Matthias
|
fa3d4b58ab
|
Revert unnecessary formatting
|
2022-09-18 08:30:59 +02:00 |
|
Robert Caulk
|
bdeb2f9c6a
|
Merge branch 'develop' into add-plot-feature-importance
|
2022-09-18 00:02:46 +02:00 |
|
robcaulk
|
1ef875901a
|
maintian user privacy by keeping plotly offline
|
2022-09-18 00:01:42 +02:00 |
|
robcaulk
|
68f7a31504
|
ensure continued operation despite not being able to plot
|
2022-09-18 00:00:14 +02:00 |
|
robcaulk
|
2c23effbf2
|
allow plot to plot multitargets, add test
|
2022-09-17 19:17:44 +02:00 |
|
initrv
|
1c92734f39
|
simplify plot_feature_importance call
|
2022-09-17 18:53:43 +03:00 |
|
Matthias
|
063511826c
|
Update stoploss on exchange logic
closes #7424
|
2022-09-17 17:11:00 +02:00 |
|
Matthias
|
9f266cbcb2
|
Allow safe_price for market stop orders
|
2022-09-17 17:11:00 +02:00 |
|
Matthias
|
ca6dec3d4c
|
Binance spot also allows market orders
closes #7426
|
2022-09-17 17:11:00 +02:00 |
|
Matthias
|
8639c1f23d
|
Reduce complexity in binance stoploss handling
|
2022-09-17 17:11:00 +02:00 |
|
Matthias
|
93237efc15
|
Merge pull request #7428 from freqtrade/informative_freqai
Informative freqai
|
2022-09-17 16:44:28 +02:00 |
|
Matthias
|
4182a7891a
|
Allow leverage tier cache to be 4 weeks old.
we've seen from binance that it's not changing this often.
|
2022-09-17 10:41:48 +02:00 |
|
Matthias
|
6682ae35b3
|
Update cached binance_leverage_tiers
|
2022-09-17 10:37:47 +02:00 |
|
Matthias
|
10ec681b30
|
Clean up no longer needed informative sample code
|
2022-09-17 10:19:46 +02:00 |
|
Matthias
|
0aada271ca
|
Move informative_pairs for freqAI to backend
|
2022-09-17 10:17:22 +02:00 |
|
Timothy Pogue
|
4422ac7f45
|
constrain port in config, catch value error
|
2022-09-16 19:22:24 -06:00 |
|
initrv
|
86aa875bc9
|
plot features as html instead of png
|
2022-09-16 21:47:12 +03:00 |
|
initrv
|
b707a6da35
|
Add ability to plot feature importance
|
2022-09-16 19:17:41 +03:00 |
|
Matthias
|
e5368f5a14
|
backtesting confirm_trade_entry should pass correct amount, not stake-amount
closes #7423
|
2022-09-16 13:24:20 +00:00 |
|
Timothy Pogue
|
b0b575ead9
|
change json serialize to split orient
|
2022-09-16 00:02:27 -06:00 |
|
Timothy Pogue
|
efaef68ad7
|
Merge branch 'develop' into feat/externalsignals
|
2022-09-15 18:09:25 -06:00 |
|
Timothy Pogue
|
7d1645ac20
|
fix tests and warning message
|
2022-09-15 17:54:31 -06:00 |
|
Timothy Pogue
|
8e75852ff3
|
fix constants, update config example, add emc config validation
|
2022-09-15 11:12:05 -06:00 |
|
Timothy Pogue
|
6126925dbe
|
message size limit in mb, default to 8mb
|
2022-09-14 16:42:14 -06:00 |
|
Timothy Pogue
|
aed19ff6ce
|
fix The future belongs to a different loop error
|
2022-09-13 19:17:12 -06:00 |
|
initrv
|
37dd22c89e
|
Fixed a bug that prevents clearing old models
Corrects the error of clearing old models when the model directory contains directories with names that do not match a regular expression
|
2022-09-14 03:40:13 +03:00 |
|
Timothy Pogue
|
06350a13cb
|
support specifying message size in emc config
|
2022-09-13 16:39:53 -06:00 |
|
Timothy Pogue
|
d75d5a7dad
|
debug ping error message
|
2022-09-13 16:06:25 -06:00 |
|
Matthias
|
7a98775f01
|
Version bump apiVersion
|
2022-09-13 22:07:59 +02:00 |
|
Matthias
|
d2abc9417f
|
Simplify ws imports
|
2022-09-13 20:51:13 +02:00 |
|
Matthias
|
79c70bd52d
|
use WebSocketState from fastapi
available since 0.82.0
|
2022-09-13 20:50:12 +02:00 |
|
Timothy Pogue
|
07aa206f71
|
real fix for reconnecting
|
2022-09-13 12:36:40 -06:00 |
|
Timothy Pogue
|
6d0dfd4dc8
|
continue trying connect on ping error
|
2022-09-13 12:27:41 -06:00 |
|
Robert Caulk
|
26441820a9
|
Merge pull request #7390 from aemr3/add-xgboostclassifier
Add XGBoostClassifier
|
2022-09-12 23:38:04 +02:00 |
|
Timothy Pogue
|
bf2e5dee75
|
add running false on shutdown, fix dp typing
|
2022-09-12 14:21:39 -06:00 |
|
Timothy Pogue
|
0697041f14
|
remove copy statement where not needed
|
2022-09-12 14:09:12 -06:00 |
|
Timothy Pogue
|
c19a5fbe06
|
copy data being transferred, remove debug messages in emc
|
2022-09-12 13:57:29 -06:00 |
|
Matthias
|
b6434040de
|
Remove plain json serializer implementation
|
2022-09-12 20:24:28 +02:00 |
|
Matthias
|
867d59b930
|
Improve type specifitivity
|
2022-09-12 20:00:01 +02:00 |
|
Matthias
|
0052e58917
|
emc: Fix potential startup timing issue
|
2022-09-12 19:50:22 +02:00 |
|
Timothy Pogue
|
a477b3c244
|
remove log line, fix tests to not connect to actual ip
|
2022-09-12 10:45:59 -06:00 |
|
Timothy Pogue
|
10852555e5
|
change verbosity of testing log
|
2022-09-12 09:53:47 -06:00 |
|
Timothy Pogue
|
457075b823
|
one more line
|
2022-09-12 07:47:30 -06:00 |
|
Timothy Pogue
|
d6205e6cfb
|
test logging lines
|
2022-09-12 07:36:11 -06:00 |
|
Timothy Pogue
|
85b43a7c34
|
Merge branch 'develop' into feat/externalsignals
|
2022-09-12 07:28:08 -06:00 |
|
Matthias
|
715a71465d
|
Fix auth bug when no token is set
|
2022-09-12 07:28:31 +02:00 |
|
Timothy Pogue
|
5483cf21f6
|
remove default secret_ws_token, set timeout min to 0
|
2022-09-11 11:42:13 -06:00 |
|
Matthias
|
982c0315fa
|
Rename variable
|
2022-09-11 19:31:11 +02:00 |
|
Matthias
|
72d197a99d
|
Run first epoch in non-parallel mode
this allows dataprovider to load it's cache.
