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9204 Commits

Author SHA1 Message Date
Matthias 2687633941 Test iterative sending of /status 2022-08-06 09:16:04 +02:00
Matthias b12dd15f4f Send multiple messages in /status if required 2022-08-06 09:10:12 +02:00
Robert Caulk 07763d0d4f add classifier, improve model naming scheme 2022-08-06 08:33:55 +02:00
Robert Caulk ce8fbbf743 ensure loading historical df matches frequi indices 2022-08-06 07:25:59 +02:00
robcaulk 60d782e5c5 remove unnecessary function 2022-08-05 21:31:32 +02:00
robcaulk a42a060ab5 fix DB once and for all. Make DBSCAN more efficient and robust. 2022-08-05 21:29:03 +02:00
Robert Caulk a3799c4d5d start frequi with historical data if available 2022-08-05 18:27:47 +02:00
robcaulk 29b7b014e5 fix bug in DB path initialization 2022-08-05 18:19:26 +02:00
robcaulk db1d367941 fix bug associated to fit_live_predictions_candles 2022-08-05 13:46:20 +02:00
robcaulk 26de992d20 ensure user sets startup candles in backtesting mode 2022-08-05 12:23:14 +02:00
robcaulk 05ec5c5e54 generalize database url path for any db type 2022-08-05 12:19:29 +02:00
Matthias 9545402452 Improve defaults for config builder 2022-08-05 11:58:09 +02:00
Matthias 7675187c37 Use telegram message length to avoid constants 2022-08-05 07:31:19 +02:00
Matthias cffc769549 Fix /profit endpoint calculations for partial sells 
* don't recalculate for closed trades
* include realized_profit in the calculation

part of #7178
 2022-08-05 07:26:41 +02:00
Robert Caulk 51a6b4289f improve DBSCAN performance for subsequent trainings 2022-08-04 17:41:58 +02:00
Robert Caulk fe1b8515a8 fix bug in DBSCAN, update doc 2022-08-04 17:00:59 +02:00
robcaulk 29225e4baf add DBSCAN outlier detection feature, add supporting documentation 2022-08-04 12:15:16 +02:00
Matthias 95327750dc Final abs. profit should not be doubled in rpc messages 2022-08-04 07:07:54 +02:00
robcaulk eae82d0222 fix bug with database url during backtesting. comment out example trade db analysis. 2022-08-03 16:17:57 +02:00
robcaulk 95d3009a95 give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality 2022-08-02 20:14:02 +02:00
Matthias d75e0a9820 Fix Flake8 errors after flake update 2022-08-01 06:43:59 +02:00
robcaulk 3013282dbf remove non-catboost stuff from schema 2022-08-01 05:39:38 +02:00
robcaulk 946d4c7cfc fix trailing whitespace for flake8 2022-07-31 18:39:46 +02:00
robcaulk 4e68626bcb ensure convolutional window is prepended for frequi consistency 2022-07-31 17:51:19 +02:00
robcaulk d830105605 *BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests 2022-07-31 17:05:29 +02:00
robcaulk 153336d424 move corr_pairlist expansion to after expand_pairlist() 2022-07-31 15:45:28 +02:00
Matthias 659870312d Use JSON Schema validation for freaAI schema validation 2022-07-31 15:23:27 +02:00
Kavinkumar a4bada3ebe
Partial exit using average price (#6545) 
Introduce Partial exits
 2022-07-31 14:19:04 +02:00
Matthias 369c6da5d8
Merge pull request #7146 from freqtrade/fix/liquidation 
Update liquidation price handling
 2022-07-31 08:09:54 +02:00
Matthias bad15f077c Simplify fetch_positions by using already existing method 2022-07-30 17:49:06 +02:00
Matthias fc31c890e3
Merge pull request #7135 from freqtrade/rpc/sendmsg 
Strategy allow rpc messages
 2022-07-30 16:15:00 +02:00
Matthias d046f0cc5e Improve method wording for liquidation price setter 2022-07-30 16:11:31 +02:00
Matthias dba7a7257d Use stop_or_liquidation instead of stop_loss 2022-07-30 16:10:16 +02:00
Matthias 845cecd38f Add stoploss or liquidation property 2022-07-30 16:10:16 +02:00
Matthias 15752ce3c2 Rename set_stoploss method to be fully private 2022-07-30 16:10:16 +02:00
Matthias 9852733ef7 Improve tests to align with modified logic 2022-07-30 16:10:16 +02:00
Matthias 8711b7d99f Liquidations cannot be rejected. 2022-07-30 16:10:16 +02:00
Matthias 995be90f91 Liquidation should be a separate exit type 2022-07-30 16:10:16 +02:00
robcaulk dd8288c090 expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility 2022-07-30 13:40:05 +02:00
robcaulk f22b140782 fix backtesting bug, undo move of label stat calc, fix example strat exit logic 2022-07-29 17:27:35 +02:00
robcaulk 08d3ac7ef8 add keras and conv_width to schema and documentation 2022-07-29 08:49:35 +02:00
robcaulk 59624181bd isort BaseRegressionModel imports 2022-07-29 08:23:44 +02:00
robcaulk c84d54b35e Fix typing issue, avoid using .get() when unnecessary, convert to fstrings 2022-07-29 08:12:50 +02:00
Matthias efbd83c56d Small type and typo fixes in freqai_interface 2022-07-28 07:24:30 +02:00
Matthias a2a0d35a24 Update missing typehints 2022-07-28 07:07:40 +02:00
Matthias 3273881282 Merge branch 'develop' into feat/freqai 2022-07-28 06:36:38 +02:00
Matthias cc3ead9d7b Set required_profit for stoploss guard, allowing to ignore small stoplosses. 
