8fe3f0c933
fix breaking tests
2022-02-12 23:08:42 -06:00
7a0f7da128
okex loads all leverage tiers at beginning, removed get tiers for pair
2022-02-12 23:02:16 -06:00
8657e99c26
trimmed down get_maintenance_ratio_and_amt, now requires fetchLeverageTiers
2022-02-12 23:02:16 -06:00
03b3756e4b
strengthened and fixed leverage_tier tests
2022-02-12 23:02:16 -06:00
4a1ed01708
get_maintenance_ratio_and_amt tests
2022-02-12 23:02:16 -06:00
60a45ff394
exchange.get_max_leverage de-complex
2022-02-12 23:02:16 -06:00
41ab20d949
get_max_leverage checks if the number of tiers is < 1
2022-02-12 23:02:15 -06:00
fa2c9fc51f
replaced mmr_key with unified maintenanceMarginRate
2022-02-12 23:02:15 -06:00
e987e0e2a9
exchange minor fixes
2022-02-12 23:02:15 -06:00
f3cb7e90e0
moved get_leverage_tiers_for_pair to be with other leverage_tier methods
2022-02-12 23:02:15 -06:00
5f07546b86
moved leverage_tier caching to get_leverage_tiers_for_pair
2022-02-12 23:02:15 -06:00
eb72e5cc42
Added some exchange leverage tier tests
2022-02-12 23:02:15 -06:00
18b4d0be95
fixed error with exchange.fill_leverage_tiers
2022-02-12 23:02:14 -06:00
41d8330fbc
freqtrade.exchange edited load_leverage_tiers
2022-02-12 23:02:14 -06:00
0b717fbace
okex.load_leverage_tiers
2022-02-12 23:02:14 -06:00
42e36f44f8
replaced "leverage" with "tiers"
2022-02-12 23:02:14 -06:00
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
a99cf2eeed
redid get_max_leverage
2022-02-12 23:02:07 -06:00
720a86778e
okex.get_max_pair_stake_amount
2022-02-12 23:01:39 -06:00
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
fc2d3649a1
edited todos
2022-02-12 16:23:14 -06:00
c769e9757d
Improve "order refind" to also work for stoploss orders
2022-02-12 20:13:12 +01:00
119d4d5204
select_order should use ft_order_side, not the exchange specific one
2022-02-12 17:06:03 +01:00
ee5f05208e
Merge pull request #6394 from samgermain/todos
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todo removal
2022-02-12 15:44:42 +01:00
fad243e28d
Keep short edge support as regular TODO
2022-02-12 15:43:52 +01:00
08803524bd
align variable naming to use current_time
2022-02-12 15:21:46 +01:00
ca993c83ea
todo removal
2022-02-11 23:37:31 -06:00
6ae85f9be1
fixed liq-buffer tests
2022-02-11 19:38:59 +01:00
fb3a6e2ce8
added liquidation_buffer to constants.py
2022-02-11 19:38:59 +01:00
3c3675ea1a
moved liquidation_buffer to exchange class, add check for valid liquidation_buffer values
2022-02-11 19:38:59 +01:00
e5d68f12d2
Added liquidation_buffer to freqtradebot
2022-02-11 19:38:58 +01:00
d0adc4ee62
Merge pull request #6391 from lukasgor/lg/feat/add-buy-tag-to-forcebuy
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feature: add buy tag to forcebuy
2022-02-11 19:37:46 +01:00
c9cfc246f1
Sort /forcebuy pairs alphabetically, add cancel button
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closes #6389
2022-02-11 19:37:35 +01:00
0c6d92a7a6
Merge branch 'develop' into feat/short
2022-02-11 17:02:04 +01:00
6511b3bec2
fix: rename buy_tag to entry_tag
2022-02-11 15:31:15 +01:00
d563bfc3d0
feature: add buy tag to forcebuy
2022-02-11 13:38:33 +01:00
6a59103869
update wallets in backtesting to ensure a fresh wallet is used
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closes #6388
2022-02-10 19:40:36 +01:00
553da850ce
binance futures stoploss
2022-02-10 09:43:32 -06:00
be84a028c1
Avoid mixed types in the api for /stats
2022-02-10 07:03:19 +01:00
af984bdc0d
Update comment regarting NaT replacement
2022-02-09 09:32:53 +01:00
2e41d80a2c
Merge pull request #6340 from TheJoeSchr/frequi-datetime
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freqUI: fix can't import backtest with missing datetime data
2022-02-09 07:21:30 +01:00
9f47853661
Merge pull request #6235 from freqtrade/backtest_order_timeout
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Backtest order timeout
2022-02-09 07:12:35 +01:00
45c03f1440
Docstrings are evaluated, while comments are not
2022-02-09 07:02:44 +01:00
4e2f06fe9c
Simplify band-aid code
2022-02-09 06:48:26 +01:00
6191288ff9
Add test for NaT problematic
2022-02-09 06:36:17 +01:00
1d10d2c87c
Okex -> okx
2022-02-08 19:45:39 +01:00
172e018d2d
Add probit to list of non-working exchanges
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closes #6379
2022-02-08 19:21:27 +01:00
dcf8ad36f9
Backtesting should not allow unrealistic (automatic-filling) orders.