closes #7384
|
2022-09-11 17:51:07 +02:00 |
|
Matthias
|
78cd46ecd5
|
hyperopt Remove unnecessary arguments
|
2022-09-11 14:59:39 +02:00 |
|
Matthias
|
32e13d65c3
|
Refactor hyperopt to extract evaluate_result
|
2022-09-11 14:59:39 +02:00 |
|
Matthias
|
a48923c0e4
|
Extract widget colorization to separate function
|
2022-09-11 14:59:39 +02:00 |
|
Matthias
|
9c8c7a03a1
|
Improve typehint
|
2022-09-11 14:59:39 +02:00 |
|
Matthias
|
ccc70a21f2
|
Update pairs_file cli argument description
|
2022-09-11 14:59:39 +02:00 |
|
Matthias
|
4476b5a7f4
|
add user_data arg to test-pairlist
|
2022-09-11 14:59:39 +02:00 |
|
Timothy Pogue
|
ed4ba8801f
|
more emc tests
|
2022-09-10 23:57:17 -06:00 |
|
Timothy Pogue
|
0f8eaf98e7
|
Merge branch 'develop' into feat/externalsignals
|
2022-09-10 15:14:10 -06:00 |
|
Timothy Pogue
|
0bc18ea33c
|
call websocket close in channel close
|
2022-09-10 15:12:18 -06:00 |
|
Emre
|
330d7068ab
|
Merge branch 'develop' into add-xgboostclassifier
|
2022-09-10 23:59:11 +03:00 |
|
Robert Caulk
|
075748b21a
|
Merge pull request #7392 from freqtrade/improve_ai_tests
Improve freqai tests by utilizing parametrization
|
2022-09-10 22:37:21 +02:00 |
|
Timothy Pogue
|
2afd5c202c
|
update message parsing, tests
|
2022-09-10 14:29:15 -06:00 |
|
robcaulk
|
5a0cfee27e
|
allow user to multithread jobs (advanced users only)
|
2022-09-10 22:16:49 +02:00 |
|
Robert Caulk
|
73e122ad10
|
Merge pull request #7391 from wagnercosta/fixBTfreqaiV2
Fix FreaqAI backtesting - startup_candle_count bug
|
2022-09-10 21:53:00 +02:00 |
|
Timothy Pogue
|
a7baccdb7d
|
update log messages in emc, more tests
|
2022-09-10 13:44:27 -06:00 |
|
Timothy Pogue
|
866a564958
|
update emc start/shutdown, initial emc tests
|
2022-09-10 12:51:29 -06:00 |
|
Matthias
|
e4caccc353
|
Merge pull request #7367 from freqtrade/add-continual-learning
add continual learning to catboost and friends
|
2022-09-10 20:17:28 +02:00 |
|
Timothy Pogue
|
d8cdd92140
|
wrap background cleanup in finally, add tests
|
2022-09-10 11:47:21 -06:00 |
|
Wagner Costa Santos
|
311ae8bf1f
|
freqai backtesting - add startup_candle_count at function description
|
2022-09-10 14:45:42 -03:00 |
|
Emre
|
60eb02bb62
|
Add XGBoostClassifier
|
2022-09-10 20:13:16 +03:00 |
|
Robert Caulk
|
2077f84f9b
|
Merge pull request #7363 from wagnercosta/fixHyperoptFreqai
Fix hyperopt - freqai
|
2022-09-10 17:02:01 +02:00 |
|
Robert Caulk
|
4a47c63f71
|
Merge pull request #7374 from th0rntwig/filter-constant-features
|
2022-09-10 16:58:58 +02:00 |
|
robcaulk
|
10b6aebc5f
|
enable continual learning and evaluation sets on multioutput models.
