Commit Graph

8326 Commits

Author SHA1 Message Date
Sam Germain c7e87e86e2 added exception handlers to fetch_market_leverage_tiers 2022-02-26 09:05:51 -06:00
Sam Germain b61cfada6d moved okex.load_leverage_tiers to new method 2022-02-26 09:05:51 -06:00
Matthias 79ddc9abaa
Merge pull request #6423 from samgermain/wallet-amt
Futures wallet amount
2022-02-26 15:55:28 +01:00
Matthias 41316abb55 Sort supported exchanges alphabetically 2022-02-26 14:57:17 +01:00
Matthias 14d49e85af Update Huobi stoploss to shared method 2022-02-26 14:57:13 +01:00
Matthias a1f2f6ddeb Updates required for huobi datadownload 2022-02-26 10:33:37 +01:00
Matthias f3421dfa9f Use unified stopPrice argument 2022-02-26 10:33:37 +01:00
Matthias 292c350885 Add stoploss support for huobi 2022-02-26 10:33:36 +01:00
Matthias 9504b3eb05 Improve huobi config generation 2022-02-26 10:33:11 +01:00
Matthias ee7bc55727 Add huobi to Exchange setup 2022-02-26 10:33:11 +01:00
Matthias 2ec1a7b370 Add huobi exchange class 2022-02-26 10:33:11 +01:00
Matthias 3942b30ebf Add kraken TODO 2022-02-26 08:34:23 +01:00
Matthias 6caa5f7131 Update dry-run behaviour 2022-02-26 08:25:42 +01:00
Matthias 0749199097 Add stoploss tests for kucoin 2022-02-26 08:25:42 +01:00
Matthias 768b526c38 Add kucoin stoploss on exchange 2022-02-26 08:25:42 +01:00
Matthias 7ba92086c9 Make stoploss method more flexible 2022-02-26 08:25:42 +01:00
Matthias ea197b79ca Add some more logic to stoploss 2022-02-26 08:25:42 +01:00
Matthias 1d57ce19eb Move stoploss -limit implemenentation to exchange class, as this seems to be used by multiple exchanges. 2022-02-26 08:25:42 +01:00
Matthias 7883160ce0 Update to fstrings 2022-02-26 08:23:13 +01:00
Matthias 018c620057 Fix 0 Division error on exchanges without average
closes #6461
2022-02-26 08:19:45 +01:00
Matthias 551fe7d820
Merge pull request #6440 from clover-es/feat/short
Add leverage strategy to new-strategy command
2022-02-25 15:18:46 +01:00
Matthias 5826698c04 Don't emergencysell partial sold exit
closes #6457
2022-02-25 15:07:35 +01:00
Matthias 3c88b4cf0c Merge pull request #6416 from froggleston/patch-2 2022-02-25 11:58:43 +01:00
Matthias 3b1b66bee8 Prevent backtest starting when not in webserver mode
#6455
2022-02-25 07:40:49 +01:00
Stefano Ariestasia df726a54f8 cater for case where sell limit order expired 2022-02-25 00:20:53 +00:00
Matthias 9901decf0d Rename get_positions to fetch_positions to align with ccxt naming 2022-02-24 20:05:56 +01:00
Matthias 62c42a73e2 Add initial rpc test 2022-02-24 20:05:56 +01:00
Matthias d07a24a54f Update tests for new wallet RPC structure 2022-02-24 20:05:56 +01:00
Matthias 13e74c5693 Add dry-run position wallet calculation 2022-02-24 20:05:56 +01:00
Matthias 6562511137 add trade_direction to trade object 2022-02-24 20:05:56 +01:00
Matthias a2b17882e6 Don't use separate position field in /currency endpoint 2022-02-24 20:05:56 +01:00
Matthias 4b27bd9838 don't fetch free balance if we don't use it 2022-02-24 20:05:56 +01:00
Matthias e54e6a7295 Update wallets to also keep Positions 2022-02-24 20:05:56 +01:00
Matthias ed65692257 add get_position exchange wrapper 2022-02-24 20:05:56 +01:00
Sam Germain 9f4f65e457 exchange.get_balances minor fix 2022-02-24 20:05:56 +01:00
Sam Germain f336e7fc5b exchange.get_balances futures shorts taken out 2022-02-24 20:05:56 +01:00
Sam Germain f67e0bd6dd wallet amount for futures 2022-02-24 20:05:56 +01:00
Matthias fd936e26ae Merge branch 'develop' into feat/short 2022-02-24 19:56:42 +01:00
Matthias 42df65d4ec Make sure backtesting is cleaned up in tests 2022-02-24 14:22:49 +00:00
Matthias d973ba1f5d Add leverage callback to advanced template 2022-02-23 20:19:52 +01:00
Matthias c51603b110 Slightly improve formatting, Point to documentation 2022-02-23 20:16:52 +01:00
Matthias 53452c8d64
Merge pull request #6437 from freqtrade/update_trade
Migrate trade updating to use order model
2022-02-23 19:56:02 +01:00
Matthias 8952829adc Merge branch 'develop' into feat/short 2022-02-23 06:28:15 +01:00
Matthias 5a4f30d1bd Don't specially handle empty results. 2022-02-22 20:07:41 +01:00
Matthias 1f9ed0beff Add test for wal mode 2022-02-22 19:39:55 +01:00
Guillermo Rodríguez 8e3839c74c
Merge branch 'freqtrade:feat/short' into feat/short 2022-02-22 19:34:59 +01:00
Guillermo Rodríguez 95b63ea496 Add short signal to base strategy template 2022-02-22 19:33:52 +01:00
Matthias 02ce0dc02e Set journal mode to wal for sqlite databases
closes #6353
2022-02-22 19:31:58 +01:00
Matthias 70f4305dfa don't allow short trades in spot mode 2022-02-21 19:19:12 +01:00
Matthias fddacfedaa Remove returntype 2022-02-20 16:47:02 +01:00
Matthias a24586cd41 Update migrations for new column 2022-02-20 16:32:04 +01:00
Matthias 6fb5b22a8e Some cleanup 2022-02-20 16:31:44 +01:00
