Commit Graph

8956 Commits

Author SHA1 Message Date
Matthias 1ee08d22d2 Delay parameter init
closes #6894
2022-05-29 16:39:52 +02:00
robcaulk 0aa7162055 ensure the prediction is reset in the pair_dict after any trade exit, not just custom_exit 2022-05-29 16:36:46 +02:00
robcaulk fe36b08fce fix key error in example strat 2022-05-29 16:26:34 +02:00
robcaulk ce365eb9e3 improve example strat so that it has dynamic buy and sell logic according to original prediction 2022-05-29 14:45:46 +02:00
froggleston df1c36e5aa Change command name, use load_backtest_stats for strategy resolving 2022-05-29 11:54:27 +01:00
froggleston c59209a01a Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons 2022-05-29 11:20:32 +01:00
froggleston e7c5818d16 First pass changes for cleaning up 2022-05-29 11:20:11 +01:00
Matthias a875a7dc40 Use unified stopPrice for binance 2022-05-29 11:01:01 +02:00
Matthias f64f2b1ad8 Fix /stats Formatting issue in multi-message settings 2022-05-29 10:34:22 +02:00
robcaulk 4eb29c8810 Dont reset pair priority if it doesnt successfully train 2022-05-28 18:34:26 +02:00
robcaulk 83dd453723 catch errors occuring on background thread, and make sure to keep the ball rolling. Improve pair retraining queue. 2022-05-28 18:26:19 +02:00
robcaulk e54614fa2f remove remnants of single threaded version, ensure pair queue priority is checked before retraining 2022-05-28 14:55:07 +02:00
robcaulk 2a4d1e2d64 fix bug in setting new timerange for retraining 2022-05-28 12:23:26 +02:00
robcaulk 7870a86e9a fix live retraining bug 2022-05-28 11:38:57 +02:00
robcaulk 0bf915054d handle key check correctly 2022-05-28 11:22:32 +02:00
robcaulk c5a16e91fb throw user error if user tries to load models but feeds the wrong features (while using PCA) 2022-05-28 11:11:41 +02:00
robcaulk b8f9c3557b dirty dirty, dont look here (hacking a flag to avoid reloading leverage_tiers in dry/live) 2022-05-27 13:56:34 +02:00
robcaulk 891fb87712 give load_cached_data_for_updating the right flags to avoid redownloading data in dry/live 2022-05-27 13:38:22 +02:00
robcaulk 65fdebab75 let load_pairs_histories load futures candles in live 2022-05-27 13:01:33 +02:00
robcaulk c080571b7a help futures go dry/live with auto download feature 2022-05-27 12:23:32 +02:00
Matthias 24cf044646 Fix bybit spot mode 2022-05-27 08:18:04 +00:00
robcaulk 8a501831d6 fix the error logic on previous commit 2022-05-27 01:15:55 +02:00
robcaulk 23c30dbc10 add error for user trying to backtest with backtest_period<1 2022-05-27 00:43:52 +02:00
robcaulk 6193205012 fix bug for target_mean/std array merging in backtesting 2022-05-26 21:07:50 +02:00
Matthias 43b7955fc2 Fully rely on pathlib 2022-05-26 19:37:55 +02:00
Matthias 682daa4e94 Reset logging mixin to avoid random test failure 2022-05-26 18:05:40 +02:00
Stefano Ariestasia e1c6cf5f91 fix typo 2022-05-26 10:12:50 +09:00
Matthias 537d10c627 Improve some typing 2022-05-25 20:43:43 +02:00
Matthias 3e66275c98 Refactor bot_start to separate function
to be reused further ...
