Commit Graph

9840 Commits

Author SHA1 Message Date
Matthias
a10b2d003f Add freqai timeframe validation (incl. test)
closes #7543
2022-10-09 14:40:25 +02:00
Matthias
4623c3ec1d Improve test resiliance 2022-10-09 10:55:38 +02:00
Matthias
db1132bebd ensure required_candle_call_count is always set
closes #7552
2022-10-09 09:29:37 +02:00
Matthias
8e3a4eca41 Remove unused type:ignore 2022-10-09 09:15:11 +02:00
th0rntwig
4daf0000c7 Move check and add log warning 2022-10-08 16:15:48 +02:00
Matthias
9454fb8f7b Fix discord message sending 2022-10-07 20:59:49 +02:00
Matthias
df5ae66252 Refactor webhook method 2022-10-07 20:52:52 +02:00
Matthias
fb2f2d9a39 Allow webhook message setting directly 2022-10-07 20:44:47 +02:00
Emre
e337d4b78a Reset dataframe index after slice 2022-10-07 20:00:05 +02:00
froggleston
8fcb80df69 Add support for dp.send_msg() to webhooks 2022-10-07 16:06:30 +01:00
Matthias
d42fb15608 Improve generic exception handler 2022-10-07 16:05:41 +02:00
Matthias
a5bf34587a Improve fiat-convert behavior in case of coingecko outage 2022-10-07 15:46:31 +02:00
Matthias
fab6b2f105 Align datetime import in fiat_convert 2022-10-07 15:23:32 +02:00
Matthias
6e179c7699 Only store tick refresh time if we cache 2022-10-06 19:35:38 +02:00
th0rntwig
a9d5e04a43 Remove constant labels from prediction 2022-10-06 19:26:33 +02:00
initrv
86c781798a Add сatboost train_dir for tensorboard 2022-10-06 19:59:35 +03:00
Matthias
7c702dd106 Add cache eviction 2022-10-06 14:51:52 +00:00
Matthias
92a1d58df8 Evict cache if we didn't get new candles for X hours 2022-10-06 14:51:52 +00:00
Matthias
cea017e79f Age out old candles 2022-10-06 14:51:52 +00:00
Matthias
b7f26e4f96 Update some formatting issues 2022-10-06 14:51:52 +00:00
Matthias
02e238a944 Combine ohlcv data in exchange class for live mode 2022-10-06 14:51:52 +00:00
Matthias
edb942f662 Add typing import to sampleStrategy 2022-10-06 06:30:38 +02:00
Marek Cieplucha
4df533feb0
Add missing comma 2022-10-04 21:16:30 +02:00
Marek Cieplucha
5019300d5c
Fix for #7534 in bot 2022-10-04 20:28:47 +02:00
Marek Cieplucha
3264d7b890
Fix for #7534 in backtesting 2022-10-04 20:27:13 +02:00
Matthias
c1d8ade2fa Improve supported exchange check by supporting exchange aliases 2022-10-04 19:28:57 +02:00
Matthias
68db0bc647 move check_exchange to exchange package 2022-10-04 18:25:23 +02:00
Matthias
a6296be2f5 Update market_change datatype 2022-10-04 10:27:04 +00:00
Matthias
eb8eebe492 Reset open_order_id after trade cancel
Part of #7526
2022-10-04 10:08:58 +00:00
Matthias
016e438468 Calculate market-change in hyperopt
closes #7532
2022-10-04 08:37:07 +00:00
Matthias
bc6729f724 Improve readability of "now_is_time_to_refresh" 2022-10-04 06:56:10 +02:00
Matthias
7f475e37d7 refactor refresh_latest_ohlcv 2022-10-04 06:56:06 +02:00
Matthias
4c83552f3b
Merge pull request #7506 from freqtrade/cancel_partial_sell
Support cancellation partially filled exit orders
2022-10-03 19:36:51 +02:00
Matthias
ca22d857b7 Improve handling of trades that fail to cancel as they are closed 2022-10-03 18:09:53 +02:00
Robert Caulk
3585742b43
remove trailing whitespace 2022-10-03 17:28:45 +02:00
Robert Caulk
265795824b
make default type for close_price and date_pred np.nan 2022-10-03 11:58:22 +02:00
Robert Caulk
6ecd92de4a
Allow updating without changing identifier 2022-10-03 09:55:57 +02:00
robcaulk
b70f18f4c3 add close price and date to historic_predictions 2022-10-02 18:33:39 +02:00