Matthias dc7bcf5dda Update failing test 2022-02-20 14:29:26 +01:00
Matthias db540dc990 Orders should also store fee if in receiving currency 2022-02-20 14:24:27 +01:00
Matthias c3c815e794
Merge pull request #6425 from samgermain/stake-amount
leverage in trade.stake_amount calculation
2022-02-19 20:11:23 +01:00
Matthias e9f451406c Use correct order id 2022-02-19 16:43:38 +01:00
Matthias 874c161f78 Update more tests to use order_obj to update trade 2022-02-19 16:43:38 +01:00
Matthias 508e677d70 Fix some tests to call update_trade with order object 2022-02-19 16:43:38 +01:00
Matthias 1b1216fc87 Rename update_trade method 2022-02-19 16:43:38 +01:00
Matthias c13eed2178 use Order object to update trade 2022-02-19 16:43:38 +01:00
Matthias d610b6305d Improve /balance output by removing trailing zeros 2022-02-19 16:40:30 +01:00
Matthias a7a25bb285 Update "round coin value" to trim trailing zeros 2022-02-19 16:40:26 +01:00
Matthias a32aed2225 Update FTX stoploss code to avoid exception for stoploss-market orders
closes #6430, closes #6392
2022-02-19 10:07:32 +01:00
Matthias 3785f04be7 Handle empty min stake amount as observed on FTX
(closes #6429)
2022-02-19 06:39:43 +01:00
Matthias f0cbc47bb1
Merge pull request #6373 from samgermain/leverage-tiers
Leverage tiers
2022-02-17 20:23:33 +01:00
Matthias e981d644e1 Add toto-lev for order-leverage 2022-02-16 19:24:59 +01:00
Sam Germain a37287d9ba test__get_params 2022-02-16 10:06:27 -06:00
Sam Germain 124532a4b7 maintenanceMarginRatio -> maintenanceMarginRate 2022-02-16 09:04:43 -06:00
Matthias 877a0750ce
Merge pull request #6417 from freqtrade/fix/6261
Attempt fix for #6261
2022-02-16 15:48:57 +01:00
Sam Germain a65dcc709e leverage in trade.stake_amount calculation 2022-02-16 08:09:43 -06:00
Sam Germain 88a8ff2f4e Merge branch 'feat/short' into leverage-tiers 2022-02-16 08:05:51 -06:00
Matthias de26844578
Merge pull request #6397 from samgermain/todos
edited todo-lev comments
2022-02-16 13:36:17 +01:00
Sam Germain 6697333118 Merge branch 'todos' of https://github.com/samgermain/freqtrade into todos 2022-02-16 05:47:49 -06:00
Sam Germain a9eb8ce1bf added todos back in 2022-02-16 05:47:41 -06:00
Sam Germain c70050e750 fixed test_load_leverage_tiers 2022-02-16 05:26:52 -06:00
Sam Germain 3bfd9186f7 gateio.get_max_leverage small fix 2022-02-16 04:05:27 -06:00
Sam Germain dbd2df6406 Merge branch 'leverage-tiers' of https://github.com/samgermain/freqtrade into leverage-tiers 2022-02-16 03:50:24 -06:00
Sam Germain c9da6f480f gateio get_max_leverage and get_maintenance_ratio_and_amt temporary solution 2022-02-16 03:36:08 -06:00
Matthias ff5b3c323a Fix okx trading mode 2022-02-16 09:13:49 +01:00
Matthias 78a93b6052 noqa 2022-02-15 20:15:03 +01:00
Matthias 3787b747ae Simplify api schema by not using union types 2022-02-15 20:07:02 +01:00
Matthias 7f7c395b10 Add exception handling for lev_prep in okx 2022-02-15 19:30:02 +01:00
Matthias 64b98989d2 Update open candle ROI condition 2022-02-15 19:25:32 +01:00
Matthias 33cc5e0ac7 Use kwargs for set_leverage 2022-02-15 18:56:58 +01:00
Matthias c37f03a638 Update static-markets to include futures pair 2022-02-15 08:04:16 +01:00
Matthias 1bae18c60a Update decorator locations 2022-02-15 07:11:07 +01:00
Matthias 324fdcedb1 Attempt test fix 2022-02-15 06:59:10 +01:00
Sam Germain 5f42ebfa4c
Update candletype.py 2022-02-14 23:53:10 -06:00
Sam Germain ae249a0f97 Merge branch 'leverage-tiers' of https://github.com/samgermain/freqtrade into leverage-tiers 2022-02-14 17:36:47 -06:00
Sam Germain 3753df26fc fixed tests 2022-02-14 17:34:59 -06:00
Sam Germain f4a57b71e7 Filled in test_load_leverage_tiers_okx 2022-02-14 16:53:29 -06:00
Matthias 30f6dbfc40 Attempt fix for #6261 2022-02-14 20:02:38 +01:00
Matthias 513669f834 Be verbose on okex startup to point out delay. 2022-02-14 19:44:05 +01:00
Sam Germain a2b84561fe removed a todo 2022-02-14 10:00:03 -06:00
Sam Germain 19783e0d39 edited todos 2022-02-14 09:02:55 -06:00
Matthias 09cc43b533 Test short trade exiting 2022-02-13 16:33:06 +01:00
Matthias 2523c12c71 Small enhancements and notes 2022-02-13 14:33:37 +01:00
Matthias ad801e05f7 Filter loadable leverage tiers to stake-currency pairs 2022-02-13 13:05:57 +01:00
Matthias 7f0cedc769 Use "is_future" to check for futures markets 2022-02-13 12:54:49 +01:00
Matthias eaf13f96f7 Use exchange_has to check for ccxt properties 2022-02-13 12:48:28 +01:00
Sam Germain 8fe3f0c933 fix breaking tests 2022-02-12 23:08:42 -06:00
Sam Germain 7a0f7da128 okex loads all leverage tiers at beginning, removed get tiers for pair 2022-02-12 23:02:16 -06:00
Sam Germain 8657e99c26 trimmed down get_maintenance_ratio_and_amt, now requires fetchLeverageTiers 2022-02-12 23:02:16 -06:00
Sam Germain 03b3756e4b strengthened and fixed leverage_tier tests 2022-02-12 23:02:16 -06:00