2022-05-25 20:01:21 +02:00
robcaulk ff531c416f reduce `complexity` inside start_download_data() in an effort to appease flake8 2022-05-25 15:31:50 +02:00
robcaulk d79983c791 try to pass flake8 2022-05-25 14:55:19 +02:00
robcaulk 7593339c14 small cleanup 2022-05-25 14:42:46 +02:00
robcaulk b79d4e8876 Allow user to go live and start from pretrained models (after a completed backtest) by simply reusing the `identifier` config parameter while dry/live. 2022-05-25 14:40:32 +02:00
robcaulk 7486d9d9e2 proper validation of freqai config parameters 2022-05-25 12:37:25 +02:00
Matthias b2968df5dc Fix some type problems 2022-05-25 10:13:37 +00:00
robcaulk 7ff3258607 remove assertions, log error if user has not assigned freqai in config, fix stratify bug 2022-05-25 11:43:45 +02:00
robcaulk 35bed842cb cleanup, add clarity to comments and docstrings 2022-05-25 11:31:03 +02:00
froggleston 2873ca6d38 Add cleanup, adjust _print_table for indicators, add rsi to test output 2022-05-25 09:57:12 +01:00
froggleston 3adda84b96 Update docs, add test 2022-05-24 20:27:15 +01:00
Matthias d6773bc32c
Merge pull request #6886 from freqtrade/fix/typing
Fix/typing
2022-05-24 19:41:59 +02:00
Matthias a8ee77cd5e Simplify backtesting typechecking 2022-05-24 19:13:35 +02:00
robcaulk 58b5abbaa6 improve multithreaded training queue system 2022-05-24 15:28:38 +02:00
robcaulk 31ae2b3060 alleviate FutureWarning in sklearn about ensuring svm model features are passed with identical order 2022-05-24 14:46:16 +02:00
froggleston 8c03ebb78f Fix group 0 table, add pathlib.Path use 2022-05-24 12:48:13 +01:00
robcaulk 255d35976e add priority metadata to pairs to avoid a sync of train time + train period 2022-05-24 12:58:53 +02:00
froggleston 80c6190c05 Fix analyze_commands setup 2022-05-24 11:47:26 +01:00
froggleston ae1ede58da Fix import order 2022-05-24 11:47:26 +01:00
froggleston a1a09a802b Add analyze_commands 2022-05-24 11:47:25 +01:00
froggleston 9488e8992d First commit for integrating buy_reasons into FT 2022-05-24 11:47:25 +01:00
robcaulk 059c285425 paying closer attention to managing live retraining on separate thread without affecting prediction of other coins on master thread 2022-05-24 12:01:01 +02:00
Matthias 7f3853bbcd
Merge pull request #6883 from freqtrade/makeProcessCandlesTrue
Change default value of process_only_new_candles to True since False …
2022-05-24 07:03:14 +02:00
Matthias 904f094b80 Don't reassign method, but implement it properly 2022-05-24 06:59:54 +02:00
Matthias 23e089061b
Merge pull request #6870 from freqtrade/should_exit_list
Should exit list
2022-05-24 06:57:50 +02:00
Matthias 0a713faca8 Fix some type errors 2022-05-24 06:54:16 +02:00
Matthias f1a72e448a Align interfaces and strategy templates 2022-05-24 06:54:16 +02:00
Matthias 3f68c3b68e Update some types 2022-05-24 06:54:16 +02:00
Matthias 7f4161ff78 Add typehints to strategy wrapper 2022-05-24 06:54:16 +02:00
Matthias 07ec3b27fe Add typing information to retrier decorator 2022-05-24 06:54:16 +02:00
robcaulk b0d2d13eb1 improve data persistence/mapping for live/dry. This accommodates quick reloads after crash and handles multi-pair cleanly 2022-05-23 21:05:05 +02:00
Matthias 42ae8ba6fb Refactor hyperopt parameters to separate file 2022-05-23 20:18:09 +02:00
robcaulk e1c068ca66 add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params. 2022-05-23 12:07:09 +02:00
