Commit Graph

6129 Commits

Author SHA1 Message Date
Matthias 37b71b8cfd Fix PerformanceFilter failing in test-pairlist mode 2021-05-16 19:55:13 +02:00
Matthias 0d50e99563 Fix Agefilter checking for > instead of >= 2021-05-16 19:35:30 +02:00
Matthias c9ac67e985 Fix some typos 2021-05-16 14:50:25 +02:00
Matthias 6f38976470 Introduce cancel_stoploss_with_result 2021-05-16 14:15:24 +02:00
Matthias 380754b8ab Fix typos in docstrings 2021-05-16 13:20:05 +02:00
Matthias 0b1dd0d203 Use correct order_id for ftx
closes #4511
2021-05-16 09:15:25 +02:00
Matthias 2d7735ba04 Update telegram to sort performance by absolute performance 2021-05-15 19:49:21 +02:00
Matthias 6b2a38ccfb Add absolute Profit to apiserver 2021-05-15 19:39:46 +02:00
Matthias 4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
Two fixes
2021-05-15 15:11:07 +02:00
Rokas Kupstys 2d5f465f1b Fix protections being loaded multiple times for first strategy when backtesting. 2021-05-15 13:37:03 +03:00
Rokas Kupstys 29fed37df3 Fix exception when few pairs with no data do not result in aborting backtest.
Exception is triggered by backtesting 20210301-20210501 range with BAKE/USDT pair (binance). Pair data starts on 2021-04-30 12:00:00 and after adjusting for startup candles pair dataframe is empty.

Solution: Since there are other pairs with enough data - skip pairs with no data and issue a warning.

Exception:
```
Traceback (most recent call last):
  File "/home/rk/src/freqtrade/freqtrade/main.py", line 37, in main
    return_code = args['func'](args)
  File "/home/rk/src/freqtrade/freqtrade/commands/optimize_commands.py", line 53, in start_backtesting
    backtesting.start()
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 502, in start
    min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 474, in backtest_one_strategy
    results = self.backtest(
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 365, in backtest
    data: Dict = self._get_ohlcv_as_lists(processed)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 199, in _get_ohlcv_as_lists
    pair_data.loc[:, 'buy'] = 0  # cleanup from previous run
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 692, in __setitem__
    iloc._setitem_with_indexer(indexer, value, self.name)
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 1587, in _setitem_with_indexer
    raise ValueError(
ValueError: cannot set a frame with no defined index and a scalar
```
2021-05-15 13:37:03 +03:00
Matthias e1447f955c /locks should always respond, even if there's no locks
closes #4942
2021-05-15 10:50:00 +02:00
Matthias 0ace35bf3d Fix unreferenced error 2021-05-15 08:14:50 +02:00
Matthias a6c644161d
Merge pull request #4930 from freqtrade/hyperopt_memory
Hyperopt memory problems
2021-05-15 07:12:57 +02:00
Matthias 5e73195b30 Use linux lineseperator at all times 2021-05-15 07:01:32 +02:00
Matthias 4bc018a456 Change rate back to "open" for custom_sell
closes #4920
2021-05-14 07:18:10 +02:00
Matthias 09756e3007 Subplots should always be included in responses 2021-05-14 06:36:50 +02:00
Matthias ecee42f561 Read pickle file in mmap mode 2021-05-13 20:13:04 +02:00
Matthias 1055862bc0 Extract data-load + dump from hyperopt
(Reduces memory-usage as the dataframes go out of scope)
2021-05-12 21:15:01 +02:00
Matthias 24a1d5a96f Change default hyperopt-name to be shorter 2021-05-12 19:06:13 +02:00
Matthias 3cbe40875d read hyperopt results from pickle or json 2021-05-12 06:06:30 +02:00
Matthias 06bf1aa274 Store epochs as json per line 2021-05-12 05:58:25 +02:00
Matthias 7398ea88e0 Change optimize_reports to convert dates to string earlier 2021-05-11 20:37:49 +02:00
Matthias b81f24d9c6
Merge pull request #4851 from rokups/rk/backtest-dataprovider
Data provider support in backtesting
2021-05-10 19:11:05 +02:00
Matthias 92186d89a2 Add some changes to strategytemplate 2021-05-09 09:56:36 +02:00
Matthias 2157923aee have edge send multiple messages if necessary
closes #4519
2021-05-08 19:45:34 +02:00
Rokas Kupstys 8d8c782bd0 Slice dataframe in backtesting, preventing access to rows past current time. 2021-05-08 18:40:49 +03:00
Rokas Kupstys f1eb653545 Fix strategy protections not being loaded in backtesting. 2021-05-08 10:29:47 +03:00
Rokas Kupstys 1b01ad6f85 Make exchange parameter optional and do not use it as parameter in backtesting. 2021-05-08 10:29:47 +03:00
Matthias 4b6cd69c81 Add test for no-exchange dataprovider 2021-05-08 10:29:47 +03:00
Rokas Kupstys d344194b36 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Rokas Kupstys 9b4f6b41a2 Use correct datetime. 2021-05-08 10:29:47 +03:00
Rokas Kupstys 6fb4d83ab3 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Rokas Kupstys 6af4de8fe8 Remove dataframe parameter from docs. 2021-05-08 10:29:47 +03:00
Rokas Kupstys cdfa6adbe5 Store pair datafrmes in dataprovider for backtesting. 2021-05-08 10:29:47 +03:00
Rokas Kupstys dc6e702fec Pass current_time to confirm_trade_entry/confirm_trade_exit. 2021-05-08 10:29:47 +03:00
Rokas Kupstys d34da3f981 Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods."
This reverts commit 595b8735f8.

# Conflicts:
#	freqtrade/optimize/backtesting.py
#	freqtrade/strategy/interface.py
2021-05-08 10:29:47 +03:00
Matthias 513be11fd9 Fix hyperopt output
closes #4892
2021-05-07 20:23:11 +02:00
Matthias 554f5f14b6 Raise exception if no data is left 2021-05-07 06:41:15 +02:00
Matthias 4f529fe424 Don't use Arrow to get min/max backtest dates 2021-05-06 19:43:14 +02:00
Matthias 32577cc0cd
Merge pull request #4836 from bzed/telegram-locks
Telegram rpc: split too long /locks messages
2021-05-05 20:15:13 +02:00
Matthias 431cb5313f Support informative pairs in edge positioning 2021-05-05 19:58:45 +02:00
Matthias da47f4e1a4 Fix Kraken balance update error
closes #4873
2021-05-05 06:47:26 +02:00
Matthias da574e4e69 Small style fixes 2021-05-03 06:30:41 +02:00
Matthias fc110ea418 Support csv export for new and old versions 2021-05-02 20:41:45 +02:00
Matthias 303895b33e Add support for filters to new hyperopt-results 2021-05-02 20:07:22 +02:00
Matthias 287b43e999 Output strategy results including non-optimized parameters 2021-05-02 11:30:53 +02:00
Matthias d069ad43d8 Small reformatting in hyperopt 2021-05-02 11:01:26 +02:00
Matthias 8ee0b0d8e8 Store not optimized parameters (if applicable) 2021-05-02 10:46:04 +02:00
Matthias 9049d6b779 Reformat hyper to cache parameters 2021-05-02 10:45:21 +02:00