52ae95b2a5
Improve naming of apiserver variables
2021-07-10 11:20:21 +02:00
ad26b0dad0
Don't void backtest object when not necessary
2021-07-10 10:59:00 +02:00
e4e2340f91
Fix bug where currencies are duplicated
...
in case there is dust
2021-07-10 10:02:05 +02:00
6129c5ca9e
Fix deprecation warnings from pandas 1.3.0
...
closes #5251
2021-07-09 20:46:38 +02:00
2f33b97b95
Validate startup candles for backtesting correctly
...
closes #5250
2021-07-09 07:20:43 +02:00
fb25130588
Merge pull request #5244 from octaviusgus/develop
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fix daily profit data bug and daily profit curve example
2021-07-09 07:06:14 +02:00
d96d6024f4
Merge pull request #5252 from kevinjulian/agefilter-max-days-listed
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Fix Agefilter cannot appear on startup messages
2021-07-08 20:29:06 +02:00
2a4a980855
Merge branch 'agefilter-max-days-listed' of https://github.com/kevinjulian/freqtrade into agefilter-max-days-listed
2021-07-08 19:25:32 +07:00
863391122f
fix short desc not appear
2021-07-08 13:42:52 +07:00
225522762b
Merge pull request #5231 from nightshift2k/enhancement/range-based-volumefilter
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Range based VolumeFilter
2021-07-08 07:22:37 +02:00
76e51cddba
Merge pull request #5246 from nightshift2k/feature/offsetfilter
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new filter OffsetFilter for offsetting incoming pairlists
2021-07-07 21:06:23 +02:00
682f880630
Slightly simplify if statement, add additional test
2021-07-07 20:05:56 +02:00
8248d1acd1
run flake8
2021-07-07 22:10:22 +07:00
00a1931f40
fix test
2021-07-07 21:24:44 +07:00
8b0a02db8e
Correct exception messages
2021-07-07 08:11:13 +00:00
3c3772703b
changed quoteVolume to be built over a
...
rolling period using lookback_period
to avoid pair_candles being larger
than requested lookback_period
2021-07-07 09:46:05 +02:00
638bed3dac
Add RangeStabilityFilterMax pairlist filter
2021-07-07 06:46:51 +00:00
d1104bd434
fix daily profit data and daily profit curve example
2021-07-06 22:47:39 +02:00
005da97183
extract backtesting abort functionality
2021-07-06 19:48:28 +02:00
5474d5ee64
Move webserver start command to seperate file
2021-07-06 19:48:28 +02:00
e5b1657ab3
Properly remove rpc handler
2021-07-06 19:48:28 +02:00
2ec22f1d97
Add Sorting to available pair list
2021-07-06 19:48:28 +02:00
830b2548bc
Add backtest stopping
2021-07-06 19:48:28 +02:00
129c7b02d0
Not all config values are mandatory in webserver mode
2021-07-06 19:48:28 +02:00
17b3cc2097
Return numeric value, not empty string
2021-07-06 19:48:28 +02:00
b44d215b90
Add test for backtest via APII
2021-07-06 19:48:28 +02:00
804d99cce9
Move backtesting api to it's own file
2021-07-06 19:48:28 +02:00
8566306010
Add test for start_websever
2021-07-06 19:48:28 +02:00
134c61126e
Properly track bt progress ...
2021-07-06 19:48:28 +02:00
03140a0ecb
Run webserver in main thread when using webserver mode
2021-07-06 19:48:28 +02:00
37b15e830a
Add trade count to progress
2021-07-06 19:48:28 +02:00
048008756f
Add progress tracking for backtesting
2021-07-06 19:48:28 +02:00
06b6726029
Support compounding key
2021-07-06 19:48:28 +02:00
f96d7dfe6d
Allow backtesting to reuse data
...
Allow activating / deactivating protections dynamically
2021-07-06 19:48:28 +02:00
edb8c4f0e5
Fix tests for webserver mode
2021-07-06 19:48:28 +02:00
5c18c8726d
Implement backtesting with fastapi
2021-07-06 19:48:28 +02:00
df55259737
Add start_trading endpoint
2021-07-06 19:48:28 +02:00
02b84bd018
Introduce webserver mode for fastapi
2021-07-06 19:48:28 +02:00
800e314bfd
Store backtesting results in backtest instance
2021-07-06 19:48:28 +02:00
97e8ec91f0
Save configuration file paths
2021-07-06 19:48:28 +02:00
ef137546fe
Add webserver entrypoint
2021-07-06 19:48:28 +02:00
0f3d34eaf4
Merge branch 'develop' into agefilter-max-days-listed
2021-07-06 19:47:18 +07:00
502c69dce3
change short desc
2021-07-06 19:36:42 +07:00
dec523eef0
Display verison of installed FreqUI
2021-07-06 07:20:05 +02:00
1e87225e91
added `test_VolumePairList_range` to test_pairlist.py
2021-07-05 20:59:27 +02:00
10998eb0fa
Remove further usages of int(int_timestamp)
2021-07-05 19:51:14 +02:00
1682578a39
Merge pull request #5234 from nightshift2k/fixups/pairlists
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fixup pairlist filters, change float_timestamp to int_timestamp
2021-07-05 19:45:35 +02:00
346d66748b
first version of OffsetFilter
2021-07-05 12:50:56 +02:00
5626ca5a06
removed unnecessary casting to int()
2021-07-05 10:39:22 +02:00
eb3ead4930
Merge pull request #5229 from kevinjulian/telegram-balance
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compact low balance currencies
2021-07-05 06:56:35 +02:00
7ac55e5415
AgeFilter, RangeStabilityFilter, VolatilityFilter
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changed `float_timestamp` to `int_timestamp`
2021-07-04 21:08:42 +02:00
85c7b55750
improvements:
...
