Commit Graph

8326 Commits

Author SHA1 Message Date
Matthias 052758bbac Refactor price and stake out of _enter_trade 2022-03-19 15:45:43 +01:00
Matthias b292f28b35 Call leverage before custom_stake_amount to properly determine min-stake-amount 2022-03-19 15:44:37 +01:00
Matthias 7d8ca63752
Merge pull request #6550 from freqtrade/short_tickerproblems
Short tickerproblems
2022-03-19 15:43:40 +01:00
Matthias 9f34f824af Fix hyperopt when using futures markets 2022-03-19 13:20:14 +01:00
Matthias 97c1316bf1 Add new validation to validate excludes 2022-03-18 19:26:54 +01:00
Matthias d32153c8d3 Validate pricing configuration 2022-03-18 17:07:12 +01:00
Matthias 2791e799ee Rename tickers_has_quoteVolume 2022-03-18 16:49:37 +01:00
Matthias 1de5d2fb94 Remove unnecessary condition 2022-03-18 16:44:27 +01:00
Matthias 0c63c0bbb3 Update Gateio stoploss adjust 2022-03-18 10:41:38 +01:00
Matthias f37038fb7d Fix gateio stoploss_adjust header 2022-03-18 10:35:00 +01:00
Matthias 7868e50141 Merge branch 'develop' into feat/short 2022-03-18 08:18:17 +01:00
Matthias 208a139d2b Incorporate fetch_bids_asks to allow binance spread filter to work
closes #6474
2022-03-18 07:08:16 +01:00
Matthias fdce055061 Update deep_merge_dicts to disallow null-overrides 2022-03-18 06:58:22 +01:00
Matthias b56aab0bdf Update Volumepairlist type 2022-03-18 06:34:35 +01:00
Matthias f55db8e262 Spreadfilter should fail to start if fetchTickers is not supported 2022-03-17 20:21:10 +01:00
Matthias 1299a703e2 Implement fix for okx futures not having quoteVolume 2022-03-17 20:15:51 +01:00
Matthias a13b633c56 update VOlumepairlist to also work without tickers 2022-03-17 20:11:56 +01:00
Matthias b6a6aa48c9 Create separate _ft_has_futures dict 2022-03-17 20:05:05 +01:00
Matthias 96bf82dbc6 Remove gateio broker program 2022-03-17 17:06:10 +01:00
Matthias 6024fa482e Use brackets to break IF lines 2022-03-17 07:41:08 +01:00
Matthias 9b2ec5e653 Fix missleading variable naming 2022-03-17 06:58:08 +01:00
Matthias d6309449cf Fix short bug where close_rate is wrongly adjusted 2022-03-16 20:12:09 +01:00
Matthias a89c1da19f Fix 2 bugs in ROI calculation 2022-03-16 20:12:09 +01:00
Matthias 7c9d2dd20a Fix a few more short bugs in backtesting 2022-03-16 07:00:50 +01:00
Joe Schr 47317e0f06 version: use 'contains' to check for "develop" instead of literal comparison 2022-03-15 21:08:37 +01:00
adriance ceba4d6e9b Remove meaningless code 2022-03-15 14:03:06 +08:00
Matthias cbbdf00ddd Update comments in short backtest rates 2022-03-15 06:39:07 +01:00
Matthias ebd61ebdef
Merge pull request #6513 from samgermain/gateio-stoploss
Gateio stoploss on exchange
2022-03-15 06:27:54 +01:00
adriance fd211166f0 fixed side error 2022-03-15 12:23:59 +08:00
adriance 7059892304 Optimize the code. Fix stop_rate judgment error 2022-03-15 12:04:02 +08:00
Matthias 18030a30e7 Add exchange parameter to test-pairlist command
This will allow for quick tests of the same pairlist config against
multiple exchanges.
