	Select epochs on under average time.
  --min-avg-profit FLOAT
	Select epochs on above average profit.
  --min-total-profit FLOAT
	Select epochs on above total profit.
2020-02-08 23:21:42 +01:00
Matthias
1a9787ac76 Add validation for data-download relevant settings 2020-02-08 21:53:34 +01:00
Yazeed Al Oyoun
879b513822 enhanced method description 2020-02-08 21:31:36 +01:00
Yazeed Al Oyoun
f3b1161640 wide notifications fixes 2020-02-08 21:02:52 +01:00
Matthias
c4031761fe Don't validate exchange for data-download subcommand 2020-02-08 19:29:58 +01:00
Matthias
34f04668c1 Add template for bittrex 2020-02-08 14:02:51 +01:00
Matthias
52f4187129 Allow exchange templates to configure outside-options too 2020-02-08 13:51:55 +01:00
Matthias
fff8ced3b0
Merge pull request #2843 from hroff-1902/allow-derived-strategies
Allow derived strategies
2020-02-08 09:15:35 +01:00
hroff-1902
61ced5e926 Fix typo 2020-02-08 02:49:06 +03:00
hroff-1902
28184201e4 Align sample_hyperopt_advanced.py to hyperopt_interface.py 2020-02-08 02:47:50 +03:00
Matthias
abf10aec98 Merge branch 'develop' into feat/new_config 2020-02-07 17:02:14 +01:00
Yazeed Al Oyoun
e8b9d88eb6 moved line for total_downside 2020-02-07 16:44:55 +03:00
Yazeed Al Oyoun
a46b7bcd6d more fixes... 2020-02-07 16:44:43 +03:00
Yazeed Al Oyoun
9bcc5d2eed fixed downside_returns to read from profit_percent_after_slippage 2020-02-07 16:36:12 +03:00
Yazeed Al Oyoun
728ab0ff21 Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily 2020-02-07 16:35:28 +03:00
Yazeed Al Oyoun
b56a1f0603 initial push of sortino, work not done, still need own tests 2020-02-07 16:34:20 +03:00
Yazeed Al Oyoun
deb0b7ad67 Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily 2020-02-07 16:30:37 +03:00
Yazeed Al Oyoun
44d67389d2 initial push of sortino, work not done, still need own tests 2020-02-07 16:29:27 +03:00
Yazeed Al Oyoun
ff819386e1 added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width 2020-02-07 03:51:50 +01:00
Matthias
49dcc561b7 POC for check_buy_timeout 2020-02-06 20:30:17 +01:00
Matthias
2816b96650 Create strategy_wrapper to call user-defined code with 2020-02-06 20:26:04 +01:00
Matthias
97e48080e8
Merge pull request #2839 from hroff-1902/list-hyperopts-2
Add list-hyperopts subcommand
2020-02-06 07:06:36 +01:00
Yazeed Al Oyoun
5b00eaa42d
Updated Strategy Summary table to match other backtesting tables (#2864) 2020-02-06 06:58:58 +01:00
Yazeed Al Oyoun
9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky (#2826)
* more consistent backtesting tables and labels

* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* Align quotes in same area

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* fixed some more line alignments

* updated docs to include SharpeHyperOptLossDaily

* Update dockerfile to 3.8.1

* Run tests against 3.8

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* updated docs to include SharpeHyperOptLossDaily

* docs fixes

* missed one fix

* fixed standard deviation line

* fixed to bracket notation

* fixed to bracket notation

* fixed syntax error

* better readability, kept np.sqrt(365) which results in  annualized sharpe ratio

* fixed method arguments indentation

* updated commented out debug print line

* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()