- `float_timestamp` switched to `int_timestamp`
- added documentation to pairlists.md
2021-07-04 20:46:24 +02:00
c5489d530a
Reexport File to docs to have this available as documentation too
2021-07-04 19:50:44 +02:00
c3cf71bba8
sort import
2021-07-04 22:04:39 +07:00
2d5ced7801
fix testcase
2021-07-04 21:59:59 +07:00
558bcc7959
Jupyter notebook snippet: Plotting daily profit / equity line
2021-07-04 15:56:55 +02:00
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
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
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automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
9919061c78
PEP8 compliance
2021-07-04 11:40:45 +02:00
348dbeff3f
added meaningful logging of used lookback range
2021-07-04 11:16:33 +02:00
77293b1f1e
Remove Zero duration Trades
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after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
2021-07-04 10:50:10 +02:00
a4096318e0
Provide full backtest-statistics to Hyperopt loss functions
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closes #5223
2021-07-04 10:15:19 +02:00
7efa228d73
add dust balance
2021-07-04 03:08:29 +07:00
dbdd7f38a8
add plural
2021-07-04 02:56:05 +07:00
b722e12350
compact low balance currencies
2021-07-04 02:44:48 +07:00
f6511c3e3f
fix typo and add blocker
2021-07-04 02:20:53 +07:00
b72bbebccb
fix flake8
2021-07-04 01:46:51 +07:00
3d9f3eeb07
feat(agefilter): add max_days_listed
2021-07-03 23:58:04 +07:00
3686efa08a
Add range property to CategoricalParameter and DecimalParameter, add their tests.
...
At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
2021-07-03 16:02:45 +03:00
53f963dd73
fixed `self._tf_in_secs` to `self._tf_in_sec`
2021-07-03 11:49:05 +02:00
62da4b452c
code cleanup and comments
2021-07-03 11:47:17 +02:00
055229a44a
first iteration of volume pairlist with range lookback
2021-07-03 11:39:14 +02:00
9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2
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Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
fbd91cd3f8
Improve formatting to avoid backslash newlines
2021-07-03 08:22:21 +02:00
b25ad68c44
Fix np.bool_ not outputting correctly
2021-07-02 20:52:25 +02:00
b8de3270fa
Plotting: Fix hover mode options after plotly update
...
closes #5209
2021-06-30 20:11:11 +02:00
15e36a20e1
Improve naming of default hyperopt serializer
2021-06-30 19:48:34 +02:00
bc0742ae67
Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop.
2021-06-30 09:10:50 +03:00
0809225a0a
Update documentation to mention parameter strategy files
2021-06-30 07:05:20 +02:00
645da51b5f
Add test for parameter loading
2021-06-30 06:55:10 +02:00
dcf53ac3ff
Add test for try_eport_params
2021-06-30 06:33:40 +02:00
84703080b8
Extract hyperopt_defaults_serializer to hyperopt_tools
2021-06-29 20:51:29 +02:00
55f032b18e
Catch trying to read faulty parameter file
2021-06-29 20:51:29 +02:00
62cdbdc26a
Automatically export hyperopt parameters
2021-06-29 20:51:25 +02:00
af04c8e2da
Merge pull request #5205 from barisengez/develop
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Added timerange and max open trades info above multiple strategy backtest result summary table
2021-06-29 16:49:17 +02:00
a8117c6e0b
Refactored to use results variable from for loop
2021-06-29 11:24:49 +02:00
a2ccc1526e
Load parameters from file
2021-06-29 07:07:34 +02:00
8ca0076332
Fix small typos
2021-06-29 06:50:47 +02:00
d4514f5f16
Introduce File versions to hyperopt result files
2021-06-29 06:50:47 +02:00
a7e9e362b7
Simplify printing logic for non-optimized parameters
2021-06-29 06:50:47 +02:00
8b7010fc9a
Update pprint name
2021-06-29 06:50:47 +02:00
aa5181ca81
Properly export non-optimized parameters
2021-06-29 06:50:47 +02:00
34e6ce431f
Print non-optimized parameters (also stop / roi)
2021-06-29 06:50:47 +02:00
2310deec53
Update name to get non-optimized parameters
2021-06-29 06:50:47 +02:00
8cdd1e3aef
Fix some type errors
2021-06-29 06:50:47 +02:00
2bf17f71e7
Dump parameters from hyperopt-show
2021-06-29 06:50:47 +02:00
750c780293
Support loading parameters from json file
2021-06-29 06:50:47 +02:00
d54de72471
"/profit N" command should print best pair for the same period of time, not for all trades
2021-06-28 23:42:09 +03:00
a0f28f4a15
Added max open trades to strategy summary first line
2021-06-28 17:05:12 +02:00
2e5b719de8
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:54:54 +02:00
c99ae3b419
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:20:34 +02:00
ab07fb5b3f
Merge pull request #5188 from freqtrade/move_config_settings
...
