Commit Graph

8772 Commits

Author SHA1 Message Date
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
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
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
Matthias 1a37c6ff42 Bump ccxt to 1.81.43
fixes bug in okx live liquidation pricing
2022-05-05 07:05:00 +02:00
eSeR1805 ae01afdd0f
Models:Trade: Fix open_rate updates. 2022-05-04 22:05:53 +03:00
eSeR1805 496bf84e3a
Merge branch 'develop' into feat_readjust_entry 2022-05-04 21:43:41 +03:00
eSeR1805 dbecc097df
Models:Trade: Update trade open_rate based on lastest order. 2022-05-04 21:34:45 +03:00
Mark Regan ce035a5947
Add bot_loop_start() call in plotting.py
plotting.py was missing a call to strategy.bot_loop_start() resulting in strategies using this callback to not work.

Made changes and confirmed plotting now works for strategies using bot_loop_start() callback.

LMK if anything else needed for PR.
2022-05-03 23:34:12 +01:00
Matthias 2705096ce6
Merge pull request #6777 from freqtrade/fix/contractsizefee
Fix fee handling for futures trades
2022-05-03 20:34:37 +02:00
Matthias 091cb4fb8d Reduce no stake amount verbosity
closes #6768
2022-05-03 19:42:17 +02:00
Matthias eb996a152a Fix fee handling for futures trades 2022-05-03 19:06:17 +02:00
Matthias 88c8fe5570
Merge pull request #6715 from nicolaspapp/feat/relative-drawdown
Add relative drawdown
2022-05-02 21:09:14 +02:00
Matthias 3f64c6307f Maintain compatibility with old backtest results 2022-05-02 20:01:44 +02:00
Matthias 1e2523af61 Fix some assumptions on the data
available_capital is not guaranteed to be available, while dry-run-wallet is.
2022-05-02 19:44:14 +02:00
eSeR1805 52d510c331
Merge branch 'develop' into feat_readjust_entry 2022-05-02 18:30:05 +03:00
eSeR1805 4c74601073
Freqtradebot: Cleanup stray debug messages. 2022-05-02 18:22:41 +03:00
eSeR1805 59397cdd19
Freqtradebot: Fix full cancel logging location. 2022-05-02 18:09:28 +03:00
Matthias 2a6efab8a2 Don't use deprecated abstractclassmethod decorator 2022-05-02 06:24:52 +00:00
eSeR1805 04c51d2d1a
Merge branch 'develop' into feat_readjust_entry 2022-05-01 21:42:15 +03:00
Nicolas Papp f9244aad92 Fix on max drawdown formula to match tests 2022-05-01 12:25:53 -03:00
eSeR1805 4e43194dfe
BT: Refactor open order management. 2022-05-01 18:06:20 +03:00
Matthias 582e30bca6
Merge pull request #6716 from freqtrade/pairlocks_direction
Pairlocks direction
2022-05-01 17:04:20 +02:00
Matthias 910addd02b
Merge pull request #6753 from freqtrade/download_prepend
Download prepend
2022-05-01 15:15:16 +02:00
Matthias 995c48b642 Merge branch 'develop' into pairlocks_direction 2022-05-01 14:59:04 +02:00
eSeR1805 9d205132d0
Revert unintended comment change. 2022-05-01 12:10:11 +03:00
eSeR1805 8c19953cdd
Quick exit when order should be maintained. 2022-05-01 12:08:19 +03:00
Matthias 53a2f55cf0 Merge branch 'develop' into pr/nicolaspapp/6715 2022-05-01 10:03:10 +02:00
Matthias d5fc923dcb Properly validate stoploss existence for optimize commands
closes #6740
2022-05-01 09:53:46 +02:00
Matthias 5c1ac3cf95 Fix caching bug with freqUI backtesting 2022-04-30 19:55:13 +02:00
Matthias 8b5d454b50 Fix subtle bug in trades download 2022-04-30 17:44:57 +02:00
Matthias e49b3ef051 Improve message formatting 2022-04-30 17:35:11 +02:00
Matthias f6a7e6b785 Add prepend option to download-data 2022-04-30 17:32:50 +02:00
Matthias 11d447cd5a Add support for download-data "until" 2022-04-30 15:42:41 +02:00
Matthias 4580127fa8 Small refactor 2022-04-30 14:51:57 +02:00
Matthias c6c569b772 chore: split BTAnalyais to metrics 2022-04-30 14:47:27 +02:00
Matthias 4262f84744 Merge branch 'develop' into pr/nicolaspapp/6715 2022-04-30 14:22:18 +02:00
Matthias 2acb68e6e2 Move hyperopt-loss functions to their own package 2022-04-30 13:59:23 +02:00
eSeR1805 3be2afdd88
Merge branch 'develop' into feat_readjust_entry 2022-04-30 13:39:23 +03:00
eSeR1805 ad0c5d9440
Refactor entry adjustment for backtesting. 2022-04-30 13:38:17 +03:00
eSeR1805 f9977c26e7
Full cancel only for non DCA trades. 2022-04-30 12:55:03 +03:00
Matthias 09b74cebce Move edge bot_loop_start to edge_cli
(otherwise it's called twice when running trade mode with edge on).
2022-04-30 08:55:07 +02:00