* Reworked to fill leading and trailing days

* No need for np; make flake happy

* Fix risk free rate

Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-06 06:49:08 +01:00
Matthias
6866f6389d Fix merge-error 2020-02-04 20:41:13 +01:00
hroff-1902
d2cac1d8fd
Merge branch 'develop' into spreadfilter 2020-02-04 16:54:46 +03:00
untoreh
aa54fd2251 - added spread filter
- minimum value to volume pairlist
2020-02-04 14:49:59 +01:00
hroff-1902
f5fb129483
Merge pull request #2858 from freqtrade/fix/rolling_max
Fix implementation of rolling_max
2020-02-04 14:05:05 +03:00
Matthias
a707aeb3d0 Fix implementation of rolling_max 2020-02-04 07:00:53 +01:00
Yazeed Al Oyoun
91b4c9668c More consistency changes... 2020-02-04 01:57:24 +01:00
hroff-1902
d457d43999
Merge pull request #2833 from hroff-1902/type-hints
Add some type hints
2020-02-03 23:24:26 +03:00
hroff-1902
ffb53a6df5
get rid of typing.cast() 2020-02-03 23:08:35 +03:00
hroff-1902
684cb54992 Add pair to exception msg 2020-02-03 17:17:46 +03:00
hroff-1902
df249c7c03
Remove unclear comment 2020-02-03 09:37:50 +03:00
hroff-1902
537596001e Allow derived strategies 2020-02-03 06:20:01 +03:00
Matthias
e3cb5d26c0
Merge pull request #2835 from yazeed/reduce_noise_if_use_order_book_true
reduced noise without verbose mode if use_order_book is true
2020-02-02 19:42:50 +01:00
hroff-1902
84156879f6 Fix NO_CONF_REQUIRED for list-hyperopts 2020-02-02 20:11:42 +03:00
hroff-1902
857eb5ff69 Add list-hyperopts command 2020-02-02 19:41:22 +03:00
hroff-1902
3fe39a3e1b Rename constant 2020-02-02 19:41:22 +03:00
hroff-1902
a5e670b402 Add USERPATH_NOTEBOOKS 2020-02-02 19:41:22 +03:00
hroff-1902
e8c1abc509
Merge pull request #2799 from freqtrade/fix_stoploss_recreated
Fix stoploss recreated
2020-02-02 16:59:45 +03:00
hroff-1902
6594679e52
Merge pull request #2779 from freqtrade/stoploss_market
Stoploss on exchange for Kraken
2020-02-02 14:48:45 +03:00
Yazeed Al Oyoun
aeabe1800b modified two lines from logger.info to logger.debug cause they're too spammy 2020-02-02 10:49:00 +01:00
Matthias
d64751687b Fix link and lowercase variable 2020-02-02 10:47:44 +01:00
Yazeed Al Oyoun
3499f1b85c better readability and more consistent with daily sharpe loss method 2020-02-02 08:47:33 +01:00
hroff-1902
f3d500085c Add some type hints 2020-02-02 07:00:40 +03:00
Matthias
cbd2b265bb Fix small error 2020-02-01 15:16:44 +01:00
Matthias
d1a3a2d000 Add tests for build_config 2020-02-01 14:22:40 +01:00
Matthias
cfa6a3e3d3 Don't overwrite files 2020-02-01 14:12:21 +01:00
Matthias
c40a4d77f8 Use exchange_mapping to determine correct exchange-template 2020-02-01 13:46:58 +01:00
Matthias
19d4e1435c
Merge pull request #2828 from yazeed/line_alignment_fixes
fixed some more line alignments