Move ask_strategy config settings to root level
2021-06-27 11:30:50 +02:00
34448fb87c
Expose default currency precision to API
2021-06-26 20:46:54 +02:00
00a7097b9e
Reduce verbosity of getting sell-rate from orderbook
2021-06-26 20:09:52 +02:00
3f669147f1
Simplify strategy-resolver moving
2021-06-26 17:55:31 +02:00
158cb415a9
Add settings interface to have types available
2021-06-26 17:28:37 +02:00
b7f01a08f3
Update sequence of process_deprecated_setting parameters
2021-06-26 17:03:51 +02:00
1067a9f356
Move strategy-override signals to top-level of the config
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closes #2867
2021-06-26 16:06:13 +02:00
60c7308126
Merge pull request #5183 from freqtrade/remove_order_book_max
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Remove order book max
2021-06-26 14:56:10 +02:00
1cb057bda7
Version bump 2021.6
2021-06-26 14:01:23 +02:00
7fe42852a8
Merge branch 'stable' into new_release
2021-06-26 14:00:55 +02:00
c62fad0088
Pricing strategies should default to use orderbook pricing
2021-06-26 08:19:37 +02:00
59a33d0fa9
Add test for ask_orderbook validation
2021-06-25 20:52:34 +02:00
d59a38665c
Remove support for order_book_max
2021-06-25 20:36:39 +02:00
d294ef10d7
unexpected docstring params
2021-06-25 23:56:16 +05:30
1440b2f7fe
Merge pull request #5178 from aayush-jain18/spell-correction
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spell corrections
2021-06-25 19:10:39 +02:00
a46f60bd94
spell corrections
2021-06-25 22:10:04 +05:30
40545e62af
Merge pull request #5082 from freqtrade/dry_run_order
...
Dry run order filling
2021-06-25 18:26:01 +02:00
1a82685dd8
Don't reset log caching
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uvicorn will "load from dict" the config - which flushes the logs
and therefore cleans log-buffering
2021-06-25 18:24:10 +02:00
e0d3ca6c6d
Fix import sorting
2021-06-24 18:44:59 +02:00
c938edc01b
Apply dataprovider to /pair_history endpoint
2021-06-24 18:18:01 +02:00
f7c09ba63a
Log endpoint should use static rpc class
2021-06-24 18:17:40 +02:00
3c70768e18
make "/profit N" command output be consistent with "/daily" and "/status table" commands
2021-06-23 07:30:08 +03:00
e97c82c514
make "/profit N" command output be consistent with "/daily" and "/status table" commands
2021-06-22 12:22:19 +03:00
0605cbb06e
make "/profit N" command output be consistent with "/daily" and "/status table" commands
2021-06-22 12:20:12 +03:00
204758834d
Merge pull request #4308 from eatrisno/patch-1
...
Add Refresh / Reload Button on rpc/Telegram
2021-06-19 18:50:59 +01:00
122943d835
Don't run filter again for pairlist generator
...
The generator implicitly runs filter - so it should not be ran again
as that would void generator caching.
closes #5103
2021-06-19 19:37:27 +02:00
96fbb226c5
Implement better strategy checks
...
part of #2696
2021-06-19 19:32:29 +02:00
a7f8342171
Add small documentation about reload disabling
2021-06-19 16:49:54 +02:00
6e99e3fbbb
Implement tests for message updating
2021-06-19 09:31:34 +02:00
39b876e37a
Log exchange responses if configured
2021-06-19 09:07:42 +02:00
e40d481d09
Merge pull request #5014 from Rikj000/hyperopt-show-include-non-optimized-in-json
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BugFix - `hyperopt-show --print-json` include non-optimized params
2021-06-19 07:42:15 +01:00
656bebd4da
🪲 Included completely non_optimized spaces in json + swapped merge dictionary order
2021-06-18 22:03:04 +02:00
e1010ff592
Don't load protections from config if strategy defines a property
2021-06-18 19:55:53 +02:00
1567804509
⚡ kwargs merge dictionaries instead of using loops
2021-06-17 22:41:49 +02:00
546ca01071
♻️ Fixed flake8 warning
2021-06-17 20:33:21 +02:00
90d37f5ec6
🔀 Merged upstream branches and fixed merge conflicts
2021-06-17 20:24:20 +02:00
a9f111dca0
Fix some types
2021-06-17 19:50:49 +02:00
7ff794cb87
Merge branch 'develop' into pr/eatrisno/4308
2021-06-17 19:46:15 +02:00
8bb464bd64
Merge pull request #5108 from rokups/rk/pessimistic-trailing-stoploss
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Implement most pessimistic handling of trailing stoploss.
2021-06-17 18:41:00 +01:00
c4bc47e6e7
Merge pull request #5140 from barisengez/develop
...
Moved daily avg trade row next to total trades on backtest results
2021-06-17 08:54:48 +01:00
a49ca9cbf7
Change log-level "Executing handler" msg to debug
...
closes #5143
2021-06-17 06:57:35 +02:00
b38ab84a13
Add documentation mention about new behaviour
2021-06-17 06:48:41 +02:00
1c9def2fdb
Update freqtrade/optimize/optimize_reports.py
2021-06-16 20:17:44 +01:00
1bb04bb0c2
Moved daily avg trade row next to total trades on backtest results
2021-06-16 11:40:55 +02:00
38ed49cef5
move low to stoploss_reached
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to clarify where which rate is used
2021-06-15 09:05:36 +03:00
6d5fc96714
Implement most pessimistic handling of trailing stoploss.