|
2022-09-10 16:54:13 +02:00 |
|
Wagner Costa Santos
|
a1f88cca80
|
merge develop
|
2022-09-10 10:35:16 -03:00 |
|
Wagner Costa Santos
|
79985fda01
|
fix backtesting freqai startup candles bug
|
2022-09-10 10:27:17 -03:00 |
|
Matthias
|
4250174de9
|
Fix ws exception when no token is provided
|
2022-09-10 14:29:58 +02:00 |
|
Matthias
|
b344f78d00
|
Improve logic for token validation
|
2022-09-10 14:20:49 +02:00 |
|
Matthias
|
5705b8759b
|
Merge branch 'develop' into add-continual-learning
|
2022-09-10 08:24:04 +02:00 |
|
robcaulk
|
05581db4e3
|
ensure columns are only dropped in training
|
2022-09-09 20:37:21 +02:00 |
|
Matthias
|
939fb7acb3
|
Fix enum imports
|
2022-09-09 20:31:30 +02:00 |
|
Matthias
|
97be3318f4
|
Use Datetime_format from constants
|
2022-09-09 20:31:02 +02:00 |
|
Matthias
|
37fcbeba58
|
Update backtesting output wording to Entries
|
2022-09-09 19:58:55 +02:00 |
|
Timothy Pogue
|
6cbc03a96a
|
support jwt token in place of ws token
|
2022-09-09 11:38:42 -06:00 |
|
robcaulk
|
a826c0eb83
|
ensure signatures match, reduce verbosity
|
2022-09-09 19:30:53 +02:00 |
|
Emre
|
acb410a0de
|
Remove verbosity params
|
2022-09-09 19:30:53 +02:00 |
|
Emre
|
df6e43d2c5
|
Add XGBoostRegressorMultiTarget class
|
2022-09-09 19:30:53 +02:00 |
|
Emre
|
1b6410d7d1
|
Add XGBoostRegressor for freqAI, fix mypy errors
|
2022-09-09 19:30:53 +02:00 |
|
Timothy Pogue
|
09679cc798
|
fix dependency
|
2022-09-09 11:27:20 -06:00 |
|
Wagner Costa Santos
|
d38cc06139
|
Fix freqai backtesting time range issue
|
2022-09-09 19:27:05 +02:00 |
|
Timothy Pogue
|
426f8f37e9
|
change var names
|
2022-09-09 10:45:49 -06:00 |
|
Matthias
|
e256ebd727
|
Add ws_token to auto-generated config
|
2022-09-09 07:13:05 +02:00 |
|
Timothy Pogue
|
75cf8dbfe4
|
missed await
|
2022-09-08 15:11:36 -06:00 |
|
robcaulk
|
c5d9180758
|
isort
|
2022-09-08 22:35:52 +02:00 |
|
robcaulk
|
bc7295579f
|
improve docs, make example strat hyperoptable
|
2022-09-08 22:22:50 +02:00 |
|
Timothy Pogue
|
2b9c8550b0
|
moved ws_schemas, first ws tests
|
2022-09-08 13:58:28 -06:00 |
|
Timothy Pogue
|
b9e7af1ce2
|
fix ws token auth
|
2022-09-08 11:25:30 -06:00 |
|
Timothy Pogue
|
fac6626459
|
update default timeouts
|
2022-09-08 10:54:31 -06:00 |
|
Timothy Pogue
|
b3b0c918d9
|
cleanup old code
|
2022-09-08 10:44:03 -06:00 |
|
Timothy Pogue
|
379b1cbc90
|
remove unnecessary returns
|
2022-09-08 10:37:41 -06:00 |
|
Timothy Pogue
|
df3c126146
|
fix mypy error
|
2022-09-08 10:34:37 -06:00 |
|
Timothy Pogue
|
4104d0f68a
|
Merge branch 'develop' into feat/externalsignals
|
2022-09-08 10:19:23 -06:00 |
|
Matthias
|
883abe5b4f
|
Merge pull request #7379 from freqtrade/fix/keyerror_fundingfee
Fix keyerror fundingfee update
|
2022-09-08 12:06:52 +02:00 |
|
Matthias
|
9ef0ffe277
|
Update tests for funding-Fee exceptions
|
2022-09-08 07:19:17 +00:00 |
|
Matthias
|
791f61c089
|
Add test case for funding fee update failure
|
2022-09-08 07:13:15 +00:00 |
|
Matthias
|
b91ad609f2
|
Merge pull request #7370 from wizrds/feat/suffix-merge-informative
Add optional `suffix` parameter to `merge_informative_pair`
|
2022-09-08 08:08:55 +02:00 |
|
Matthias
|
39b6cadd14
|
Test keyerror case for funding_Fee calculation
|
2022-09-08 07:24:57 +02:00 |
|
Matthias
|
4e15611b05
|
Don't crash in case of funding fee fetch error
|
2022-09-08 07:18:38 +02:00 |
|
Matthias
|
045c3f0f3a
|
Reduce diff by avoiding unnecessary changes
|
2022-09-08 07:01:37 +02:00 |
|
Matthias
|
