Matthias
0c6d92a7a6
Merge branch 'develop' into feat/short
2022-02-11 17:02:04 +01:00
lukasgor
6511b3bec2
fix: rename buy_tag to entry_tag
2022-02-11 15:31:15 +01:00
lukasgor
d563bfc3d0
feature: add buy tag to forcebuy
2022-02-11 13:38:33 +01:00
Matthias
6a59103869
update wallets in backtesting to ensure a fresh wallet is used
...
closes #6388
2022-02-10 19:40:36 +01:00
Sam Germain
553da850ce
binance futures stoploss
2022-02-10 09:43:32 -06:00
Matthias
be84a028c1
Avoid mixed types in the api for /stats
2022-02-10 07:03:19 +01:00
Matthias
af984bdc0d
Update comment regarting NaT replacement
2022-02-09 09:32:53 +01:00
Matthias
2e41d80a2c
Merge pull request #6340 from TheJoeSchr/frequi-datetime
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freqUI: fix can't import backtest with missing datetime data
2022-02-09 07:21:30 +01:00
Matthias
9f47853661
Merge pull request #6235 from freqtrade/backtest_order_timeout
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Backtest order timeout
2022-02-09 07:12:35 +01:00
Matthias
45c03f1440
Docstrings are evaluated, while comments are not
2022-02-09 07:02:44 +01:00
Matthias
4e2f06fe9c
Simplify band-aid code
2022-02-09 06:48:26 +01:00
Matthias
6191288ff9
Add test for NaT problematic
2022-02-09 06:36:17 +01:00
Matthias
1d10d2c87c
Okex -> okx
2022-02-08 19:45:39 +01:00
Matthias
172e018d2d
Add probit to list of non-working exchanges
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closes #6379
2022-02-08 19:21:27 +01:00
Matthias
dcf8ad36f9
Backtesting should not allow unrealistic (automatic-filling) orders.
2022-02-08 19:12:01 +01:00
Joe Schr
926b017981
Fix freqUI charts not displaying when dtype(datetime) column has NaT values
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fix dataframe_to_dict() issues by replacing NaT empty string and
prepare for proper `.replace({NaT})` fix
2022-02-08 17:09:37 +01:00
Joe Schr
118ae8a3d0
Fix api_schemas/json_encoders by manually converting NaT values to empty Strings
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makes import of datetime columns more robust by first checking
if value is null because strftime can't handle NaT values
use `isnull()` because it handles all NaN/None/NaT cases
2022-02-08 17:09:29 +01:00
Matthias
b192c82731
Only call "custom_exit_price" for limit orders
2022-02-08 07:10:54 +01:00
Matthias
535bbd681f
Merge pull request #6362 from ediziks/add-profit-drawdown-hypeloss
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Add ProfitDrawdownHyperoptLoss method
2022-02-07 19:37:35 +01:00
Matthias
036c2888b4
Track timedout entry/exit orders
2022-02-07 18:49:30 +01:00
zx
4bce64b427
commented method deletition
2022-02-07 14:12:07 +01:00
Sam Germain
33b04b1992
deleted outdated todos
2022-02-07 02:47:18 -06:00
zx
7811a36ae9
max_drawdown_abs calc fix & .DS_Store deletition
2022-02-07 07:44:13 +01:00
zx
8cdb6e0774
DRAWDOWN_MULT back to a higher value as built-in for safer HOs first
2022-02-07 06:31:16 +01:00
zx
2893d0b50d
proper var name
2022-02-07 06:22:27 +01:00
Stefano Ariestasia
099a03f190
flake8
2022-02-07 01:52:59 +00:00
Stefano Ariestasia
6d91a5ecbd
Change "buy" and "sell" to "entry" and "exit"
2022-02-07 01:40:05 +00:00
zx
7d3b80fbde
isort fix and leftover cleaning
2022-02-06 21:09:40 +01:00
Matthias
fe33b86308
Merge pull request #6360 from stash86/pos_adjust
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Hide some lines for /status when a trade is closed
2022-02-06 17:08:37 +01:00
zx
6b5f63d4d6
change profit_ratio by profit_abs
2022-02-06 16:28:01 +01:00
Matthias
5eb5029856
Performancefilter - improve sorting
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Ordering of Pairs without history should remain identical, so pairs with
positive performance move to the front, and negative pairs move to the back.