robcaulk 5c4014ee62 Change default value of process_only_new_candles to True since False is an uncommon usecase for expert strategy devs 2022-05-23 10:24:58 +02:00
robcaulk dede128648 set process_only_new_candles to true in example strat 2022-05-23 10:15:59 +02:00
robcaulk ee3cdd0ffe more cleanup 2022-05-23 09:55:58 +02:00
Matthias eb5fe9e3ae
Merge pull request #6857 from froggleston/develop
Add support for fudging unavailable funding rates, allowing backtesti…
2022-05-23 06:31:51 +02:00
robcaulk 3587bd82e1 cleanup superceded code 2022-05-23 00:10:36 +02:00
robcaulk af0cc21af9 Enable hourly/minute retraining in live/dry. Suppress catboost folder output. Update config + constants + docs to reflect updates. 2022-05-23 00:06:26 +02:00
Matthias e3beaae8be update hyperopt typing 2022-05-22 19:32:32 +02:00
Matthias 0b5544ef9e Stoploss fill should fill as "filled" notification
Closes #6873
2022-05-22 19:18:12 +02:00
robcaulk 42d95af829 Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs 2022-05-22 17:51:49 +02:00
Matthias 938a66511a Update Documentation for new confirm_trade_exit behavior 2022-05-22 11:28:11 +02:00
Matthias 3692fcd3d5 Improve exit signal sequence 2022-05-22 11:01:18 +02:00
Matthias ce3bfd59f5 Add explicit should_sell test 2022-05-22 10:31:29 +02:00
Matthias bdb904e714 Should_exit should return all sell signals 2022-05-22 10:17:49 +02:00
Matthias 1315d02437 Fix startup sending "longed" messages for open stoplosses 2022-05-22 09:01:46 +02:00
Matthias 26d394ca74 Add liquidation Price to api response 2022-05-22 08:54:27 +02:00
Matthias 1ff1e3b43d
Merge pull request #6869 from freqtrade/update_levtiers
Update leveraged tiers
2022-05-22 08:35:02 +02:00
Matthias f006978caf Be more explicit in default value 2022-05-21 17:35:49 +02:00
Matthias 97abcf4b32 Add documentation for leverage_tiers update 2022-05-21 16:10:00 +02:00
Matthias 963cc17c18 Update leveraged tiers 2022-05-21 16:05:00 +02:00
Matthias 0d388b561b Add test for "combine_funding_and_mark", fix bug 2022-05-21 09:03:30 +02:00
Matthias 2df42a3035 Move "funding fillup" logic to exchange class 2022-05-21 08:50:39 +02:00
Matthias 6bd5535d6c Use exchange method to combine funding and mark candles 2022-05-21 08:31:34 +02:00
froggleston c499a92f57 Remove surplus mark columns, and make fillna on funding rate only 2022-05-20 11:48:53 +01:00
Matthias 0138114fc2
Merge pull request #6866 from freqtrade/dry_order_db
Dry orders from db
2022-05-20 12:10:09 +02:00
Matthias c3e3188c6a Rename variable 2022-05-20 11:30:25 +02:00
robcaulk c5ecf94177 move live retraining to separate thread. 2022-05-19 21:15:58 +02:00
Matthias 46ea135b6b Update dry-run considerations 2022-05-19 20:10:11 +02:00
Matthias 219363fffb Check for both ask and bid in SpreadFilter
closes #6865
2022-05-19 19:53:23 +02:00
Matthias 56a73575a1 Add explicit test for order_to_ccxt 2022-05-19 19:29:39 +02:00
robcaulk 1fae6c9ef7 keep model accessible in memory to avoid loading objects from disk during live/dry 2022-05-19 19:27:38 +02:00
robcaulk 67eb94c69d download-data will now check if freqai is active in config, and if so will also download data for corr_pairlist 2022-05-19 17:55:00 +02:00
robcaulk 89eacf2f47 Retrain model if FreqAI found a pretrained model but user strategy is not passing the expected features (user has changed the features in the strategy but has passed a the same config[freqai][identifier]). Logger warning output to user. 2022-05-19 17:15:50 +02:00
Matthias a3d9384bc0 Remove clean-dry-run code 2022-05-19 06:56:34 +02:00