f3417a8690
|
Revert condition sequence to simplify conditions
|
2022-09-08 06:59:14 +02:00 |
|
Matthias
|
20bf44a856
|
Merge pull request #7375 from freqtrade/combine-metrics
ensure inlier metric can be combined with other cleaning methods
|
2022-09-08 06:43:02 +02:00 |
|
Timothy Pogue
|
a50923f796
|
add producers attribute to dataprovider
|
2022-09-07 17:14:26 -06:00 |
|
Wagner Costa Santos
|
f4f2884a66
|
Fix freqai backtesting time range issue
|
2022-09-07 18:52:58 -03:00 |
|
Timothy Pogue
|
1ef1fc269e
|
docstring and tests
|
2022-09-07 15:26:38 -06:00 |
|
Timothy Pogue
|
5934495dda
|
add websocket request/message schemas
|
2022-09-07 15:08:01 -06:00 |
|
Wagner Costa Santos
|
bf3ee51167
|
validate freqai hyperopt with freqai enabled param
|
2022-09-07 14:42:05 -03:00 |
|
Matthias
|
f8e7ed5d7d
|
Reduce shutdown verbosity of exchange
|
2022-09-07 19:28:42 +02:00 |
|
Matthias
|
a9fd12b816
|
Allow more dynamic timeframes by disabling "choice"
part of #7366
|
2022-09-07 19:28:42 +02:00 |
|
robcaulk
|
e51d352777
|
ensure pca is handling same DF as inlier
|
2022-09-07 19:11:54 +02:00 |
|
robcaulk
|
4c9ac6b7c0
|
add kwargs, reduce duplicated code
|
2022-09-07 18:58:55 +02:00 |
|
Timothy Pogue
|
5d338e697c
|
change window to timeperiod in hybrid
|
2022-09-07 18:49:47 +02:00 |
|
Timothy Pogue
|
48cadbf933
|
remove duplicate line, change window to timeperiod
|
2022-09-07 18:49:47 +02:00 |
|
robcaulk
|
ea7bdac9ed
|
ensure inlier metric can be combined with other cleaning methods
|
2022-09-07 18:45:16 +02:00 |
|
Matthias
|
322f00e3e8
|
Fix empty entry message if order doesn't fill immediately
closes #7368
|
2022-09-07 18:19:43 +02:00 |
|
th0rntwig
|
cdc72bf8ca
|
Correct indexing
|
2022-09-07 18:14:13 +02:00 |
|
th0rntwig
|
047ded1baa
|
Check for constant columns
|
2022-09-07 17:47:27 +02:00 |
|
Timothy Pogue
|
2c9b765953
|
add suffix parameter
|
2022-09-07 09:35:37 -06:00 |
|
Wagner Costa Santos
|
972b699105
|
hyperopt - freqai - change validation to config_validation
|
2022-09-07 11:11:31 -03:00 |
|
wagnercosta
|
6b7644029c
|
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
|
2022-09-07 11:07:51 -03:00 |
|
Matthias
|
c08c82bc40
|
Merge pull request #7322 from freqtrade/add-inlier-metric
Add inlier metric
|
2022-09-07 07:05:57 +02:00 |
|
Matthias
|
4d69df08dd
|
trunc to amount precision before checking valid partial exits
closes #7368
|
2022-09-07 06:43:08 +02:00 |
|
Matthias
|
95a33ab2e6
|
Add amount_to_contract helper in the exchange
|
2022-09-07 06:34:03 +02:00 |
|
Timothy Pogue
|
8bfaf0a998
|
Merge branch 'develop' into feat/externalsignals
|
2022-09-06 13:02:36 -06:00 |
|
Wagner Costa Santos
|
e0490b3efc
|
Merge branch 'fixHyperoptFreqai' of https://github.com/wagnercosta/freqtrade into fixHyperoptFreqai
|
2022-09-06 15:43:08 -03:00 |
|
Wagner Costa Santos
|
8d16dd804d
|
hyperopt - freqai - docs and refactoring
|
2022-09-06 15:42:47 -03:00 |
|
Timothy Pogue
|
b1c0267449
|
mypy fixes
|
2022-09-06 12:40:58 -06:00 |
|
Robert Caulk
|
d7585161b2
|
Merge branch 'develop' into add-inlier-metric
|
2022-09-06 20:40:21 +02:00 |
|
wagnercosta
|
55195260e4
|
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
|
2022-09-06 15:32:28 -03:00 |
|
robcaulk
|
97077ba18a
|
add continual learning to catboost and friends
|
2022-09-06 20:30:46 +02:00 |
|
Matthias
|
dc4a4bdf09
|
Wrap cleanup in try/finally handler
If a database has errors, the database cleanups would fail, causing
cleanup to be incomplete.
