132a4da7cf
Small style fixes and adjusted tests
2019-10-27 10:56:38 +01:00
33164ac78e
Refactor loading of bt data to backtesting ...
2019-10-27 09:44:56 +01:00
704121c197
Move most logic to history
2019-10-27 09:44:56 +01:00
9e7e051eb4
add trim-dataframe method
2019-10-27 09:44:56 +01:00
14755779de
Merge pull request #2391 from freqtrade/plot_trades_in_min
...
[minor][plot] Plotting trades from database should show correct duration
2019-10-20 20:11:01 +03:00
4f17511fdc
Merge pull request #2393 from freqtrade/remove_timeframe
...
Remove non-date based timeframe selection
2019-10-19 22:05:44 +03:00
16e10d99b9
Remove timeframe logic for non-date entries
2019-10-19 15:10:48 +02:00
f41c659cb2
Plotting trades from database should show correct duration
2019-10-19 13:18:52 +02:00
13e80e449c
cleanup and better docstring
2019-10-14 06:22:10 +02:00
3e4617be37
add pandas-based converter-functions
2019-10-13 19:25:16 +02:00
2374cda8d0
Cleanup and tests for refresh_backtest_trades
2019-10-13 13:15:22 +02:00
0d592f6c55
Refactor trade downloading to handle exceptions only once
2019-10-13 13:15:22 +02:00
476adf872a
Add conversion from trades to ohlcv at different intervals
2019-10-13 13:15:22 +02:00
9584629f50
Rename argument from dl_path to datadir
2019-10-13 13:15:22 +02:00
8069cd6689
add refresh_trades_ method
2019-10-13 13:15:22 +02:00
19f3669fbd
add docstring
2019-10-13 13:15:22 +02:00
6e952a0aa8
Capture downloaded data
2019-10-13 13:15:22 +02:00
2c0bb71a6e
Add download_trades_history()
2019-10-13 13:15:22 +02:00
d250b67f33
Add load/store trades data
2019-10-13 13:15:22 +02:00
42b8241541
use gz to save / load trades data
2019-10-13 13:15:22 +02:00
63e87ef85b
Add pair_trades_filename
2019-10-13 13:15:22 +02:00
5e23cc719d
Add tests for orderbook and market in dataprovider
2019-10-10 19:38:01 +02:00
bba5f54722
Merge pull request #2335 from hroff-1902/dataprovider-market
...
Allow to use market data in the strategies
2019-10-10 16:54:04 +02:00
211b9cbe04
Cleanup in data.history
2019-10-06 18:35:09 +03:00
3ac5b91899
Add market() method to dataprovider
2019-10-03 02:58:45 +03:00
0268bfdbd4
Minor: fix typo in comment
...
Minor cosmetics. typo caught.
2019-09-26 02:04:48 +03:00
508a35fc20
Update comment as to why certain points have not been removed
2019-09-20 20:20:16 +02:00
9cedbc1345
Cleanup history.py and update documentation
2019-09-20 20:16:49 +02:00
1cd8ed0c1a
Remove --refresh-pairs
2019-09-20 20:02:07 +02:00
dda513c923
Minor class cosmetics
2019-09-12 12:13:20 +03:00
a5510d14e9
de-mangling
2019-09-09 06:58:41 +02:00
972b8a1726
Remove defaulting to test_data folder when no datadir is present
2019-09-07 21:06:20 +02:00
816d942ded
Merge branch 'develop' into plot_commands
2019-08-30 20:42:58 +02:00
3232251fea
Refactor downloading ohlcv from utils to history
2019-08-25 15:01:27 +02:00
2ae398913d
Fix bug in bt-analysis when multiple trades sell at the same time
2019-08-24 15:11:31 +02:00
545e5c5bc6
simplify load_trades call
2019-08-24 15:11:31 +02:00
e8ee087e9d
Merge branch 'develop' into download_module
2019-08-20 06:49:18 +02:00
9e8ca8d4bf
Merge pull request #2138 from freqtrade/history_docstrings
...