Sam Germain 4a1ed01708 get_maintenance_ratio_and_amt tests 2022-02-12 23:02:16 -06:00
Sam Germain 60a45ff394 exchange.get_max_leverage de-complex 2022-02-12 23:02:16 -06:00
Sam Germain 41ab20d949 get_max_leverage checks if the number of tiers is < 1 2022-02-12 23:02:15 -06:00
Sam Germain fa2c9fc51f replaced mmr_key with unified maintenanceMarginRate 2022-02-12 23:02:15 -06:00
Sam Germain e987e0e2a9 exchange minor fixes 2022-02-12 23:02:15 -06:00
Sam Germain f3cb7e90e0 moved get_leverage_tiers_for_pair to be with other leverage_tier methods 2022-02-12 23:02:15 -06:00
Sam Germain 5f07546b86 moved leverage_tier caching to get_leverage_tiers_for_pair 2022-02-12 23:02:15 -06:00
Sam Germain eb72e5cc42 Added some exchange leverage tier tests 2022-02-12 23:02:15 -06:00
Sam Germain 18b4d0be95 fixed error with exchange.fill_leverage_tiers 2022-02-12 23:02:14 -06:00
Sam Germain 41d8330fbc freqtrade.exchange edited load_leverage_tiers 2022-02-12 23:02:14 -06:00
Sam Germain 0b717fbace okex.load_leverage_tiers 2022-02-12 23:02:14 -06:00
Sam Germain 42e36f44f8 replaced "leverage" with "tiers" 2022-02-12 23:02:14 -06:00
Sam Germain 6b9915bc73 moved fill_leverage_brackets and get_max_leverage to base exchange class, wrote parse_leverage_tier and load_leverage_brackets 2022-02-12 23:02:14 -06:00
Sam Germain a99cf2eeed redid get_max_leverage 2022-02-12 23:02:07 -06:00
Sam Germain 720a86778e okex.get_max_pair_stake_amount 2022-02-12 23:01:39 -06:00
Sam Germain a5aba4813d moved get_maintenance_ratio_and_amt to base.exchange. Wrote get_leverage_tiers. Added mmr_key to exchange._ft_has 2022-02-12 23:01:30 -06:00
Sam Germain fc2d3649a1 edited todos 2022-02-12 16:23:14 -06:00
Matthias c769e9757d Improve "order refind" to also work for stoploss orders 2022-02-12 20:13:12 +01:00
Matthias 119d4d5204 select_order should use ft_order_side, not the exchange specific one 2022-02-12 17:06:03 +01:00
Matthias ee5f05208e
Merge pull request #6394 from samgermain/todos
todo removal
2022-02-12 15:44:42 +01:00
Matthias fad243e28d
Keep short edge support as regular TODO 2022-02-12 15:43:52 +01:00
Matthias 08803524bd align variable naming to use current_time 2022-02-12 15:21:46 +01:00
Sam Germain ca993c83ea todo removal 2022-02-11 23:37:31 -06:00
Sam Germain 6ae85f9be1 fixed liq-buffer tests 2022-02-11 19:38:59 +01:00
Sam Germain fb3a6e2ce8 added liquidation_buffer to constants.py 2022-02-11 19:38:59 +01:00
Sam Germain 3c3675ea1a moved liquidation_buffer to exchange class, add check for valid liquidation_buffer values 2022-02-11 19:38:59 +01:00
Sam Germain e5d68f12d2 Added liquidation_buffer to freqtradebot 2022-02-11 19:38:58 +01:00
Matthias d0adc4ee62
Merge pull request #6391 from lukasgor/lg/feat/add-buy-tag-to-forcebuy
feature: add buy tag to forcebuy
2022-02-11 19:37:46 +01:00
Matthias c9cfc246f1 Sort /forcebuy pairs alphabetically, add cancel button
closes #6389
2022-02-11 19:37:35 +01:00
Matthias 0c6d92a7a6 Merge branch 'develop' into feat/short 2022-02-11 17:02:04 +01:00
lukasgor 6511b3bec2 fix: rename buy_tag to entry_tag 2022-02-11 15:31:15 +01:00
lukasgor d563bfc3d0 feature: add buy tag to forcebuy 2022-02-11 13:38:33 +01:00
Matthias 6a59103869 update wallets in backtesting to ensure a fresh wallet is used
closes #6388
2022-02-10 19:40:36 +01:00
Sam Germain 553da850ce binance futures stoploss 2022-02-10 09:43:32 -06:00
Matthias be84a028c1 Avoid mixed types in the api for /stats 2022-02-10 07:03:19 +01:00
Matthias af984bdc0d Update comment regarting NaT replacement 2022-02-09 09:32:53 +01:00
Matthias 2e41d80a2c
Merge pull request #6340 from TheJoeSchr/frequi-datetime
freqUI: fix can't import backtest with missing datetime data
2022-02-09 07:21:30 +01:00
Matthias 9f47853661
Merge pull request #6235 from freqtrade/backtest_order_timeout
Backtest order timeout
2022-02-09 07:12:35 +01:00
Matthias 45c03f1440 Docstrings are evaluated, while comments are not 2022-02-09 07:02:44 +01:00
Matthias 4e2f06fe9c Simplify band-aid code 2022-02-09 06:48:26 +01:00
Matthias 6191288ff9 Add test for NaT problematic 2022-02-09 06:36:17 +01:00
Matthias 1d10d2c87c Okex -> okx 2022-02-08 19:45:39 +01:00
Matthias 172e018d2d Add probit to list of non-working exchanges
closes #6379
2022-02-08 19:21:27 +01:00
Matthias dcf8ad36f9 Backtesting should not allow unrealistic (automatic-filling) orders. 2022-02-08 19:12:01 +01:00
Joe Schr 926b017981 Fix freqUI charts not displaying when dtype(datetime) column has NaT values
fix dataframe_to_dict() issues by replacing NaT empty string and
prepare for proper `.replace({NaT})` fix
2022-02-08 17:09:37 +01:00
Joe Schr 118ae8a3d0 Fix api_schemas/json_encoders by manually converting NaT values to empty Strings
makes import of datetime columns more robust by first checking
if value is null because strftime can't handle NaT values