2022-02-08 19:12:01 +01:00
926b017981
Fix freqUI charts not displaying when dtype(datetime) column has NaT values
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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
118ae8a3d0
Fix api_schemas/json_encoders by manually converting NaT values to empty Strings
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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
b192c82731
Only call "custom_exit_price" for limit orders
2022-02-08 07:10:54 +01:00
535bbd681f
Merge pull request #6362 from ediziks/add-profit-drawdown-hypeloss
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Add ProfitDrawdownHyperoptLoss method
2022-02-07 19:37:35 +01:00
036c2888b4
Track timedout entry/exit orders
2022-02-07 18:49:30 +01:00
4bce64b427
commented method deletition
2022-02-07 14:12:07 +01:00
33b04b1992
deleted outdated todos
2022-02-07 02:47:18 -06:00
7811a36ae9
max_drawdown_abs calc fix & .DS_Store deletition
2022-02-07 07:44:13 +01:00
8cdb6e0774
DRAWDOWN_MULT back to a higher value as built-in for safer HOs first
2022-02-07 06:31:16 +01:00
2893d0b50d
proper var name
2022-02-07 06:22:27 +01:00
099a03f190
flake8
2022-02-07 01:52:59 +00:00
6d91a5ecbd
Change "buy" and "sell" to "entry" and "exit"
2022-02-07 01:40:05 +00:00
7d3b80fbde
isort fix and leftover cleaning
2022-02-06 21:09:40 +01:00
fe33b86308
Merge pull request #6360 from stash86/pos_adjust
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Hide some lines for /status when a trade is closed
2022-02-06 17:08:37 +01:00
6b5f63d4d6
change profit_ratio by profit_abs
2022-02-06 16:28:01 +01:00
5eb5029856
Performancefilter - improve sorting
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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
0b01fcf047
Add ProfitDrawdownHyperoptLoss method
2022-02-06 15:40:54 +01:00
303b12efd8
Merge pull request #6273 from freqtrade/pg_migrations
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Update database migrations for PG and mariadb
2022-02-06 14:39:02 +01:00
da73e754b4
Explicit map coingecko symbol to ID for bnb and sol
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closes #6361
2022-02-06 14:20:09 +01:00
644442e2f9
Track timedout orders
2022-02-06 13:37:31 +01:00
17d748dd4c
Improve handling of left_open_trades
2022-02-06 13:19:00 +01:00
2a3ab1ef61
1 more line to be hidden
2022-02-06 07:08:27 +00:00
4cf514e293
fix flake8
2022-02-06 03:16:56 +00:00
131b2d68d8
reduce complexity (flake8)
2022-02-06 03:04:23 +00:00
0477070faa
hide some lines if trade is closed
2022-02-06 02:49:02 +00:00
c4a54cc9cd
refinement of status
2022-02-06 02:31:14 +00:00
cfaf13c90f
update
2022-02-06 02:21:16 +00:00
e0d42ad9a7
Update backtesting.py
2022-02-05 18:29:48 -06:00
808cefe526
Update order_selection logic
2022-02-05 16:28:47 +01:00
9bf86bbe27
Extract backtesting row validation to separate function
2022-02-05 16:28:47 +01:00
58fad72778
Update wallets when necessary
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closes #6321
2022-02-05 16:28:47 +01:00
4ea79a32e4
Use Order object for ft_timeout check
2022-02-05 16:28:47 +01:00
1e603985c5
Extract backtesting order cancelling
2022-02-05 16:28:47 +01:00
6637dacd7f
Extract protections in backtesting
2022-02-05 16:28:47 +01:00
7ac44380f7
Extract backtest order closing to models class
2022-02-05 16:28:46 +01:00
090554f197
Try fill backtest order imediately for adjusted order
2022-02-05 16:28:21 +01:00
f4149ee462
Force ROI to be within candle
2022-02-05 16:28:21 +01:00
44e616c264
Add unfilledtimeout to required props for backtesting
2022-02-05 16:28:21 +01:00
49cecf1cb2
Small cosmetic fix
2022-02-05 16:28:21 +01:00
9140679bf4
Backtest order timeout continued.
2022-02-05 16:28:21 +01:00
15698dd1ca
Fix errors so it runs, implement timeout handling.
2022-02-05 16:28:21 +01:00
f7a1cabe23
Add first version to fill orders "later" in backtesting
2022-02-05 16:28:21 +01:00
c12e5a3b6c
Initial idea backtesting order timeout
2022-02-05 16:28:21 +01:00
6ed237a72a
Merge pull request #6272 from stash86/fix-docs
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Add more info on Telegram's status message
2022-02-05 16:22:45 +01:00
8b57827676
exchange.get_max_pair_stake_amount hard set leverage to 0
2022-02-04 14:26:15 -06:00
761f7fdefb
fix: linter
2022-02-04 13:14:55 +01:00
e84a58de28
fix: don't use different configuration keys, just add as 2nd argument
2022-02-04 12:47:13 +01:00
a3e045f69d
Plotting: add alias `--backtest-filename` for `--export-filename`
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makes it easier to discover how to use this argument
2022-02-04 12:47:13 +01:00
dc6cb445fd
Merge branch 'feat/short' into max-amount
2022-02-04 04:42:38 -06:00
1824ee6b73
removed TODO
2022-02-04 04:41:41 -06:00
e7d71d01c0
removed plotting todo
2022-02-03 20:39:47 -06:00
3ee2b7978c
wallets.validate_stake_amount added param max_stake_available
2022-02-03 20:33:16 -06:00
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
a50f4d2c57
Exchange.createOrder added * as second param
2022-02-03 20:33:16 -06:00
16c2d54482
updated margin_modes
2022-02-03 20:33:16 -06:00
7465037906
freqtradebot.execute_entry test for too high stake amount
2022-02-03 20:33:16 -06:00
8c680d75b9
moved max_stake_amount check for None to exchange.get_max_pair_stake_amount
2022-02-03 20:33:16 -06:00
6b6b35ac1c
check for max stake limit in freqtradebot and backtesting
2022-02-03 20:33:04 -06:00
55d91f018f
exchange._get_stake_amount_limit (merged min_pair_stake_amount and get_max_tradeable amount)
2022-02-03 20:33:04 -06:00
ff5fffefb4
exchange.get_max_amount_tradable looks at cost also
2022-02-03 20:33:03 -06:00
6e8420914e
removed unnecessary CCXT checks in exchange.get_min_pair_stake_amount
2022-02-03 20:33:03 -06:00
64ad810445
Revert "moved get_max_leverage to get_min_pair_stake_amount"
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This reverts commit 90e48d5b98bcfb1452aa818a3274745eac395712.
