5e51ba6258
fix flake8
2021-04-15 21:38:00 +01:00
ce870bbcf7
Use 3 decimals for ROI space
2021-04-15 21:38:20 +02:00
fa343b0484
Fix get_min_pair_stake_amount formula
2021-04-15 01:19:30 +01:00
52c482cecf
Convert trailing and roi defaults to skdecimal
2021-04-14 20:36:34 +02:00
e820814809
Default-stoploss-hyperopt should use decimal space, nto real
2021-04-14 20:32:34 +02:00
ba38e398e4
Add type hint
2021-04-13 22:17:42 +02:00
c2f35ce416
/balance should use cached tickers when possible
2021-04-13 20:21:03 +02:00
82d66410f7
Fix /performance output
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if multiple messages are necessary
closes #4726
2021-04-13 19:20:57 +02:00
e4bb6b1582
Add kucoin exchange subclass
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Kucoin has some specific orderbook restrictions
closes #4723
2021-04-13 12:28:07 +02:00
37c8fd6ad7
Remove arrow from models.py
2021-04-13 11:55:03 +02:00
59cfbbee17
Merge pull request #4724 from csteeg/develop
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Fixes FTX stoploss on echange throwing an error
2021-04-13 08:41:52 +02:00
9b23be4021
Return a copy from `current_whitelist`
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this avoids manipulating of the pair whitelist from within a strategy
2021-04-13 06:49:53 +02:00
4b902d6eb8
Don't use response-model on trades endpoint for now
2021-04-13 06:23:11 +02:00
9a58a85347
Don't export "hum" date versions for trade objects.
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They are not used and have a rather high performance penalty due to
using arrow.get
2021-04-13 06:17:11 +02:00
cb60db01b1
Merge pull request #4703 from freqtrade/decimal_space
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Add SKDecimal Space
2021-04-12 19:18:10 +02:00
d4dc05980c
Update ftx.py
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Stoploss price should be set as param instead of passing it as price according to ccxt
2021-04-12 16:01:46 +02:00
be0dc737dc
Merge pull request #4706 from freqtrade/simplify_fiat_convert
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Simplify fiat convert and fix USD coingecko problem
2021-04-10 14:57:34 +02:00
579e68f31e
Reduce log verbosity when buying
2021-04-10 14:40:44 +02:00
14e8574235
fetch_balance is never called in dry-run
2021-04-10 14:17:43 +02:00
37c2e037f1
Rename dry_run_order to create_dry_run_order
2021-04-10 13:50:56 +02:00
ebbe47f38d
Simplify fiat convert and fix USD coingecko problem
2021-04-10 13:36:16 +02:00
9804e20114
Don't use _set_value for autoOpt-Spaces
2021-04-10 09:53:48 +02:00
4996bd443e
Merge pull request #4697 from freqtrade/docker_user
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Docker as user
2021-04-10 08:19:25 +02:00
83fbaf16c8
Extract numeric param validation and explosion
2021-04-10 07:59:59 +02:00
ea4b5d675d
Don't explode low/high, but use explicit parameters
2021-04-10 07:12:31 +02:00
34e47db18d
Test SKDecimal space
2021-04-09 22:15:24 +02:00
5f67400649
Add SKDecimal Space
2021-04-09 21:58:15 +02:00
898c24949b
Add chown method to support docker
2021-04-08 20:17:07 +02:00
8cd3c05c39
Merge pull request #4686 from gerrito333/develop
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Add Pairlist Handler for Volatility
2021-04-08 20:00:41 +02:00
f8244d9d76
resolves freqtrade/freqtrade#4650
2021-04-07 22:25:54 +02:00
c36051be56
Merge pull request #4685 from freqtrade/ft_has
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Use ccxt's has to check which exchanges can work with freqtrade
2021-04-07 10:47:56 +02:00
5ee879a747
isort resolves freqtrade/freqtrade#4650
2021-04-07 10:15:51 +02:00
d2680f6cb8
Remove telegram deprecation warning
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closes #4688
2021-04-07 06:57:05 +02:00
ac6bff536f
Fix test failure with UI test if UI is deployed
2021-04-07 06:55:11 +02:00
0f0607baec
Fix rangeestability filter caching issue
2021-04-07 06:52:34 +02:00
9772a93634
resolves freqtrade/freqtrade#4650
2021-04-06 23:11:40 +02:00
9089323d26
resolves freqtrade/freqtrade#4650
2021-04-06 22:46:36 +02:00
187cf6dcd5
VolatilityFilter resolves freqtrade/freqtrade#4650
2021-04-06 22:41:15 +02:00
a3b4667f7c
Update exchange validation to use "validate_exchange".