closes #7076
 2022-07-27 19:52:39 +02:00
Matthias f31106dc61 Minor comment fixes 2022-07-27 07:27:24 +02:00
Matthias 7bac054668 Add documentation and clarity for send_msg 2022-07-26 20:24:52 +02:00
Matthias 229e8864bb Add send_msg capability to dataprovider 2022-07-26 20:15:49 +02:00
Matthias bc760b7eb2 Simplify small segment in datadrawer 2022-07-26 19:41:49 +02:00
robcaulk 324e54c015 fix possible memory leak associated with Catboost Pool object 2022-07-26 17:29:29 +02:00
robcaulk 3f149c4067 fix return type in BaseTensorFlowModel 2022-07-26 16:01:54 +02:00
robcaulk ad25a4cb56 reduce number of pair_dict lookups, remove coin_first 2022-07-26 15:58:40 +02:00
robcaulk fb4e8430cd isort auto import sorting 2022-07-26 10:51:39 +02:00
robcaulk e213d0ad55 isolate data_drawer functions from data_kitchen, accommodate tests, add new test 2022-07-26 10:24:14 +02:00
robcaulk 56b17e6f3c allow user to pass test_size = 0 and avoid using eval sets in prediction models 2022-07-25 19:40:13 +02:00
Matthias 4c68bec171 Fix problem in `is_cancel_order_result_suitable` 
fixes #7119
 2022-07-25 17:47:52 +02:00
Robert Caulk 897f18a8c8 ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods 2022-07-25 15:07:09 +02:00
Robert Caulk 7b105532d1 fix mypy error and add test for principal component analysis 2022-07-25 11:46:59 +02:00
Robert Caulk c9d46a5237 finish bringing follow_mode up to date 2022-07-25 09:24:40 +02:00
Robert Caulk ab587747fb first fix for follower path bug 2022-07-24 23:32:24 +02:00
Matthias 520ee3f7a1 Convert freqAI into packages 2022-07-24 17:07:45 +02:00
Matthias 1885deb632 More docstring changes 2022-07-24 16:54:39 +02:00
Matthias 70b7a254af Update some areas to use default docstring formatting 2022-07-24 16:51:48 +02:00
Matthias 61c41fd919 Merge branch 'develop' into feat/freqai 2022-07-24 16:18:58 +02:00
Robert Caulk 88e10f7306 add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs 2022-07-24 09:01:23 +02:00
Robert Caulk fff39eff9e fix multitarget bug 2022-07-24 08:42:50 +02:00
Matthias 2eb1d18c2a Don't load leverage tiers when not necessary 2022-07-23 19:56:38 +02:00
robcaulk f3d46613ee move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes. 2022-07-23 17:14:33 +02:00
Matthias 81c1aa3c13 Update imports in freqAI sample strategies 2022-07-23 17:08:05 +02:00
Matthias 8a3cffcd1b Remove remaining CustomModel references 2022-07-23 17:08:05 +02:00
Matthias 8fa6e8b4ba Remove freqAI model bridge in favor of `self.freqai` 2022-07-23 17:08:05 +02:00
robcaulk c91e23dc50 let user avoid normalizing labels 2022-07-23 16:14:13 +02:00
robcaulk 50d630a155 remove unnecessary comments from data_drawer.py 2022-07-23 13:35:44 +02:00
robcaulk a1cff377ec add record of contribution to data_kitchen.py 2022-07-23 13:32:04 +02:00
robcaulk c2d6a0e891 add record of contribution to doc and source 2022-07-23 13:04:06 +02:00
Matthias e97468964a Add support for --timeframe-detail in hyperopt 
fix #7070
 2022-07-23 08:52:03 +02:00
robcaulk 5559e605b8 small PR conversation resolutions 2022-07-22 17:46:14 +02:00
robcaulk 40f00196eb use cloudpickle in place of pickle. define Paths once in data_drawer. 2022-07-22 17:37:51 +02:00
robcaulk 98c8a447b2 add LightGBMPredictionMultiModel 2022-07-22 12:40:51 +02:00
robcaulk afcb0bec00 clean up obsolete comments, move remove_features_from_df to datakitchen 2022-07-22 12:29:20 +02:00
robcaulk 3205788bce extend doc to include descriptions of the return values from FreqAI to the strategy 2022-07-21 22:11:46 +02:00