2022-03-14 19:21:58 +01:00
adriance 31182c4d80 format 2022-03-14 18:38:44 +08:00
adriance 26a74220fd remove buy filled logic 2022-03-14 13:43:42 +08:00
adriance bea38a2e7c remove filled date logic 2022-03-14 13:42:52 +08:00
adriance a750369796 adjust none 2022-03-14 12:09:13 +08:00
adriance f9e93cf3f8 fix buy filled date none 2022-03-14 11:55:36 +08:00
adriance 3d9c55d519 restore set_isolated_liq 2022-03-14 11:29:26 +08:00
adriance c9bbc4a824 Merge branch 'feat/short' into fs_fix 2022-03-14 11:26:04 +08:00
Matthias c63b5fbbbf Use last to get rates for /balance endpoints 2022-03-13 17:53:52 +01:00
Matthias d5f0c6c78d Exclude alternative candletypes from timeframe check 2022-03-13 16:16:48 +01:00
Matthias cfa9458bcc Merge branch 'develop' into feat/short 2022-03-13 15:38:12 +01:00
Matthias 3133be19e3 Update precisionfilter to use last instead of ask or bid. 2022-03-13 15:23:01 +01:00
Matthias 7146122f4a Update docstring 2022-03-13 15:06:32 +01:00
Matthias b8b56d95f3 Update missleading docstring 2022-03-13 14:57:32 +01:00
Matthias 9107819c95 Fix order migration "forgetting" average 2022-03-13 14:42:15 +01:00
adriance 0fce0f64d1 Merge branch 'feat/short' into fs_fix 2022-03-13 14:41:22 +08:00
adriance 52bf926066 fix duplicate long 2022-03-13 12:26:57 +08:00
adriance 56c4ea6619 Merge branch 'feat/short' into fs_fix 2022-03-13 12:13:33 +08:00
Sam Germain 843606c9cb gateio stoploss adjust 2022-03-12 20:14:23 -06:00
Sam Germain 7e7e596372 Revert "moved binance.stoploss_adjust to exchange class"
This reverts commit 6bb93bdc25.
2022-03-12 20:07:50 -06:00
Sam Germain bf5afbcdbd Merge branch 'develop' into gateio-stoploss 2022-03-12 19:50:46 -06:00
Matthias f343036e66 Add stoploss-ordertypes mapping for gateio 2022-03-12 19:23:20 +01:00
Matthias b044dd2c45 Update custom_sell to custom_exit 2022-03-12 11:37:56 +01:00
Matthias fe62a71f4c Simplify implementation of "check_override" by extracting it to function 2022-03-12 10:58:48 +01:00
Matthias 6946203a7c Add tests and test-strategies for custom "implements" requirements 2022-03-12 10:05:16 +01:00
adriance b5662d6547 Merge branch 'feat/short' into fs_fix 2022-03-12 16:50:27 +08:00
Matthias 9460fd8d75 Add Appropriate test for loading error 2022-03-12 09:49:20 +01:00
Matthias 28046c6a22 Change populate_buy_trend to populate_entry_trend 2022-03-12 09:38:28 +01:00
Matthias efc313b28b
Merge pull request #6512 from freqtrade/short_order_types
Short order types renamal
2022-03-12 09:32:16 +01:00
Matthias b9b5d749bb Fix typo causing an implicit bug 2022-03-12 08:58:59 +01:00
Matthias 12c909d8a8 Add can_short to sample strategies 2022-03-12 07:00:57 +01:00
Matthias 0aa170ac95 Check can_short in live-mode as well. 2022-03-12 06:58:22 +01:00
Matthias 20fc9459f2 Add test for can_short strategy attribute 2022-03-11 19:37:45 +01:00
Matthias 1c9dbb512a Initial attempt at is_short_strategy block 2022-03-11 19:29:40 +01:00
Matthias 11c76c3c89 Check if timeframe is available before calling exchange
closes #6517
2022-03-11 18:01:30 +01:00
adriance 51947ded6b Merge branch 'feat/short' into fs_fix 2022-03-11 22:35:35 +08:00
Matthias 24f480b4ce Double-check stoploss behaviour
closes #6508
2022-03-11 08:28:47 +01:00
Matthias f6c263882d Update outdated TODO-lev 2022-03-10 07:09:48 +01:00
Matthias cb9da78a27 Merge branch 'develop' into feat/short 2022-03-10 06:54:20 +01:00
Matthias 98755c1874 Fix wrong estimated output from /balance endpoints 2022-03-10 06:47:17 +01:00
Sam Germain 6bb93bdc25 moved binance.stoploss_adjust to exchange class 2022-03-09 15:47:16 -06:00
Matthias 0d754111e9 Fix dry-run-wallets bug in case of futures 2022-03-09 19:02:22 +01:00