2020-02-01 11:19:28 +01:00
Yazeed Al Oyoun
d038bcedb0 fixed some more line alignments 2020-01-31 22:37:05 +01:00
Matthias
c396ad4daa Align quotes in same area 2020-01-31 20:41:51 +01:00
Yazeed Al Oyoun
907a61152c added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table. 2020-01-31 04:53:37 +01:00
Yazeed Al Oyoun
e2b3907df5 more consistent backtesting tables and labels 2020-01-31 04:39:18 +01:00
Matthias
4be3f053ca Exclude trading against BNB bases on binance 2020-01-30 21:42:48 +01:00
Matthias
cebf99b5d8 Implement validation 2020-01-29 22:46:47 +01:00
Matthias
acbf13e648 Fail gracefully if user interrupted question session 2020-01-29 21:47:05 +01:00
Matthias
940bfbee96 Move start_config out of build_commands file 2020-01-29 21:28:01 +01:00
Matthias
e250c56829 Add Questionaire workflow 2020-01-29 21:21:38 +01:00
Matthias
dd83cb1b95 Extract selection generation to a seperate method 2020-01-29 20:27:38 +01:00
hroff-1902
68771a7861 Remove state attr from Worker 2020-01-29 17:08:36 +03:00
hroff-1902
e1356fb80e
Merge pull request #2800 from yazeed/enhanced_check_depth_of_market_logging
better logging on check_depth_of_market_buy()
2020-01-29 10:56:14 +03:00
Matthias
c80d8f432a Add exchange templates 2020-01-29 07:13:38 +01:00
Matthias
122c916356 Add first version of config_deploy 2020-01-29 07:03:22 +01:00
Matthias
b384ca8fd2 Create new-config command 2020-01-29 06:47:01 +01:00
Yazeed Al Oyoun
a0b92fe0b1 removed typo 2020-01-28 19:29:47 +01:00
Yazeed Al Oyoun
328a9ffafd fixed typo in false statement 2020-01-28 19:27:49 +01:00
Matthias
5d7317ef77
Merge pull request #2807 from hroff-1902/refactor-freqtrade-2
Add notify_status() to FreqtradeBot
2020-01-27 06:44:20 +01:00
hroff-1902
30e3e434ab Add notify_status() to FreqtradeBot 2020-01-27 03:34:53 +03:00
hroff-1902
33645e45fd Minor cosmetics in start_trading 2020-01-27 02:49:25 +03:00
Matthias
1ef148317d Merge branch 'develop' into stoploss_market 2020-01-26 20:33:41 +01:00
Matthias
1b9af9d2d8 Merge branch 'develop' into data_handler 2020-01-26 20:31:13 +01:00
Matthias
02563019fc move setup_utils_config to configuration module 2020-01-26 14:15:53 +01:00
Matthias
8c9119b471 Add docustring to commands module 2020-01-26 13:46:01 +01:00
Matthias
2d02c3f2a4 Split out pairlist_commands 2020-01-26 13:46:01 +01:00
Matthias
a3e9d04383 Adjust imports to new place for arguments 2020-01-26 13:46:01 +01:00
Matthias
7f851ad8d9 Move arguments and cli_options to commands module 2020-01-26 13:46:01 +01:00
Matthias
a1c684f67c Simplify noqa setup for module imports 2020-01-26 13:46:01 +01:00
Matthias
f347e5934a Small adjustments for moved commands 2020-01-26 13:46:01 +01:00
Matthias
e033df6a2f Move optimize_commands to commands module 2020-01-26 13:46:01 +01:00
Matthias
