Commit Graph

6775 Commits

Author SHA1 Message Date
Rokas Kupstys d84ef34740 A helper to calculate stoploss value from absolute price. 2021-09-18 10:48:18 +03:00
Matthias 11f08b0053
Merge pull request #5582 from sergeykhliustin/develop
Added days parameter to PerformanceFilter
2021-09-18 09:24:14 +02:00
Matthias 564e0b9a1a Switch performanceFilter to use Minutes lookback resolution
closes #5060
2021-09-18 09:10:25 +02:00
Matthias 12c12d42df Add documentation for days parameter in PerformanceFilter 2021-09-18 08:30:44 +02:00
Matthias 853c3a4433
Merge pull request #5587 from raph92/patch-3
Update prepare_trials_columns() return type
2021-09-18 08:08:18 +02:00
Sergey Khliustin d7395e873b Removed unused OperationalException 2021-09-17 22:05:57 +03:00
raphael 4b2c1a9b8e
Remove trailing whitespace 2021-09-17 14:39:15 -04:00
raphael e715f2a253
Update formatting
Line 302 was too long
2021-09-17 14:23:26 -04:00
raphael 9525a5b96c
Add type to "trials" parameter 2021-09-17 14:10:37 -04:00
raphael 124e97f3b9
Remove ununsed variables from export_csv_file 2021-09-17 11:57:36 -04:00
raphael 5fc993231a
Update HyperoptTools.export_csv_file usage 2021-09-17 11:51:55 -04:00
raphael 3a98fb72a4
Update prepare_trials_columns() return type
Was returning str, updated to pd.DataFrame
2021-09-17 11:42:33 -04:00
sergeykhliustin 982deeedf0
Update freqtrade/persistence/models.py
Co-authored-by: Matthias <xmatthias@outlook.com>
2021-09-17 18:23:13 +03:00
Sergey Khliustin 54ef36a497 Updates after review to PerformanceFilter days param 2021-09-17 13:45:44 +03:00
Sergey Khliustin 457e738b4a Added days parameter to PerformanceFilter 2021-09-16 14:48:02 +03:00
Matthias 994c3c3a4c Add some errorhandling for custom estimator 2021-09-16 07:13:25 +02:00
Matthias c0811ae896 Add possibility to override estimator from within hyperopt 2021-09-15 21:36:53 +02:00
Matthias 90ad178932 Remove verbosity of edge 2021-09-15 21:04:25 +02:00
Matthias 57ea0c322f Rename indicator_space to buy_indicator_space 2021-09-15 20:20:31 +02:00
Matthias f7bae81d96 Dataframe should be copied after populate_indicator
Without that, PerformanceWarnings can appear throughout hyperopt which
are unnecessary and missleading for users

closes #5408
2021-09-15 19:56:12 +02:00
Matthias e4ec5679a1
Merge pull request #5574 from freqtrade/agefilter_cache
Agefilter cache
2021-09-15 06:33:36 +02:00
Matthias 315ea1e116
Merge pull request #5566 from freqtrade/remove_hyperopt
Remove legacy hyperopt
2021-09-14 19:20:58 +02:00
Matthias 3ce5197e8d Add Tests for AgeFilter caching
closes #5552
2021-09-14 06:45:26 +02:00
Matthias c9ba52d732 Expire cached pairs in age-filter once per day 2021-09-14 06:30:18 +02:00
Matthias a12c3ecc9b Remove credentials whenever dry-run is set from within the exchange 2021-09-13 20:27:32 +02:00
Matthias 8afb3c4b70 Move AgeFilter cache to instance level 2021-09-13 19:33:28 +02:00
Matthias 3cdd06f562 Add PeriodicCache 2021-09-13 19:32:51 +02:00
Matthias 0017b3438e Remove list-hyperopts 2021-09-12 08:18:17 +02:00
Matthias 3675df8344 Update documentation regarding Legacy Hyperopt 2021-09-12 08:18:17 +02:00
Matthias fd6bf591f8 Update some tests to remove explicit hyperopt interface 2021-09-12 08:18:13 +02:00