2021-06-15 09:05:36 +03:00
0af9bcef60
Merge pull request #5131 from freqtrade/dependabot/pip/develop/mypy-0.902
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Bump mypy from 0.812 to 0.902
2021-06-14 19:03:46 +01:00
cf7394d01c
Export backtesting results by default
...
closes #4977
2021-06-14 19:57:24 +02:00
4ba7a2bbd2
Fix mypy update problems
2021-06-14 19:18:42 +02:00
cd6620a044
Ignore broken symlinks while resolving strategies.
...
Without this fix the resolver tries to read from the broken symlink,
resulting in an exception that leads to the the rather confusing
error message
freqtrade.resolvers.iresolver - WARNING - Path "...../user_data/strategies" does not exist.
as a result of a symlink matching .py not being readable.
2021-06-13 21:42:09 +02:00
e226252921
Always use the same parameter sequence
2021-06-13 20:39:25 +02:00
a95f760ff7
Simplify update logic by moving it to send_msg
2021-06-13 20:34:08 +02:00
03eff69829
Simplify update message sending
2021-06-13 20:23:32 +02:00
d32508aa75
Merge branch 'develop' into pr/eatrisno/4308
2021-06-13 20:04:24 +02:00
eaf0aac77e
Remove OrderedDict
...
as we're no longer supporting python 3.6
2021-06-13 11:47:18 +02:00
d54ee0eb04
Refactor hyperopt_tools naming
2021-06-13 11:24:24 +02:00
c65b4e5d3b
Small fix to models
2021-06-13 11:20:22 +02:00
d35b2e3b8f
Update ftx stoploss logic to properly detect correct trades
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closes #5045
2021-06-13 11:06:34 +02:00
a05e38dbd3
Require timeframe for plot-profit
...
must be set in config or via --timeframe
2021-06-12 09:03:55 +02:00
ef208012c4
Merge pull request #5104 from freqtrade/enums_own_module
...
Enums own package
2021-06-10 05:31:14 +01:00
c292926086
Small style improvements (no empty line at start)
2021-06-10 06:21:10 +02:00
d4dfdf04fc
Move RPCMessageType to enums
2021-06-09 20:23:17 +02:00
f484ec216e
Merge pull request #5099 from bgouvea/develop
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Addition of the maximum drawdown to the hyperoptimization
2021-06-09 19:10:25 +01:00
40f1ede775
Simplifying HO's result function
2021-06-09 12:03:24 -03:00
756904f985
Set sell_reason to stoploss when closing the trade as stoploss
...
closes #5101
2021-06-08 21:21:29 +02:00
9c34304cb9
Move state enums to enums package
2021-06-08 21:20:35 +02:00
3c149b9b59
Move signalType to enums
2021-06-08 21:09:39 +02:00
89b9915c12
Update imports for SellType in tests
2021-06-08 21:07:16 +02:00
d16a619489
Move SellType Enum to it's own module
2021-06-08 21:04:34 +02:00
e71d965e32
Merge pull request #4982 from eschava/profit_day_week
...
day/week options for Telegram '/profit' command
2021-06-08 19:26:57 +01:00
3310a45029
Change wording if limited lookback is used
2021-06-08 20:10:43 +02:00
3cce668353
Creating a control variable to determine the existence of max drawdown in the final result.
2021-06-08 02:57:44 -03:00
816bb531b3
Creating fake column for legacy mode on max drawdown
2021-06-08 02:42:55 -03:00
4595db39aa
Displaying max. drawdown only when it is not legacy mode.
2021-06-08 02:18:00 -03:00
c513c9685d
Remove blank line (PEP8)
2021-06-07 18:20:04 -03:00
5c3a418e65
Adjusting drawdown column position.
2021-06-07 18:15:26 -03:00
35d6140068
Displays the max drawdown in the hyper optimization results table.
2021-06-07 17:53:19 -03:00
c389d44e9a
Improve filling logic
2021-06-05 15:22:52 +02:00
db03a24109
Add tests for fill methods
2021-06-05 09:09:39 +02:00
1e988c97ad
Update dry-run order handling to use realistic fill prices
...
closes #3389
2021-06-05 09:09:39 +02:00
a0893b291a
Fix strategy samples to use runmode.value
...
closes #5073
2021-06-05 09:03:03 +02:00
8e44de7f83
Merge pull request #5071 from janoskut/plot-profit-make-open-html-optional
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plot-profit: Make "auto-open" HTML result optional
2021-06-03 05:40:38 +01:00
812eb229df
plot-profit: Make "auto-open" HTML result optional
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Adding an "--auto-open" argument.
This improves tool processing of the results, while still allowing to open the HTML file for easy use.