Matthias 0a95ef6ab2 Don't reset open orders in dry-run on restart 2022-05-19 06:42:38 +02:00
froggleston 363098d32d Fix reversed makr/funding_rate columns 2022-05-18 12:56:43 +01:00
froggleston 736f9f4972 Fix docs and add outer join support for merging funding rates across full timerange 2022-05-18 12:47:37 +01:00
மனோஜ்குமார் பழனிச்சாமி 2b61aa282a Removed None in dict.get()
https://stackoverflow.com/a/12631641

Extra Changes: freqtrade\freqtradebot.py:70
freqtrade\plugins\pairlistmanager.py:31
2022-05-18 03:41:10 +05:30
froggleston 37e4ede65c Fix flake issues 2022-05-17 22:32:17 +01:00
froggleston bb758da940 Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not 2022-05-17 22:05:33 +01:00
Matthias c81b960791 Fix some typos 2022-05-17 19:58:36 +02:00
robcaulk db66b82f6f accept open-ended timeranges from user 2022-05-17 19:50:06 +02:00
robcaulk d1d451c27e auto populate features based on a prepended % in the strategy (remove feature assignment from config). Update doc/constants/example strategy to reflect change 2022-05-17 18:15:03 +02:00
robcaulk 8664e8f9a3 create a prediction_models folder where basic prediction models can live (similar to optimize/hyperopt-loss. Update resolver/docs/and gitignore to accommodate change 2022-05-17 17:13:38 +02:00
eSeR1805 34684ec86a
Merge branch 'freqtrade:develop' into feat_bt_cancel_entry_reporting 2022-05-17 14:09:57 +03:00
eSeR1805 0585b378b3
BT: Report canceled/replaced orders also. 2022-05-17 14:07:42 +03:00
eSeR1805 6e8f24f6a7
BT: track canceled/replaced orders also. 2022-05-17 14:07:02 +03:00
Matthias 8d46e16c46
Merge pull request #6848 from freqtrade/datahandler_case
Datahandler case insensitive
2022-05-17 09:34:11 +02:00
Matthias 1cd8ebc8c8
Merge pull request #6847 from freqtrade/use_Precise
Use precise
2022-05-17 09:33:39 +02:00
Matthias 6fd003c655
Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting
BT: Reporting canceled trade entries
2022-05-17 07:05:26 +02:00
மனோஜ்குமார் பழனிச்சாமி 7cd0f8a7b1
Merge branch 'develop' into patch-10 2022-05-17 08:07:13 +05:30
eSeR1805 f2e2e57237
Report trade entries canceled by user. 2022-05-17 01:41:31 +03:00
eSeR1805 fb7c0792c0
Track trade entries canceled by user. 2022-05-17 01:41:01 +03:00
Matthias 76637d3939 Simplify timeframe-transition 2022-05-16 20:10:52 +02:00
Matthias 2e65a1793d Add fallback to load 1M files as well as 1Mo files 2022-05-16 19:48:27 +02:00
Matthias a1048fb619 Store monthly candles as "Mo" 2022-05-16 19:39:43 +02:00
Matthias 9607d04279 Improve ccxt imports 2022-05-16 19:22:07 +02:00
Matthias c8e0fc926d Update to do Builtin Precise math 2022-05-16 19:21:38 +02:00
Matthias a793cf8f05 Use ccxt's "precise" to do precise math 2022-05-16 19:21:38 +02:00
Matthias 528509f809 Extract get_price_side from get_rate 2022-05-16 19:20:13 +02:00
Stefano Ariestasia 2cb8eecf18 add space 2022-05-16 07:43:36 +09:00
Stefano Ariestasia e21f6a7787 missing newline 2022-05-16 07:28:40 +09:00
Matthias 3d36d35e30
Merge pull request #6825 from freqtrade/okx_history
Okx history
2022-05-15 19:27:45 +02:00
robcaulk 80dcd88abf allow user to run config from anywhere on their system 2022-05-15 17:42:15 +02:00
robcaulk a8022c104a give beta testers more information in the doc 2022-05-15 17:42:15 +02:00
robcaulk a7029e35b5 ensure informative pairs includes any combination of whitelist - corr_pairlist 2022-05-15 17:42:15 +02:00
robcaulk 9b3e5faebe create more flexible whitelist, avoid duplicating whitelist features into corr_pairlist, update docs 2022-05-15 17:42:15 +02:00