use `isnull()` because it handles all NaN/None/NaT cases
2022-02-08 17:09:29 +01:00
Matthias b192c82731 Only call "custom_exit_price" for limit orders 2022-02-08 07:10:54 +01:00
Matthias 535bbd681f
Merge pull request #6362 from ediziks/add-profit-drawdown-hypeloss
Add ProfitDrawdownHyperoptLoss method
2022-02-07 19:37:35 +01:00
Matthias 036c2888b4 Track timedout entry/exit orders 2022-02-07 18:49:30 +01:00
zx 4bce64b427 commented method deletition 2022-02-07 14:12:07 +01:00
Sam Germain 33b04b1992 deleted outdated todos 2022-02-07 02:47:18 -06:00
zx 7811a36ae9 max_drawdown_abs calc fix & .DS_Store deletition 2022-02-07 07:44:13 +01:00
zx 8cdb6e0774 DRAWDOWN_MULT back to a higher value as built-in for safer HOs first 2022-02-07 06:31:16 +01:00
zx 2893d0b50d proper var name 2022-02-07 06:22:27 +01:00
Stefano Ariestasia 099a03f190 flake8 2022-02-07 01:52:59 +00:00
Stefano Ariestasia 6d91a5ecbd Change "buy" and "sell" to "entry" and "exit" 2022-02-07 01:40:05 +00:00
zx 7d3b80fbde isort fix and leftover cleaning 2022-02-06 21:09:40 +01:00
Matthias fe33b86308
Merge pull request #6360 from stash86/pos_adjust
Hide some lines for /status when a trade is closed
2022-02-06 17:08:37 +01:00
zx 6b5f63d4d6 change profit_ratio by profit_abs 2022-02-06 16:28:01 +01:00
Matthias 5eb5029856 Performancefilter - improve sorting
Ordering of Pairs without history should remain identical, so pairs with
positive performance move to the front, and negative pairs move to the back.