2022-02-03 20:33:03 -06:00
73319a74d3
moved get_max_leverage to get_min_pair_stake_amount
2022-02-03 20:33:03 -06:00
f3b42b0ef3
wrote exchange.get_max_amount_tradable
2022-02-03 20:33:03 -06:00
de557f1386
models.update removed TODO-lev
2022-02-03 17:48:34 -06:00
99b8a8ca79
Revert "plot.generate_candlestick_graph Added short equivelent, separating plotting scatter creation to a function"
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This reverts commit 0abba7f9b7299ba3c45df6a2ba6e35ad6a19c5a0.
2022-02-03 17:48:34 -06:00
84dea0339b
Added todo to freqtradebot._safe_exit_amount
2022-02-03 17:48:34 -06:00
edc0e9c75f
backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def
2022-02-03 17:48:34 -06:00
1f74cfe841
plot.generate_candlestick_graph Added short equivelent, separating plotting scatter creation to a function
2022-02-03 17:48:34 -06:00
a31cf236e4
freqtradebot._safe_exit_amount, no _safe_exit_amount is needed for futures
2022-02-03 17:48:34 -06:00
d5376c2c89
wrote freqtradebot.test_leverage_prep
2022-02-03 17:48:33 -06:00
977f87659c
edited backtesting._get_sell_trade_entry TODO: removed "Other fees"
2022-02-03 17:48:33 -06:00
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
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
bc6614df2d
fixed failing tests in tests/commands/test_commands.py by adding NONE='' option to MarginMode
2022-02-03 17:48:33 -06:00
f58b92bb86
exchange.create_order removed default for leverage
2022-02-03 17:48:08 -06:00
f8faf748df
Simplify prepare_buy_details
2022-02-03 19:47:03 +01:00
1e6362debf
Add test for new /status telegram message
2022-02-03 19:41:45 +01:00
29879bb415
Update wording to entry/exit
2022-02-03 19:11:35 +01:00
a733a74dd9
Merge pull request #6294 from xataxxx/health
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/health api and telegram commands to return last processing time
2022-02-02 19:53:45 +01:00
a4e1aaa9bd
Merge pull request #6307 from freqtrade/bt_shift
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Remove shift in analyzed dataframe columns
2022-02-02 19:52:10 +01:00
2d45163f8f
Bump version to 2022.1
2022-02-02 19:46:48 +01:00
e95fb7ef3e
Merge branch 'stable' into new_release
2022-02-02 19:46:33 +01:00
179947fa72
New config ( #6333 )
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* 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
0058abcc2d
Fix crash when no min-stake-amount could be determined
2022-02-02 12:20:05 +01:00
a741356d65
okex._lev_prep, removing rounding from default set_leverage
2022-02-02 00:28:57 -06:00
8e51360f75
exchange._set_leverage rounds leverage
2022-02-02 00:09:58 -06:00
8a64f6a27f
exchange.set_margin_mode param swap
2022-02-02 00:09:53 -06:00
386be2d889
set reduceOnly for futures exit orders
2022-02-02 00:08:50 -06:00
b3477c4802
_api.fetch_funding_history argument pair->symbol
2022-02-02 00:08:50 -06:00
ac04d5852a
change to margin_mode also in documentation
2022-02-02 06:41:42 +01:00
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
64d0c75bbb
Fix deprecation warnings
2022-02-01 19:11:51 +01:00
45e533fc3e
Add leverage/short properties to api responses
2022-02-01 07:08:43 +01:00
7dd50f78cf
Small finetuning improving a comment
2022-02-01 06:37:13 +01:00
fc15e14707
Merge branch 'feat/short' into isolated-liq
2022-01-31 14:22:01 -06:00
ed320bb2ac
exchange.get_liquidation_price check length of positions
2022-01-31 14:01:06 -06:00
9de63412c1
exchange.get_liquidation_price arguments are not optional
2022-01-31 14:00:52 -06:00
430051275a
freqtradebot.leverage_prep moved wallet_balance to a variable
2022-01-31 13:21:27 -06:00
8190b0d83b
binance.get_max_leverage adjustment
2022-01-31 12:49:18 -06:00
a368f8b322
exchange.get_max_leverage changed variable names, made more effecient
2022-01-31 12:21:12 -06:00
08e4a4a6dd
binance.get_max_leverage_fix
2022-01-31 12:21:12 -06:00
43db4c34d1
added okex back to unsupported exchanges
2022-01-31 12:18:30 -06:00
2c1497b348
contracts_to_amount no longer in amount_to_precision
2022-01-31 12:18:30 -06:00
b8f4cebce7
exchange.liquidation_price methods combined, dry_run check on exchange for liquidation price
2022-01-31 12:18:25 -06:00
143c37d36f
cleaned up liquidation price methods
2022-01-31 12:17:07 -06:00
ede9012fcc
removed TODO-levs about okex liquidation price
2022-01-31 12:17:07 -06:00
d133a7c789
added isolated, futures to okex trading_mode_collateral_pairs
2022-01-31 12:17:07 -06:00
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
7f4894d68e
okex.liquidation_price formula update
2022-01-31 12:17:07 -06:00
fe037aa971
exchange.liquidation_price combined position and position_assets
2022-01-31 12:17:07 -06:00
0b5c2e97b3