Sam Germain 8756e7d9a1 flake8 linting 2022-04-29 23:35:08 -06:00
Sam Germain 4a6f1e90c3 Merge branch 'develop' into bot-start 2022-04-29 22:23:42 -06:00
Matthias 43049e0465 Evict cache if parameter file changed
closes #6735
2022-04-29 19:44:17 +02:00
Matthias fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
eSeR1805 09089b160e
Merge branch 'develop' into feat_readjust_entry 2022-04-29 13:02:38 +03:00
Matthias 48ff788e82 Clarify that stoploss is required
closes #6740
2022-04-29 09:53:05 +00:00
Matthias 21df1b0db3 Use ORJSON for http responses 2022-04-29 07:17:31 +02:00
eSeR1805 17650d7e60
Maintain existing order. Update functionality and documentation 2022-04-29 00:10:17 +03:00
eSeR1805 eb23170c43
Merge branch 'develop' into feat_readjust_entry 2022-04-28 23:06:52 +03:00
Matthias d1a61f9c61 Don't start futures backtest if leverage-tiers don't contain pair 2022-04-28 20:05:19 +02:00
Matthias cb5c3316d1 Simplify log output 2022-04-28 19:43:52 +02:00
Matthias e0d86307cb
Merge pull request #6732 from freqtrade/remove_duplicate_liqprice_call
Don't call interest_rate and isolated_liq twice
2022-04-28 07:38:32 +02:00
Matthias 2ef1181e16 Simplify trade __repr__ 2022-04-28 07:33:30 +02:00
Matthias 1e83589641 Fix hyperopt 2022-04-28 06:59:03 +02:00
Matthias ca49821df0 Fix race condition for loop 2022-04-28 06:29:14 +02:00
Matthias 46855221aa Fix rounding issue with contract-sized pairs for dry-run orders 2022-04-27 19:58:19 +02:00
Matthias 2c0a7c5d74 Don't call interest_rate and isolated_liq twice 2022-04-27 17:13:58 +02:00
Matthias 30c9dc6975 Fix exit-signa being assigned when tag is set but no signal is present. 2022-04-27 13:53:11 +02:00
Matthias ad7fbfab1b Slightly improved styling 2022-04-27 13:27:33 +02:00
Matthias 108f11b1d7 Fix docs typos 2022-04-27 06:42:56 +02:00
Rokas Kupstys 6d99222320 Add 'exit_tag' parameter to 'custom_exit_price' callback. 2022-04-26 10:01:51 +03:00
Sam Germain e76c6e8ad3 added bot_start call to edge_positioning.__init__ 2022-04-25 17:48:57 -06:00
Sam Germain e09b4498fa added bot_start call to plot/plotting 2022-04-25 17:48:57 -06:00
Sam Germain 4fd904e0a9 added bot_start to backtesting 2022-04-25 17:48:57 -06:00
Sam Germain d92761b2b1 Revert "strategy callback on_whitelist_update"
This reverts commit 39798dc1192161c3060830dd4684571aa86b7821.
2022-04-25 17:48:43 -06:00
Sam Germain bf7da35e31 strategy callback on_whitelist_update 2022-04-25 17:48:07 -06:00
Sam Germain 0b90e1d309 Added bot_start callback to strategy interface 2022-04-25 17:47:12 -06:00
Matthias 44000ae0b3 Fix CAGR missing for old results 2022-04-25 17:37:25 +02:00
Matthias 246a336f56
Merge pull request #6726 from froggleston/bt_concat
Move df append to pd concat
2022-04-25 16:03:27 +02:00
Matthias e38c4883dc
Merge pull request #6725 from freqtrade/cagr
Add CAGR calculation to backtesting
2022-04-25 16:02:39 +02:00
Matthias 9a5a57d848
Merge pull request #6724 from freqtrade/pre-commit-additional_updates
Check pre-commit verison updates
2022-04-25 14:57:45 +02:00
froggleston 431c539cbd Fix isort import order 2022-04-25 10:42:24 +01:00
Matthias 4444259078 Fix hyperopt-loss interface to enforce kwargs 2022-04-25 11:33:18 +02:00
froggleston 580da21dda Move df append to pd concat 2022-04-25 10:31:19 +01:00
Matthias 500fdc2759 run mypy also against tests 2022-04-25 11:12:35 +02:00
Matthias 4143ebbeae Add CAGR calculation to backtesting 2022-04-25 10:51:11 +02:00
Matthias 7b02114ad2 Restrict trading pairs with too low precision
closes #6606
2022-04-25 09:49:51 +02:00
Matthias 86b3aac9ba Fix FTX not fetching the very latest data 2022-04-25 08:38:02 +02:00
Matthias 9bc6bbe472 Improve test for max_drawdown calculations 2022-04-25 07:23:16 +02:00
Matthias 562e36c3ec Remove Interface V1 support 2022-04-25 07:01:27 +02:00
Nicolas Papp e8aec967dd Update on note 2022-04-24 17:42:52 -03:00
Nicolas Papp 086cc6be93 Correction on tests 2022-04-24 17:37:09 -03:00
Matthias 4de0fdbfca Minor edits found during review 2022-04-24 14:43:30 +02:00
Matthias 6623192108 improve doc wording 2022-04-24 14:39:13 +02:00
Matthias 737bdfe844 Use "side" parameter when calling Pairlocks 2022-04-24 14:33:24 +02:00
Matthias b0a8bf3025 Show lock side 2022-04-24 14:33:24 +02:00