Commit Graph

19477 Commits

Author SHA1 Message Date
Matthias
973cfd0182
Merge pull request #7810 from stash86/bt-metrics
Add more calculations for backtest metrics
2022-12-28 15:57:07 +01:00
Matthias
f0bd6b9589
Merge pull request #7939 from freqtrade/dependabot/pip/develop/tables-3.8.0
Bump tables from 3.7.0 to 3.8.0
2022-12-28 15:55:43 +01:00
Matthias
2805e83c9f Bump Develop version to 2023.1 2022-12-28 15:53:43 +01:00
Matthias
5cb8fe1a50 Add JOSS badge to freqtrade docs and readme.md 2022-12-28 15:40:12 +01:00
Matthias
c52910f28b Improve resiliance against invalid data
closes #7947
2022-12-28 15:30:57 +01:00
Matthias
6434bf6745 Document new backtesting metrics 2022-12-28 15:29:55 +01:00
Matthias
32bbe603cb Fix sortino std calculation 2022-12-28 14:59:49 +01:00
robcaulk
6f7eb71bbb ensure RL works with new naming scheme 2022-12-28 14:52:33 +01:00
Matthias
d5b516842c Fix 2 docstrings 2022-12-28 14:44:23 +01:00
Matthias
f21185d1c4 Add tests for new metrics 2022-12-28 14:05:04 +01:00
Matthias
02eb00fa33 Merge branch 'develop' into pr/stash86/7810 2022-12-28 14:04:54 +01:00
robcaulk
c2936d551b improve doc, update test strats, change function names 2022-12-28 13:25:40 +01:00
Matthias
4d112def17 Remove binance AD from docs page
fixes #7921
2022-12-28 07:10:11 +01:00
Matthias
cd4faa9c59 keep max_stake_amount through backtests 2022-12-27 18:08:20 +01:00
Wagner Costa
8227b4aafe freqAI Strategy - improve user experience 2022-12-27 11:37:01 -03:00
Matthias
62c4675e29 Remove some deprecated fields from the API 2022-12-27 14:28:07 +01:00
Matthias
cb66663fd2 show max_stake_amount in API 2022-12-27 14:28:07 +01:00
Matthias
55001bf321 Keep max_stake_amount (only relevant for DCA orders). 2022-12-27 14:28:07 +01:00
Matthias
6f2c3e2528 Split migration and persistence tests 2022-12-27 14:28:07 +01:00
Matthias
2d6ca5c8bf
Merge pull request #7949 from freqtrade/freqai-doc-update
Improve `purge_old_models` explanation
2022-12-27 13:25:58 +01:00
Robert Caulk
20901c833a
Improve purge_old_models explanation 2022-12-27 10:08:09 +01:00
Matthias
8a37eba0d9
Merge pull request #7946 from freqtrade/dependabot/pip/develop/numpy-1.24.1
Bump numpy from 1.23.5 to 1.24.1
2022-12-26 20:50:26 +01:00
Matthias
882e68c68b Rename backtest-result from new to "not new". 2022-12-26 15:33:14 +01:00
Matthias
6a15a9b412 Update backtest-result_new
fixing the calculation of profit_abs - which was incorrect previously.
2022-12-26 15:33:14 +01:00
dependabot[bot]
1cef40a134
Bump numpy from 1.23.5 to 1.24.1
Bumps [numpy](https://github.com/numpy/numpy) from 1.23.5 to 1.24.1.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/RELEASE_WALKTHROUGH.rst)
- [Commits](https://github.com/numpy/numpy/compare/v1.23.5...v1.24.1)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2022-12-26 14:31:47 +00:00
Matthias
e881175cc4
Merge pull request #7945 from freqtrade/dependabot/pip/develop/ccxt-2.4.60
Bump ccxt from 2.4.27 to 2.4.60
2022-12-26 15:30:51 +01:00
Matthias
63f114395a is_short should be a boolean 2022-12-26 14:02:47 +01:00
dependabot[bot]
aaeeb86622
Bump ccxt from 2.4.27 to 2.4.60
Bumps [ccxt](https://github.com/ccxt/ccxt) from 2.4.27 to 2.4.60.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/2.4.27...2.4.60)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2022-12-26 12:40:26 +00:00
Matthias
19913e8dc5
Merge pull request #7940 from freqtrade/dependabot/pip/develop/isort-5.11.4
Bump isort from 5.11.3 to 5.11.4
2022-12-26 13:39:39 +01:00
dependabot[bot]
d60b38dad2
Bump tables from 3.7.0 to 3.8.0
Bumps [tables](https://github.com/PyTables/PyTables) from 3.7.0 to 3.8.0.
- [Release notes](https://github.com/PyTables/PyTables/releases)
- [Changelog](https://github.com/PyTables/PyTables/blob/master/RELEASE_NOTES.rst)
- [Commits](https://github.com/PyTables/PyTables/compare/v3.7.0...v3.8.0)