exchange._get_maintenance_ratio_and_amount
2022-01-31 12:17:07 -06:00
0c13e387fe
moved liquidation_price method to exchange classes
2022-01-31 12:16:43 -06:00
5a97760bd1
binance.get_max_leverage divide by 0 warning
2022-01-31 12:16:43 -06:00
1f8111d1c6
exchange.get_max_leverage pair is required
2022-01-31 12:16:43 -06:00
caff7e227f
binance.fill_leverage_brackets remove excess bracket
2022-01-31 12:16:43 -06:00
e4b37c6462
freqtradebot.leverage_prep minor fixes
2022-01-31 12:16:43 -06:00
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
c2f9201512
Added get_liquidation_price check
2022-01-31 12:16:43 -06:00
bb2b2211d0
exchange.fill_leverage_brackets/get_maintenance_ratio_and_amt docstring and type specification
2022-01-31 12:16:43 -06:00
b4a0611afc
exchange.get_liquidation_price removed irrelevant comment
2022-01-31 12:16:43 -06:00
0c8205ab3b
replace single quote docstrings with double quote docstrings
2022-01-31 12:16:43 -06:00
7abffee755
liquidation_price formula organize and comment clean up
2022-01-31 12:16:43 -06:00
387a9fbf36
test_execute_entry liquidation_price test test_get_maintenance_ratio_and_amt_gateio
2022-01-31 12:16:38 -06:00
2d545a2def
fixed breaking tests for liquidation price
2022-01-31 12:15:54 -06:00
1eee5373b9
gateio.get_maintenance_ratio_and_amt
2022-01-31 12:15:54 -06:00
8889512887
freqtradebot.leverage_prep gets taker_fee_rate
2022-01-31 12:15:54 -06:00
bff53c52af
rewrite fill_leverage_brackets
2022-01-31 12:15:54 -06:00
69a6223ca0
implemented binance.get_maintenance_ratio_and_amt
2022-01-31 12:15:54 -06:00
ba5fc21d84
added isolated futures to supported modes for binance,gateio
2022-01-31 12:15:54 -06:00
e0df7ee72a
Changed variable names in binance.get_max_leverage
2022-01-31 12:15:54 -06:00
42360592ba
trimmed down liquidation_price variable and edited comments
2022-01-31 12:15:54 -06:00
5796d95a95
Added gateio and okex isolated liquidation formulas
2022-01-31 12:15:54 -06:00
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
eee7271ab8
Added live isolated-liq get
2022-01-31 12:15:54 -06:00
778e3bcba6
Suppress incompatible type "Optional[float]"; expected "float" as the check exists.
2022-01-31 12:15:54 -06:00
92c94bb62a
added position and wallet_balance to LocalTrade.set_isolated_liq
2022-01-31 12:15:54 -06:00
447312d4c8
Fixed parameter check which failed when 0.0 was passed
2022-01-31 12:15:54 -06:00
d26a068adf
rearanged isolated_liq in models a bit
2022-01-31 12:15:54 -06:00
3709130eb7
Added Tests for Binance Liquidation price, shortened liquidation param names
2022-01-31 12:15:54 -06:00
f9a2d1a71d
Binance Liquidation Price Hedge-Mode Removed
2022-01-31 12:15:54 -06:00
7119dc6e41
Converted kwargs to params
2022-01-31 12:15:54 -06:00
80f4bae3fe
Revert "Added Formulas to Calculate Liquidation Price of Binance USDⓈ-M Futures Contracts"
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This reverts commit d343e84507
2022-01-31 12:15:54 -06:00
b30458f871
Revert "Added Margin Mode Check for Binance."
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This reverts commit abcb9729e5
2022-01-31 12:15:54 -06:00
1299cff894
Added Margin Mode Check for Binance.
2022-01-31 12:15:54 -06:00
60454334d9
Added Formulas to Calculate Liquidation Price of Binance USDⓈ-M Futures Contracts
2022-01-31 12:15:54 -06:00
fe5e00361e
separated test_leverage into test_interest and test_liquidation_price, and paramaterized tests
2022-01-31 12:15:54 -06:00
a087d03db9
Added liquidation_price function
2022-01-31 12:15:54 -06:00
da0d2590b9
Removed PrecisionFilter liquidation price TODO-lev
2022-01-31 12:06:04 -06:00
be866f04fa
Merge pull request #6330 from samgermain/market-checks
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Removed unnecessary CCXT market checks
2022-01-31 19:01:59 +01:00
689174ea0d
removed TODO-lev comments
2022-01-31 04:12:37 -06:00
29c5dfd4ca
Removed unnecessary CCXT market checks
2022-01-31 02:40:10 -06:00
cf7edace2b
Merge pull request #6312 from freqtrade/short_informative_decorator
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Short informative decorator
2022-01-30 15:33:52 +01:00
cafda31869
Merge pull request #6320 from stash86/pos_adjust
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Change new-config message for max_open_trades input
2022-01-30 14:11:20 +01:00
7aae9565c7
Only look at buy orders when looking to recalculate trade value
2022-01-30 14:08:42 +01:00
da39ca6650
fix new-config
2022-01-30 21:19:05 +09:00
000b8ff281
Merge pull request #6306 from freqtrade/short_forceentry
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add `/forcelong` and `/forceshort` commands
2022-01-30 07:36:14 +01:00
aea84dc117
Limit should default to None when calling pair_candles