2021-04-06 20:16:29 +02:00
5ed7828446
Remove hardcoded list of non-working exchanges
2021-04-06 20:03:38 +02:00
f37fbbf4e1
Update constants.py
2021-04-06 19:47:48 +02:00
bf0886a839
Update constants.py
2021-04-06 18:35:30 +02:00
56ef3af424
Allow comments in pairs files
2021-04-06 13:29:22 +02:00
1733e24062
pyLint adjustment resolves freqtrade#4650
2021-04-06 10:44:13 +02:00
be770a8941
added VolatilityFilter resolves freqtrade#4650
2021-04-06 10:42:53 +02:00
6f02acdbbd
Revert "resolves freqtrade/freqtrade#4650"
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This reverts commit 142690c930
2021-04-06 10:39:27 +02:00
142690c930
resolves freqtrade/freqtrade#4650
2021-04-06 10:05:03 +02:00
0550f261f1
Add exchange_has validation
2021-04-06 07:47:44 +02:00
c176e277f1
Add a REST endpoint for getting a specific trade
2021-04-05 19:31:34 +02:00
78a84f8081
Allow --hyperoptloss in addition to --hyperopt-loss
2021-04-05 15:38:33 +02:00
7b2a0d46cb
Fix typo
2021-04-05 15:38:25 +02:00
431f0a3db4
Merge pull request #4671 from freqtrade/fix/sqlalchemy
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sqlalchemy database locked bug
2021-04-05 14:09:35 +02:00
b470672dfd
Merge pull request #4596 from rokups/rk/hyper-strategy
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Support for creating auto-hyperoptable strategies.
2021-04-05 13:55:32 +02:00
c51839dc3b
Make the logmessage for loaded parameters clearer
2021-04-05 11:21:20 +02:00
dc406fe19f
Fail in case of name and explicit space name collisions
2021-04-05 10:53:00 +02:00
7132aefd60
Rename Trade.session to Trade._session
2021-04-05 08:46:12 +02:00
0407bf755f
Use .query.session to make sure the scoped session is used properly
2021-04-05 07:28:51 +02:00
bd5e1c5096
Merge pull request #4660 from rextea/order_pairlist_results
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Sort pair lists by total profit
2021-04-04 19:47:33 +02:00
9e56f6d4eb
Sort pair lists by total profit
2021-04-04 01:19:38 +03:00
30e5e92968
Don't allow one parmeter to be in 2 spaces
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use the explicit user wish (given explicitly with "space")
2021-04-03 20:17:48 +02:00
9d4b5cc6bb
Fix typo
2021-04-03 19:56:20 +02:00
5f6eae52a2
fix too long performance message
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closes #4655
2021-04-03 19:12:36 +02:00
41cb2a6451
Merge branch 'develop' into pr/rokups/4596
2021-04-03 17:00:37 +02:00
6555454bd2
Remove more ticker_interval occurances
2021-04-03 16:54:47 +02:00
771fc05749
Update sample strategy with hyperoptable Parameters
2021-04-03 16:32:16 +02:00
faf40482ef
Fix parameter printing.
2021-04-03 13:49:24 +03:00
ea43d5ba85
Implement DecimalParameter and rename FloatParameter to RealParameter.