closes #4893
2022-02-06 16:19:11 +01:00
zx
0b01fcf047
Add ProfitDrawdownHyperoptLoss method
2022-02-06 15:40:54 +01:00
Matthias
303b12efd8
Merge pull request #6273 from freqtrade/pg_migrations
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Update database migrations for PG and mariadb
2022-02-06 14:39:02 +01:00
Matthias
da73e754b4
Explicit map coingecko symbol to ID for bnb and sol
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closes #6361
2022-02-06 14:20:09 +01:00
Matthias
644442e2f9
Track timedout orders
2022-02-06 13:37:31 +01:00
Matthias
17d748dd4c
Improve handling of left_open_trades
2022-02-06 13:19:00 +01:00
Stefano Ariestasia
2a3ab1ef61
1 more line to be hidden
2022-02-06 07:08:27 +00:00
Stefano Ariestasia
4cf514e293
fix flake8
2022-02-06 03:16:56 +00:00
Stefano Ariestasia
131b2d68d8
reduce complexity (flake8)
2022-02-06 03:04:23 +00:00
Stefano Ariestasia
0477070faa
hide some lines if trade is closed
2022-02-06 02:49:02 +00:00
Stefano Ariestasia
c4a54cc9cd
refinement of status
2022-02-06 02:31:14 +00:00
Stefano Ariestasia
cfaf13c90f
update
2022-02-06 02:21:16 +00:00
Sam Germain
e0d42ad9a7
Update backtesting.py
2022-02-05 18:29:48 -06:00
Matthias
808cefe526
Update order_selection logic
2022-02-05 16:28:47 +01:00
Matthias
9bf86bbe27
Extract backtesting row validation to separate function
2022-02-05 16:28:47 +01:00
Matthias
58fad72778
Update wallets when necessary
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closes #6321
2022-02-05 16:28:47 +01:00
Matthias
4ea79a32e4
Use Order object for ft_timeout check
2022-02-05 16:28:47 +01:00
Matthias
1e603985c5
Extract backtesting order cancelling
2022-02-05 16:28:47 +01:00
Matthias
6637dacd7f
Extract protections in backtesting
2022-02-05 16:28:47 +01:00
Matthias
7ac44380f7
Extract backtest order closing to models class
2022-02-05 16:28:46 +01:00
Matthias
090554f197
Try fill backtest order imediately for adjusted order
2022-02-05 16:28:21 +01:00
Matthias
f4149ee462
Force ROI to be within candle
2022-02-05 16:28:21 +01:00
Matthias
44e616c264
Add unfilledtimeout to required props for backtesting
2022-02-05 16:28:21 +01:00
Matthias
49cecf1cb2
Small cosmetic fix
2022-02-05 16:28:21 +01:00
Rokas Kupstys
9140679bf4
Backtest order timeout continued.
2022-02-05 16:28:21 +01:00
Rokas Kupstys
15698dd1ca
Fix errors so it runs, implement timeout handling.