Matthias dad4a49e81 Remove legacy hyperopt interface from hyperopt.py 2021-09-12 08:18:13 +02:00
Matthias ebb0b8aa3f Remove new-hyperopt command 2021-09-12 08:18:13 +02:00
Matthias 432c3df17e Add documentation for Bittex/Gemini with VolumePairlist
closes #5565
2021-09-12 08:04:22 +02:00
Matthias a5f90a409c Small updates to async_history_fetch 2021-09-11 08:18:32 +02:00
Matthias 8c9159f596 Improve comments 2021-09-10 19:46:38 +02:00
Matthias a19c33ba54 Don't blindly create coroutines, but fire them off in batches 2021-09-10 19:37:07 +02:00
Matthias 7251a3ab19
Merge pull request #5544 from freqtrade/new_pair_download
New pair download improvement
2021-09-10 19:36:45 +02:00
Matthias 982534ddc7 Add gate.io to list of supported exchanges 2021-09-10 19:32:20 +02:00
Sam Germain b2f289e404 Fixed freqtradebot failing tests 2021-09-08 02:16:25 -06:00
Sam Germain a1c9a4d619 freqtradebot local name changes 2021-09-08 02:09:36 -06:00
Sam Germain 362dc20406 notify_buy -> notify_enter, notify_sell -> notify_exit 2021-09-08 02:06:01 -06:00
Sam Germain e1f846f22f sell_lock -> exit_lock 2021-09-08 02:04:31 -06:00
Sam Germain e0092a85e9 handle_cancel_buy/sell -> handle_cancel_enter/exit 2021-09-08 02:04:20 -06:00
Sam Germain be93c75e44 reupdate_buy_order_fees -> reupdate_enter_order_fees 2021-09-08 02:03:40 -06:00
Sam Germain aac05029e1 safe_sell_amount -> safe_exit_amount 2021-09-08 02:03:24 -06:00
Matthias 2d66987ac7 Add test for "pair-startdate" detection 2021-09-07 20:27:49 +02:00
Matthias 8c83c258a5 Move "first-pair_getting" to binance subclass 2021-09-07 19:32:32 +02:00
Matthias 71ff214adf Support "initial_call" for download-data of new pairs 2021-09-07 07:14:40 +02:00
Matthias 6bd495a32a Fix 0Exception error
happens when wrong stake-currency is selected and /profit
is called
2021-09-06 19:55:04 +02:00
lenik terenin 1d24d3d5ee
case insensitive blacklist
Allow "btc/usdt" pairs in blacklist to match to "BTC/USDT" pairs that come from the exchange.
2021-09-05 22:41:58 +09:00
Matthias c519ecf8df Exclude more untestable sections from coverage 2021-09-05 15:40:21 +02:00
Matthias 4e049f65f2 Exclude some parts from coverage that can't really be tested 2021-09-05 09:14:44 +02:00
Matthias 493fb35073 Fix uvicorn not working properly on windows 2021-09-03 22:05:40 +02:00
Matthias b4130dfabb Use volumePairlist instead of staticPairlist in generated config 2021-09-03 09:23:26 +02:00
Matthias c489e6825c Simplify binance blacklist 2021-09-03 09:18:15 +02:00
Matthias 68f13173bc Update new-config templates to use USDT by default 2021-09-03 08:59:43 +02:00
Matthias e64ccd8fc1 Add new_config section for kucoin 2021-09-03 08:57:53 +02:00
Matthias 19ad165483 Add time_in_force for kucoin 2021-09-03 08:48:53 +02:00
Matthias 93c1dff71b Allow adding new additional headers 2021-09-02 21:02:45 +02:00
Matthias b0c4f079c2 Merge branch 'develop' into feat/backtest_detail 2021-08-31 20:16:42 +02:00
Matthias da5f8c87ae Add stake_currency to strategy interface
allows type-completion in editors
2021-08-31 07:18:57 +02:00
Matthias ab9a4375cc
Merge pull request #5504 from pan-long/unlimited-quote
Surround "unlimited" by double quotes in build config.