2022-01-29 20:16:58 +01:00
8a6823deb1
Convert InformativeData to dataclass
2022-01-29 19:59:54 +01:00
326ba46bf8
Merge branch 'freqtrade:develop' into fix-docs
2022-01-29 23:20:41 +09:00
ab932d8398
Properly detect default candle type
2022-01-29 14:31:58 +01:00
d1d520769e
Improve status table for position adjust
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don't show "/max" if no maximum is set
closes #6317
2022-01-29 14:29:09 +01:00
463714832d
Merge branch 'develop' into feat/short
2022-01-29 14:19:30 +01:00
e7409e74c2
Remove default from position_adjustment (otherwise strategy parameters won't work anymore)
2022-01-28 19:21:42 +01:00
c620e38c7d
Informative decorator updates for futures
2022-01-28 19:17:46 +01:00
fb3c67d86b
Accept that keys sometimes are not provided
2022-01-28 17:07:34 +01:00
fdea4fcb1b
Remove some todo's
2022-01-28 15:52:12 +01:00
571ddceaf6
Merge pull request #6310 from Verbalinsurection/perso
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Fix ETH duplicate in CoinGecko
2022-01-28 12:35:44 +01:00
15d5389564
Update /health endpoint to be in local timezone
2022-01-28 10:33:35 +01:00
660f474ab8
Fix ETH duplicate in CoinGecko
2022-01-28 10:26:31 +01:00
5d0c2bcb44
Shift candles after pushing them to dataprovider
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this will ensure that the signals are not shifted in callbacks
closes #6234
2022-01-28 07:25:10 +01:00
138e867a68
Filter tickers on stake-currency for kraken
2022-01-28 07:20:47 +01:00
bd1b991448
Merge branch 'freqtrade:develop' into fix-docs
2022-01-28 06:57:13 +09:00
82e193d9f0
Merge pull request #6260 from stash86/pos_adjust
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Add max_buy_position_adjustment as attribute
2022-01-27 20:13:51 +01:00
108018b30b
Merge pull request #6231 from freqtrade/funding_rate_backtest
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Funding rate backtest
2022-01-27 17:01:28 +01:00
002226f5fd
Update setting to max_entry_position_adjustment
2022-01-27 16:57:50 +01:00
c4f71cc103
More forceenter updates
2022-01-27 07:38:11 +01:00
6e72effbf0
Update forcebuy telegram tests
2022-01-27 06:31:45 +01:00
0a52d79208
Update forcesell to work as forceexit
2022-01-26 20:17:00 +01:00
7afaf4b5d4
Add `/forceshort` command
2022-01-26 19:53:46 +01:00
e2ddea79ee
Add "market" to /show_config
2022-01-26 19:49:15 +01:00
be7ce208dc
Update tests to test forceenter endpoint
2022-01-26 19:24:01 +01:00
48d8cd82af
_rpc_forcebuy
2022-01-26 19:11:01 +01:00
4998f3bdd7
Add order_side to forcebuy endpoint
2022-01-26 19:07:44 +01:00
396ebebdc1
Merge branch 'freqtrade:develop' into fix-docs
2022-01-26 16:09:11 +09:00
ed71f777a3
Merge branch 'fix-docs' of https://github.com/stash86/freqtrade into fix-docs
2022-01-26 07:07:00 +00:00
1f26709aca
changes
2022-01-26 07:06:52 +00:00
67651e013e
Add /forceenter endpoint
2022-01-26 07:10:38 +01:00
88ccfedd32
Improve wording of "no history found" error
2022-01-26 06:53:00 +01:00
b6943f3bca
Merge pull request #6296 from freqtrade/python_37_remove
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Update references to remove python 3.7 support
2022-01-25 20:01:14 +01:00
12c79967f5
Merge pull request #6258 from italodamato/pass_dimensions_to_generate_estimator
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Pass dimensions to generate_estimator
2022-01-25 19:37:22 +01:00
13978e9893
Merge pull request #6276 from clover-es/feat/short
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Add support for shorts in strategy.stoploss_from_absolute()
2022-01-25 19:11:05 +01:00
30b27ae736
explicit dtype
2022-01-25 12:29:55 +00:00
f7a5b2cb71
explicit dimensions, added **kwargs, updated docs
2022-01-25 11:43:40 +00:00
d9347e9900
Update references to remove python 3.7 support
2022-01-25 06:43:36 +01:00
f7be93aaa6
leverage limits can be None, so we need to check for that
2022-01-25 06:30:03 +01:00
0fa7986369
Merge branch 'freqtrade:develop' into pos_adjust
2022-01-25 10:30:18 +09:00
7c975df42a
Merge branch 'freqtrade:develop' into fix-docs
2022-01-25 10:30:03 +09:00
78986a0def
I sort managed to fit it on another row. Impressive.
2022-01-24 14:09:23 +02:00
1d59a6b7e3
Merge branch 'freqtrade:develop' into health
2022-01-24 13:52:53 +02:00
194a5ce3cc
Update advanced strategy template with missing methods
2022-01-24 07:02:02 +01:00
e252830229
Add entry_tag to "entry" callbacks
2022-01-24 07:02:01 +01:00
bf62fc9b25
Add /health endpoint that returns last_process timestamp, fix issue #6009
2022-01-23 21:58:46 +02:00
451eca51c8
Optimise the multiple usages of the same timestamp.
2022-01-23 20:58:25 +02:00
e67a54f7a9
Fix missing order time info in backtesting.