2021-04-02 17:08:16 +03:00
c7ee34687b
Merge pull request #4584 from withshubh/develop
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fix: code quality issues
2021-04-02 15:19:49 +02:00
3691ae8686
Make sure the fiat converter exists before calling it
2021-04-02 14:50:47 +02:00
f47dc31786
Refactor the comparison involving `not`
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Signed-off-by: shubhendra <withshubh@gmail.com>
2021-04-02 16:57:44 +05:30
51f0fcb2cb
Add profit_fiat to REST API
2021-04-02 12:20:38 +02:00
5acdc9bf42
Fix type errors by converting all hyperopt methods to instance methods
2021-04-01 06:47:23 +02:00
5e5b11d4d6
Split "enabled" to "load" and "optimize" parameters.
2021-03-31 12:31:28 +03:00
2869d5368d
Allow edge to use dynamic pairlists
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closes #4298
2021-03-30 20:20:24 +02:00
50fcb3f330
Reduce verbosity of missing data if less than 1% of data is missing
2021-03-30 07:26:39 +02:00
89bbfd2324
Remove candle_count from dataframe before backtesting
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closes #3754
2021-03-29 20:26:54 +02:00
f6211bc00e
new-config should include API config
2021-03-28 20:23:57 +02:00
fc8478111e
Improve strategy template
2021-03-28 20:06:30 +02:00
929f329607
more tests
2021-03-28 19:49:20 +02:00
20f7e9b4b7
Make BaseParameter get_space abstract
2021-03-28 19:31:54 +02:00
8022386404
Type custom_hyperopt
2021-03-27 18:00:07 +01:00
71e2134694
Add some simple tests for hyperoptParameters
2021-03-27 11:26:26 +01:00
786ddc6a91
remove unused imports
2021-03-27 10:47:33 +01:00
e934d3ddfb
[SQUASH] Oopsie.
2021-03-26 16:56:24 +02:00
40f5c7853e
[SQUASH] Add a way to temporarily disable a parameter (excludes from parameter loading/hyperopt) and print parameter values when executed.
2021-03-26 16:56:24 +02:00
bbe6ece38d
[SQUASH] Fix parameter configs not loading.
2021-03-26 16:56:24 +02:00
424cd2a914
[SQUASH] Use "space" instead of category.
2021-03-26 16:56:24 +02:00
fd45dfd894
[SQUASH] Make skopt imports optional.
2021-03-26 16:56:24 +02:00
11689100e7
[SQUASH] Fix exception when HyperOpt nested class is not defined.
2021-03-26 16:56:24 +02:00
e9f0babe8a
[SQUASH] Use HyperStrategyMixin as part of IStrategy interface.
2021-03-26 16:56:24 +02:00
2d13e5fd50
[SQUASH] Oopsies.
2021-03-26 16:56:24 +02:00
bb89e44e19
[SQUASH] Address PR comments.
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* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
2021-03-26 16:56:24 +02:00
0a205f52b0
Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts.
2021-03-26 16:56:24 +02:00
8da7d5c009
Merge pull request #4594 from rextea/add_confirm_exit_enter_tade_to_backtesting
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Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-25 20:26:56 +01:00
292ea8c1d0
Update backtesting.py
2021-03-25 09:34:33 +01:00
0ca95aa0c2
Change rate to acctual close rate
2021-03-25 10:25:25 +02:00
ec15610bff
Fix isort issue
2021-03-24 19:21:07 +01:00
ee82d36bef
Merge pull request #4593 from hoeckxer/feat/status_table_telegram_length
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Changed the code for status table a bit so that it splits up the trad…
2021-03-24 06:49:54 +01:00
2fd510e6e4
Added comment with an example calculation
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Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-23 21:52:46 +01:00
65a9763fa5
Fixed an issue when there were exactly 50 trades, it was sending an extra empty table
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Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-23 16:54:38 +01:00
c928cd38dc
Small bugfix to make sure it shows all the trades
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Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-23 16:45:42 +01:00
f51f4b1817
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:35:46 +02:00
dc4ea604dd
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:19:16 +02:00
eb5d69dcd4
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:12:08 +02:00
6856963aef
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:09:41 +02:00
4e8999ade3
Changed the code for status table a bit so that it splits up the trades per 50 trades, to make sure it can be sent regardless of number of trades
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Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-22 20:40:11 +01:00
4d81834912
Merge `isinstance` calls
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Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:47 +05:30
45da3a7022
Refactor unnecessary `else` / `elif` when `if` block has a `continue` statement
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Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:47 +05:30
910e15b174
Remove methods with unnecessary super delegation.