closes #7364
|
2022-09-06 20:26:42 +02:00 |
|
Timothy Pogue
|
3535aa7724
|
add last_analyzed to emitted dataframe
|
2022-09-06 12:12:05 -06:00 |
|
robcaulk
|
d44296783e
|
isort datakitchen
|
2022-09-06 20:10:12 +02:00 |
|
robcaulk
|
e83c9b276d
|
fix whitespace
|
2022-09-06 19:56:52 +02:00 |
|
Matthias
|
f2f811a2fe
|
Fix telegram bug with open partial exit orders
|
2022-09-06 19:55:18 +02:00 |
|
robcaulk
|
4b28d0495f
|
fix timestamping, move imports, add words to doc
|
2022-09-06 19:46:58 +02:00 |
|
Matthias
|
98ec84fca6
|
Merge pull request #7339 from freqtrade/fix/fundingfee_handling
Fix/fundingfee handling
|
2022-09-06 19:21:40 +02:00 |
|
wagnercosta
|
1820bc6832
|
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
|
2022-09-06 10:02:17 -03:00 |
|
Matthias
|
3f3099cbfc
|
Merge pull request #7361 from italodamato/develop
fix hyperopt df preprocessing
|
2022-09-06 07:26:14 +02:00 |
|
Timothy Pogue
|
38f14349e9
|
move bytes decoding to serializer
|
2022-09-05 23:25:25 -06:00 |
|
Matthias
|
d526dfb171
|
Revert some more changes in rpc_manager
|
2022-09-06 07:03:31 +02:00 |
|
Matthias
|
4dec19de9f
|
Add comment to explain why we use the non-trimmed DF
|
2022-09-06 06:52:50 +02:00 |
|
Timothy Pogue
|
a0d774fdc4
|
change default initial candle limit to 1500
|
2022-09-05 20:23:00 -06:00 |
|
Timothy Pogue
|
b949ea301c
|
fix failed apiserver tests
|
2022-09-05 19:29:07 -06:00 |
|
Timothy Pogue
|
cd8455ccb7
|
Merge branch 'develop' into feat/externalsignals
|
2022-09-05 15:10:25 -06:00 |
|
Wagner Costa Santos
|
2c8e5b191b
|
fix hyperopt - freqai
|
2022-09-05 17:43:55 -03:00 |
|
Wagner Costa Santos
|
5b826150df
|
fix hyperopt - freqai
|
2022-09-05 17:43:28 -03:00 |
|
Timothy Pogue
|
8f261d8edf
|
change from bytes to text in websocket, remove old logs
|
2022-09-05 13:47:17 -06:00 |
|
Matthias
|
36e5c18fa6
|
Don't raise exception when a message is not implemented in telegram
|
2022-09-05 20:54:03 +02:00 |
|
Italo
|
9f5642fd97
|
fix hyperopt df preprocessing
|
2022-09-05 18:12:19 +02:00 |
|
robcaulk
|
78d01810ed
|
reduce code redundancy, ensure live always gets the latest data
|
2022-09-05 00:12:00 +02:00 |
|
Wagner Costa Santos
|
d43ed186fc
|
fix issue with freqai backtesting at slice dataframe
|
2022-09-05 00:12:00 +02:00 |
|
Timothy Pogue
|
8a08f8ff8d
|
revert rpc manager
|
2022-09-04 10:27:34 -06:00 |
|
Timothy Pogue
|
07f806a314
|
minor improvements, fixes, old config+constant removal
|
2022-09-04 10:22:10 -06:00 |
|
Timothy Pogue
|
1601868854
|
dataprovider fix, updated config example
|
2022-09-04 09:42:43 -06:00 |
|
Robert Caulk
|
956ea43e55
|
Merge pull request #7340 from wizrds/sigint-freqai
Support SIGINT in FreqAI
|
2022-09-04 16:43:36 +02:00 |
|
robcaulk
|
ec76214d02
|
backup historical predictions pickle and load the backup in case of corruption
|
2022-09-04 15:56:07 +02:00 |
|
Timothy Pogue
|
3b5e5fc57b
|
fix method name in dummy class
|
2022-09-03 14:10:23 -06:00 |
|
Robert Caulk
|
8545d74378
|
Merge pull request #7331 from th0rntwig/pca
Normalise PCA space
|
2022-09-03 21:49:54 +02:00 |
|
Timothy Pogue
|
dae3b3d86a
|
support shutting down freqai
|
2022-09-03 13:24:14 -06:00 |
|
Matthias
|
16573b19e3
|
Fix migration syntax error
|
2022-09-03 19:51:44 +02:00 |
|
robcaulk
|
5cfb4154eb
|
revert all changes in normalize_data()
|
2022-09-03 19:48:30 +02:00 |
|
Robert Caulk
|
63514b0443
|
Merge pull request #7325 from wagnercosta/develop
Improve Freqai backtesting performance
|
2022-09-03 19:28:04 +02:00 |
|
robcaulk
|
c21808ff98
|
remove metadata redundancy, fix pca bug
|
2022-09-03 16:54:30 +02:00 |
|
robcaulk
|
c9be66b5b6
|
increase test coverage for dk, improve function naming, extra cleaning
|
2022-09-03 15:52:29 +02:00 |
|
Matthias
|
ed4cc18cdd
|
Migration to check order funding fee
|
2022-09-03 15:19:40 +02:00 |
|
Matthias
|
0f483ee31f
|
Use "since last order" approach for live as well.
|
2022-09-03 15:01:42 +02:00 |
|
Matthias
|
0c6a02687a
|
Don't calculate funding fees if we're not going to use them.
|
2022-09-03 15:01:42 +02:00 |
|
Matthias
|
df50b1928d
|
Fix funding fee calculation for backtesting
|
2022-09-03 15:01:42 +02:00 |
|
Matthias
|
80b5f035ab
|
Remove typo in log message
|
2022-09-03 15:01:28 +02:00 |
|
robcaulk
|
599c1c79fb
|
reorganized backtest utilities, test new functionality, improve/update doc
|
2022-09-03 14:00:01 +02:00 |
|
Wagner Costa Santos
|
af5460cebf
|
Add option to keep models only in memory for backtest
|
2022-09-02 22:01:53 -03:00 |
|
Timothy Pogue
|
05cbcf834c
|
minor logging changes
|
2022-09-02 16:01:33 -06:00 |
|
Timothy Pogue
|
cf917ad2f5
|
initial candle request limit, better error reporting, split up _handle_producer_connection
|
2022-09-02 15:05:16 -06:00 |
|
Matthias
|
b26126cb57
|
Don't use ticker['symbol'] but use "pair" instead
closes #7262
|
2022-09-02 20:09:30 +02:00 |
|
Timothy Pogue
|
5b0b802f31
|
hybrid json ws serializer
|
2022-09-02 00:05:36 -06:00 |
|
Timothy Pogue
|
eb4cd6ba82
|
split initial data into separate requests
|
2022-09-01 23:52:13 -06:00 |
|
Timothy Pogue
|
dccde88c83
|
fix dataframe serializing
|
2022-09-01 23:15:03 -06:00 |
|
Matthias
|
b53791fef2
|
Futures volumepairlist to account for contract size
|
2022-09-02 07:11:32 +02:00 |
|
Timothy Pogue
|
00f35f4870
|
remove old constant, add initial_data requesting, minor changes
|
2022-09-01 20:06:36 -06:00 |
|
th0rntwig
|
11b2bc269e
|
Added missing s
|
2022-09-01 22:37:32 +02:00 |
|
th0rntwig
|
3f8400df10
|
Normalise PCA space
|
2022-09-01 21:51:33 +02:00 |
|
Matthias
|
11fbfd3402
|
Remove unnecessary assignment
|
2022-09-01 19:39:20 +02:00 |
|
Wagner Costa Santos
|
d6e115178a
|
refactoring freqai backtesting - remove duplicate code
|
2022-09-01 07:09:23 -03:00 |
|
Matthias
|
f3c73189d5
|
Remove pointless default on wallet_balance argument
|
2022-09-01 06:49:51 +02:00 |
|
Matthias
|
ba2eb7cf0f
|
Fix BNB fee bug when selling
thanks @epigramx, for reporting and for the detailed data.