Matthias
d0b8c8b1a0 improve invalid canceled order response handling 2022-10-02 08:45:41 +02:00
Matthias
a5bc75b48c Merge branch 'develop' into cancel_partial_sell 2022-10-02 08:38:18 +02:00
Matthias
9bb061073d Improve tests 2022-10-02 08:36:34 +02:00
Matthias
2c94ed2e59 Decrease message throughput
fixes memory leak by queue raising indefinitely
2022-10-01 21:23:33 +02:00
Robert Caulk
3e34f10e3d
Merge pull request #7508 from aemr3/fix-pca-errors
Fix feature list match for PCA
2022-10-01 16:50:29 +02:00
robcaulk
f4c6b99d63 remove commented lines 2022-10-01 14:23:15 +02:00
robcaulk
cd514cf15d fix inlier metric in backtesting 2022-10-01 14:18:46 +02:00
robcaulk
f2b875483f ensure raw features match when PCA is employed 2022-10-01 13:14:59 +02:00
robcaulk
51556e08c3 Merge branch 'develop' into pr/th0rntwig/7495 2022-10-01 12:45:08 +02:00
Matthias
8f8b5cc28e Disable log spam from analyze_df in webhook/discord 2022-10-01 09:35:21 +02:00
Matthias
201bbbcee6 Okx formatting 2022-10-01 09:32:16 +02:00
Matthias
a96aa568bf Add binance futures mode checks
closes #7505
2022-10-01 09:23:41 +02:00
Matthias
545d652352 Update okx exception wording 2022-10-01 09:02:05 +02:00
Emre
cdc01a0781
Fix feature list match for pca 2022-09-30 15:22:05 -07:00
Matthias
47ef99f588 Simplify interface to notify_exit_cancel 2022-09-30 17:18:27 +02:00
Matthias
819488c906 Improve exit message wording 2022-09-30 17:04:34 +02:00
Matthias
c946d30596 Add partial cancel message 2022-09-30 16:24:16 +02:00
Matthias
649879192b Implement partial sell 2022-09-30 16:24:16 +02:00
Matthias
bd664580fb Don't unnecessarily reset order_id 2022-09-30 15:43:23 +02:00
Matthias
cc06c60fd8 Fix pandas deprecation warnings from freqAI 2022-09-30 15:43:23 +02:00
Matthias
f6a0d677d2 Remove pointless notification assignment 2022-09-30 09:34:00 +02:00
Matthias
7dd984e25e Simplify cancel_entry 2022-09-30 09:34:00 +02:00
Matthias
2d2ff2fff6 remove unnecessary assignments and comments 2022-09-30 09:34:00 +02:00
Matthias
2ce265bed3
Merge pull request #7473 from freqtrade/feat/producerpairlist
Producerpairlist
2022-09-30 06:54:15 +02:00
robcaulk
be48131185 make shuffle false in constants 2022-09-30 00:33:08 +02:00
Matthias
578da343dc
Merge pull request #7491 from freqtrade/partial_close_leverage
Partial close leverage
2022-09-29 19:42:16 +02:00
Matthias
00965d8c06 Default to assume stored data only contains complete candles
closes #7468
2022-09-29 19:18:52 +02:00
Matthias
388a572cb3 Version bump develop version 2022-09-29 07:17:38 +02:00
Matthias
ac229b7a42 Reduce message consumer verbosity 2022-09-29 07:10:00 +02:00
Wagner Costa Santos
6845a5c6ea backtest_live_models - refactoring after PR review 2022-09-29 01:48:38 -03:00
Matthias
4e920e9c53 Reduce verbosity of sending-message 2022-09-29 06:41:16 +02:00
th0rntwig
683b084323 Set train-test-split shuffle=False as default and remove stratification 2022-09-28 18:23:56 +02:00
Wagner Costa Santos
df0927cdee Merge branch 'develop' into backtest_live_models 2022-09-28 08:49:15 -03:00
Wagner Costa Santos
55ebbeec18 backtest_live models tests refactoring 2022-09-28 08:48:32 -03:00
Matthias
fb3d408338 Respect max_open_trades when forceentering
closes #7489
2022-09-28 09:32:07 +00:00
Matthias
7c84edbc23 Avoid online call when asking for /status. 2022-09-28 07:21:52 +02:00
Matthias
42cecb83f2 Disable base64 loading via API
closes severe RCE vulnerability reported privately.