closes #4893
2022-02-06 16:19:11 +01:00
zx 0b01fcf047 Add ProfitDrawdownHyperoptLoss method 2022-02-06 15:40:54 +01:00
Matthias 303b12efd8
Merge pull request #6273 from freqtrade/pg_migrations
Update database migrations for PG and mariadb
2022-02-06 14:39:02 +01:00
Matthias da73e754b4 Explicit map coingecko symbol to ID for bnb and sol
closes #6361
2022-02-06 14:20:09 +01:00
Matthias 644442e2f9 Track timedout orders 2022-02-06 13:37:31 +01:00
Matthias 17d748dd4c Improve handling of left_open_trades 2022-02-06 13:19:00 +01:00
Stefano Ariestasia 2a3ab1ef61 1 more line to be hidden 2022-02-06 07:08:27 +00:00
Stefano Ariestasia 4cf514e293 fix flake8 2022-02-06 03:16:56 +00:00
Stefano Ariestasia 131b2d68d8 reduce complexity (flake8) 2022-02-06 03:04:23 +00:00
Stefano Ariestasia 0477070faa hide some lines if trade is closed 2022-02-06 02:49:02 +00:00
Stefano Ariestasia c4a54cc9cd refinement of status 2022-02-06 02:31:14 +00:00
Stefano Ariestasia cfaf13c90f update 2022-02-06 02:21:16 +00:00
Sam Germain e0d42ad9a7
Update backtesting.py 2022-02-05 18:29:48 -06:00
Matthias 808cefe526 Update order_selection logic 2022-02-05 16:28:47 +01:00
Matthias 9bf86bbe27 Extract backtesting row validation to separate function 2022-02-05 16:28:47 +01:00
Matthias 58fad72778 Update wallets when necessary
closes #6321
2022-02-05 16:28:47 +01:00
Matthias 4ea79a32e4 Use Order object for ft_timeout check 2022-02-05 16:28:47 +01:00
Matthias 1e603985c5 Extract backtesting order cancelling 2022-02-05 16:28:47 +01:00
Matthias 6637dacd7f Extract protections in backtesting 2022-02-05 16:28:47 +01:00
Matthias 7ac44380f7 Extract backtest order closing to models class 2022-02-05 16:28:46 +01:00
Matthias 090554f197 Try fill backtest order imediately for adjusted order 2022-02-05 16:28:21 +01:00
Matthias f4149ee462 Force ROI to be within candle 2022-02-05 16:28:21 +01:00
Matthias 44e616c264 Add unfilledtimeout to required props for backtesting 2022-02-05 16:28:21 +01:00
Matthias 49cecf1cb2 Small cosmetic fix 2022-02-05 16:28:21 +01:00
Rokas Kupstys 9140679bf4 Backtest order timeout continued. 2022-02-05 16:28:21 +01:00
Rokas Kupstys 15698dd1ca Fix errors so it runs, implement timeout handling. 2022-02-05 16:28:21 +01:00
Matthias f7a1cabe23 Add first version to fill orders "later" in backtesting 2022-02-05 16:28:21 +01:00
Matthias c12e5a3b6c Initial idea backtesting order timeout 2022-02-05 16:28:21 +01:00
Matthias 6ed237a72a
Merge pull request #6272 from stash86/fix-docs
Add more info on Telegram's status message
2022-02-05 16:22:45 +01:00
Sam Germain 8b57827676 exchange.get_max_pair_stake_amount hard set leverage to 0 2022-02-04 14:26:15 -06:00
Joe Schr 761f7fdefb fix: linter 2022-02-04 13:14:55 +01:00
Joe Schr e84a58de28 fix: don't use different configuration keys, just add as 2nd argument 2022-02-04 12:47:13 +01:00
Joe Schr a3e045f69d Plotting: add alias `--backtest-filename` for `--export-filename`
makes it easier to discover how to use this argument
2022-02-04 12:47:13 +01:00
Sam Germain dc6cb445fd Merge branch 'feat/short' into max-amount 2022-02-04 04:42:38 -06:00
Sam Germain 1824ee6b73 removed TODO 2022-02-04 04:41:41 -06:00
Sam Germain e7d71d01c0 removed plotting todo 2022-02-03 20:39:47 -06:00
Sam Germain 3ee2b7978c wallets.validate_stake_amount added param max_stake_available 2022-02-03 20:33:16 -06:00
Sam Germain 30c476e3c1 freqtradebot.get_valid_enter_price_and_stake gets min of stake_amount and max_stake_amount before calling wallets.validate_stake_amount 2022-02-03 20:33:16 -06:00