2022-01-23 20:52:35 +02:00
daee59f4f1
Reorder interface methods
2022-01-23 19:20:31 +01:00
57067ce88d
Add tests for max_adjustment_buy handling
2022-01-23 19:07:37 +01:00
7429f535c1
Imrpove code by reusing available properties
2022-01-23 18:59:09 +01:00
62df044618
Merge pull request #6279 from xataxxx/develop
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Fix position adjustment not counting older orders because of missing average field value
2022-01-23 17:42:51 +01:00
4b6f9121ca
Merge pull request #6275 from freqtrade/extract_timedout_from_ftbot
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Extract timedout from ftbot
2022-01-23 17:28:10 +01:00
6613e3757a
Additional fix
2022-01-23 18:09:57 +02:00
09db4bcadd
Don't use strings, use methods directly
2022-01-23 17:00:00 +01:00
51b94889b2
Just in case also check for closed to avoid counting in canceled orders.
2022-01-23 17:56:41 +02:00
8c79d55739
Fix issue #6268
2022-01-23 17:44:16 +02:00
480ed90a02
create to_json function for Order
2022-01-23 11:33:06 +00:00
821a9d9cdc
Add current_time to check_timeout functions for convenience
2022-01-23 08:10:35 +01:00
cc3852daf3
Add defaults to constants.py and update docs
2022-01-23 03:54:58 +00:00
ad28543d4d
Update kraken calculation
2022-01-22 19:46:11 +01:00
a0c0c4dcbe
Update funding_fee formula to correctly calculate fees for long trades
2022-01-22 19:46:10 +01:00
f26cd19146
Merge index and mark rates as part of dataload
2022-01-22 19:45:46 +01:00
82c90c0049
Extract funding and mark mergin to separate method
2022-01-22 19:45:46 +01:00
84c6d92d4c
calculate_funding_fees is actually a public exchange interface (used in backtesting).
2022-01-22 19:45:46 +01:00
e9e7fd749b
Support funding-fees while running backtest
2022-01-22 19:45:43 +01:00
c6c97efed3
Remove unused method `_get_funding_fee`
2022-01-22 19:44:20 +01:00
ef3a1ea8f2
Split funding fee calculation from Download
2022-01-22 19:44:20 +01:00
17ae6a0c78
Harmonize short parameter name in stoploss_from_open()
2022-01-22 18:01:56 +01:00
40cd478c6d
Calculate stoploss_from_absolute for shorts
2022-01-22 18:01:02 +01:00
f090dcc597
Merge branch 'develop' into feat/short
2022-01-22 17:56:01 +01:00
56daafd6b7
Use realistic date for dry-run orders
2022-01-22 16:31:59 +01:00
01b331ee42
Merge pull request #6274 from italodamato/set-stoploss-at-trade-creation
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set stoploss at trade creation
2022-01-22 16:17:47 +01:00
7bef9a9b3e
Extract timeout handling from freqtradebot class
2022-01-22 15:59:10 +01:00
82f0d4d056
set stoploss at trade creation
2022-01-22 14:03:12 +00:00
bd4014e1e6
Small cleanup
2022-01-22 15:01:27 +01:00
a35b0b519a
Update forcebuy endpoint to support stake-amount
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closes #6223
2022-01-22 13:26:02 +01:00
fe5f61694b
Merge branch 'freqtrade:develop' into pos_adjust
2022-01-22 21:25:16 +09:00
1505ad451c
Merge pull request #6271 from freqtrade/fix/6267
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Allow @informative in webserver mode
2022-01-22 10:33:52 +01:00
9ecd7400c8
Allow NaN when calculating digests
2022-01-22 08:10:09 +01:00
f79decdb9c
Merge branch 'fix-docs' of https://github.com/stash86/freqtrade into fix-docs
2022-01-22 06:54:57 +00:00
05046b9eef
Add more info on status message
2022-01-22 06:54:49 +00:00
a43c088448
Allow @informative in webserver mode
2022-01-22 07:11:59 +01:00
3d94d7df5c
Update migrations for mariadb
2022-01-21 19:31:11 +01:00
c265f39323
Update sequences for postgres
2022-01-21 17:19:39 +01:00
19948a6f89
Try fix sequence migrations
2022-01-21 16:49:08 +01:00
5dca183b7b
Combine order and Trade migrations to better facilitate migrations in advanced DB systems
2022-01-21 16:49:08 +01:00
bb1d8fb54f
Improve message when no hyperopt fie is found
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closes #6266
2022-01-21 15:24:26 +01:00
3249f9fb98
Add max buys on status table
2022-01-21 08:27:54 +00:00
f3a152a5a2
Merge branch 'freqtrade:develop' into pos_adjust
2022-01-21 17:11:36 +09:00
730d2e3574
Merge pull request #6259 from stash86/fix-docs
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add "# Buys" column to status table
2022-01-21 07:49:21 +01:00
d02acb21c2
Add simple test for #buy header
2022-01-21 07:04:25 +01:00
748381c5cd
Update based on flake8
2022-01-21 00:35:22 +00:00
e35a1e4a01
fix flake8
2022-01-20 21:00:33 +00:00
a9f14ac119
show buy_tag only if not None
2022-01-20 18:44:09 +00:00
4e9f0d89af
add buy_tag to trade tooltip in plots
2022-01-20 17:17:58 +00:00
a6c7f45545
Update webserver backtseting to reuse prior results
2022-01-20 06:51:48 +01:00
e9baabce6f
Store results when backtesting via API
2022-01-20 06:35:18 +01:00
f30580e5f2
Update freqtradebot.py
2022-01-20 11:40:29 +09:00
5fb9511556
fix typo
2022-01-20 10:34:35 +09:00
62ea1a445e
add lines to show_config message
2022-01-20 10:03:26 +09:00
2e537df358
Update strategy_resolver.py
2022-01-20 09:07:59 +09:00
847e8977ca
Merge pull request #6255 from rokups/rk/backtest-result-caching-2
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Rework backtesting --no-cahche to --cache=[none, day, week, month].