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Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:47 +05:30
6d6ad035d6
Remove length check in favour of truthiness of the object
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Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:46 +05:30
537ad059bc
Remove unnecessary use of comprehension
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Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:46 +05:30
62d99a0b74
Remove unnecessary comprehension
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Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:45 +05:30
e315a6a0da
assume "last" can miss from a ticker response
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closes #4573
2021-03-20 14:58:51 +01:00
43d7f9ac67
Add bid_last_balance parameter
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to interpolate sell prices
closes #3270
2021-03-20 14:38:26 +01:00
73876b61b4
Show potential errors when loading markets
2021-03-20 13:34:33 +01:00
16a54b3616
Don't require non-mandatory arguments
2021-03-20 13:08:02 +01:00
fe7f3d9c37
Add price side validation for market orders
2021-03-20 11:48:39 +01:00
7ffe1fd36a
Fix calculation error for min-trade-stake
2021-03-20 07:21:22 +01:00
0d5833ed91
Use OperationalException for TimeRange errors
2021-03-19 06:40:04 +01:00
4d52732d30
Added a small snippet to give users a descent error message,
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when their start date is afer the stop date.
Also updated the tests.
2021-03-18 22:38:54 +01:00
84ca9bd2c7
Merge pull request #4543 from brookmiles/fix-math-custom-stoploss-docs
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correct math used in examples and clarify some terminology regarding …
2021-03-18 19:32:30 +01:00
76ca3c219f
extract result-printing from hyperopt class
2021-03-17 20:45:15 +01:00
ce1ed76269
complete stoploss_from_open and associated test
2021-03-17 22:44:10 +09:00
aee2591490
add stoploss_from_open() as a strategy_helper
2021-03-17 17:58:23 +09:00
79d4585dad
Add check to ensure close_profit_abs is filled on closed trades
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Technically, this should not be possible, but #4554 shows it is.
closes #4554
2021-03-16 19:24:03 +01:00
b191663a7e
Adapt hyperopt templates to be better aligned
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closes #3027
2021-03-14 19:49:46 +01:00
0b35c0571f
Allow custom fee to be used during dry-run
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closes #3696
2021-03-14 19:37:57 +01:00
b57c150654
Final balance should include forcesold pairs
2021-03-14 09:48:40 +01:00
cd8d9f2930
Merge pull request #4534 from rokups/patch-1
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Provide access to strategy instance from hyperopt class.
2021-03-13 17:14:47 +01:00
3b99f04a78
Merge pull request #4535 from freqtrade/fix/backtestperformance
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Improve backtest performance after enabling compounding
2021-03-13 16:51:00 +01:00
0320c8dc92
Improve tests for trades_proxy
2021-03-13 15:51:27 +01:00
5e872273d1
Provide access to strategy instance from hyperopt class.
2021-03-13 15:13:42 +02:00
d1acc8092c
Improve backtest performance
2021-03-13 10:17:14 +01:00
425cd7adba
Create event loop manually if uvloop is available
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asyncio.get_event_loop() does not call new_event_loop()
if current_thread() != main_thread()
2021-03-12 16:16:03 -08:00
441d3fad39
Merge pull request #4513 from freqtrade/fix/4511
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Fix stoploss order problem with FTX
2021-03-11 19:39:44 +01:00
ef9977fc1e
Make stake_amount + stake_currency mandatory for backtesting
2021-03-10 10:43:44 +01:00
0db5c9746f
Merge pull request #4454 from freqtrade/backtest_compound_speed
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Backtest compound, wallet, ...