Sam Germain a50f4d2c57 Exchange.createOrder added * as second param 2022-02-03 20:33:16 -06:00
Sam Germain 16c2d54482 updated margin_modes 2022-02-03 20:33:16 -06:00
Sam Germain 7465037906 freqtradebot.execute_entry test for too high stake amount 2022-02-03 20:33:16 -06:00
Sam Germain 8c680d75b9 moved max_stake_amount check for None to exchange.get_max_pair_stake_amount 2022-02-03 20:33:16 -06:00
Sam Germain 6b6b35ac1c check for max stake limit in freqtradebot and backtesting 2022-02-03 20:33:04 -06:00
Sam Germain 55d91f018f exchange._get_stake_amount_limit (merged min_pair_stake_amount and get_max_tradeable amount) 2022-02-03 20:33:04 -06:00
Sam Germain ff5fffefb4 exchange.get_max_amount_tradable looks at cost also 2022-02-03 20:33:03 -06:00
Sam Germain 6e8420914e removed unnecessary CCXT checks in exchange.get_min_pair_stake_amount 2022-02-03 20:33:03 -06:00
Sam Germain 64ad810445 Revert "moved get_max_leverage to get_min_pair_stake_amount"
This reverts commit 90e48d5b98bcfb1452aa818a3274745eac395712.
2022-02-03 20:33:03 -06:00
Sam Germain 73319a74d3 moved get_max_leverage to get_min_pair_stake_amount 2022-02-03 20:33:03 -06:00
Sam Germain f3b42b0ef3 wrote exchange.get_max_amount_tradable 2022-02-03 20:33:03 -06:00
Sam Germain de557f1386 models.update removed TODO-lev 2022-02-03 17:48:34 -06:00
Sam Germain 99b8a8ca79 Revert "plot.generate_candlestick_graph Added short equivelent, separating plotting scatter creation to a function"
This reverts commit 0abba7f9b7299ba3c45df6a2ba6e35ad6a19c5a0.
2022-02-03 17:48:34 -06:00
Sam Germain 84dea0339b Added todo to freqtradebot._safe_exit_amount 2022-02-03 17:48:34 -06:00
Sam Germain edc0e9c75f backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def 2022-02-03 17:48:34 -06:00
Sam Germain 1f74cfe841 plot.generate_candlestick_graph Added short equivelent, separating plotting scatter creation to a function 2022-02-03 17:48:34 -06:00
Sam Germain a31cf236e4 freqtradebot._safe_exit_amount, no _safe_exit_amount is needed for futures 2022-02-03 17:48:34 -06:00
Sam Germain d5376c2c89 wrote freqtradebot.test_leverage_prep 2022-02-03 17:48:33 -06:00
Sam Germain 977f87659c edited backtesting._get_sell_trade_entry TODO: removed "Other fees" 2022-02-03 17:48:33 -06:00
Sam Germain 73d10b5c02 backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures 2022-02-03 17:48:33 -06:00
Sam Germain 64bfa118e0 freqtradebot.handle_cancel_enter todo - Check edge cases, we dont want to make leverage > 1.0 if we dont have to 2022-02-03 17:48:33 -06:00
Sam Germain bc6614df2d fixed failing tests in tests/commands/test_commands.py by adding NONE='' option to MarginMode 2022-02-03 17:48:33 -06:00
Sam Germain f58b92bb86 exchange.create_order removed default for leverage 2022-02-03 17:48:08 -06:00
Matthias f8faf748df Simplify prepare_buy_details 2022-02-03 19:47:03 +01:00
Matthias 1e6362debf Add test for new /status telegram message 2022-02-03 19:41:45 +01:00
Matthias 29879bb415 Update wording to entry/exit 2022-02-03 19:11:35 +01:00
Matthias a733a74dd9
Merge pull request #6294 from xataxxx/health
/health api and telegram commands to return last processing time
2022-02-02 19:53:45 +01:00
Matthias a4e1aaa9bd
Merge pull request #6307 from freqtrade/bt_shift
Remove shift in analyzed dataframe columns
2022-02-02 19:52:10 +01:00
Matthias 2d45163f8f Bump version to 2022.1 2022-02-02 19:46:48 +01:00
Matthias e95fb7ef3e Merge branch 'stable' into new_release 2022-02-02 19:46:33 +01:00
Sam Germain 179947fa72
New config (#6333)
* updated new-config to add trading_mode and margin_mode