robcaulk 8033e0bf23 add counter to backtesting log so users know how many more pairs and how many more models will need to be trained 2022-07-21 13:22:12 +02:00
robcaulk 183dec866a remove ability to backtest open ended timeranges (safer) 2022-07-21 13:02:52 +02:00
robcaulk e694ea1cfd make sure backtesting gets the populated indicators with slimmed down user strat 2022-07-21 12:48:09 +02:00
robcaulk ca4dd58642 remove superceded function from datakitchen 2022-07-21 12:40:54 +02:00
robcaulk 8f86b0deaa *breaking change* simplify user strat by consolidating feature loops into backend 2022-07-21 12:24:22 +02:00
robcaulk e7337728bf add separator in folder name just incase an asset ends in an integer 2022-07-21 11:25:28 +02:00
robcaulk 921a7ef216 add requirements-freqai.txt to builds 2022-07-20 15:51:25 +02:00
robcaulk d43c146676 add more tests for datakitchen functionalities, add regression tests for freqai_interface train/backtest 2022-07-20 12:56:46 +02:00
lolong 9c051958a6
Feat/freqai (#7105) 
Vectorize weight setting, log training dates

Co-authored-by: robcaulk <rob.caulk@gmail.com>
 2022-07-19 17:49:18 +02:00
robcaulk 714d9534b6 start adding tests 2022-07-19 16:16:44 +02:00
lolong ed0f8b1189
Improve FreqAI documentation (#7072) 
Improve doc + some other small fixes

Co-authored-by: robcaulk <rob.caulk@gmail.com>
 2022-07-18 11:57:52 +02:00
Robert Caulk 921f3899f0 revert pickle reading for historic predictions 2022-07-17 16:06:36 +02:00
Robert Caulk 41eeb99177 load pickle file for writing 2022-07-17 10:05:21 +02:00
Matthias 05a5ae4fcf Update plotting to use entry/exit terminology 2022-07-16 22:28:46 +02:00
Robert Caulk 9d184586f1 fix bug in historic prediction saving 2022-07-16 21:16:59 +02:00
Matthias f6bfd89cef Merge branch 'develop' into feat/freqai 2022-07-16 18:14:34 +02:00
Matthias 423af371c0 Simplify calculation by calling "get_fee" only once 2022-07-16 17:59:05 +02:00
Matthias 4172f92bfc simplify dry-run taker/maker selection 2022-07-16 17:25:13 +02:00
Matthias 8b2535a8da Update Typing for fees 2022-07-16 15:42:17 +02:00
Matthias 8d2e22f009 Merge branch 'develop' into pr/samgermain/6780 2022-07-16 15:35:00 +02:00
Matthias 004bf31142
Merge pull request #7093 from freqtrade/fix/gate_futures_stoposs 
gateio futures - several fixes
 2022-07-16 15:18:32 +02:00
Matthias 357000c478 Extract exchange validation to separate method 2022-07-16 13:45:26 +02:00
Matthias d03dfb3934 Oder cost is real cost (including leverage) 2022-07-16 13:14:21 +02:00
Matthias ed64e4299b Stoploss orders should also be eligible to update closed fees 2022-07-16 13:14:21 +02:00
Matthias 415780a4fe gateio order cost is not in contracts 
closes #7081
 2022-07-16 13:14:21 +02:00
Matthias 7b8a5585dd Fetch 2ndary stoploss order once the order triggered. 2022-07-16 13:14:21 +02:00
Matthias 7c4dd4c48c Support fee cost as string 
closes #7056
 2022-07-16 13:14:21 +02:00
Matthias 40e2da10f3 Add hypeorpt cloudpickle magic 
closes #7078
 2022-07-16 11:49:33 +02:00
Wagner Costa Santos ca2029a46b fix issue when bot restarts with same identifier, does not load prediction history 2022-07-14 18:55:24 -03:00
Matthias cdc58058d7 Add candletype to notebook example 
closes #7084, closes #7073
 2022-07-14 19:40:26 +02:00
robcaulk 4141d165ff add BaseTensorFlowModel class 2022-07-12 19:10:09 +02:00
robcaulk ef409dd345 Add ground work for TensorFlow models, add protections from common mistakes 2022-07-12 18:09:17 +02:00
Robert Caulk fea63fba12 Fix saving/loading historic predictions 2022-07-12 10:12:50 +02:00