2022-01-19 21:01:24 +01:00
afe46a55f7
Add documentation for --cache backtest option
2022-01-19 20:19:17 +01:00
d319204dea
Add note about legacy metadata format
2022-01-19 20:08:09 +01:00
ac93eea585
update
2022-01-19 21:58:24 +09:00
5fffc5033a
Rework backtesting --no-cahche to --cache=[none, day, week, month].
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Fix an issue where config modification during runtime would prevent use of cached results.
2022-01-19 11:44:35 +02:00
5525fdae1a
add max_buy_position_adjustment as attribute
2022-01-19 16:50:13 +09:00
3925e8a7e3
add "# Buys" column to status table
2022-01-19 16:14:21 +09:00
e04956be0e
Merge pull request #6185 from freqtrade/fix_funding_fee_calc
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cleanup funding fee tests
2022-01-19 06:57:44 +01:00
a4dbdb549d
added type spec
2022-01-19 01:37:47 +00:00
407c20412d
Pass dimensions to generate_estimator
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It's needed in order to create isotropic kernels for the GaussianProcessRegressor
2022-01-19 01:07:41 +00:00
1fb48a1f53
Add TODO-lev for "stoploss_from_absolute".
2022-01-18 16:52:34 +01:00
120639e84b
Merge pull request #6228 from clover-es/feat/short
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Stoploss from open for shorts
2022-01-18 16:49:58 +01:00
d918d24f08
Spreadfilter log % fix
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Both the following same
print(f'{3:.3%}')
print(f'{3 *100 :.3}%')
# 300.000%
2022-01-18 14:05:03 +05:30
3c06d31bbf
Merge pull request #6238 from stash86/fix-docs
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Add position adjustment On or Off on startup message
2022-01-17 20:32:27 +01:00
9c9c9f0171
Readd trailing white line
2022-01-17 20:00:35 +01:00
6c7a4230ad
Update comment about funding_fees calculation
2022-01-17 19:20:47 +01:00
3de843ab2c
Add eager-loading for orders. This allows access to trade.orders in all callbacks.
2022-01-17 13:23:37 +02:00
f9a935b9a3
Update rpc_manager.py
2022-01-17 16:37:06 +09:00
b6ad0f52e9
Merge branch 'freqtrade:develop' into fix-docs
2022-01-17 10:59:16 +09:00
edd2ea3699
Update rpc_manager.py
2022-01-17 10:57:10 +09:00
c02497e4b8
Merge pull request #6172 from rokups/rk/backtest-results-caching
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Backtest result reuse
2022-01-16 19:09:37 +01:00
2bcfc0c90c
Add warning about cache problems
2022-01-16 18:01:05 +01:00
d08885ed92
Fix empty "/log" endpoint in certain moments
2022-01-16 15:37:00 +01:00
5bb48eaed0
Replace Nan with 0 or None in backtesting
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part of #6224
2022-01-16 14:49:29 +01:00
69c00db7cd
Only show /balance % improvement if trades have been made
2022-01-16 13:39:50 +01:00
b96b0f89bd
improved unfilledtimeout defaults
2022-01-16 13:17:12 +01:00
6c4b261469
Convert nan to None in get_signal.
2022-01-16 08:04:39 +01:00
062d00e8f2
Fix @informative decorator failing with edge.
2022-01-15 17:31:16 +02:00
2b7405470a
Fix timerange check.
2022-01-15 17:30:40 +02:00
16861db653
Implement previous backtest result reuse when config and strategy did not change.
2022-01-15 17:30:40 +02:00
6684bff963
Dry-run orders should have filled set correctly
2022-01-15 15:25:16 +01:00
d28287880c
Add support for shorts in strategy.stoploss_from_open
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Signed-off-by: Guillermo Rodríguez <guillebep@gmail.com>
2022-01-15 04:30:30 +01:00
93adb436f8
Fix flake8 intention issue.
2022-01-14 20:25:29 +02:00
320c9ccf90
Unify functions and make it easy to get a list of filled buy orders
2022-01-14 20:02:35 +02:00
08cae6f067
Fix horrible whitespace mistake.
2022-01-13 20:44:03 +02:00
ffe69535d8
These could be properties.
2022-01-13 20:31:03 +02:00
13bc5c5d8f
Fine, this does look better.
2022-01-13 20:24:21 +02:00
678be0b773
Slightly move code.
2022-01-13 20:16:45 +02:00
faa35cb167
Small minor fixes
2022-01-13 17:18:07 +01:00
c826c9c2b9
Merge branch 'freqtrade:develop' into dca
2022-01-13 10:04:39 +02:00
a22e1b6500
minor spelling correction
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line 89 "Tim"->"Time"
2022-01-13 01:48:38 +00:00
e50b07ecb4
Make code compatible.
2022-01-11 12:05:57 +02:00
94f2c99989
Temporary fix for lazy loading. Probably we can do it better.
2022-01-11 11:43:32 +02:00
fbf026ac43
Fix sorting of imports.
2022-01-10 20:43:57 +02:00
3b7167ab07
Fix backtesting missing filled amounts in orders.
2022-01-10 20:30:40 +02:00
26f2db4777
Fix notify_enter attempting to fetch rate during testing.
2022-01-10 20:30:32 +02:00
30d293bfec
Fix bug with None in backtesting.
2022-01-10 20:16:11 +02:00
91b89c8c42
Improve docs, fix telegram message to show current rate.
2022-01-08 21:30:42 +02:00
195d601b8e
Fix notification message showing "Current rate" as the initial buy order desired rate.