2022-09-27 20:37:16 +02:00
Matthias
30a5bb08dd partial exits should account for leverage 2022-09-27 19:53:55 +02:00
Matthias
6c491ee02e Update missed changes to plot_feature_importance 2022-09-27 18:17:49 +02:00
Wagner Costa Santos
3c002ff752 Merge branch 'develop' into backtest_live_models 2022-09-27 10:27:47 -03:00
Wagner Costa Santos
0be115de9c backtest_live_models - added new tests and refactoring 2022-09-27 10:26:57 -03:00
Matthias
24c1d84982 Fix lineending 2022-09-27 09:26:52 +00:00
Matthias
8c2e473ee5 Fix test warning 2022-09-27 08:53:29 +00:00
Matthias
43e847ff2f Update to pandas 1.5.0 syntax, avoiding warnings 2022-09-27 08:02:51 +00:00
Matthias
bc007ce038 Update binance leverage tiers
closes #7485
2022-09-27 07:14:55 +02:00
Wagner Costa Santos
72aa47fc51 backtest_live_models - fix issue with timerange BT and 2 trainings within same candle (no data) 2022-09-27 00:14:12 -03:00
Wagner Costa Santos
14b96aaa38 backtesting live models - fix ci issues 2022-09-26 19:52:59 -03:00
Wagner Costa Santos
290afd9699 backtest_live_models - fix typo 2022-09-26 19:21:53 -03:00
Wagner Costa Santos
0318ca9f12 backtest_live_models - fix typo 2022-09-26 19:08:25 -03:00
Wagner Costa Santos
22bef71d5d backtest_live_models - add function comments and tests 2022-09-26 19:01:24 -03:00
Wagner Costa Santos
182d9e5426 Merge branch 'develop' into backtest_live_models 2022-09-26 17:23:44 -03:00
Matthias
ba8c714698 Require kwargs on ohlcv_load 2022-09-26 20:33:49 +02:00
Matthias
cf5267a4d3
Merge pull request #7481 from chusri/develop
✏️ fixed typo from StaticPairlist to StaticPairList
2022-09-26 18:11:56 +02:00
Matthias
8e0811d9de Call cleanup explicitly 2022-09-26 09:35:21 +00:00
Matthias
cde1d1c2b3
Merge pull request #7474 from wizrds/bugfix-emc
Fix bug in API Server WebSocket
2022-09-26 10:45:44 +02:00
Matthias
a1a62681bf add fixes for random test failures 2022-09-26 08:11:00 +00:00
Thaweesak Chusri
c4784c6695 ✏️ fixed typo from StaticPairlist to StaticPairList 2022-09-26 11:05:27 +08:00
Wagner Costa Santos
ec947ad65c remove commented code - backtest_live_models 2022-09-25 23:47:27 -03:00
Wagner Costa Santos
5880f7a638 backtest_live_models - params validation and get timerange from live models in BT 2022-09-25 23:14:00 -03:00
Wagner Costa Santos
f3f3917da3 Merge branch 'develop' into backtest_live_models 2022-09-25 20:05:26 -03:00
Timothy Pogue
e54ed5b10e fix runtime error: dict changed size during iteration 2022-09-25 15:05:56 -06:00
robcaulk
48e89e68b9 fix typos 2022-09-25 20:22:19 +02:00
Matthias
af59572cb9 prior pairlists should go first 2022-09-25 19:32:39 +02:00
Wagner Costa Santos
0ed7b2bfc3 change start_backtesting to handle backtest_live_models 2022-09-25 10:35:55 -03:00
robcaulk
873d2a5069 no model save backtest, plot features backtest, ensure inlier plays nice, doc 2022-09-25 11:18:10 +02:00
Matthias
bd106b4b8e Add tests for Producerpairlist 2022-09-25 10:13:00 +02:00
Matthias
1bb45a2650 Fix crash due to insufficient check 2022-09-25 09:47:57 +02:00
Matthias