robcaulk 22bd5556ed add self-retraining functionality for live/dry 2022-05-15 17:42:15 +02:00
robcaulk 178c2014b0 appease mypy 2022-05-15 17:42:15 +02:00
robcaulk a4f5811a5b fix flake8 issue in arguments.py 2022-05-15 17:42:15 +02:00
robcaulk aae233bd6c try passing the check tests 2022-05-15 17:42:15 +02:00
robcaulk f653ace24b another attempt at fixing datalength bug 2022-05-15 17:42:15 +02:00
robcaulk b08c0888bb add USERPATH_FREQAIMODELS, remove return values from @abstract methods 2022-05-15 17:42:15 +02:00
robcaulk b03c7b514d optional style for interfacing freqai with backtesting 2022-05-15 17:42:15 +02:00
robcaulk e9a7b68bc1 revert constants.py and add changes 2022-05-15 17:42:15 +02:00
Matthias a0b25938f4 Fix exit_reason assignment in backtesting 2022-05-15 17:41:59 +02:00
Matthias a8f064a8cb Fix exit_reason assignment in live mode 2022-05-15 17:41:59 +02:00
robcaulk 3020218096 fix bug on backtest timerange 2022-05-15 17:41:34 +02:00
robcaulk 00ff0c9b91 ensure user defined timerange truncates final backtest so that we arent mismatching data lengths upon return to strategy. Rename DataHandler class to FreqaiDataKitchen 2022-05-15 17:41:34 +02:00
robcaulk def71a0afe auto build full_timerange and self manage training_timerange 2022-05-15 17:41:34 +02:00
robcaulk 764f9449b4 fix logger, debug some flake8 appeasements 2022-05-15 17:41:34 +02:00
robcaulk 29c2d1d189 use logger in favor of print 2022-05-15 17:38:58 +02:00
robcaulk 99f7e44c30 flake8 passing, use pathlib in lieu of os.path to accommodate windows/mac OS 2022-05-15 17:38:58 +02:00
robcaulk 2600ba4e74 remove unused remnants 2022-05-15 17:38:58 +02:00
robcaulk 630d201546 remove trained_stake 2022-05-15 17:38:58 +02:00
robcaulk b40f8f88ac cleaning and bug fixing 2022-05-15 17:38:58 +02:00
robcaulk fc837c4daa add freqao backend machinery, user interface, documentation 2022-05-15 17:38:58 +02:00
Matthias 706994340f Fix bad docstring 2022-05-15 17:06:40 +02:00
Matthias ebab02fce3
Merge pull request #6827 from eSeR1805/fix_readjust_entry_bt_sl
Fix: Refresh SL on entry order replacement
2022-05-15 16:41:18 +02:00
Matthias 18fd3bb333 Update stoploss handling for entry-order adjustment 2022-05-15 15:45:39 +02:00
Matthias 9143e9ecb1 Add some safety measures for new startup_candles verification 2022-05-15 15:12:29 +02:00
Matthias d60d0f64d2 Revert ohlcv_candle_limit logic for okx 2022-05-14 19:35:06 +02:00
Matthias 116b58e97c add "date_minus_candles" method 2022-05-14 19:30:42 +02:00
Matthias 3b14439240 Slightly improve performance of order adjusts
Avoind  2nd call to `get_rate()`.

closes #6821
2022-05-14 16:16:32 +02:00
eSeR1805 c27e0a0a1b
Allow SL refresh only if no filled entry orders. 2022-05-14 16:56:56 +03:00
eSeR1805 1c20fb7638
Refresh open_rate and stoploss on order replacement. 2022-05-14 16:37:04 +03:00
Matthias 5767d652bf Add explicit test and document behavior 2022-05-14 14:18:51 +02:00
Matthias 2a1368d508 Offsetfilter: add number_assets parameter
closes #6824
2022-05-14 14:16:13 +02:00
Matthias bb1b283d95 Update some ohlcv_candle_limit calls 2022-05-14 13:44:10 +02:00
Matthias 111b04c9e6 Okx - conditional candle-length 2022-05-14 09:51:44 +02:00
Matthias 64668b11da add ohlcv_has_history - disabling kraken downloads 2022-05-14 09:10:38 +02:00
மனோஜ்குமார் பழனிச்சாமி 64670726a6
flake8 fix 2022-05-13 21:52:26 +05:30
மனோஜ்குமார் பழனிச்சாமி 71a80cab3a