2022-01-08 17:41:59 +02:00
0bca07a32a
Added min_stake, max_stake. Removed pair as its included in trade.
2022-01-08 17:20:02 +02:00
813a2cd23b
Add useful helper methods for adjust_trade_position implementation
2022-01-08 17:18:37 +02:00
2fb9e7940a
Improve "missing data" message
2022-01-08 14:39:09 +01:00
8e424f7c73
Merge branch 'freqtrade:develop' into dca
2022-01-08 14:57:15 +02:00
dad080f56f
Merge branch 'develop' into feat/short
2022-01-08 10:45:15 +01:00
c61acb9f19
removed rename todos
2022-01-08 03:09:47 -06:00
04976658da
Fix crash when using backtesting-show on a old backtestresult
2022-01-07 17:34:47 +01:00
522496d9e2
Add Compatibility code for BT_DATA_COLUMNS
2022-01-07 17:17:35 +01:00
11ace0f867
Instead of clearing `processed` dict, store `df_analyzed` (one with buy/sell signals) dataframe in it.
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It still saves memory because this dataframe is kept by DataProvider.
Fixes #6179 .
Amends #6133 (a715083fc0
2022-01-07 12:07:49 +02:00
46809f08fe
Merge branch 'develop' into feat/short
2022-01-07 10:13:16 +01:00
e540959c27
Remove btdata from generate_strategy_stats
2022-01-07 09:27:07 +01:00
1203d08d1e
generate_pair_metrics does not need processed dict
2022-01-07 09:27:07 +01:00
b77943af0d
Merge pull request #6173 from freqtrade/volume_quote_workaround
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Selectively convert quote to base volume in volumepairlist
2022-01-07 09:07:16 +01:00
d64f9030c1
Remove now unused codesegment
2022-01-07 08:04:01 +01:00
b3a4ecaf77
Remove old backtest format support
2022-01-06 19:49:25 +01:00
24ec78b11c
Quote-volumelist fix for gateio
2022-01-06 19:07:47 +01:00
326e3d1f8e
Selectively convert quote to base volume in volumepairlist
2022-01-06 19:07:43 +01:00
173524ea5b
Merge pull request #6170 from freqtrade/contract_workaround
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contractSize is a string coming from ccxt
2022-01-06 16:25:19 +01:00
7451b60501
increase okex candle limit
2022-01-06 05:31:23 -08:00
431fcdd76f
contractSize is a string comming from ccxt
2022-01-06 13:53:27 +01:00
a0f9c1bf7b
Avoid failure when calculating max-drawdown
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occurs if if no winning trade is recorded.
2022-01-06 13:51:15 +01:00
e88a1ab209
Improve VolumePairlist behaviour
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Filter pairs before downloading ohlcv candles - this will greatly speed up some instances.
2022-01-06 13:49:27 +01:00
72b2d4ab5f
Update FTX to support new standardized futures format
2022-01-06 11:16:26 +01:00
6ad521a0f7
Update apply_fee_conditional with note about futures
2022-01-06 10:22:28 +01:00
addba6597a
Merge pull request #6165 from freqtrade/drawdown_fixes
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Improved drawdown calculation
2022-01-06 09:56:05 +01:00
2a2392fd73
Update parameter name in docstring
2022-01-06 09:15:30 +01:00
33d95d245e
Fix unbounderror
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closes #6169
2022-01-06 08:48:30 +01:00
a9a6cf13f8
Add exit_tag to detail-sells
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closes #6159
2022-01-06 08:22:15 +01:00
4e2b9203d7
Remove no longer used BT_DATA_COLUMNS_MID
2022-01-05 20:40:59 +01:00
6abd6bceb9
Avoid recalculating statistics for comparison line
2022-01-05 20:16:48 +01:00
3d22497177
add warning for futures dust to freqtradebot.apply_fee_conditional
2022-01-05 00:57:36 -06:00
501f473164
Merge branch 'develop' into feat/short
2022-01-04 22:47:33 -06:00
8373a4e713
Small Adjustments to improve compatibility
2022-01-04 19:17:08 +01:00
4d9b4ddc28
Update hyperopt-tools to use account drawdown
2022-01-04 17:43:39 +01:00
09fae25c94
Fix some tests after drawdown calculation change
2022-01-04 17:07:31 +01:00
7a2b50ce8b
Update drawdown calculation to account drawdown
2022-01-04 17:07:31 +01:00
42579c0268
Drop hyperopt results legacy mode
2022-01-04 17:06:40 +01:00
b2a1124a26
Merge branch 'feat/short' of https://github.com/freqtrade/freqtrade into feat/short
2022-01-04 00:17:42 -06:00
e57c2d64a5
Merge pull request #5888 from samgermain/contract-sizes
...
Convert contract size to underlying asset size
2022-01-03 21:55:19 +01:00
d8cb61278f
Simplify contract conversion code
...
by reusing "get_contract_size"
2022-01-03 18:12:45 +01:00
707a6507b5
removed redundant todos
2022-01-02 21:46:06 -06:00
711a6a6dbc
Merge branch 'develop' into pr/xataxxx/6079
2022-01-02 22:21:41 +01:00
2116b0729f
Integration-test for DCA order
2022-01-02 20:20:56 +01:00
209ecc8732
Fix typo in bt_progress
2022-01-02 19:38:03 +01:00
Sam Germain
Matthias
lukasgor
Joe Schr
zx
Stefano Ariestasia
Rokas Kupstys
Arunavo Ray
Arunavo Ray
Verbalinsurection
Italo
Reigo Reinmets
Guillermo Rodríguez
Italo
மனோஜ்குமார் பழனிச்சாமி
Wings22Actual
Carlo Revelli