30d51b6939 Move "pairlist" logging to manager 2022-09-25 09:43:39 +02:00
Matthias
527fd36134 num_assets should be optional 2022-09-25 09:38:20 +02:00
Matthias
4940fa7be3 Add Producer Pairlist 2022-09-25 09:29:22 +02:00
Matthias
0c810868de Add Dataprovider to pairlist 2022-09-25 09:22:21 +02:00
Matthias
f4fac53a13
Merge pull request #7458 from xmatthias/dataformat/feather
new Dataformats feather and Parquet
2022-09-25 09:00:22 +02:00
Wagner Costa Santos
7f116db95e added generic function to get timerange from existent models 2022-09-24 13:01:53 -03:00
Wagner Costa Santos
d9c16d4888 Merge branch 'develop' into backtest_live_models 2022-09-24 12:30:55 -03:00
Wagner Costa Santos
3ee7eb63f7 starting backtest live models 2022-09-24 12:28:52 -03:00
Matthias
873eb5f2ca Improve EMC config validations 2022-09-24 16:43:58 +02:00
Matthias
585342f193
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai
Ensure the DF has the same size in backtesting FreqAI
2022-09-24 16:17:39 +02:00
Matthias
8d77ba118c Fix line endings 2022-09-24 16:15:15 +02:00
Matthias
50dfde7048 Remove unnecessary typing import 2022-09-24 16:11:15 +02:00
Matthias
53c8e0923f Improve typing in message_consumer 2022-09-24 16:10:42 +02:00
Matthias
166ae8e3a1 Remove missleading comment 2022-09-24 15:51:20 +02:00
Matthias
4efe2e9bc4 use FtPrecise to convert to contracts and back 2022-09-24 14:55:58 +02:00
paranoidandy
2cc00a1a2c
Allow use of --strategy-list with freqai, with warning (#7455)
* Allow use of --strategy-list with freqai, with warning

* ensure populate_any_indicators is identical for resused identifiers

* use pair instead of metadata["pair"]

Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-09-24 13:21:01 +02:00
Matthias
6643d90e64 simplify freqAI start_backtesting 2022-09-24 10:34:14 +02:00
Matthias
5d27d5689f
Merge pull request #7457 from aemr3/add-training-time
Add elapsed time to Freqai training logs
2022-09-24 10:27:08 +02:00
Timothy Pogue
6b5d71049e add sleep 2022-09-23 13:10:45 -06:00
Timothy Pogue
4c7cef570f typo in exception 2022-09-23 12:58:26 -06:00
Timothy Pogue
b8e1d29a1b catch connectionclosederror 2022-09-23 12:36:05 -06:00
Matthias
7e1e388b9c Add feather/parquet docs 2022-09-23 18:24:30 +02:00
Matthias
48352b8a37 Update hdf5 handler to reset index on load 2022-09-23 14:49:17 +00:00
Emre
a4eaff4da6
Add training elapsed time 2022-09-23 01:18:34 -07:00
Matthias
044891f543 Add conditional formats depending on mode 2022-09-23 07:18:18 +02:00
Matthias
dc2b93228b Add ParquetDataHandler 2022-09-23 07:18:18 +02:00
Matthias
3c0d2c446d Add Feather datahandler (no trade mode yet) 2022-09-23 07:18:18 +02:00
Matthias
1db8421b9d
Merge pull request #7303 from wizrds/feat/externalsignals
Producer/consumer mode
2022-09-23 06:29:58 +02:00
Matthias
1626eb7f97 Update dataprovider function name to get_producer_df 2022-09-22 20:46:40 +02:00
Matthias
e6c5c22ea0 Update websocket/follower docs 2022-09-22 20:31:42 +02:00
th0rntwig
71e6c54ea4
Normalise distances before Weibull fit (#7432)
* Normalise distances before Weibull