Robert Caulk 8ce6b18318 start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available. 2022-07-11 22:01:48 +02:00
Matthias 0669d93f56
Merge pull request #7068 from freqtrade/ccxt_ordertype_validations 
Ccxt ordertype validations
 2022-07-11 19:41:05 +02:00
Matthias 5c164efdb6 Also check for createLimitOrder as optionals 2022-07-11 16:09:12 +02:00
Matthias f9d3775d4c Move "candle" logic for message to telegram 
this avoids calling this method unless necessary
 2022-07-11 14:09:39 +02:00
Matthias 9a3a2f9013 Simplify adding candle to message 2022-07-11 13:55:32 +02:00
Matthias 8e8f026ea7 Telegram candle message should be configurable 2022-07-11 12:14:19 +02:00
Matthias ed03ef47ef Merge branch 'develop' into pr/SurferAdmin/6916 2022-07-11 11:49:22 +02:00
Matthias ec3179156c Revert unwanted changes. 2022-07-11 11:48:24 +02:00
Matthias 3fc92b1b21 Create BaseRegression model - designed to reduce code duplication across currently available models. 2022-07-11 11:33:59 +02:00
Matthias 6ac1aa15f5 Reenable ccxt order checks 2022-07-11 10:36:19 +02:00
Matthias 523d8a84a8 skip "supports market order" for now until CCXT fixes their assignemnt bugs. 2022-07-11 10:22:51 +02:00
Matthias 7d6b3d0e02 Update hyperopt param docs to be clear that non-conclusive parameters will be ignored 2022-07-11 08:17:16 +02:00
Robert Caulk 607455919e Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!) 2022-07-10 12:35:44 +02:00
Matthias 819cc9c0e4 Fully align LightGBM with Catboost 2022-07-10 11:06:18 +02:00
Matthias 58b18770e3 Fix LightGBM missing argument in predict method 2022-07-10 11:05:35 +02:00
Matthias 9313a2d294 Update leverage tiers to latest version 2022-07-10 10:11:39 +02:00
Matthias 2e1061af64 Fix faulty LightGBM model 2022-07-09 08:21:42 +00:00
Matthias c98e7ea055 Revert allowing empty currency for futures 2022-07-09 08:57:15 +02:00
Matthias b7167ec880 Fix wrong fee calclulation for gateio futures 2022-07-09 08:51:59 +02:00
Matthias 5b733a723d use "fees" for trades responses 2022-07-09 08:51:28 +02:00
Matthias 81f7d77d74 Allow fee currency to be empty for futures 2022-07-09 08:51:28 +02:00
Matthias 2499276fca Refactor calculate_fee_rate to take separate parameters instead of an "Order" 
we passed in a trade object anyway
 2022-07-09 08:51:28 +02:00
Matthias e52f82b565 Add leverage to custom_stake_amount callback 
closes #7047
 2022-07-08 19:44:20 +02:00
Matthias b39508f64d remove loadMarkets from "required" section, 
it's now implied that all ccxt exchanges provide this method.
 2022-07-07 19:44:54 +02:00
robcaulk d9acdc9767 remove excess, increase no model warning clarity 2022-07-06 18:20:21 +02:00
Matthias dbc3376fe9 Add alias for gate to gateio 2022-07-06 07:12:13 +02:00
robcaulk 514f7d491c change rejected to denied 2022-07-05 12:58:43 +02:00
robcaulk 647f9b5460 replace the word abortion with rejected in log messages 2022-07-05 12:49:09 +02:00
robcaulk 4cac67fd66 Catch infrequent issue associated with grabbing first candle 2022-07-05 12:43:33 +02:00
Matthias 6f0721ae2b Update dry-order-fix to use sqlalchemy internals 2022-07-04 17:17:39 +02:00
Matthias 6da3fa08e4 Update migrations to also support Postgres 
closes #7038
 2022-07-04 11:14:59 +02:00
robcaulk bd3a6ba2fe update backtesting to handle new output framework 2022-07-03 17:34:44 +02:00
robcaulk 8ac8d53c32 All LGBMRegressor model parameters are now set in config 2022-07-03 16:30:01 +02:00
robcaulk a6077ac7f4 Merge feat/freqai into develop to get new features 2022-07-03 16:17:13 +02:00