b254bdfea3 Move plot_utils to plot_commands 2020-01-26 13:46:01 +01:00
Matthias
70a0346b0a Move data-stuff to data-commands 2020-01-26 13:46:01 +01:00
Matthias
926bf07df1 Seperate a few commands into specific files 2020-01-26 13:46:01 +01:00
Matthias
6e85280467 Adjust imports 2020-01-26 13:46:01 +01:00
Matthias
80ed1c3e14 Move utils to commands 2020-01-26 13:46:01 +01:00
Matthias
3f2542fcbc Move edge-module out of __init__.py 2020-01-26 10:44:42 +01:00
Matthias
bd4dd8403b Fix type-errors with stake_amount 2020-01-25 12:49:37 +01:00
hroff-1902
f4c7edf551 No args for backtest(), use arguments 2020-01-25 12:49:37 +01:00
Yazeed Al Oyoun
f8db7f1709 added ask price, bid price, immediate ask quantity, and immediate bid quantity to check_depth_of_market_buy. also added a line that mentions if delta condition was satisfied or not. 2020-01-25 04:17:41 +01:00
Matthias
70b9bd9c0e Verify if trade is closed before acting on Stoploss_on_exchange 2020-01-23 20:36:48 +01:00
Matthias
ea5ac1efb5 Don't handle stoploss if there is an open regular order 2020-01-23 20:24:23 +01:00
Matthias
a83de241e4 Check for closed stoploss-orders first 2020-01-23 19:40:31 +01:00
Matthias
1d141cd406 Merge branch 'develop' into stoploss_market 2020-01-23 19:35:05 +01:00
Matthias
bc4c469797 Merge branch 'develop' into stoploss_market 2020-01-22 20:51:52 +01:00
Matthias
aad10ceee3 Add threading lock object for /forcesell
Protects against stoploss_on_exchange order recreation
in case of /forcesell (it's a timing issue, so may or may not happen).
2020-01-22 20:50:09 +01:00
Matthias
58ceda4b90 update wallets after forcesell 2020-01-22 19:54:55 +01:00
Matthias
8a940eb0c1 Align price finding function name on buy side with get_sell_rate 2020-01-22 14:46:28 +01:00
Matthias
9c2f21b07e
Merge pull request #2788 from drdux/develop
added missing word in hyperopt loss example
2020-01-22 12:47:08 +01:00
Matthias
7d2d0235a0 Fix typo in sell-reason table generation 2020-01-22 06:08:34 +01:00
Daniel Goller
bff0a09537 line was too long 2020-01-21 16:14:19 +00:00
Daniel Goller
c1c2717bc9 added missing word in hyperopt loss example 2020-01-21 15:49:24 +00:00
Matthias
fc2970f41b Merge branch 'develop' into data_handler 2020-01-21 06:58:48 +01:00
hroff-1902
66415d48d4
Merge pull request #2787 from freqtrade/dry_run_optional
remove default value calls for dry_run
2020-01-20 23:08:17 +03:00
Matthias
1bf475fa1a Remove .get calls for dry_run - it's a mandatory property 2020-01-20 20:24:40 +01:00
Matthias
099bbc5c7f Fix bug when stoploss_on_exchange in combination with dry-run
does not sell orders
2020-01-20 20:14:40 +01:00
Matthias
cf9331919f move exchange-specific order-parsing to exchange class
Related to stoploss_on_exchange in combination with trailing stoploss.