* Track inlier-metric params
2022-09-22 18:11:50 +02:00
Wagner Costa Santos
b1dbc3a65f remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count 2022-09-22 12:13:51 -03:00
Timothy Pogue
6a6ae809f4 fix jwt auth 2022-09-21 18:23:00 -06:00
Timothy Pogue
77ed713232 add catch for invalid message error 2022-09-21 16:04:25 -06:00
Timothy Pogue
128b117af6 support list of tokens in ws_token 2022-09-21 16:02:21 -06:00
Timothy Pogue
0811bca8b4 revise docs, update dp method docstring 2022-09-21 15:50:11 -06:00
Matthias
91dc5e7aa6 Be sure to provide an amount in entry notifications 2022-09-21 21:12:08 +02:00
Matthias
08e183fb55 Add note about okx trading mode 2022-09-21 20:59:12 +02:00
Matthias
923182680e Explicitly define notification defaults 2022-09-21 12:46:58 +00:00
Matthias
02f2096fc3 Reverse and fix rangestability conditions
closes #7447
2022-09-21 06:53:07 +02:00
Matthias
8f41f943b4 Fix 0.0 amount message wording 2022-09-21 06:42:55 +02:00
Matthias
3b0874eb37 Update exit message handling to gracefully handle kucoins "empty" responses
closes #7444
2022-09-20 20:00:08 +02:00
Matthias
0c01b23cba Capture exceptions in send_msg calls 2022-09-20 18:09:14 +02:00
Matthias
0bd6ad55a1 Always show freqtrade version 2022-09-20 14:14:54 +00:00
Matthias
8a91c8e220 Sort and dedup pairs before data conversion 2022-09-20 13:36:28 +00:00
Matthias
914eccecec Merge branch 'develop' into pr/wizrds/7303 2022-09-20 06:56:15 +02:00
Matthias
3274bb0751 Remove msgpack for now 2022-09-20 06:55:22 +02:00
robcaulk
b5fd11f91b protect against unforeseen issues in scanning thread 2022-09-19 21:18:31 +02:00
Matthias
703bcc099a Fix list-pair regex to also support 1INCH/USDT 2022-09-19 20:32:54 +02:00
Matthias
eb9ac9cbda add --exchange to convert-trade-data 2022-09-19 20:29:28 +02:00
robcaulk
42c75b4a7b combine log messages 2022-09-19 19:16:32 +02:00
Robert Caulk
9b66297cc0
Fix append 2022-09-19 12:47:20 +02:00
Robert Caulk
995396c775
Add useful log info 2022-09-19 11:42:56 +02:00
Robert Caulk
ad652817ef
Ensure train ordering after restart
Ensure lowest timestamps get trained first after restart
2022-09-19 11:11:23 +02:00
Robert Caulk
f9460c80c2
Merge pull request #7434 from freqtrade/improve-train-queue
improve train queue system in FreqAI
2022-09-19 10:55:53 +02:00
Matthias
ea58c29ded Add plot_feature_importance to schema definition 2022-09-19 08:13:54 +00:00
Matthias
225f7cd5f8
Merge pull request #7431 from initrv/add-plot-feature-importance
Add plot feature importance
2022-09-19 08:41:10 +02:00
Matthias
4a0a0c307c Use json_load to load leverage tiers 2022-09-19 07:23:26 +02:00
Matthias
d930931000 Bring back sleep - it'll ensure we give up control over the thread. 2022-09-19 07:14:33 +02:00
Matthias
8116ca847b move trades_get_pairs to parent class 2022-09-18 19:40:03 +02:00
Matthias
a06eee300a move ohlcv_get_pairs to parent class 2022-09-18 19:36:23 +02:00
Matthias
584b2381d1 Fix Imports 2022-09-18 19:36:11 +02:00
robcaulk
470d5d8405 ensure full new pairlist is in the queue 2022-09-18 17:08:07 +02:00
robcaulk