* added trading_mode and margin_mode to config examples

* added okex config example

* new file:   config_examples/config_binance_futures.example.json

* removed trading_mode and margin_mode from base_config and binance and okex example

* deleted okex and futures config files

* updated full config file

* updated new-config command to add trading_mode and margin_mode to config

* new file:   config_examples/config_okex_futures.example.json

* removed config_okex_futures.example.json

* added trading_mode to test_start_new_config

* new-config asks exchange before asking futures

* Simplify trading_mode selection

* margin_mode is empty string for spot new configs

* build_config_commands sorted exchanges

* isort

Co-authored-by: Matthias <xmatthias@outlook.com>
2022-02-02 14:46:44 +01:00
Matthias 0058abcc2d Fix crash when no min-stake-amount could be determined 2022-02-02 12:20:05 +01:00
Sam Germain a741356d65 okex._lev_prep, removing rounding from default set_leverage 2022-02-02 00:28:57 -06:00
Sam Germain 8e51360f75 exchange._set_leverage rounds leverage 2022-02-02 00:09:58 -06:00
Sam Germain 8a64f6a27f exchange.set_margin_mode param swap 2022-02-02 00:09:53 -06:00
Sam Germain 386be2d889 set reduceOnly for futures exit orders 2022-02-02 00:08:50 -06:00
Sam Germain b3477c4802 _api.fetch_funding_history argument pair->symbol 2022-02-02 00:08:50 -06:00
Matthias ac04d5852a change to margin_mode also in documentation 2022-02-02 06:41:42 +01:00
Sam Germain 30519aa3be Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs 2022-02-01 13:05:40 -06:00
Matthias 64d0c75bbb Fix deprecation warnings 2022-02-01 19:11:51 +01:00
Matthias 45e533fc3e Add leverage/short properties to api responses 2022-02-01 07:08:43 +01:00
Matthias 7dd50f78cf Small finetuning improving a comment 2022-02-01 06:37:13 +01:00
Sam Germain fc15e14707 Merge branch 'feat/short' into isolated-liq 2022-01-31 14:22:01 -06:00
Sam Germain ed320bb2ac exchange.get_liquidation_price check length of positions 2022-01-31 14:01:06 -06:00
Sam Germain 9de63412c1 exchange.get_liquidation_price arguments are not optional 2022-01-31 14:00:52 -06:00
Sam Germain 430051275a freqtradebot.leverage_prep moved wallet_balance to a variable 2022-01-31 13:21:27 -06:00
Sam Germain 8190b0d83b binance.get_max_leverage adjustment 2022-01-31 12:49:18 -06:00
Sam Germain a368f8b322 exchange.get_max_leverage changed variable names, made more effecient 2022-01-31 12:21:12 -06:00
Sam Germain 08e4a4a6dd binance.get_max_leverage_fix 2022-01-31 12:21:12 -06:00
Sam Germain 43db4c34d1 added okex back to unsupported exchanges 2022-01-31 12:18:30 -06:00
Sam Germain 2c1497b348 contracts_to_amount no longer in amount_to_precision 2022-01-31 12:18:30 -06:00
Sam Germain b8f4cebce7 exchange.liquidation_price methods combined, dry_run check on exchange for liquidation price 2022-01-31 12:18:25 -06:00
Sam Germain 143c37d36f cleaned up liquidation price methods 2022-01-31 12:17:07 -06:00
Sam Germain ede9012fcc removed TODO-levs about okex liquidation price 2022-01-31 12:17:07 -06:00
Sam Germain d133a7c789 added isolated, futures to okex trading_mode_collateral_pairs 2022-01-31 12:17:07 -06:00
Sam Germain 88ce66650c Okex and Gateio liquidation_price formula are the same, moved liquidation_price to exchange.exchange class 2022-01-31 12:17:07 -06:00
Sam Germain 7f4894d68e okex.liquidation_price formula update 2022-01-31 12:17:07 -06:00
Sam Germain fe037aa971 exchange.liquidation_price combined position and position_assets 2022-01-31 12:17:07 -06:00
Sam Germain 0b5c2e97b3 exchange._get_maintenance_ratio_and_amount 2022-01-31 12:17:07 -06:00
Sam Germain 0c13e387fe moved liquidation_price method to exchange classes 2022-01-31 12:16:43 -06:00
Sam Germain 5a97760bd1 binance.get_max_leverage divide by 0 warning 2022-01-31 12:16:43 -06:00
Sam Germain 1f8111d1c6 exchange.get_max_leverage pair is required 2022-01-31 12:16:43 -06:00
Sam Germain caff7e227f binance.fill_leverage_brackets remove excess bracket 2022-01-31 12:16:43 -06:00