2021-06-02 21:33:26 +02:00
80af6e43e4
test-pairlist: remove non-JSON headline from JSON output
2021-06-02 21:02:21 +02:00
bd1984386e
Move get_sell_rate to exchange class
2021-06-02 11:41:13 +02:00
12916243ec
Move get_buy_rate to exchange class
2021-06-02 11:30:19 +02:00
4e1425023e
Further reorder exchange methods
2021-06-02 11:20:26 +02:00
4c277b3039
Reorder exchange methods
2021-06-02 11:18:13 +02:00
67beda6c92
Add fetch_dry_run_order method
2021-06-02 11:06:32 +02:00
10cd89a99d
Allow the API to respond faster in case of long pairlists
2021-06-02 10:39:49 +02:00
9edcb393b6
telegram: move the most important information to the top of sell message
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fixed flake error
2021-06-01 22:24:21 +03:00
53b1f38952
telegram: move the most important information to the top of sell message
2021-06-01 20:08:22 +03:00
f920c26802
fix Hyperopt-list avg-time filters
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These should use a numeric field (which currently isn't available).
closes #5061
2021-05-31 20:01:40 +02:00
2d7ccaeb3d
Add test for load_config
2021-05-30 20:14:54 +02:00
f9bcf19f9a
Merge pull request #5003 from rokups/rk/plotting
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Indicator plotting improvement
2021-05-30 18:44:54 +01:00
e3d5c9cb10
Fix typo in exception message
2021-05-30 16:39:33 +01:00
e17e35f0ef
Merge pull request #5046 from freqtrade/list_strategy_hyperopt
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allow list-strategies to show if params are hyperoptable
2021-05-30 16:36:31 +01:00
806838c3af
Fix we use check sell_noti not noti
2021-05-30 21:07:44 +07:00
b54da430b9
Add ability to plot bars on indicator chart and pass custom arguments to plotly.
2021-05-30 11:11:19 +03:00
d7fdc2114a
allow list-strategies to show if params are hyperoptable
2021-05-29 13:27:08 +02:00
313567d07d
Support having numbers in custom keyboard
2021-05-29 08:12:25 +02:00
14df243661
day/week options for Telegram '/profit' command
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mypy fix
2021-05-28 17:18:23 +03:00
012309a06a
day/week options for Telegram '/profit' command
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fixed line lenght
2021-05-28 17:03:31 +03:00
36b68d3702
day/week options for Telegram '/profit' command
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format changed to "/profit n"
2021-05-28 14:46:22 +03:00
4b5a9d8c49
day/week options for Telegram '/profit' command
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revert accidental changes
2021-05-28 14:43:57 +03:00
a965436cd6
day/week options for Telegram '/profit' command
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format changed to "/profit n"
2021-05-28 10:17:26 +03:00
8a56af9192
Update onlyprofit loss should use absolute profit
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closes #4934
2021-05-28 08:38:46 +02:00
7bfe935e37
Merge pull request #4838 from Antreasgr/fix-encoding-issue
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Fix bug in running hyperopt in windows 10
2021-05-27 14:57:36 +01:00
377352fced
Merge pull request #4682 from freqtrade/sqlalchemy_14
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Sqlalchemy 14 preparations
2021-05-27 14:19:25 +01:00
a89364aa98
Merge branch 'develop' into pr/Antreasgr/4838
2021-05-27 14:59:39 +02:00
3014bc3467
Don't use Sum sign in hyperopt to avoid compatibility problems
2021-05-27 14:22:11 +02:00
639c83575b
Fix csv-export error with new hyperopt format
2021-05-27 13:09:06 +02:00
cf39dd2163
Fix csv-export error with new hyperopt format
2021-05-27 13:08:28 +02:00
e0083bc58e
Support backwards-compatible sell setting
2021-05-27 13:00:05 +02:00
66de5df1d1
Update sqlite init method
2021-05-27 11:38:28 +02:00
b82f7a2dfd
Update orders-migrations to work with new sqlalchemy syntax
2021-05-27 11:38:28 +02:00
17f74f7da8
Ensure commit happens on forcebuy
2021-05-27 11:38:28 +02:00
a01d05997e
Add Trade.commit method for easy use
2021-05-27 11:38:28 +02:00
6fb32c3594
Use commit instead of .flush()
2021-05-27 11:38:28 +02:00
eaa47ff335
Don't use autocommit
2021-05-27 11:38:28 +02:00
c31cb67118
Further changes for sqlalchemy 1.4
2021-05-27 11:38:28 +02:00
2f79958acb
Move declarative_base import to import from .orm
2021-05-27 11:38:28 +02:00
c5c323ca88
Settings notify sell in telegram base on sell reason ( #5028 )
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* BREAK: notification sell by sell reason
* Update constants.py
* Update telegram.py
* Update telegram-usage.md
* Update telegram.py
* Update telegram.py
* Fix test fail
* Update config_full.json.example
* Update telegram-usage.md
* Update telegram.py
* Update telegram.py
* Update telegram-usage.md
* validate value of sell object
* Fix linter
* Update constants.py
* Make telegram sample slightly more positive
Co-authored-by: Matthias <xmatthias@outlook.com>
2021-05-27 11:35:27 +02:00
0c9b913cad
Version bump 2021.5
2021-05-27 11:10:10 +02:00
e42e06a593
Merge branch 'stable' into new_release