Refactorings to history
2019-08-20 06:35:54 +02:00
407a3bca62
implementation of ohlcv optimized
2019-08-18 13:00:37 +03:00
310e438706
logging message improved
2019-08-18 12:55:31 +03:00
8a2a8ab8b5
docstring for ohlcv improved
2019-08-18 12:47:19 +03:00
84a0f9ea42
get_pair_dataframe helper method added
2019-08-17 12:57:44 +03:00
219d0b7fb0
Adjust documentation to removed download-script
2019-08-16 15:27:48 +02:00
12677f2d42
Adjust docstring to match functioning of load_cached_data
2019-08-15 20:13:19 +02:00
a94a89086f
Don't forward timerange to load_ticker_file
...
when loading cached data for updating.
We always want to get all data, not just a fraction (we would end up
overwriting the non-loaded part of the data).
2019-08-15 20:09:00 +02:00
f3e6bcb20c
Avoid using negative indexes
2019-08-15 06:35:50 +02:00
b2a22f1afb
Fix samll errors
2019-08-14 21:39:53 +02:00
91d1061c73
Abstract tickerdata storing
2019-08-14 20:49:06 +02:00
0ffb184eba
Change some docstrings and formatting from history
2019-08-14 20:45:24 +02:00
84baef922c
Rename get_history to get_historic_ohlcv
2019-08-14 10:14:54 +02:00
4d1ce8178c
intend if to be clearer
2019-08-04 10:38:37 +02:00
c4e30862ee
load_trades_db should give as many columns as possible
2019-08-03 19:55:54 +02:00
76d22bc743
Show correct valueerror message
2019-08-02 09:41:24 +02:00
a0cecc6c52
Fix test after pandas 0.25.0 update
2019-07-24 06:29:50 +02:00
5144e98a82
Merge pull request #2015 from hroff-1902/refactor/config2
...
Make configuration a module
2019-07-15 19:41:57 +02:00
4238ee090d
Cleanup some code
...
after deepcode.ai suggestions
2019-07-14 20:05:28 +02:00
1bdffcc73b
make configuration a sep. module, including arguments
2019-07-12 00:49:23 +03:00
b3644f7fa0
Fix typo in docstring
2019-07-03 06:26:39 +02:00
5a11ffcad8
Add test for add_profit
2019-06-30 10:24:10 +02:00
6b387d320e
extract combine_tickers to btanalysis
2019-06-30 10:04:43 +02:00
8aa327cb8a
Add load_trades abstraction (to load trades from either DB or file)
2019-06-29 20:52:23 +02:00
edd3fc8825
Add test for create_cum_profit
2019-06-29 17:22:47 +02:00
044be3b93e
Add create_cum_profit column
2019-06-29 16:57:04 +02:00
31a2aac627
Merge pull request #1959 from freqtrade/split_btanalysis_load_trades
...
Split btanalysis load trades
2019-06-24 19:41:56 +02:00
eba7327058
Merge branch 'develop' into split_btanalysis_load_trades
2019-06-24 07:15:14 +02:00
a07653a6cc
Merge branch 'develop' into fix/validate_dataframe
2019-06-24 06:21:08 +02:00
116d8e853e
typos in docstrings fixed
2019-06-23 23:10:37 +03:00
559d5ebd1d
Remove combined load-method since it's confusing
2019-06-22 16:20:41 +02:00
de38aea164
Fix sequence of loading trades
2019-06-22 15:45:20 +02:00
fc3e3c468c
File existence is checked in load_backtest_data
2019-06-16 19:35:21 +02:00
1cd8415723
Move extract_trades_of_period to btanlaysis
2019-06-16 19:33:48 +02:00
c7643e142b
Move load_trades to bt_anlaysis
2019-06-16 19:33:48 +02:00
4a916125a0
Tests need to pass pair to parse_ticker_dataframe
2019-06-15 13:48:08 +02:00
89ff614e1d
Add pair as parameter, and warn when fillup was necessary
2019-06-15 13:46:19 +02:00
cd4cf215e1
Convert validate_backtest_data to take dataframe directly
2019-06-15 13:31:27 +02:00
01b5ece642
Log missing data filllup if necessary
2019-06-15 13:31:14 +02:00
08105641d9
Merge pull request #1901 from yperfanov/bid_ask_strategy
...