---
updated-dependencies:
- dependency-name: tables
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2022-12-26 09:04:53 +00:00
Matthias
d01def3c61
Merge pull request #7941 from freqtrade/dependabot/pip/develop/pre-commit-2.21.0
Bump pre-commit from 2.20.0 to 2.21.0
2022-12-26 10:03:25 +01:00
Matthias
faab4b2342
Merge pull request #7943 from freqtrade/dependabot/pip/develop/types-requests-2.28.11.7
Bump types-requests from 2.28.11.5 to 2.28.11.7
2022-12-26 10:02:49 +01:00
dependabot[bot]
c5b246af80
Bump isort from 5.11.3 to 5.11.4
Bumps [isort](https://github.com/pycqa/isort) from 5.11.3 to 5.11.4.
- [Release notes](https://github.com/pycqa/isort/releases)
- [Changelog](https://github.com/PyCQA/isort/blob/main/CHANGELOG.md)
- [Commits](https://github.com/pycqa/isort/compare/5.11.3...5.11.4)

---
updated-dependencies:
- dependency-name: isort
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2022-12-26 08:24:40 +00:00
Matthias
9296ad23d9
Merge pull request #7938 from freqtrade/dependabot/pip/develop/nbconvert-7.2.7
Bump nbconvert from 7.2.6 to 7.2.7
2022-12-26 09:21:43 +01:00
Matthias
00112d81d2
Bump types-requests pre-commit 2022-12-26 09:21:18 +01:00
Matthias
9a556d2639 Remove all mac conflicts 2022-12-26 08:57:01 +01:00
Matthias
18709406c5 use link overwrite 2022-12-26 08:50:55 +01:00
Matthias
9ea8792d3c Attempt brew fix 2022-12-26 08:45:02 +01:00
dependabot[bot]
3993bd7c1c
Bump types-requests from 2.28.11.5 to 2.28.11.7
Bumps [types-requests](https://github.com/python/typeshed) from 2.28.11.5 to 2.28.11.7.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2022-12-26 03:01:11 +00:00
dependabot[bot]
e0f60e175f
Bump pre-commit from 2.20.0 to 2.21.0
Bumps [pre-commit](https://github.com/pre-commit/pre-commit) from 2.20.0 to 2.21.0.
- [Release notes](https://github.com/pre-commit/pre-commit/releases)
- [Changelog](https://github.com/pre-commit/pre-commit/blob/main/CHANGELOG.md)
- [Commits](https://github.com/pre-commit/pre-commit/compare/v2.20.0...v2.21.0)

---
updated-dependencies:
- dependency-name: pre-commit
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2022-12-26 03:01:00 +00:00
dependabot[bot]
b1bf6d8dc9
Bump nbconvert from 7.2.6 to 7.2.7
Bumps [nbconvert](https://github.com/jupyter/nbconvert) from 7.2.6 to 7.2.7.
- [Release notes](https://github.com/jupyter/nbconvert/releases)
- [Changelog](https://github.com/jupyter/nbconvert/blob/main/CHANGELOG.md)
- [Commits](https://github.com/jupyter/nbconvert/compare/v7.2.6...v7.2.7)

---
updated-dependencies:
- dependency-name: nbconvert
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2022-12-26 03:00:41 +00:00
Stefano Ariestasia
6353f3ac1a fix formulas and implement new metrics 2022-12-26 08:19:51 +09:00
Matthias
7a5439321c Show new metrics in backtesting 2022-12-25 21:29:37 +01:00
Matthias
ce13ce4b10 Update binance stoploss order types
closes #7927
an update to the most recent ccxt version (>2.4.55) would have the same effect.
2022-12-25 09:05:53 +01:00
Matthias
4601705814
Merge pull request #7923 from freqtrade/freqai_backtest
Freqai backtest
2022-12-23 19:17:12 +01:00
Matthias
524da3c7ab Don't actually load models to avoid random failures 2022-12-23 16:19:12 +01:00
Matthias
ad0d7c9a9e Don't allow DCA trades to go beyond max order size
closes  #7924
2022-12-23 16:09:35 +01:00
Matthias
2a7369b56a fix macos CI 2022-12-23 07:38:33 +01:00
Matthias
73792fd6ce Don't attempt to convert None to dict 2022-12-21 06:28:55 +01:00
Matthias
70531224e6 Allow setting identifier via UI 2022-12-20 19:44:01 +01:00