2021-05-27 11:10:00 +02:00
42453333be
Align coinbase download with ccxt limits
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Align with https://github.com/ccxt/ccxt/issues/9268
2021-05-27 07:38:47 +02:00
8e89d3e6e4
Fix sort error
2021-05-25 19:33:34 +02:00
cc5769e900
Convert np.int64 to proper int
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closes #5018
2021-05-25 19:24:56 +02:00
a747312c1e
Explicitly provide is_open to trade Object
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closes #5015
2021-05-25 18:02:07 +02:00
bd44deea0d
BugFix - hyperopt-show --print-json include non-optimized params
2021-05-24 18:51:33 +02:00
af16614bf2
Fix formatting issue
2021-05-24 07:48:36 +02:00
6f990c5976
Fix a rare error in save_result : ValueError: Out of range float values are not JSON compliant
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freqtrade/freqtrade/optimize/hyperopt.py", line 166, in _save_result
rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE)
ValueError: Out of range float values are not JSON compliant
2021-05-23 18:49:07 +02:00
f760b4a789
Merge branch 'develop' into pr/gmatheu/4746
2021-05-23 16:03:11 +02:00
971d5b2ecc
Merge pull request #5002 from freqtrade/track_rejected_trades
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Track rejected trades
2021-05-23 14:56:50 +01:00
3f956441fc
Properly format % of zero_duration_trades
2021-05-23 15:53:54 +02:00
a39860e0de
Add tests for rejected signals
2021-05-23 14:15:02 +02:00
7f125315b0
Track Rejected Trades
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closes #3423
2021-05-23 09:42:05 +02:00
02faeb60a3
Merge pull request #4943 from rokups/rk/statistics
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Extra statistics
2021-05-23 08:38:27 +01:00
db985cbc2e
Fix hyperopt-show failing to display old results with missing new fields.
2021-05-23 09:45:26 +03:00
74d75599a9
Merge pull request #4964 from thraizz/develop
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Add backoff timer for coingecko API
2021-05-22 16:54:29 +01:00
765c824bfc
isort
2021-05-22 17:25:23 +02:00
a7bd8b0aa5
Fix exception in plotting when no trades where generated
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as seen in #4981
2021-05-22 17:03:16 +02:00
feb836eaf6
Merge pull request #4994 from freqtrade/support_other_dbs
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Support other dbs
2021-05-22 15:54:34 +01:00
0693458507
Update freqtrade/rpc/fiat_convert.py
2021-05-22 16:26:58 +02:00
25cc4eae96
Fix tests that broke after table formatting changed.
2021-05-22 15:25:37 +02:00
f8cdd6475c
Reduce warnings when waiting for coingecko backoff
2021-05-22 13:43:33 +02:00
6e05f856b4
Abort _find_price when cryptomap is empty after retry
2021-05-22 11:55:03 +02:00
ab6bfbad12
Handle RequestExceptions that are not 429s in _load_cryptomap
2021-05-22 11:52:40 +02:00
8842e0d161
Fix flake8 error in fiat_convert
2021-05-22 10:59:33 +02:00
a0921ec753
Add backoff timer for coingecko API
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Set a future timestamp when we should retry getting coingecko data.
This fixes conversion from stake to fiat when running multiple bots
as we don't simply accept the 429 error from Coingecko but handle it.
2021-05-22 10:59:33 +02:00
df0928c8b5
Merge pull request #4992 from freqtrade/buy_partial_fill
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Don't cancel low partial filled buy
2021-05-22 09:17:04 +01:00
cc064f1574
String columns should have a max-length defined
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otherwise MySql will not work.
2021-05-22 10:12:23 +02:00
6acb2eb2b6
Add average column to orders table
2021-05-21 20:35:39 +02:00
45e2621505
Add minimum-filled protection for buy cancels
2021-05-21 19:32:16 +02:00
dfa412f0de
Fix typo in filter
2021-05-21 13:24:13 +02:00
981b2df7ca
Include win:loss ratio in results tables.
2021-05-21 12:18:08 +03:00
debd98ad9a
Make results table more compact by merging win/draw/loss columns and drawdown abs/% into single columns.
2021-05-21 11:36:23 +03:00
e1dc1357ce
Add drawdown column to strategy summary table.
2021-05-21 11:36:23 +03:00
edcfa94093
Include zero duration trades in backtesting report.
2021-05-21 11:36:23 +03:00
96ea10e562
Fix circular import in hyperopt
2021-05-21 08:52:56 +02:00
f398888865
Refactor preprocessed trimming to seperate method
2021-05-21 08:26:19 +02:00
d19b37c777
Merge pull request #4979 from kamontat/patch-1
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Fix hyperopt trim to empty dataframe
2021-05-21 08:17:35 +02:00
ccd705bfda
Merge pull request #4962 from eschava/total_row
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Total row for telegram "/status table" command
2021-05-21 08:02:30 +02:00
336f4aa6a7
day/week options for Telegram '/profit' command
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isort fix
2021-05-20 08:17:08 +03:00
6172e67fcd
Update hyperopt.py
2021-05-20 11:56:31 +07:00
c2b9da68e1
fix indent
2021-05-20 11:56:11 +07:00
1b3bfb2e7f
found root cause.