|
2022-09-01 06:42:51 +02:00 |
|
Wagner Costa Santos
|
44d3a9140d
|
Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop
|
2022-08-31 15:37:06 -03:00 |
|
Wagner Costa Santos
|
7bed0450d2
|
pr review - refactoring backtesting freqai
|
2022-08-31 15:36:29 -03:00 |
|
Timothy Pogue
|
c72a2c26c7
|
remove external pairlist
|
2022-08-31 12:06:24 -06:00 |
|
Timothy Pogue
|
6e8abf8674
|
add producer name to required fields in config
|
2022-08-31 11:58:58 -06:00 |
|
wagnercosta
|
3d4497467c
|
Merge branch 'freqtrade:develop' into develop
|
2022-08-31 14:47:06 -03:00 |
|
Timothy Pogue
|
865b34cd6f
|
add producer names
|
2022-08-31 11:43:02 -06:00 |
|
Timothy Pogue
|
510cf4f305
|
remove data waiting, remove explicit analyzing of external df
|
2022-08-31 10:40:26 -06:00 |
|
Wagner Costa Santos
|
df51da22ee
|
refactoring freqai backtesting
|
2022-08-31 11:23:48 -03:00 |
|
Matthias
|
57ff6f8ac5
|
Init timerange object properly
|
2022-08-31 10:28:31 +00:00 |
|
Matthias
|
13ccd940d5
|
Remove startup_candle_count from freqai sample config to avoid confusion
|
2022-08-31 10:27:08 +00:00 |
|
Matthias
|
7ba4fda5d7
|
Implement PR feedback
|
2022-08-31 10:26:47 +00:00 |
|
Matthias
|
a88ffd2c9d
|
Merge branch 'develop' into move_datadownload
|
2022-08-31 10:23:45 +00:00 |
|
Timothy Pogue
|
115a901773
|
minor fix for conditional in handle func
|
2022-08-30 19:34:43 -06:00 |
|
Timothy Pogue
|
ddc45ce2eb
|
message handling fix, data waiting fix
|
2022-08-30 19:30:14 -06:00 |
|
Timothy Pogue
|
346e73dd75
|
client implementation, minor fixes
|
2022-08-30 19:21:34 -06:00 |
|
Matthias
|
c9aa09ec89
|
Simplify base fee handling
|
2022-08-30 20:46:06 +02:00 |
|
robcaulk
|
7e8e29e42d
|
use continuous value for inlier_metric
|
2022-08-30 20:41:37 +02:00 |
|
Timothy Pogue
|
418bd26a80
|
minor fixes, rework consumer request, update requirements.txt
|
2022-08-30 11:04:16 -06:00 |
|
robcaulk
|
7f52908e87
|
ensure the lost points are prepended for FreqUI
|
2022-08-30 18:55:58 +02:00 |
|
robcaulk
|
a58dd0bbf9
|
add noise feature, improve docstrings
|
2022-08-30 18:26:24 +02:00 |
|
robcaulk
|
b11742a4c5
|
integrate inlier metric function
|
2022-08-30 18:26:24 +02:00 |
|
th0rntwig
|
d3cb211283
|
Add inlier metric computation
|
2022-08-30 18:26:24 +02:00 |
|
th0rntwig
|
50e2808667
|
Fix bug in DI (#7321)
|
2022-08-30 12:54:39 +02:00 |
|
Timothy Pogue
|
47f7c384fb
|
consumer subscriptions, fix serializer bug
|
2022-08-29 15:48:29 -06:00 |
|
Timothy Pogue
|
7952e0df25
|
initial rework separating server and client impl
|
2022-08-29 13:41:15 -06:00 |
|
robcaulk
|
62c0a174c8
|
allow users to properly reverse train-test data ordering
|
2022-08-29 11:04:58 +02:00 |
|
Matthias
|
27a9f98d5f
|
Simplify liquidation price structure, improve test cov
|
2022-08-29 07:04:48 +02:00 |
|
Matthias
|
226fa5d93c
|
Simplify liquidation price calling structure
|
2022-08-29 07:04:48 +02:00 |
|
Matthias
|
4def3678b7
|
Merge pull request #7298 from freqtrade/tif_align
align TimeInForce to ccxt usage
|
2022-08-29 06:36:51 +02:00 |
|
Matthias
|
8be8a12cc4
|
Merge pull request #7260 from JohanVlugt/develop
Example FreqAI hybrid strategy
|
2022-08-29 06:34:45 +02:00 |
|
Matthias
|
40c00d2d8f
|
Version bump dev version to 2022.9
|
2022-08-29 06:34:20 +02:00 |
|
Timothy Pogue
|
8c4e68b8eb
|
updated example configs
|
2022-08-28 13:00:52 -06:00 |
|
Robert Caulk
|
39a739eadb
|
Merge pull request #7296 from th0rntwig/dbscan
Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
|
2022-08-28 14:37:47 +02:00 |
|
robcaulk
|
fcb5d1cb5a
|
remove debugging flag
|
2022-08-28 13:01:39 +02:00 |
|
robcaulk
|
dd628eb525
|
add tests for outlier detection and removal functions
|
2022-08-28 12:56:39 +02:00 |