Bid ask strategy
2019-06-11 11:14:39 +02:00
ce317b62f9
Add docstrings to load_pair_history
2019-06-09 14:40:45 +02:00
fdbbefdddd
Make drop_incomplete optional
2019-06-09 14:35:58 +02:00
d7c63347e1
Use kwarg for parse_ticker_dataframe
2019-06-09 13:19:01 +02:00
199426460a
implemented DataProvider.orderbook()
2019-06-02 13:25:09 +03:00
15984b5c43
Adjust some tests - implement new "live" method to plot_script
2019-05-29 20:25:07 +02:00
c2f6897d8b
Move download of live data to load_data
...
Avoids code duplication in backtesting and plot_dataframe
2019-05-29 20:20:20 +02:00
9225cdea8a
Move validate_backtest_data and get_timeframe to histoyr
2019-05-25 16:51:52 +02:00
98eeec3145
renaming of make_testdata_path reverted
2019-05-22 14:04:58 +03:00
11dce91281
data/history minor cleanup
2019-05-21 20:49:02 +03:00
e2b83624a3
data/history cleanup
2019-05-17 19:05:36 +03:00
ad85ac3dde
make --refresh-pairs-cached common option for optimization; added support for it into hyperopt
2019-04-22 21:24:45 +03:00
9fbe573cca
limit usage of ccxt to freqtrade/exchange only
2019-04-09 12:27:35 +03:00
ebf1126351
cosmetic: rename interval, tick_interval, etc --> ticker_interval
2019-04-07 16:28:53 +03:00
2aa1b43f01
get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead
2019-04-04 20:56:40 +03:00
9f7f089d8a
adjust plot_dataframe to use btanalysis
2019-03-16 17:28:28 +01:00
e1f48c2b46
Add btanalysis file
2019-03-16 17:28:28 +01:00
d6c0c107ac
fixed flake
...
hmm, even in the comments?
2019-02-10 22:23:00 +03:00
7ed15c64ba
what else?
2019-02-10 22:13:40 +03:00
4dffb17dd6
fix flake
2019-02-10 22:01:46 +03:00
14d6cdf9b2
OHLCV should be float for TA-LIB indicators in the strategy
...
Some exchanges (BitMEX) return integer values for Volume field. And sometimes even for OHLC -- same, on BitMEX, since price decrease is 0.5. TA-LIB functions assume floats and fail with exception.
Of course, this can be fixed (converted) in ccxt for particular exchange, but TA-LIB will still fail for exchanges for that such a conversion is not implemented in ccxt code. So let's make perform this conversion here in order to be sure our strategy will not crash on a new exchange.
2019-02-10 21:52:33 +03:00
e3ae8d3f69
flake8 3.7.1 fixes
2019-01-31 07:51:03 +02:00
bfd8609352
Fix comment
2019-01-26 19:16:33 +01:00
e66808bb02
Add additional pairs to refresh call
2019-01-22 07:07:15 +01:00
d6cdfc58af
Fix mypy hickup after changing list to tuples
2019-01-22 07:07:15 +01:00
6525a838d1
Adjust documentation to tuple use
2019-01-22 07:07:15 +01:00
f0af4601f9
Adopt plot_dataframe to work with --live
2019-01-22 07:07:15 +01:00
0aa0b1d4fe
Store tickers by pair / ticker_interval
2019-01-22 07:07:15 +01:00
a206777fe5
Rename refresh_tickers to refresh_latest_ohlcv
2019-01-22 07:05:09 +01:00
646e98da55
Always return dataframe
2019-01-22 07:04:19 +01:00
2b029b2a86
Only return ohlcv if available (Live and dry modes)
2019-01-22 07:04:19 +01:00
35c8d1dcbe
Update comment
2019-01-22 07:04:19 +01:00
8f3ea3608a
some cleanup
2019-01-22 07:04:19 +01:00
d3a37db79a
Provide available pairs
2019-01-22 07:04:19 +01:00
f034235af4
Tests for RunMode
2019-01-22 07:04:19 +01:00
1340b71633
Add RunMode setting to determine bot state
2019-01-22 07:04:19 +01:00
84cc4887ce
Add copy parameter
2019-01-22 07:04:19 +01:00
e38c06afe9
Small fixes
2019-01-22 07:04:19 +01:00
f1a5a8e20e
provide history
2019-01-22 07:04:19 +01:00
4ab7edd3d6
small adaptations
2019-01-22 07:04:19 +01:00
26a77e193e
Merge pull request #1454 from freqtrade/feat/interpolate_missing
...