Matthias 6e10439f90 Map usdt fiat to correct coingecko fiat 2022-03-09 17:35:41 +01:00
adriance 499e9c3e98 fix duration 2022-03-10 00:34:59 +08:00
adriance d579febfec add filled time 2022-03-09 23:55:57 +08:00
adriance 1c86e69c34 use filled time calculate duration 2022-03-09 21:55:13 +08:00
adriance 82e0eca128 add short close rate calu 2022-03-09 20:00:06 +08:00
Sam Germain d47274066e Added stoploss_on_exchange flag to gateio 2022-03-09 01:05:21 -06:00
Sam Germain e3ced55f5c gateio.fetch_order and gateio.cancel_order 2022-03-09 00:45:50 -06:00
Sam Germain 61182f849b exchange.fetch_order and exchange.cancel_order added params argument 2022-03-09 00:45:10 -06:00
Matthias 93a91bdeee Update order_Types documentation 2022-03-09 07:44:21 +01:00
Matthias 50ab0dc6c5 Fix subtle bug 2022-03-09 07:04:59 +01:00
Matthias 66afc233db Use Deprecated method for order_Time_in_force 2022-03-09 06:54:13 +01:00
Matthias 943d080f5e Add test for order-types migration 2022-03-09 06:37:08 +01:00
Matthias 420cc5c595 deprecated-setting moval should delete old setting 2022-03-09 06:37:08 +01:00
Matthias 5d4386f037 Implement order_types validation 2022-03-09 06:37:08 +01:00
Matthias e492bf3159 Update order_types to use entry/exit definition 2022-03-09 06:37:08 +01:00
Matthias f2ed6165e9 convert price to precision price before verifying stoploss adjustment
closes #6504
2022-03-08 19:35:30 +01:00
dingzhoufeng 9facd5b52a Merge branch 'feat/short' into fs_fix 2022-03-08 15:14:11 +08:00
dingzhoufeng 53ecdb931b add leverage 2022-03-08 12:26:43 +08:00
Matthias 3ff261e22c Update order time in force to use entry/exit wording 2022-03-07 19:55:15 +01:00
Matthias d2a163e2cf rename column to liquidation_price 2022-03-07 17:16:33 +01:00
Matthias 6360ef029c Simplify and align liquidation price handling 2022-03-06 16:27:55 +01:00
Matthias 667054e1ad Reorder methods in trade object 2022-03-06 15:07:07 +01:00
Matthias 46e17c9762 Fix stoploss_pct set wrongly for short trades 2022-03-06 15:07:04 +01:00
Matthias cc38f0656d Explicitly check for None to determine if initial stoploss was set
closes #6460
2022-03-06 15:06:57 +01:00
Matthias 76e5d5b232 Fix stake-amount handling for dry-run 2022-03-05 15:53:40 +01:00
Matthias be4bc4955c Explicitly check for None to determine if initial stoploss was set
closes #6460
2022-03-05 14:12:14 +01:00
Matthias 2b1a8f2fbb Update binance stoploss to use correct stop order for futures 2022-03-05 13:57:54 +01:00
Matthias 8943d42509 Update telegram notifications to properly detect shorts 2022-03-04 19:42:33 +01:00
Matthias 9576fab621 Re-remove amount to precision from trade entry 2022-03-04 07:16:06 +01:00
Matthias cee126a2cf extract stop_limit-rate calculation 2022-03-04 07:10:14 +01:00
Matthias 62dcebee46 Update stoploss method to new functionality 2022-03-04 07:07:34 +01:00
Matthias 0622654bcf Give tests a chance to pass 2022-03-04 06:50:42 +01:00
Sam Germain 488da9b875 Merge branch 'develop' into feat/short 2022-03-03 13:51:52 -06:00
Matthias 5ab72ac082 chore: realign enums imports 2022-03-03 07:07:33 +01:00
Matthias 9bcc79e118 Use parsed TradingMode from config 2022-03-03 07:06:13 +01:00
Matthias f558d4b132
Merge pull request #6467 from samgermain/backtest-liq
Liquidation price in backtesting
2022-03-03 06:50:32 +01:00
Matthias 761ac6685a
Merge pull request #6489 from samgermain/gateio-market
gateio market orders futures
2022-03-03 06:34:06 +01:00
Sam Germain dfb72d8a2f gateio market orders futures 2022-03-02 21:37:53 -06:00
Matthias e9456cdf15 Update trade response to use a single Order object 2022-03-02 19:58:08 +01:00