2021-08-30 20:33:21 +02:00
Matthias 2a0c95a2e7
Update freqtrade/commands/build_config_commands.py 2021-08-30 20:00:52 +02:00
Pan Long 20878290a0 Surround "unlimited" by double quotes in build config. 2021-08-30 01:02:48 +08:00
Matthias 1895230afe Clarify exception on load when markets could not be loaded
closes #5498
2021-08-29 09:18:46 +02:00
Pan Long 482e65453f Remove extra comma after the last element in binance pair_blacklist. 2021-08-28 21:57:54 +08:00
Matthias ac0dada962 Update Version to develop again 2021-08-28 10:43:49 +02:00
Matthias a38b72af91 Merge branch 'develop' into new_release 2021-08-27 20:18:37 +02:00
Matthias ef9c1addcf Add expired to list of canceled statuses 2021-08-27 19:54:53 +02:00
Matthias b3a4b0fbde Version bump to 2021.8 2021-08-27 07:10:13 +02:00
Matthias 3e10f7e2d8 Merge branch 'stable' into new_release 2021-08-27 07:09:59 +02:00
Matthias 2ce458810b rename default_hyperopt_loss file 2021-08-26 19:39:57 +02:00
Matthias 58ecb34a66 Allow DefaultHyperopts as hyperopt name 2021-08-26 07:13:18 +02:00
Matthias 1f3ccc2587 DefaultStrategy does not need to be limited 2021-08-26 07:00:15 +02:00
Matthias c4be52d1c3 rename execute_sell to execute_trade_exit 2021-08-26 06:53:42 +02:00
Matthias 63844d39f6 Rename execute_buy to execute_entry 2021-08-26 06:48:26 +02:00
Matthias 7fb570cc58 hyperopt Fallback methods should not be used. 2021-08-25 20:28:55 +02:00
Matthias 23d21d8ace Fix wrong message if protection-space is missing
closes #5480
2021-08-25 19:57:10 +02:00
Matthias 8a9407bac9 Don't hard-fail when fetch_ticker doesn't return a value
closes #5477
2021-08-25 07:13:59 +02:00
Matthias 3026583ed4 Reduce verbosity of "is in blacklist" logging 2021-08-22 19:40:43 +02:00
Matthias 56759cea7b Add "high fee rate" blocker to fees from trades
part of #5415 (potentially fixing this)
2021-08-22 14:37:45 +02:00
Masoud Azizi 40ad451019 Download-data log process added
Download-data log process added

pytest assert solved
2021-08-20 14:52:56 +00:00
Matthias 695a1e21bf Set gate.io download limit to 1000 candles 2021-08-20 06:51:04 +02:00
Matthias f7087feeb1
Merge pull request #5347 from Axel-CH/custom_order_price
Custom order price
2021-08-18 20:59:40 +02:00
Matthias 9951f51079 Update test to ensure direction of movement is correct 2021-08-18 20:24:19 +02:00
axel 2fb9f6e2f4 rename custom price max distance option in config, update formula and test associated 2021-08-18 05:07:37 -04:00
Matthias 4164f93853 Simplify fiat_convert and handle multi-mappings 2021-08-17 20:50:52 +02:00
Matthias 37e3d20357 Fix no-event-loop available
closes #5433
2021-08-17 06:54:10 +02:00
Matthias 9758bed250 Fix refresh_latest_ohlcv bug 2021-08-17 06:44:36 +02:00
axel 6ab99369f2 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into custom_order_price 2021-08-16 23:26:29 -04:00
axel 17daba321b add custom_price_max_distance_percent config option in constants 2021-08-16 23:09:30 -04:00
axel 3ea4b2ba00 add custom_price_max_distance_percent security to get_valid_price, update tests 2021-08-16 15:18:57 -04:00
slowy07 f24a951ec5 fix: typo spelling grammar 2021-08-16 19:16:24 +07:00
Matthias 4115121c24 Fix missing return statement in is_Relative_to 2021-08-16 07:26:58 +02:00
Matthias 4b65206e6b Add compat code for is_relative_to 2021-08-16 07:09:05 +02:00
Matthias 6b2ef36a56 Prevent directory traversal in UI Serving
Checking for directory base

closes #5427
2021-08-16 06:47:53 +02:00
Matthias 322ea2481e Add log-message for edge-case 2021-08-15 19:28:36 +02:00
Matthias ed6776c5cd Fix disappearing pairlist bug 2021-08-15 17:06:16 +02:00
Matthias 4f10a88529 Reduce verbosity when incompatible pairs are detected 2021-08-15 15:14:57 +02:00
Matthias fa4ec9f83e Add explicit test for get_sell_trade_entry 2021-08-15 14:52:24 +02:00
Matthias 3406b889b6 First test 2021-08-14 17:06:28 +02:00
Matthias 8405ccc15e Seperate detail data loading from regular backest-data loading 2021-08-14 16:33:01 +02:00
Matthias 88172fab82 Allow "detailed" backtesting timeframe to look into the candle 2021-08-14 16:04:23 +02:00
Matthias 123971d271 Don't change passed in parameter variable 2021-08-14 16:02:31 +02:00
Matthias c456cfc312 Merge branch 'develop' into pr/Axel-CH/5347 2021-08-14 09:13:30 +02:00
Matthias c7147311f8 Fix json syntax error in config template 2021-08-13 17:14:38 +02:00
axel 20cc60bfde update get_valid_price function and test cases to handle inputs with try catch 2021-08-13 11:06:15 -04:00
axel dbf7f34ecb add unit test to function get_valid_price 2021-08-12 15:30:49 -04:00
axel b098ce4e76 add function get_valid_price to validate type of custom entry or exit price and use default proposed price if invalid 2021-08-12 15:13:14 -04:00
axel ae11be3970 manage None or string value returned by custom_entry_price and add unit test for those cases 2021-08-12 14:47:01 -04:00
Matthias e03784d98d Fix filled exception
closes #5404
2021-08-12 05:02:56 +00:00
Matthias bfc3968ab3
Merge pull request #5400 from freqtrade/limit_dry_market_slippage
Add max-slippage limiting for dry-run orders to avoid insane market o…
2021-08-12 06:54:55 +02:00
Matthias bdbac37be7
Merge pull request #5399 from rokups/rk/fix-buy-tag-backtest
Fix buy_tag not being saved to trade object.