2022-02-05 16:28:21 +01:00
Matthias
f7a1cabe23
Add first version to fill orders "later" in backtesting
2022-02-05 16:28:21 +01:00
Matthias
c12e5a3b6c
Initial idea backtesting order timeout
2022-02-05 16:28:21 +01:00
Matthias
6ed237a72a
Merge pull request #6272 from stash86/fix-docs
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Add more info on Telegram's status message
2022-02-05 16:22:45 +01:00
Sam Germain
8b57827676
exchange.get_max_pair_stake_amount hard set leverage to 0
2022-02-04 14:26:15 -06:00
Joe Schr
761f7fdefb
fix: linter
2022-02-04 13:14:55 +01:00
Joe Schr
e84a58de28
fix: don't use different configuration keys, just add as 2nd argument
2022-02-04 12:47:13 +01:00
Joe Schr
a3e045f69d
Plotting: add alias --backtest-filename for --export-filename
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makes it easier to discover how to use this argument
2022-02-04 12:47:13 +01:00
Sam Germain
dc6cb445fd
Merge branch 'feat/short' into max-amount
2022-02-04 04:42:38 -06:00
Sam Germain
1824ee6b73
removed TODO
2022-02-04 04:41:41 -06:00
Sam Germain
e7d71d01c0
removed plotting todo
2022-02-03 20:39:47 -06:00
Sam Germain
3ee2b7978c
wallets.validate_stake_amount added param max_stake_available
2022-02-03 20:33:16 -06:00
Sam Germain
30c476e3c1
freqtradebot.get_valid_enter_price_and_stake gets min of stake_amount and max_stake_amount before calling wallets.validate_stake_amount
2022-02-03 20:33:16 -06:00
Sam Germain
a50f4d2c57
Exchange.createOrder added * as second param
2022-02-03 20:33:16 -06:00
Sam Germain
16c2d54482
updated margin_modes
2022-02-03 20:33:16 -06:00
Sam Germain
7465037906
freqtradebot.execute_entry test for too high stake amount
2022-02-03 20:33:16 -06:00
Sam Germain
8c680d75b9
moved max_stake_amount check for None to exchange.get_max_pair_stake_amount
2022-02-03 20:33:16 -06:00
Sam Germain
6b6b35ac1c
check for max stake limit in freqtradebot and backtesting
2022-02-03 20:33:04 -06:00
Sam Germain
55d91f018f
exchange._get_stake_amount_limit (merged min_pair_stake_amount and get_max_tradeable amount)
2022-02-03 20:33:04 -06:00
Sam Germain
ff5fffefb4
exchange.get_max_amount_tradable looks at cost also
2022-02-03 20:33:03 -06:00
Sam Germain
6e8420914e
removed unnecessary CCXT checks in exchange.get_min_pair_stake_amount
2022-02-03 20:33:03 -06:00
Sam Germain
64ad810445
Revert "moved get_max_leverage to get_min_pair_stake_amount"
...
This reverts commit 90e48d5b98bcfb1452aa818a3274745eac395712.
2022-02-03 20:33:03 -06:00
Sam Germain
73319a74d3
moved get_max_leverage to get_min_pair_stake_amount
2022-02-03 20:33:03 -06:00
Sam Germain
f3b42b0ef3
wrote exchange.get_max_amount_tradable
2022-02-03 20:33:03 -06:00
Sam Germain
de557f1386
models.update removed TODO-lev
2022-02-03 17:48:34 -06:00
Sam Germain
99b8a8ca79
Revert "plot.generate_candlestick_graph Added short equivelent, separating plotting scatter creation to a function"
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This reverts commit 0abba7f9b7299ba3c45df6a2ba6e35ad6a19c5a0.
2022-02-03 17:48:34 -06:00
Sam Germain
84dea0339b
Added todo to freqtradebot._safe_exit_amount
2022-02-03 17:48:34 -06:00
Sam Germain
edc0e9c75f
backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def
2022-02-03 17:48:34 -06:00
Sam Germain
1f74cfe841
plot.generate_candlestick_graph Added short equivelent, separating plotting scatter creation to a function
2022-02-03 17:48:34 -06:00
Sam Germain
a31cf236e4
freqtradebot._safe_exit_amount, no _safe_exit_amount is needed for futures
2022-02-03 17:48:34 -06:00
Sam Germain
d5376c2c89
wrote freqtradebot.test_leverage_prep
2022-02-03 17:48:33 -06:00
Sam Germain
977f87659c
edited backtesting._get_sell_trade_entry TODO: removed "Other fees"
2022-02-03 17:48:33 -06:00
Sam Germain
73d10b5c02
backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures
2022-02-03 17:48:33 -06:00
Sam Germain
64bfa118e0
freqtradebot.handle_cancel_enter todo - Check edge cases, we dont want to make leverage > 1.0 if we dont have to
2022-02-03 17:48:33 -06:00
Sam Germain
bc6614df2d
fixed failing tests in tests/commands/test_commands.py by adding NONE='' option to MarginMode
2022-02-03 17:48:33 -06:00
Sam Germain
f58b92bb86
exchange.create_order removed default for leverage
2022-02-03 17:48:08 -06:00
Matthias
f8faf748df
Simplify prepare_buy_details
2022-02-03 19:47:03 +01:00
Matthias
1e6362debf
Add test for new /status telegram message
2022-02-03 19:41:45 +01:00
Matthias
29879bb415
Update wording to entry/exit
2022-02-03 19:11:35 +01:00
Matthias
a733a74dd9
Merge pull request #6294 from xataxxx/health
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/health api and telegram commands to return last processing time
2022-02-02 19:53:45 +01:00
Matthias
a4e1aaa9bd
Merge pull request #6307 from freqtrade/bt_shift
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Remove shift in analyzed dataframe columns
2022-02-02 19:52:10 +01:00
Sam Germain
179947fa72
New config ( #6333 )
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* updated new-config to add trading_mode and margin_mode
* added trading_mode and margin_mode to config examples
* added okex config example
* new file: config_examples/config_binance_futures.example.json
* removed trading_mode and margin_mode from base_config and binance and okex example
* deleted okex and futures config files
* updated full config file
* updated new-config command to add trading_mode and margin_mode to config
* new file: config_examples/config_okex_futures.example.json
* removed config_okex_futures.example.json
* added trading_mode to test_start_new_config
* new-config asks exchange before asking futures
* Simplify trading_mode selection
* margin_mode is empty string for spot new configs
* build_config_commands sorted exchanges
* isort
Co-authored-by: Matthias <xmatthias@outlook.com>
2022-02-02 14:46:44 +01:00
Matthias
0058abcc2d
Fix crash when no min-stake-amount could be determined
2022-02-02 12:20:05 +01:00
Sam Germain
a741356d65
okex._lev_prep, removing rounding from default set_leverage
2022-02-02 00:28:57 -06:00
Sam Germain
8e51360f75
exchange._set_leverage rounds leverage
2022-02-02 00:09:58 -06:00
Sam Germain
8a64f6a27f
exchange.set_margin_mode param swap
2022-02-02 00:09:53 -06:00
Sam Germain
386be2d889
set reduceOnly for futures exit orders
2022-02-02 00:08:50 -06:00
Sam Germain
b3477c4802
_api.fetch_funding_history argument pair->symbol
2022-02-02 00:08:50 -06:00
Matthias
ac04d5852a
change to margin_mode also in documentation
2022-02-02 06:41:42 +01:00
Sam Germain
30519aa3be
Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs
2022-02-01 13:05:40 -06:00
Matthias
64d0c75bbb
Fix deprecation warnings
2022-02-01 19:11:51 +01:00
Matthias
45e533fc3e
Add leverage/short properties to api responses
2022-02-01 07:08:43 +01:00
Matthias
7dd50f78cf
Small finetuning improving a comment
2022-02-01 06:37:13 +01:00
Sam Germain
fc15e14707
Merge branch 'feat/short' into isolated-liq
2022-01-31 14:22:01 -06:00
Sam Germain
ed320bb2ac
exchange.get_liquidation_price check length of positions
2022-01-31 14:01:06 -06:00
Sam Germain
9de63412c1
exchange.get_liquidation_price arguments are not optional
2022-01-31 14:00:52 -06:00
Sam Germain
430051275a
freqtradebot.leverage_prep moved wallet_balance to a variable
2022-01-31 13:21:27 -06:00
Sam Germain
8190b0d83b
binance.get_max_leverage adjustment
2022-01-31 12:49:18 -06:00
Sam Germain
a368f8b322
exchange.get_max_leverage changed variable names, made more effecient
2022-01-31 12:21:12 -06:00
Sam Germain
08e4a4a6dd
binance.get_max_leverage_fix
2022-01-31 12:21:12 -06:00
Sam Germain
43db4c34d1
added okex back to unsupported exchanges
2022-01-31 12:18:30 -06:00