Binance contains stopPrice in the info, while kraken returns the same
value as "price".
2020-01-19 19:54:30 +01:00
Matthias
f1629c907a Implement stoploss for kraken 2020-01-19 14:40:09 +01:00
Matthias
e6f1912443 Use named arguments for stoploss create_order call 2020-01-19 14:40:09 +01:00
Matthias
16b34e11ca Complete rename of stoploss_limit to stoploss 2020-01-19 14:40:09 +01:00
Matthias
256fc2e78c Rename stoploss_limit to stoploss 2020-01-19 13:30:56 +01:00
Matthias
8d2e0bfd62 Move rate-calcuation for stoploss-limit order to exchange 2020-01-19 13:13:09 +01:00
hroff-1902
2f82122fc4
Merge pull request #2763 from freqtrade/fix/precision_rounding
Fix/precision rounding
2020-01-17 01:25:30 +03:00
Matthias
29a5e4fba1 Update wallets before getting amount 2020-01-15 21:52:54 +01:00
Matthias
8bcfe4a6aa Up log level of safe_sell_amount message 2020-01-15 21:01:36 +01:00
Matthias
d1bf388b0e Wallet amount must be compared with >= 2020-01-15 19:56:14 +01:00
Tejesh
f73f0b1653 Update comments on backtesting 2020-01-15 19:29:00 +05:30
Matthias
c8806a16a1 Allow wallet update from /balance 2020-01-15 06:43:41 +01:00
Matthias
4013701bdb allow wallet update to be skipped if the value is fresh enough.
Value is NOT configurable, having this wrong can result in bans on the
exchange.
2020-01-15 06:42:53 +01:00
Matthias
4c823f12e3 Sort imports 2020-01-14 20:25:58 +01:00
Matthias
bea4ad8eff Revert price_to_precision to rounding up 2020-01-14 20:16:20 +01:00
Matthias
d12a2a5888
Merge pull request #2752 from freqtrade/plotting/indicator_strategy
Allow enhanced plot-dataframe configuration
2020-01-13 19:53:15 +01:00
Matthias
5fcab1eee8 Align method names to internal ccxt names
These methods are reimplemented from ccxt so we can test their behaviour.
2020-01-12 14:55:05 +01:00
Matthias
b60d7ad42f Use ccxt.decimal_to_precision instead of our own calculation 2020-01-12 14:41:09 +01:00
Matthias
fa1f9bcdbd expose precisionMode from exchange class 2020-01-12 14:37:45 +01:00
Matthias
53abfdbcbf Use sorted on set instead of explicit list conversion 2020-01-12 12:48:29 +01:00
Matthias
3519cebf66 Add test for failing stake_validation 2020-01-11 13:14:19 +01:00
Matthias
a7246ba1ec No need to "fix" stake_currency enum anymore 2020-01-11 12:51:42 +01:00
Matthias
60b47b6eec Add tests for get_quote_currencies 2020-01-11 12:01:34 +01:00
Matthias
13274964a9 Implement validation for valid stake currency 2020-01-11 11:54:00 +01:00
Matthias
235a10ab86 Don't suppport <1m timeframes 2020-01-11 11:36:28 +01:00
Matthias
5faebad863 Don't hardcode TimeFrames - they can differ by exchange. 2020-01-11 11:16:05 +01:00
Matthias
90a9052377
Merge pull request #2734 from freqtrade/relative_stake
Relative stake maximum tradable amount
2020-01-11 08:18:35 +01:00
Matthias
fab19ae3a7 Implement last_stake_amount_min_ratio 2020-01-10 06:36:28 +01:00
Matthias
9713dc8d94 Ensure wallets.update is called before buy
closes #2756
2020-01-09 20:09:21 +01:00
Matthias
785cd2a640 Rename test module 2020-01-09 06:53:51 +01:00
Matthias
c475729c13 Extract edge reporting to optimize_reports 2020-01-09 06:52:34 +01:00
Matthias
989ab646a9 Add profit % to sell_reason table 2020-01-09 06:46:39 +01:00
Matthias
b25f28d1ad
Merge pull request #2730 from freqtrade/extract_bt_reporting
Extract backtest reporting
2020-01-09 06:09:05 +01:00
Matthias
c9b0b4c7a4 Add plot_config to optional plot 2020-01-08 19:35:00 +01:00
Matthias
c3fd894a6c Regenerate plots with new settings 2020-01-07 07:16:31 +01:00
Matthias
d0ccfa1925 Explicitly given indicators should override plot_config 2020-01-05 19:50:21 +01:00
Matthias
41945138ac Converting pairs from filename to pair corrected 2020-01-05 13:35:36 +01:00