2021-05-20 11:50:15 +07:00
48210170e7
wrap with is not empty
2021-05-20 11:49:25 +07:00
ba106e6c4a
Merge pull request #4975 from Axel-CH/allow_seconds_unfilled_timeout
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Add ability to choose unit in unfilled timeout
2021-05-20 06:43:15 +02:00
586f2a699d
Merge pull request #4953 from freqtrade/value_filter
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max-value change filter
2021-05-20 06:35:34 +02:00
0358b5365f
Add "unfilledtimeout-unit" to full config sample
2021-05-20 06:26:07 +02:00
935ed36433
day/week options for Telegram '/profit' command
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mypy fix
2021-05-20 01:10:22 +03:00
e9841910e9
day/week options for Telegram '/profit' command
2021-05-20 00:33:33 +03:00
082fb11bbe
Avoid having error `cannot set a frame with no defined index and a scalar`
2021-05-20 01:54:48 +07:00
ef4d1c24d7
Merge pull request #4941 from brookmiles/fix-stoploss-above-candle
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prevent backtest stoploss trade price being set above candle high
2021-05-19 06:20:35 +02:00
75f88b466a
add ability to choose unit in unfilled timeout
2021-05-18 19:30:36 -04:00
7a9853bfe1
Fix "Too many open Files" exception
2021-05-18 20:39:55 +02:00
16c22c7b68
Add pair name to stoploss
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helps debugging #4972
2021-05-18 19:16:25 +02:00
36eba0f110
Don't use "r+" memmap, but "r2
2021-05-17 21:05:48 +02:00
6aa574fa2b
Convert ROI result to proper json object
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closes #4952
2021-05-17 20:58:50 +02:00
6659a07079
Add tests for max-value filter
2021-05-17 19:47:57 +02:00
369f19df6b
Add valuefilter to Pricefilters
2021-05-17 19:44:36 +02:00
3006396398
Fix docstring typo
2021-05-17 19:37:22 +02:00
26f5bc6584
Merge pull request #4944 from brookmiles/fix-download-data-end-date
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Add support for timerange end date to `download-data`
2021-05-17 19:35:32 +02:00
459fae6d80
Total row for telegram "/status table" command
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fixes
2021-05-17 16:22:48 +03:00
3ad8fa2f38
Total row for telegram "/status table" command
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moved sum calculation to API
2021-05-17 15:59:03 +03:00
196fde44e0
Total row for telegram "/status table" command
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work around mypy warning
2021-05-17 14:45:54 +03:00
915ff7e1bf
Total row for telegram "/status table" command
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fix mypy warnings
2021-05-17 13:03:20 +03:00
d7479fda1f
Total row for telegram "/status table" command
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fix compiler warnings
2021-05-17 12:53:57 +03:00
0abb9cfe28
Total row for telegram "/status table" command
2021-05-17 12:41:44 +03:00
10ef0f54ac
Total row for telegram "/status table" command
2021-05-17 11:12:11 +03:00
37b71b8cfd
Fix PerformanceFilter failing in test-pairlist mode
2021-05-16 19:55:13 +02:00
0d50e99563
Fix Agefilter checking for > instead of >=
2021-05-16 19:35:30 +02:00
c9ac67e985
Fix some typos
2021-05-16 14:50:25 +02:00
6f38976470
Introduce cancel_stoploss_with_result
2021-05-16 14:15:24 +02:00
380754b8ab
Fix typos in docstrings
2021-05-16 13:20:05 +02:00
0b1dd0d203
Use correct order_id for ftx
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closes #4511
2021-05-16 09:15:25 +02:00
2d7735ba04
Update telegram to sort performance by absolute performance
2021-05-15 19:49:21 +02:00
6b2a38ccfb
Add absolute Profit to apiserver
2021-05-15 19:39:46 +02:00
4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
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Two fixes
2021-05-15 15:11:07 +02:00
db17b1a851
fix indentation
2021-05-15 20:20:36 +09:00
88da1f109b
fix #4412 download-data does not stop downloading at the specified TIMERANGE end date
2021-05-15 20:15:19 +09:00
2d5f465f1b
Fix protections being loaded multiple times for first strategy when backtesting.
2021-05-15 13:37:03 +03:00
29fed37df3
Fix exception when few pairs with no data do not result in aborting backtest.
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Exception is triggered by backtesting 20210301-20210501 range with BAKE/USDT pair (binance). Pair data starts on 2021-04-30 12:00:00 and after adjusting for startup candles pair dataframe is empty.
Solution: Since there are other pairs with enough data - skip pairs with no data and issue a warning.