interpolate missing candles
2019-01-04 22:33:53 +01:00
c337a931c2
Fix bug on --refresh-pairs-cached
2019-01-01 13:42:30 +01:00
672d115eca
Change default value and add docstring
2018-12-31 19:42:14 +01:00
ef4555735a
Fill up missing as part of loading data
2018-12-31 19:13:34 +01:00
03389d961f
ADd test for data_interpolate
2018-12-31 09:18:22 +01:00
a021cd3ae2
Add ohlcv data interpolator
2018-12-31 07:12:54 +01:00
61f8ce5c0e
remove unused imports
2018-12-28 10:44:24 +01:00
7dc40cdac5
refactor file_load_json to be standalone
2018-12-28 10:25:41 +01:00
27abdd9788
Move load_json to misc
2018-12-28 10:04:28 +01:00
c955415cc3
Switch from ujson to rapidjson
2018-12-28 10:01:16 +01:00
5493d1a7e0
Fix wonrly named module
2018-12-17 06:32:59 +01:00
806ab3729f
Add / fix some comments
2018-12-16 14:14:17 +01:00
eb7034c7a7
Rename download_backtest_testdata to download_pair_history
2018-12-16 10:33:08 +01:00
8bd4d03e13
remove download_pairs
2018-12-16 10:29:53 +01:00
043cefd60a
allow reloading single pair
2018-12-16 10:17:11 +01:00
ebb80b6906
remove ujson / json fallback hack as it's now in requirements
2018-12-16 09:58:54 +01:00
f5b2430cda
Fix docstrings and typo
2018-12-16 09:58:46 +01:00
8a3c2a0c63
allow only loading 1 pair if necessary
...
* simplify tests nad remove unnecessary mocking
2018-12-15 20:32:55 +01:00
acd07d40a0
Cleanup some comments and code formatting
2018-12-15 19:52:52 +01:00
34ea214f7c
Fix some tests to use dataframe
2018-12-15 14:42:21 +01:00
1c5031b468
load_data to return dataframe
2018-12-15 14:28:37 +01:00
c1a32bc6c8
use json_load to load data
...
- otherwise unforseen problems could appear due to the default beeing ujson
2018-12-15 14:22:49 +01:00
6c02cc5993
Adjust test to pathlib
2018-12-15 14:14:38 +01:00
21aba1620c
Replace calls to load_data
2018-12-15 14:10:33 +01:00
f261911285
replace os.path with pathlib.Path
2018-12-15 13:54:35 +01:00
407139b0e0
remove unused imports
2018-12-14 06:32:49 +01:00
1a3fcd4771
extract data-handling methods from optimize
2018-12-14 06:32:49 +01:00
b38195e9b3
Rename to converter
2018-12-14 06:32:49 +01:00
1f29802884
only export what's needed
2018-12-14 06:32:49 +01:00
030ecbfc17
move exchange_helpers to data module
2018-12-14 06:32:49 +01:00
Matthias
hroff-1902
hroff-1902
Jonathan Raviotta
Yuliyan Perfanov
Samuel Husso
Misagh