2021-03-10 10:07:40 +01:00
99583bbd0c
Fix problem with FTX
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where cancelled orders are "cancelled", not "canceled"
2021-03-09 20:21:08 +01:00
37e6006169
Fix order_by in trades command
2021-03-08 23:21:56 +02:00
4b550dab17
Always reset fake-databases
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Otherwise results may stick around for the next strategy
2021-03-08 19:40:29 +01:00
0b81b58d28
Use pandas.values.tolist instead of itertuples
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speeds up backtesting
closes #4494
2021-03-07 11:28:54 +01:00
02d7dc4780
Increase cache size to be large enough to hold all pairs
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closes #4483
2021-03-06 19:55:02 +01:00
b515609d73
Merge pull request #4490 from Th0masL/add_trade_id
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Add the trade ID to Telegram Buy/Sell/Cancel messages
2021-03-06 15:40:34 +01:00
ad0e60b5b6
Add trade_id to Cancel messages and reduced lines length
2021-03-06 15:07:47 +02:00
eed8c94dd9
Merge pull request #4488 from patrick310/patch-1
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Add strategy name to HyperOpt results filename
2021-03-06 13:48:12 +01:00
03b89e7f78
Add trade_id in Telegram messages
2021-03-06 00:04:12 +02:00
a405d578da
Introduce forcebuy ordertype to allow specifiying a different ordertype for forcebuy / forcesells
2021-03-05 20:22:04 +01:00
4532222010
Fixed line length in HyperOpt for new name
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Fixed line length errors and multiple f strings to facilitate strategy being added in the name
2021-03-05 13:16:49 -06:00
5196306407
Remove deprecated profit return value
2021-03-05 20:03:49 +01:00
345f7404e9
Add strategy name to HyperOpt results filename
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This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.
2021-03-05 12:56:11 -06:00
731ab5d2a7
Fix too long line errors
2021-03-05 19:22:57 +01:00
bc05d03126
Make best / worst day absolute
2021-03-05 19:21:09 +01:00
0968ecc1af
added "Median profit" column to hyperopt -> export-csv
2021-03-04 17:27:04 +01:00
078b77d41b
Fix crash when using unlimited stake and no trades are made
2021-03-02 16:12:22 +01:00
55a315be14
fix: avg_stake_amount should not be `NaN` if df is empty
2021-03-02 13:38:55 +01:00
6eb253c31e
Merge pull request #4469 from freqtrade/rpc/locks
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Add RPC methods to remove locks
2021-03-02 10:41:08 +01:00
4bb6a27745
Don't catch errors that can't happen
2021-03-02 06:59:58 +01:00
007ac7abb5
Add telegram pair unlocking
2021-03-01 20:09:40 +01:00
6640156ac7
Support deleting locks via API
2021-03-01 19:50:39 +01:00
6eef6d41bc
Merge pull request #4465 from freqtrade/dependabot/pip/develop/arrow-1.0.2
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Bump arrow from 0.17.0 to 1.0.2
2021-03-01 09:30:11 +01:00
2083cf6ddf
Fix mypy errors introduced by Arrow update
2021-03-01 08:57:57 +01:00
3d65ba2dcb
Add rpc method to delete locks
2021-03-01 07:51:33 +01:00
bba9b9e819
Don't use __root__ directly for api response
2021-03-01 07:08:44 +01:00
4b689f5b88
Merge pull request #4420 from freqtrade/dependabot/pip/develop/mypy-0.812
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Bump mypy from 0.790 to 0.812
2021-02-28 15:30:44 +01:00
aba034ff40