Matthias
b37f34ff5b Implement amend_last_stake_amount 2020-01-05 13:25:11 +01:00
Matthias
a75420f75f Merge branch 'develop' into relative_stake 2020-01-05 12:55:55 +01:00
Matthias
7daa5bc338 Don't return None from unlimited_stake - 0 handles this just as well 2020-01-05 12:50:44 +01:00
Matthias
4eaaec9d1a Implement pair_to_filename to datahandler
includes tests - taken from #2744 and modified to adapt to new structure
2020-01-05 10:36:08 +01:00
hroff-1902
bc6a10353b Introduce pair_to_filename() 2020-01-05 10:22:07 +01:00
Matthias
f82c4346b6 data conversion, not data conversation
* we're not talking to the data yet ...
2020-01-05 09:55:02 +01:00
Matthias
53499e01de Clearly differentiate trade buys sells (positive and negative)
* Swap trade buys to cyan circles
* Show sell-reason description on buy too
* Green positive sells - red negative / 0 sells
2020-01-04 20:27:27 +01:00
Matthias
bdda620397 add plot_config to startegy interface properly 2020-01-04 12:56:46 +01:00
Matthias
2409261cb7 Merge branch 'develop' into data_handler 2020-01-04 11:36:27 +01:00
Matthias
b5a806dec7 Fix typo and add tests for create_plotconfig 2020-01-04 11:30:21 +01:00
Matthias
4628024de6 Adapt tests to new add_indicator methodology 2020-01-04 11:18:51 +01:00
Matthias
f04873b0b0 Add plot_config to interface 2020-01-04 11:14:00 +01:00
Matthias
5853b9904c make Plot_config the default approach 2020-01-04 11:13:45 +01:00
Matthias
5d5074ac9c Implement first working version of plot_config 2020-01-04 10:13:42 +01:00
Matthias
84ef588163 support dicts as indicators 2020-01-04 10:13:42 +01:00
hroff-1902
3798f94d4c
Merge pull request #2732 from freqtrade/config_validation_split
Config validation split
2020-01-03 23:41:44 +03:00
Matthias
7e7c82cf4a Small adjustments to relative_stake PR 2020-01-03 11:34:17 +01:00
Matthias
f3beaa3374 Deprecate capital_available_percentage 2020-01-03 10:58:31 +01:00
Matthias
455838648d Apply get_available_balance logic to regular trades, too 2020-01-03 10:41:10 +01:00
Matthias
3c7981160c Extract get_available_stake_amount 2020-01-03 10:14:23 +01:00
Matthias
a8d56b2850 IMplement check for unlimited settings
verifying that either max_open_trades or stake_amount is set for
operations without edge
2020-01-03 07:07:59 +01:00
hroff-1902
3315f994b6
Merge pull request #2733 from hroff-1902/minor-freqtrade-4
Cleanup buy/sell notification in freqtradebot
2020-01-02 22:46:06 +03:00
Matthias
560aea876e Remove fiat_currency temporary variable 2020-01-02 20:20:29 +01:00
hroff-1902
b24d359a27
Merge pull request #2737 from freqtrade/plotting_percent
show percent in sell hover message.
2020-01-02 22:04:34 +03:00
Matthias
90744ff5ab show percent instead of ratio (!) 2020-01-02 19:36:31 +01:00
Matthias
c13c11cfa1 Type does not need to be a list 2020-01-02 14:41:28 +01:00
Matthias
cba156dfff Add offset calculation for relative stake maximum limit 2020-01-02 13:20:57 +01:00
hroff-1902
a47a25ca88 Refine passing msg params 2020-01-02 14:38:25 +03:00
hroff-1902
88efa4065b Align the name of a variable to be same for buy and sell parts 2020-01-02 13:56:16 +03:00
hroff-1902
f15e5e9d57 Add _notify_buy() 2020-01-02 13:51:25 +03:00
hroff-1902
2ccdb67e4d
Merge pull request #2731 from freqtrade/btanalysis_align_columns
Btanalysis align columns
2020-01-02 13:03:51 +03:00
Matthias
1b8943ac54 Add documentation for tradable_balance_ratio 2020-01-02 10:59:41 +01:00
Matthias
9382b38c41 Fix mypy error 2020-01-02 10:56:00 +01:00
Matthias
22fcf7b4dc Allow empty stake currency in certain cases 2020-01-02 10:47:37 +01:00
Matthias
20fc3b7978 validate config for utils too 2020-01-02 10:41:10 +01:00