|
robcaulk
|
1e41c773a0
|
fix outlier protection
|
2022-08-28 12:11:29 +02:00 |
|
smarmau
|
ff3a4995c1
|
remove unnecessary code
|
2022-08-28 11:45:20 +02:00 |
|
Matthias
|
b9f35cadb3
|
add /stopentry alias for /stopbuy
|
2022-08-28 11:37:22 +02:00 |
|
smarmau
|
005594c29c
|
simplify hybrid template
|
2022-08-28 11:29:48 +02:00 |
|
th0rntwig
|
71f7d68783
|
Fixed mypy error
|
2022-08-27 12:44:55 +02:00 |
|
Matthias
|
c61b986c3d
|
FTX - support time_in_force (and PO ordertype)
closes #7175
|
2022-08-27 10:30:38 +02:00 |
|
Matthias
|
104a73025d
|
Uppercase TimeInForce (align with ccxt)
|
2022-08-27 10:30:06 +02:00 |
|
Matthias
|
6686489c06
|
Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator
Add flag to move hyperopt populate_indicators to epoch
|
2022-08-27 09:21:16 +02:00 |
|
Matthias
|
2b70c3d0c0
|
support price callback for partial exits in bt
This will align results to how live works.
closes #7292
|
2022-08-27 08:50:09 +02:00 |
|
Timothy Pogue
|
05ca673883
|
Catch status code errors
|
2022-08-27 00:06:03 -06:00 |
|
Timothy Pogue
|
fcceb744c5
|
Add janus to requirements.txt
|
2022-08-26 23:43:05 -06:00 |
|
Timothy Pogue
|
2b5f067877
|
Refactoring, minor improvements, data provider improvements
|
2022-08-26 23:40:13 -06:00 |
|
Matthias
|
9204f01312
|
Don't lock pairs on partial exit
|
2022-08-27 07:23:02 +02:00 |
|
elintornquist
|
86c5ac44e4
|
Add outlier percentage check
|
2022-08-26 23:05:07 +02:00 |
|
Matthias
|
01126c43f7
|
Fix liquidation price tier calculation
closes #7294
|
2022-08-26 20:14:24 +02:00 |
|
Matthias
|
753d1b2aad
|
Update leverage tier terminology to be clear and aligned with ccxt
|
2022-08-26 19:34:51 +02:00 |
|
elintornquist
|
b2d664c63c
|
Change MinPts calculation
|
2022-08-26 18:57:27 +02:00 |
|
robcaulk
|
bb3523f383
|
download data homogeneously across timeframes
|
2022-08-26 18:51:42 +02:00 |
|
robcaulk
|
e7261cf515
|
add freqai utils.py file
|
2022-08-26 15:30:28 +02:00 |
|
robcaulk
|
65b552e310
|
make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection
|
2022-08-26 15:30:01 +02:00 |
|
robcaulk
|
4b7e640f31
|
reduce code duplication, optimize auto data download per tf
|
2022-08-26 13:56:44 +02:00 |
|
Matthias
|
53d46a0385
|
align max_entry_position_adjustment behavior of backtesting to live
closes #7293
|
2022-08-25 20:36:17 +02:00 |
|
Matthias
|
1fd223c815
|
Update --prepend help string
closes #7290
|
2022-08-25 17:03:41 +02:00 |
|
Matthias
|
f2a356a80c
|
Fix some imports
|
2022-08-25 07:08:58 +02:00 |
|
Matthias
|
6636f17e0f
|
Simplify usage of amount_to_contract precision
|
2022-08-25 07:08:22 +02:00 |
|
Timothy Pogue
|
d474111a65
|
Renamed to external signals, controller class refactored
|
2022-08-24 22:42:29 -06:00 |
|
Timothy Pogue
|
592373f096
|
Remove pairlist waiting, add .db files to .gitignore
|
2022-08-24 18:30:30 -06:00 |
|
Matthias
|
32faad9333
|
Fix backtest calculation problem with DCA
closes #7287
|
2022-08-24 20:36:08 +02:00 |
|
Matthias
|
a6d78a8615
|
initialize Since parameter properly
closes #7285
|
2022-08-23 06:43:04 +02:00 |
|
Matthias
|
fe7108ae75
|
Convert amount to contracts before comparing for close
closes #7279
|
2022-08-23 06:37:38 +02:00 |
|
Matthias
|
78b161e14c
|
add contract_size to database
|
2022-08-23 06:37:38 +02:00 |
|
Matthias
|
6036018f35
|
Extract contracts_to_amount and amount_to_contracts to standalone functions
|
2022-08-23 06:37:38 +02:00 |
|
Matthias
|
5f38a574ce
|
Add okx broker id
|
2022-08-23 06:37:38 +02:00 |
|
th0rntwig
|
5ce1c69803
|
Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
|
2022-08-22 19:57:20 +02:00 |
|
robcaulk
|
ac42c0153d
|
deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.