eaa43337d2 improve train queue system, ensure crash resilience in train queue. 2022-09-18 17:00:55 +02:00
robcaulk
95457d23ca escape freqai-specific characters from file naming 2022-09-18 13:59:30 +02:00
Matthias
994c1c5ea0 use Config typing in more places 2022-09-18 13:31:52 +02:00
Matthias
667853c504 Use Alias to type config objects 2022-09-18 13:20:55 +02:00
robcaulk
188f75d8ec set model in models dict 2022-09-18 12:50:44 +02:00
Matthias
9f23588154 strategy template - remove pointless noqa's 2022-09-18 08:58:33 +02:00
Matthias
7a73adb955 Improve default strategy template 2022-09-18 08:57:26 +02:00
Matthias
faf84295a5 Separate strategy subtemplates for better overview 2022-09-18 08:52:53 +02:00
Matthias
ab78fb373a Improve freqAI strategy formatting and readability 2022-09-18 08:45:24 +02:00
Matthias
4634936265 additional support for --data-dir 2022-09-18 08:39:03 +02:00
Matthias
fa3d4b58ab Revert unnecessary formatting 2022-09-18 08:30:59 +02:00
Robert Caulk
bdeb2f9c6a
Merge branch 'develop' into add-plot-feature-importance 2022-09-18 00:02:46 +02:00
robcaulk
1ef875901a maintian user privacy by keeping plotly offline 2022-09-18 00:01:42 +02:00
robcaulk
68f7a31504 ensure continued operation despite not being able to plot 2022-09-18 00:00:14 +02:00
robcaulk
2c23effbf2 allow plot to plot multitargets, add test 2022-09-17 19:17:44 +02:00
initrv
1c92734f39 simplify plot_feature_importance call 2022-09-17 18:53:43 +03:00
Matthias
063511826c Update stoploss on exchange logic
closes #7424
2022-09-17 17:11:00 +02:00
Matthias
9f266cbcb2 Allow safe_price for market stop orders 2022-09-17 17:11:00 +02:00
Matthias
ca6dec3d4c Binance spot also allows market orders
closes #7426
2022-09-17 17:11:00 +02:00
Matthias
8639c1f23d Reduce complexity in binance stoploss handling 2022-09-17 17:11:00 +02:00
Matthias
93237efc15
Merge pull request #7428 from freqtrade/informative_freqai
Informative freqai
2022-09-17 16:44:28 +02:00
Matthias
4182a7891a Allow leverage tier cache to be 4 weeks old.
we've seen from binance that it's not changing this often.
2022-09-17 10:41:48 +02:00
Matthias
6682ae35b3 Update cached binance_leverage_tiers 2022-09-17 10:37:47 +02:00
Matthias
10ec681b30 Clean up no longer needed informative sample code 2022-09-17 10:19:46 +02:00
Matthias
0aada271ca Move informative_pairs for freqAI to backend 2022-09-17 10:17:22 +02:00
Timothy Pogue
4422ac7f45 constrain port in config, catch value error 2022-09-16 19:22:24 -06:00
initrv
86aa875bc9 plot features as html instead of png 2022-09-16 21:47:12 +03:00
initrv
b707a6da35 Add ability to plot feature importance 2022-09-16 19:17:41 +03:00
Matthias
e5368f5a14 backtesting confirm_trade_entry should pass correct amount, not stake-amount
closes #7423
2022-09-16 13:24:20 +00:00
Timothy Pogue
b0b575ead9 change json serialize to split orient 2022-09-16 00:02:27 -06:00
Timothy Pogue
efaef68ad7 Merge branch 'develop' into feat/externalsignals 2022-09-15 18:09:25 -06:00
Timothy Pogue
7d1645ac20 fix tests and warning message 2022-09-15 17:54:31 -06:00