Exception:
```
Traceback (most recent call last):
File "/home/rk/src/freqtrade/freqtrade/main.py", line 37, in main
return_code = args['func'](args)
File "/home/rk/src/freqtrade/freqtrade/commands/optimize_commands.py", line 53, in start_backtesting
backtesting.start()
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 502, in start
min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 474, in backtest_one_strategy
results = self.backtest(
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 365, in backtest
data: Dict = self._get_ohlcv_as_lists(processed)
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 199, in _get_ohlcv_as_lists
pair_data.loc[:, 'buy'] = 0 # cleanup from previous run
File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 692, in __setitem__
iloc._setitem_with_indexer(indexer, value, self.name)
File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 1587, in _setitem_with_indexer
raise ValueError(
ValueError: cannot set a frame with no defined index and a scalar
```
2021-05-15 13:37:03 +03:00
e1447f955c
/locks should always respond, even if there's no locks
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closes #4942
2021-05-15 10:50:00 +02:00
2eac23a15f
if stoploss price is above the candle high, set it to candle open instead. this can occur if stoploss had previously been reached but the sell was prevented by `confirm_trade_exit`
2021-05-15 15:38:51 +09:00
0ace35bf3d
Fix unreferenced error
2021-05-15 08:14:50 +02:00
a6c644161d
Merge pull request #4930 from freqtrade/hyperopt_memory
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Hyperopt memory problems
2021-05-15 07:12:57 +02:00
5e73195b30
Use linux lineseperator at all times
2021-05-15 07:01:32 +02:00
4bc018a456
Change rate back to "open" for custom_sell
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closes #4920
2021-05-14 07:18:10 +02:00
09756e3007
Subplots should always be included in responses
2021-05-14 06:36:50 +02:00
ecee42f561
Read pickle file in mmap mode
2021-05-13 20:13:04 +02:00
1055862bc0
Extract data-load + dump from hyperopt
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(Reduces memory-usage as the dataframes go out of scope)
2021-05-12 21:15:01 +02:00
24a1d5a96f
Change default hyperopt-name to be shorter
2021-05-12 19:06:13 +02:00
3cbe40875d
read hyperopt results from pickle or json
2021-05-12 06:06:30 +02:00
06bf1aa274
Store epochs as json per line
2021-05-12 05:58:25 +02:00
7398ea88e0
Change optimize_reports to convert dates to string earlier
2021-05-11 20:37:49 +02:00
b81f24d9c6
Merge pull request #4851 from rokups/rk/backtest-dataprovider
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Data provider support in backtesting
2021-05-10 19:11:05 +02:00
92186d89a2
Add some changes to strategytemplate
2021-05-09 09:56:36 +02:00
2157923aee
have edge send multiple messages if necessary
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closes #4519
2021-05-08 19:45:34 +02:00
8d8c782bd0
Slice dataframe in backtesting, preventing access to rows past current time.
2021-05-08 18:40:49 +03:00
f1eb653545
Fix strategy protections not being loaded in backtesting.
2021-05-08 10:29:47 +03:00
1b01ad6f85
Make exchange parameter optional and do not use it as parameter in backtesting.
2021-05-08 10:29:47 +03:00
4b6cd69c81
Add test for no-exchange dataprovider
2021-05-08 10:29:47 +03:00
d344194b36
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
9b4f6b41a2
Use correct datetime.
2021-05-08 10:29:47 +03:00
6fb4d83ab3
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
6af4de8fe8
Remove dataframe parameter from docs.
2021-05-08 10:29:47 +03:00
cdfa6adbe5
Store pair datafrmes in dataprovider for backtesting.
2021-05-08 10:29:47 +03:00
dc6e702fec
Pass current_time to confirm_trade_entry/confirm_trade_exit.
2021-05-08 10:29:47 +03:00
d34da3f981
Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods."
...
This reverts commit 595b8735f8
2021-05-08 10:29:47 +03:00
513be11fd9
Fix hyperopt output
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closes #4892
2021-05-07 20:23:11 +02:00
554f5f14b6
Raise exception if no data is left
2021-05-07 06:41:15 +02:00
4f529fe424
Don't use Arrow to get min/max backtest dates
2021-05-06 19:43:14 +02:00
32577cc0cd
Merge pull request #4836 from bzed/telegram-locks
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Telegram rpc: split too long /locks messages
2021-05-05 20:15:13 +02:00
431cb5313f
Support informative pairs in edge positioning
2021-05-05 19:58:45 +02:00
da47f4e1a4
Fix Kraken balance update error
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closes #4873
2021-05-05 06:47:26 +02:00
da574e4e69
Small style fixes
2021-05-03 06:30:41 +02:00
fc110ea418
Support csv export for new and old versions
2021-05-02 20:41:45 +02:00
303895b33e
Add support for filters to new hyperopt-results
2021-05-02 20:07:22 +02:00
287b43e999
Output strategy results including non-optimized parameters
2021-05-02 11:30:53 +02:00
d069ad43d8
Small reformatting in hyperopt
2021-05-02 11:01:26 +02:00
8ee0b0d8e8
Store not optimized parameters (if applicable)
2021-05-02 10:46:04 +02:00
9049d6b779
Reformat hyper to cache parameters
2021-05-02 10:45:21 +02:00
46f0f66039
Keep dimensions stored in hyperopt class
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There is no point in regenerating them and it will cause some
overhead as all space classes will be recreated for every epoch.
2021-05-02 09:48:37 +02:00
ced5cc7ce2
Don't recalculate min/max date - they won't change between epochs
2021-05-02 09:46:27 +02:00
ecdfb6e5ed
Fix output of % for new format
2021-05-02 09:46:27 +02:00
881cba336a
Show backtesting result in hyperopt-show
2021-05-02 09:46:27 +02:00
420e75af65
Extract show_backtest_result for one strategy
2021-05-02 09:46:27 +02:00
Matthias
kevinjulian
sauces1313
nightshift2k
user
octaviusgus
octaviusgus
Rokas Kupstys
barbarius
Eugene Schava
aayush-jain18
Rik Helsen
Bernd Zeimetz
Bruno Gouvea
Janos
Kamontat Chantrachirathumrong
Priveyes
A. Schueler
A. Schueler
axel
Brook Miles