fixed variable naming style 2022-05-13 21:19:40 +05:30
மனோஜ்குமார் பழனிச்சாமி 8a3c2c6cad
Corrected docstring
Discussed in Discord
2022-05-13 19:32:52 +05:30
Matthias c299601ece Add warning about OKX futures backtesting data 2022-05-13 07:03:18 +02:00
Matthias 5444f4ee6f
Merge pull request #6793 from mkavinkumar1/log
logged balance details
2022-05-12 19:11:28 +02:00
Matthias 891900c186
Merge pull request #6812 from freqtrade/db_migrate
Db migrate
2022-05-11 19:54:31 +02:00
Matthias 1fc041d0d6
Fix formatting issue 2022-05-11 19:39:56 +02:00
Matthias ae463fcdf2
Merge pull request #6792 from mkavinkumar1/rpc
consistent exchange name
2022-05-11 19:23:36 +02:00
Matthias f374c9da70 PR cleanup 2022-05-11 06:30:40 +02:00
Matthias 044afdf7af Add better test scenario 2022-05-10 20:27:24 +02:00
Matthias 31cce741ac Add sequence migration 2022-05-10 07:13:51 +02:00
Matthias 269630e755 Add preliminary documentation for database conversion 2022-05-10 07:13:42 +02:00
Matthias 0958c06b84 Implement database migration to other system 2022-05-09 20:58:40 +02:00
Matthias c3b0f6b64b Add feature shell for database conversion 2022-05-09 20:58:40 +02:00
Matthias 0f499469fc
Merge pull request #6796 from freqtrade/model_reorg
Model reorg
2022-05-09 20:15:45 +02:00
Matthias 30d6eeffd0 Fix migration bug 2022-05-08 17:49:13 +02:00
Matthias b58e811b14 Move trade/order Models to their own class 2022-05-08 17:45:20 +02:00
Matthias af1a5e0449 Extract base and Pairlock from models file 2022-05-08 17:38:06 +02:00
Matthias 3221726d85 Update migration to use boolean value
closes #6794
2022-05-08 17:29:42 +02:00
Matthias ab91758c7e
Merge pull request #6790 from eSeR1805/profit_reporting
Report profit only on filled entries.
2022-05-08 17:25:42 +02:00
Matthias 4a7515e66a Add test for 0.0 case 2022-05-08 16:04:06 +02:00
மனோஜ்குமார் பழனிச்சாமி f43ae0ea43 logged balance details 2022-05-08 13:53:07 +05:30
மனோஜ்குமார் பழனிச்சாமி d79b90a98f consistent exchange name 2022-05-08 12:46:58 +05:30
Matthias 45b328af2e explicitly call cleanup when cleaning backtest 2022-05-08 08:11:39 +02:00
eSeR1805 bfc7898654
Report profit only on filled entries. 2022-05-07 21:56:22 +03:00
Matthias c9498d0117
Merge pull request #6692 from eSeR1805/feat_readjust_entry
Feature: Readjust Entry Order
2022-05-07 20:11:20 +02:00
Matthias 277e07589e update/fix some comments and docs 2022-05-07 17:47:37 +02:00
Matthias f5f599c7f0 Add LowProfitPairs only_per_side option 2022-05-07 15:25:15 +02:00
Matthias dc0c1bf87d Only fetch accounts when authenticated. 2022-05-07 13:17:27 +02:00
Matthias 149704e748 Fix wrong type 2022-05-07 11:39:47 +02:00
Matthias 6fdcf3a10a Support both position modes on OKX 2022-05-07 10:58:41 +02:00
Matthias 2da284b921 Properly type side for create_order 2022-05-07 10:02:54 +02:00
Matthias 5b3eaa3003 Ensure advanced strategy template is runnable 2022-05-06 06:42:08 +02:00
Matthias d11c44940e Slightly reword docs
remove some Note-boxes - people tend to skip these.
2022-05-06 06:42:01 +02:00
Matthias 2d9be6dace move open_rate updating to close_bt_order 2022-05-05 19:50:16 +02:00
eSeR1805 29f1edbde7
Cleanup. Remove stray new line. 2022-05-05 12:24:32 +03:00
eSeR1805 495708df76
Merge branch 'develop' into feat_readjust_entry 2022-05-05 12:20:09 +03:00
eSeR1805 2bed0eab0c
BT: Update trade open_rate on first filled order. 2022-05-05 12:19:05 +03:00
eSeR1805 25c74e26d1
Models:Trade: Revert trade open_rate update. 2022-05-05 12:18:19 +03:00