Sam Germain
2c1497b348
contracts_to_amount no longer in amount_to_precision
2022-01-31 12:18:30 -06:00
Sam Germain
b8f4cebce7
exchange.liquidation_price methods combined, dry_run check on exchange for liquidation price
2022-01-31 12:18:25 -06:00
Sam Germain
143c37d36f
cleaned up liquidation price methods
2022-01-31 12:17:07 -06:00
Sam Germain
ede9012fcc
removed TODO-levs about okex liquidation price
2022-01-31 12:17:07 -06:00
Sam Germain
d133a7c789
added isolated, futures to okex trading_mode_collateral_pairs
2022-01-31 12:17:07 -06:00
Sam Germain
88ce66650c
Okex and Gateio liquidation_price formula are the same, moved liquidation_price to exchange.exchange class
2022-01-31 12:17:07 -06:00
Sam Germain
7f4894d68e
okex.liquidation_price formula update
2022-01-31 12:17:07 -06:00
Sam Germain
fe037aa971
exchange.liquidation_price combined position and position_assets
2022-01-31 12:17:07 -06:00
Sam Germain
0b5c2e97b3
exchange._get_maintenance_ratio_and_amount
2022-01-31 12:17:07 -06:00
Sam Germain
0c13e387fe
moved liquidation_price method to exchange classes
2022-01-31 12:16:43 -06:00
Sam Germain
5a97760bd1
binance.get_max_leverage divide by 0 warning
2022-01-31 12:16:43 -06:00
Sam Germain
1f8111d1c6
exchange.get_max_leverage pair is required
2022-01-31 12:16:43 -06:00
Sam Germain
caff7e227f
binance.fill_leverage_brackets remove excess bracket
2022-01-31 12:16:43 -06:00
Sam Germain
e4b37c6462
freqtradebot.leverage_prep minor fixes
2022-01-31 12:16:43 -06:00
Sam Germain
1f1ac8ce9d
test_get_liquidation_price/test_get_maintenance_ratio_and_amt_binance/fill_leverage_brackets/test_validate_trading_mode_and_collateral TODO comments
2022-01-31 12:16:43 -06:00
Sam Germain
c2f9201512
Added get_liquidation_price check
2022-01-31 12:16:43 -06:00
Sam Germain
bb2b2211d0
exchange.fill_leverage_brackets/get_maintenance_ratio_and_amt docstring and type specification
2022-01-31 12:16:43 -06:00
Sam Germain
b4a0611afc
exchange.get_liquidation_price removed irrelevant comment
2022-01-31 12:16:43 -06:00
Sam Germain
0c8205ab3b
replace single quote docstrings with double quote docstrings
2022-01-31 12:16:43 -06:00
Sam Germain
7abffee755
liquidation_price formula organize and comment clean up
2022-01-31 12:16:43 -06:00
Sam Germain
387a9fbf36
test_execute_entry liquidation_price test test_get_maintenance_ratio_and_amt_gateio
2022-01-31 12:16:38 -06:00
Sam Germain
2d545a2def
fixed breaking tests for liquidation price
2022-01-31 12:15:54 -06:00
Sam Germain
1eee5373b9
gateio.get_maintenance_ratio_and_amt
2022-01-31 12:15:54 -06:00
Sam Germain
8889512887
freqtradebot.leverage_prep gets taker_fee_rate
2022-01-31 12:15:54 -06:00
Sam Germain
bff53c52af
rewrite fill_leverage_brackets
2022-01-31 12:15:54 -06:00
Sam Germain
69a6223ca0
implemented binance.get_maintenance_ratio_and_amt
2022-01-31 12:15:54 -06:00
Sam Germain
ba5fc21d84
added isolated futures to supported modes for binance,gateio
2022-01-31 12:15:54 -06:00
Sam Germain
e0df7ee72a
Changed variable names in binance.get_max_leverage
2022-01-31 12:15:54 -06:00
Sam Germain
42360592ba
trimmed down liquidation_price variable and edited comments
2022-01-31 12:15:54 -06:00
Sam Germain
5796d95a95
Added gateio and okex isolated liquidation formulas
2022-01-31 12:15:54 -06:00
Sam Germain
ba02605d77
Isolated liq branch passes all tests and has the general structure that it is supposed to, but is patchy, and doesnt get the correct maintenance amt and maintenance margin rate yet
2022-01-31 12:15:54 -06:00
Sam Germain
eee7271ab8
Added live isolated-liq get
2022-01-31 12:15:54 -06:00
Arunavo Ray
778e3bcba6
Suppress incompatible type "Optional[float]"; expected "float" as the check exists.
2022-01-31 12:15:54 -06:00
Sam Germain
92c94bb62a
added position and wallet_balance to LocalTrade.set_isolated_liq
2022-01-31 12:15:54 -06:00
