adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
12,349 Commits 14 Branches 74 Tags 197 MiB
6083568d56
Commit Graph

12349 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
Sam Germain
6083568d56 Updated interest and ratio calculations to correct functions 2021-07-10 20:44:57 -06:00
Sam Germain
2bcfaabcf8 test prsistence leverage passes with new ratio calc 2021-07-08 05:59:13 -06:00
Sam Germain
c753bd0ddc updated ratio_calc_profit function 2021-07-08 05:37:54 -06:00
Sam Germain
e7d6fac553 Added docstrings to methods 2021-07-08 00:51:41 -06:00
Sam Germain
963bb89087 ran isort . 2021-07-08 00:12:39 -06:00
Sam Germain
e1fca320e6 passed mypy 2021-07-07 22:51:10 -06:00
Sam Germain
8f5150e831 Flake8 compliant 2021-07-07 22:24:30 -06:00
Sam Germain
769f72e5ee All persistence margin tests pass 2021-07-07 21:14:08 -06:00
Sam Germain
79d394058f Changed InterestMode enum implementation 2021-07-07 21:04:38 -06:00
Sam Germain
03595bf951 Took liquidation price out of order 2021-07-07 20:21:02 -06:00
Sam Germain
057c380597 uncommented liquidation_price in order object 2021-07-07 01:30:42 -06:00
Sam Germain
0d6210c837 Moved leverage and is_short variables out of trade constructors and into conftest 2021-07-07 01:06:51 -06:00
Sam Germain
26ee6470f4 Pass all but one test, because sqalchemy messes up 2021-07-07 00:43:06 -06:00
Sam Germain
11f5dae143 set initial_stop_loss in stoploss helper 2021-07-06 22:34:08 -06:00
Sam Germain
ea4271ef34 Tried to add liquidation price to order object, caused a test to fail 2021-07-06 00:43:01 -06:00
Sam Germain
925558b6b0 updated timezone.utc time 2021-07-06 00:18:03 -06:00
Sam Germain
d73473d45c updated todos 2021-07-06 00:11:43 -06:00
Sam Germain
2fedbfbcd2 Added checks for making sure stop_loss doesn't go below liquidation_price 2021-07-06 00:07:14 -06:00
Sam Germain
f607920ad6 test_adjust_stop_loss_short passes 2021-07-05 22:43:51 -06:00
Sam Germain
0f2952e90c made leveraged test names unique 2021-07-05 22:11:52 -06:00
Sam Germain
9ca588c780 test_update_market_order for shorts passes 2021-07-05 22:01:46 -06:00
Sam Germain
116eeb050f Moved interest calculation to an enum 2021-07-05 21:48:56 -06:00
Sam Germain
4984595ddf Merge branch 'develop' into margin-db 2021-07-05 01:04:21 -06:00
Sam Germain
01eb42b1af updated leverage.md 2021-07-05 00:56:32 -06:00
Sam Germain
23d236878d uncommented a test, switched last short test to be more correct 2021-07-05 00:53:58 -06:00
Sam Germain
189356a340 Merge branch 'margin-db' of https://github.com/samgermain/freqtrade into margin-db 2021-07-04 23:52:15 -06:00
Sam Germain
e7612a7eff Switched migrations.py check for stake_currency back to open_rate, because stake_currency is no longer a variable 2021-07-04 23:51:58 -06:00
Sam Germain
42dbb1fb6b Removed exchange file modifications 2021-07-04 23:50:59 -06:00
Sam Germain
7ab8c1d1fd fixed rpc_apiserver test fails, changed test_persistence_long to test_persistence_leverage 2021-07-04 23:32:55 -06:00
Sam Germain
20b806528f Set default leverage to 1.0 2021-07-04 23:12:07 -06:00
Matthias
70a41a0f67
Merge pull request #5239 from freqtrade/dependabot/pip/develop/python-telegram-bot-13.7 
Bump python-telegram-bot from 13.6 to 13.7
 2021-07-05 07:06:28 +02:00
Matthias
eb3ead4930
Merge pull request #5229 from kevinjulian/telegram-balance 
compact low balance currencies
 2021-07-05 06:56:35 +02:00
dependabot[bot]
ac7598ff14
Bump python-telegram-bot from 13.6 to 13.7 
Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 13.6 to 13.7.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v13.6...v13.7)

---
updated-dependencies:
- dependency-name: python-telegram-bot
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 04:31:00 +00:00
Matthias
94ec9d2366
Merge pull request #5237 from freqtrade/dependabot/pip/develop/sqlalchemy-1.4.20 
Bump sqlalchemy from 1.4.19 to 1.4.20
 2021-07-05 06:29:58 +02:00
Matthias
6c789e4130
Merge pull request #5236 from freqtrade/dependabot/pip/develop/ccxt-1.52.40 
Bump ccxt from 1.52.4 to 1.52.40
 2021-07-05 06:29:39 +02:00
Matthias
1e696c4a20
Merge pull request #5235 from freqtrade/dependabot/pip/develop/plotly-5.1.0 
Bump plotly from 5.0.0 to 5.1.0
 2021-07-05 06:29:19 +02:00
Matthias
d146697297
Merge pull request #5238 from freqtrade/dependabot/pip/develop/fastapi-0.66.0 
Bump fastapi from 0.65.2 to 0.66.0
 2021-07-05 06:28:56 +02:00
Sam Germain
d84534cd96 Long tests passing 2021-07-04 22:14:00 -06:00
Sam Germain
d9084accf9 Long tests passing 2021-07-04 22:09:16 -06:00
dependabot[bot]
d1555a1095
Bump fastapi from 0.65.2 to 0.66.0 
Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.65.2 to 0.66.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.65.2...0.66.0)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:28 +00:00
dependabot[bot]
7ae5f47242
Bump sqlalchemy from 1.4.19 to 1.4.20 
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.19 to 1.4.20.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:24 +00:00
dependabot[bot]
2f97846bd8
Bump ccxt from 1.52.4 to 1.52.40 
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.52.4 to 1.52.40.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.52.4...1.52.40)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:18 +00:00
dependabot[bot]
0d787fde58
Bump plotly from 5.0.0 to 5.1.0 
Bumps [plotly](https://github.com/plotly/plotly.py) from 5.0.0 to 5.1.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.0.0...v5.1.0)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:11 +00:00
Matthias
d758b0ccab
Merge pull request #5232 from octaviusgus/patch-1 
Daily profit plotting / equity curve
 2021-07-04 20:00:44 +02:00
Matthias
c5489d530a Reexport File to docs to have this available as documentation too 2021-07-04 19:50:44 +02:00
kevinjulian
c3cf71bba8 sort import 2021-07-04 22:04:39 +07:00
kevinjulian
9e548657e0 fix testcase 2021-07-04 21:08:46 +07:00
octaviusgus
558bcc7959 Jupyter notebook snippet: Plotting daily profit / equity line 2021-07-04 15:56:55 +02:00
octaviusgus
4aa2ae37bd
add daily_profit_list 
added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook

```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)

from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd

# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"

stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]

equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
    equity_daily.append(equity)
    equity += float(dp)

dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])

df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})

fig = px.line(df, x="dates", y="equity_daily")
fig.show()

```
 2021-07-04 14:38:17 +02:00
Matthias
791dfd9ba3 Fix some doc typos 2021-07-04 14:02:11 +02:00