Fix mypy problem after mypy 0.800 upgrade
2021-02-28 11:04:30 +01:00
54ccbd9370
Merge pull request #4391 from squat0001/develop
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Add dust level to balance command in telegram
2021-02-28 10:36:44 +01:00
a13dc3cdde
Use sensible defaults for balance_dust_level
2021-02-28 09:57:52 +01:00
9cb37409fd
Explicitly convert starting-balance to float
2021-02-28 09:56:29 +01:00
0895407811
add balance_dust_level parameter to make telegram less chatty
2021-02-28 08:51:32 +01:00
05f057fe72
Stringify favicon path
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potentially closes #4459
2021-02-28 08:48:28 +01:00
b2e9295d7f
Small stylistic fixes
2021-02-27 19:57:42 +01:00
324b9dbdff
Simplify wallet code
2021-02-27 10:33:25 +01:00
f5bb5f56f1
Update documentation with backtesting compounding possibilities
2021-02-27 09:33:00 +01:00
98f3142b30
Improve handling of backtesting params
2021-02-27 09:33:00 +01:00
86f9409fd2
fix --stake-amount parameter
2021-02-27 09:33:00 +01:00
fc256749af
Add test for backtesting _enter_trade
2021-02-27 09:33:00 +01:00
60db6ccf45
Add test for subclassing
2021-02-27 09:33:00 +01:00
53a57f2c81
Change some types
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Fix types of new model object
2021-02-27 09:33:00 +01:00
03eb23a4ce
2 levels of Trade models, one with and one without sqlalchemy
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Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
2021-02-27 09:33:00 +01:00
394a6bbf2a
Fix some type errors
2021-02-27 09:33:00 +01:00
52acacbed5
Check min-trade-stake in backtesting
2021-02-27 09:33:00 +01:00
f04f07299c
Improve backtesting metrics
2021-02-27 09:33:00 +01:00
7913166453
Improve performance by updating wallets only when necessary
2021-02-27 09:33:00 +01:00
37d7d2afd5
Wallets should not recalculate close_profit for closed trades
2021-02-27 09:33:00 +01:00
f367375e5b
ABS drawdown should show wallet high and low values
2021-02-27 09:33:00 +01:00
aed23d55c2
Add starting balance to profit cumsum calculation
2021-02-27 09:33:00 +01:00
0d2f877e77
Use absolute drawdown calc
2021-02-27 09:32:59 +01:00
74fc4bdab5
Shorten debug log
2021-02-27 09:32:59 +01:00
72f21fc5ec
Add trade-volume metric
2021-02-27 09:32:59 +01:00
35e6a9ab3a
Backtest-reports should calculate total gains based on starting capital
2021-02-27 09:32:59 +01:00
8d61a26382
Allow dynamic stake for backtesting and hyperopt
2021-02-27 09:32:59 +01:00
e4abe902fc
Enable compounding for backtesting
2021-02-27 09:32:59 +01:00
959ff99046
Add Dry-run wallet CLI option
2021-02-27 09:32:59 +01:00
0754a7a78f
total_open_trades_stake should support no-db mode
2021-02-27 09:32:59 +01:00
0faa6f84dc
Improve Wallet logging disabling for backtesting
2021-02-27 09:32:59 +01:00
20455de2a9
Small enhancements to docs
2021-02-27 09:32:59 +01:00
081b9be45c
use get_all_locks to get locks for backtest result
2021-02-27 09:32:59 +01:00
e32b2097f0
Use timestamp in UTC timezone for ROI comparisons
2021-02-27 09:32:59 +01:00
712d503e6c
Use sell-reason value in backtesting, not the enum object
2021-02-27 09:32:59 +01:00
b5177eadab
Extract close method for exchange
2021-02-27 09:32:59 +01:00
grillzoo
Matthias
Théo Martin
Chris van de Steeg
gbojen
klara31
Mads Sørensen
rextea
Rokas Kupstys
shubhendra
Erwin Hoeckx
Patrick Brunier
Brook Miles
Rokas Kupstys
Jackson Law
Th0masL
Patrick Weber
raoulus
Joe Schr
Florian Reitmeir