Matthias 17c9c3caf3 Enable orders via API 2022-03-02 19:58:08 +01:00
Matthias eb30c40e0c Fix hyperopt for futures 2022-03-02 19:50:16 +01:00
Matthias c5cf73e67b hdf5 datahandler should also create directory 2022-03-02 19:41:14 +01:00
Matthias d4fbb785b5
Merge pull request #6458 from stash86/pos_adjust
Hide sell_reason if a trade is still open
2022-03-02 07:23:49 +01:00
Matthias f74de1cca3 Improve Backtesting "wrong setup" message to include tradable_balance 2022-03-01 19:46:13 +01:00
Matthias 54165662ce Don't require unfilledtimeout, it's optional. 2022-03-01 19:41:26 +01:00
Matthias 69cfb0b278 Revert change to telegram - this should be handled at the source 2022-03-01 19:32:25 +01:00
Matthias c2b90afa61 Merge branch 'develop' into pr/stash86/6458 2022-03-01 19:31:36 +01:00
Matthias a2c9879375 Reset sell-reason if order is cancelled 2022-03-01 19:30:16 +01:00
Matthias 736a930152 Update small things 2022-03-01 19:23:14 +01:00
Matthias f26247e8e0 Revert wrong version string 2022-03-01 19:08:04 +01:00
Matthias e8206bc751 Simplify backtesting enter_Trade 2022-02-28 20:10:23 +01:00
Matthias 1b07ad92cf Merge branch 'feat/short' into pr/samgermain/6467 2022-02-28 20:07:19 +01:00
Matthias c745f5828c Update comments to clarify it's supposed to be a "offline" call 2022-02-28 20:05:14 +01:00
Matthias 79538368db Simplify liquidation price calculation 2022-02-28 19:47:21 +01:00
Matthias ab46476e63 Rename get_liquidation method 2022-02-28 19:42:26 +01:00
Matthias 1d27cbd01f Simplify leverage_prep interface 2022-02-28 19:34:10 +01:00
Matthias 8e2d3445a7 Move leverage_prep calculations to exchange class 2022-02-28 19:29:42 +01:00
Matthias bc92225441 Add todo about leverage_prep 2022-02-28 19:23:14 +01:00
Matthias 68bc2a6107 Add huobi to ccxt compat tests 2022-02-28 07:00:52 +01:00
Matthias 7948224892 leverage_prep should also becalled after filling a entry ordre 2022-02-27 21:14:28 +01:00
Sam Germain b103045a05 backtesting._enter_trade update liquidation price on increased position 2022-02-27 12:09:45 -06:00
Sam Germain 6fdcc714bf backtesting margin_mode key fix 2022-02-27 11:59:27 -06:00
Matthias 437b12fab7 Use trade.* props where possible 2022-02-27 17:16:38 +01:00
Matthias 33be14e7e2 Update stake_amount calculation with multiple entries when using leverage 2022-02-27 17:09:29 +01:00
Matthias 0ebf40f390 Don't call amount_to_precision twice on entry 2022-02-27 15:57:44 +01:00
Matthias 1b6548c8d8 Don't modify leverage through DCA 2022-02-27 15:44:23 +01:00
Matthias 536f54cfc6 is_short for forceentries 2022-02-27 15:44:23 +01:00
Matthias f0f5a50975 Update tests to test DCA for shorts 2022-02-27 15:44:23 +01:00
Matthias eed516a5c6 Update DCA logic to some extend 2022-02-27 15:44:23 +01:00
Matthias bcfa73d492 Add "nr_of_successfull_entries" 2022-02-27 15:44:23 +01:00
Sam Germain 8af2ea754f add margin mode to backtesting 2022-02-26 14:11:21 -06:00
Sam Germain 78194559f4 persistence.adjust_stop_loss accounts for leverage 2022-02-26 13:55:37 -06:00
Sam Germain ac433eebfe stoploss in freqtradebot leverage adjustment 2022-02-26 13:55:37 -06:00
Sam Germain 6dbd249570 backtesting._enter_trade get liquidation_price and backtesting._leverage_prep 2022-02-26 13:55:01 -06:00
Matthias 92ad353169 Fix OKX exception 2022-02-26 20:13:24 +01:00
Sam Germain fbcd260bf6 flake8 import issues 2022-02-26 09:05:51 -06:00
Sam Germain f5ea7827e0 removed gateio.get_max_leverage and gateio.get_maint_ratio_and_amt 2022-02-26 09:05:51 -06:00
Sam Germain 6cd01c45d5 exchange.get_leverage_tiers and exchange.get_market_leverage_tiers 2022-02-26 09:05:51 -06:00