Sam Germain e4b37c6462 freqtradebot.leverage_prep minor fixes 2022-01-31 12:16:43 -06:00
Sam Germain 1f1ac8ce9d test_get_liquidation_price/test_get_maintenance_ratio_and_amt_binance/fill_leverage_brackets/test_validate_trading_mode_and_collateral TODO comments 2022-01-31 12:16:43 -06:00
Sam Germain c2f9201512 Added get_liquidation_price check 2022-01-31 12:16:43 -06:00
Sam Germain bb2b2211d0 exchange.fill_leverage_brackets/get_maintenance_ratio_and_amt docstring and type specification 2022-01-31 12:16:43 -06:00
Sam Germain b4a0611afc exchange.get_liquidation_price removed irrelevant comment 2022-01-31 12:16:43 -06:00
Sam Germain 0c8205ab3b replace single quote docstrings with double quote docstrings 2022-01-31 12:16:43 -06:00
Sam Germain 7abffee755 liquidation_price formula organize and comment clean up 2022-01-31 12:16:43 -06:00
Sam Germain 387a9fbf36 test_execute_entry liquidation_price test test_get_maintenance_ratio_and_amt_gateio 2022-01-31 12:16:38 -06:00
Sam Germain 2d545a2def fixed breaking tests for liquidation price 2022-01-31 12:15:54 -06:00
Sam Germain 1eee5373b9 gateio.get_maintenance_ratio_and_amt 2022-01-31 12:15:54 -06:00
Sam Germain 8889512887 freqtradebot.leverage_prep gets taker_fee_rate 2022-01-31 12:15:54 -06:00
Sam Germain bff53c52af rewrite fill_leverage_brackets 2022-01-31 12:15:54 -06:00
Sam Germain 69a6223ca0 implemented binance.get_maintenance_ratio_and_amt 2022-01-31 12:15:54 -06:00
Sam Germain ba5fc21d84 added isolated futures to supported modes for binance,gateio 2022-01-31 12:15:54 -06:00
Sam Germain e0df7ee72a Changed variable names in binance.get_max_leverage 2022-01-31 12:15:54 -06:00
Sam Germain 42360592ba trimmed down liquidation_price variable and edited comments 2022-01-31 12:15:54 -06:00
Sam Germain 5796d95a95 Added gateio and okex isolated liquidation formulas 2022-01-31 12:15:54 -06:00
Sam Germain ba02605d77 Isolated liq branch passes all tests and has the general structure that it is supposed to, but is patchy, and doesnt get the correct maintenance amt and maintenance margin rate yet 2022-01-31 12:15:54 -06:00
Sam Germain eee7271ab8 Added live isolated-liq get 2022-01-31 12:15:54 -06:00
Arunavo Ray 778e3bcba6 Suppress incompatible type "Optional[float]"; expected "float" as the check exists. 2022-01-31 12:15:54 -06:00
Sam Germain 92c94bb62a added position and wallet_balance to LocalTrade.set_isolated_liq 2022-01-31 12:15:54 -06:00
Arunavo Ray 447312d4c8 Fixed parameter check which failed when 0.0 was passed 2022-01-31 12:15:54 -06:00
Sam Germain d26a068adf rearanged isolated_liq in models a bit 2022-01-31 12:15:54 -06:00
Arunavo Ray 3709130eb7 Added Tests for Binance Liquidation price, shortened liquidation param names 2022-01-31 12:15:54 -06:00
Arunavo Ray f9a2d1a71d Binance Liquidation Price Hedge-Mode Removed 2022-01-31 12:15:54 -06:00
Arunavo Ray 7119dc6e41 Converted kwargs to params 2022-01-31 12:15:54 -06:00
Sam Germain 80f4bae3fe Revert "Added Formulas to Calculate Liquidation Price of Binance USDⓈ-M Futures Contracts"
This reverts commit d343e84507.
2022-01-31 12:15:54 -06:00
Sam Germain b30458f871 Revert "Added Margin Mode Check for Binance."
This reverts commit abcb9729e5.
2022-01-31 12:15:54 -06:00
Arunavo Ray 1299cff894 Added Margin Mode Check for Binance. 2022-01-31 12:15:54 -06:00
Arunavo Ray 60454334d9 Added Formulas to Calculate Liquidation Price of Binance USDⓈ-M Futures Contracts 2022-01-31 12:15:54 -06:00
Sam Germain fe5e00361e separated test_leverage into test_interest and test_liquidation_price, and paramaterized tests 2022-01-31 12:15:54 -06:00
Sam Germain a087d03db9 Added liquidation_price function 2022-01-31 12:15:54 -06:00
Sam Germain da0d2590b9 Removed PrecisionFilter liquidation price TODO-lev 2022-01-31 12:06:04 -06:00
Matthias be866f04fa
Merge pull request #6330 from samgermain/market-checks
Removed unnecessary CCXT market checks
2022-01-31 19:01:59 +01:00
Sam Germain 689174ea0d removed TODO-lev comments 2022-01-31 04:12:37 -06:00
Sam Germain 29c5dfd4ca Removed unnecessary CCXT market checks 2022-01-31 02:40:10 -06:00