|
2022-08-22 18:19:07 +02:00 |
|
robcaulk
|
96d8882f1e
|
Plug mem leak, add training timer
|
2022-08-22 13:30:30 +02:00 |
|
Matthias
|
f55d5ffd8c
|
Don't fail when --strategy-path is not a valid directory.
closes #7264
|
2022-08-22 09:20:14 +00:00 |
|
Timothy Pogue
|
4fa01548f6
|
Remove old var from strategy interface
|
2022-08-21 22:49:42 -06:00 |
|
Timothy Pogue
|
6f5478cc02
|
DataFrame transmission, strategy follower logic
|
2022-08-21 22:45:36 -06:00 |
|
Matthias
|
015be770c3
|
ccxt now defaults to base volume for all markets
|
2022-08-22 06:42:14 +02:00 |
|
Matthias
|
f6d832c6d9
|
Add get_option to expose ft_has via method
|
2022-08-21 17:51:46 +02:00 |
|
Matthias
|
87a3115073
|
Add get_open_trade_count() to simplify getting open trade count.
|
2022-08-21 17:08:27 +02:00 |
|
Matthias
|
6189aa817c
|
Fix HybridExample formatting
|
2022-08-20 19:50:18 +02:00 |
|
robcaulk
|
64b0834437
|
add credit in docstring
|
2022-08-20 17:04:38 +02:00 |
|
robcaulk
|
90c03178b1
|
provide user directions, clean up strategy, remove unnecessary code.
|
2022-08-20 17:02:18 +02:00 |
|
Matthias
|
cdd4745693
|
Merge pull request #7263 from freqtrade/okx_cache_tiers
Okx cache tiers
|
2022-08-20 15:18:13 +02:00 |
|
Matthias
|
5b3f031590
|
Use hyperopt safe amount precision method
|
2022-08-20 14:13:15 +02:00 |
|
Matthias
|
738e95b875
|
Add tests for leverage tiers caching
|
2022-08-20 13:54:54 +02:00 |
|
Matthias
|
b6e8b9df35
|
Use cached leverage tiers
|
2022-08-20 13:01:58 +02:00 |
|
Matthias
|
52ec0d1046
|
Update binance Leverage tiers
|
2022-08-20 11:53:15 +02:00 |
|
Matthias
|
0da0600836
|
Have backtesting respect tradable size
closes #7161
|
2022-08-20 11:41:11 +02:00 |
|
Matthias
|
54ddc1a4c2
|
Add --tradingmode alias
|
2022-08-20 11:24:20 +02:00 |
|
Matthias
|
aa3da092a0
|
Dont' use classProperty - that's not supported on 3.8
|
2022-08-20 10:55:52 +02:00 |
|
Matthias
|
01d45ed12e
|
Merge pull request #7257 from freqtrade/feat/list-pair-time
Get min/max data in list-data command
|
2022-08-20 08:16:52 +02:00 |
|
Matthias
|
7b8b73e651
|
Merge pull request #7243 from lolongcovas/newbranch_test
Improve PCA and pairwise distance calcs
|
2022-08-20 08:13:40 +02:00 |
|
Timothy Pogue
|
739b68f8fd
|
ExternalPairList plugin
|
2022-08-19 22:40:01 -06:00 |
|
Johan van der Vlugt
|
b44bd0171c
|
Example Classifier strat
|
2022-08-19 19:10:37 +02:00 |
|
Matthias
|
b9d48c3278
|
use numbers in HyperoptState properly ...
|
2022-08-19 15:40:06 +02:00 |
|
Matthias
|
bc359675a2
|
Add --analyze-per-epoch - moving populate_analysis to the epoch process
|
2022-08-19 15:19:43 +02:00 |
|
Matthias
|
09f8904545
|
Extract analysis to separate method
|
2022-08-19 15:12:55 +02:00 |
|
Matthias
|
08ef5ad2d8
|
Add HyperoptState enum and container class
|
2022-08-19 15:11:43 +02:00 |
|
Matthias
|
1c6f966579
|
Hyperopt: simplify parameter "can_optimize" handling
|
2022-08-19 15:03:03 +02:00 |
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Matthias
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16af10a5bc
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Update notebook sample with simplified datadir configuration
closes #7252
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2022-08-19 14:05:27 +02:00 |
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Matthias
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b7553d20d4
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Get min/max data in list-data command
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2022-08-19 13:45:55 +02:00 |
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Matthias
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7d84ef2e2c
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Remove unused imports
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2022-08-19 13:45:10 +02:00 |
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longyu
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521381ebf0
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undo example strategy newline
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2022-08-19 12:40:03 +02:00 |
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Matthias
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b420614d65
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Reduce code duplication in datahandlers
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2022-08-19 09:33:07 +02:00 |
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Matthias
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975bf8fe88
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Update Docstring to match actual return values
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2022-08-19 09:23:53 +02:00 |
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Timothy Pogue
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6834db11f3
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minor improvements and pairlist data transmission
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2022-08-19 00:06:19 -06:00 |
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Matthias
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42eb508515
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Attempt fix of #7184
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2022-08-19 07:09:46 +02:00 |
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Matthias
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76a3e97e05
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Add migrations end message
closes #7251
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2022-08-19 06:39:51 +02:00 |
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Timothy Pogue
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9f6bba40af
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initial concept for replicate, basic leader and follower logic
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2022-08-18 20:10:58 +02:00 |
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