2021-08-12 06:36:33 +02:00
Rokas Kupstys f6267c7514 Fix buy_tag not being saved to trade object.
Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
2021-08-11 15:21:23 +03:00
Matthias 61c076563f Add max-slippage limiting for dry-run orders to avoid insane market order fills 2021-08-11 12:11:29 +02:00
ipqhjjybj 65d025923d add code 2021-08-11 14:35:16 +08:00
Matthias 0b6aedbc4c
Merge pull request #5395 from freqtrade/fix/hyperopt-show
Stream hyperopt-result in small batches
2021-08-10 19:54:02 +02:00
Matthias 039d6384ed Stream hyperopt-result in small batches
Avoiding memory-exhaustion on huge hyperopt results

closes #5305
closes #5149
2021-08-10 10:12:57 +02:00
Matthias 3f160c7144 Cache dataframe before cutting the first candle
This allows providing the "current closed" candle in all cases.
2021-08-10 09:14:29 +02:00
Matthias cf27968b97 Properly preserve trade's low during backtesting 2021-08-09 19:38:56 +02:00
Matthias 5bfb9edf02 Only query date once from list 2021-08-09 15:42:17 +02:00
Matthias 895b912c71 Fix recently introduced lookahead bias in backtesting
closes #5388
2021-08-09 14:54:47 +02:00
Matthias a5f796bc97 refactor ohlcvdata_to_dataframe to advise_all_indicators 2021-08-09 14:53:18 +02:00
Matthias f17942b68f Fix random test failure 2021-08-09 11:18:18 +02:00
Matthias 47f641d12f Remove hyperopt-pickle result support 2021-08-09 07:04:18 +02:00
Matthias 3bd0c3d009 Remove legacy code from export to csv 2021-08-08 11:02:54 +02:00
Matthias faf16a64e5 Remove legacy hyperopt file support 2021-08-08 10:22:45 +02:00
Matthias 0ae4eccea5 Refactor Hyperopt-list and hyperopt-show to reduce some duplicate code 2021-08-08 10:06:35 +02:00
Matthias 6532aba765
Merge pull request #5360 from freqtrade/hyperopt_protections
Hyperopt protections and Boolean parameter
2021-08-07 09:42:05 +02:00
Sam Germain b9356a5564 Autopep8 formatting 2021-08-06 16:35:39 -06:00
axel 612b88e993 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into custom_order_price 2021-08-05 18:21:31 -04:00
axel 84d082033b fix default retval for strategy custom_entry_price 2021-08-05 18:00:31 -04:00
axel cb3b0cf311 add custom_exit_price in interface and freqtradebot 2021-08-04 23:09:40 -04:00
axel f243ad4af0 add custom_exit_price in strategy interface 2021-08-04 19:09:55 -04:00
axel f9f519fd3c add custom_exit_price function to interface 2021-08-04 18:54:17 -04:00
axel d9b9eecd4d remove entry price reached method 2021-08-04 18:47:14 -04:00
Matthias ad0e4a8567 Add BooleanParameter 2021-08-04 20:52:56 +02:00
Matthias b73768acd1 Fix bug in property overwriting prevention 2021-08-04 20:21:56 +02:00
Matthias 3c41223333 Add test for protections-hyperopt 2021-08-04 20:01:28 +02:00
Matthias a661e0db6e Deprecate protections from config 2021-08-04 19:43:16 +02:00
Matthias a6454cfc39 Autoenable protections when protection-space is selected 2021-08-04 07:17:29 +02:00
Matthias 091bf7c4d2 Output protection space 2021-08-04 06:50:14 +02:00
Matthias 544e0da6c2 Add protection parameter space 2021-08-04 06:50:14 +02:00
Matthias 800b2eeaf0 Load protections as part of backtest()
this enables different values in hyperopt per epoch
2021-08-04 06:50:14 +02:00
Matthias 6410a6528b Add missing methods to advanced strategy template 2021-08-04 06:46:21 +02:00
axel b644233ead rename custom_entry_price kwarg to align it to the interface 2021-08-03 17:03:27 -04:00
axel b3dafb378e remove use_custom_entry_price as a config option 2021-08-03 16:54:28 -04:00
axel 16146357b3 reuse buy_limit_requested as rate input for custom entry price 2021-08-03 16:39:35 -04:00
axel 42e24d8b4b remove price change cancel reason in contants, will be added in another PR 2021-08-03 16:35:16 -04:00
axel 00939b63f2 flake 8 fixes 2021-08-03 16:25:18 -04:00