Commit Graph

7843 Commits

Author SHA1 Message Date
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
Matthias
cf7edace2b
Merge pull request #6312 from freqtrade/short_informative_decorator
Short informative decorator
2022-01-30 15:33:52 +01:00
Matthias
000b8ff281
Merge pull request #6306 from freqtrade/short_forceentry
add `/forcelong` and `/forceshort` commands
2022-01-30 07:36:14 +01:00
Matthias
8a6823deb1 Convert InformativeData to dataclass 2022-01-29 19:59:54 +01:00
Matthias
ab932d8398 Properly detect default candle type 2022-01-29 14:31:58 +01:00
Matthias
463714832d Merge branch 'develop' into feat/short 2022-01-29 14:19:30 +01:00
Matthias
e7409e74c2 Remove default from position_adjustment (otherwise strategy parameters won't work anymore) 2022-01-28 19:21:42 +01:00
Matthias
c620e38c7d Informative decorator updates for futures 2022-01-28 19:17:46 +01:00
Matthias
fb3c67d86b Accept that keys sometimes are not provided 2022-01-28 17:07:34 +01:00
Matthias
fdea4fcb1b Remove some todo's 2022-01-28 15:52:12 +01:00
Matthias
571ddceaf6
Merge pull request #6310 from Verbalinsurection/perso
Fix ETH duplicate in CoinGecko
2022-01-28 12:35:44 +01:00
Verbalinsurection
660f474ab8 Fix ETH duplicate in CoinGecko 2022-01-28 10:26:31 +01:00
Matthias
138e867a68 Filter tickers on stake-currency for kraken 2022-01-28 07:20:47 +01:00
Matthias
82e193d9f0
Merge pull request #6260 from stash86/pos_adjust
Add max_buy_position_adjustment as attribute
2022-01-27 20:13:51 +01:00
Matthias
108018b30b
Merge pull request #6231 from freqtrade/funding_rate_backtest
Funding rate backtest
2022-01-27 17:01:28 +01:00
Matthias
002226f5fd Update setting to max_entry_position_adjustment 2022-01-27 16:57:50 +01:00
Matthias
c4f71cc103 More forceenter updates 2022-01-27 07:38:11 +01:00
Matthias
6e72effbf0 Update forcebuy telegram tests 2022-01-27 06:31:45 +01:00
Matthias
0a52d79208 Update forcesell to work as forceexit 2022-01-26 20:17:00 +01:00
Matthias
7afaf4b5d4 Add /forceshort command 2022-01-26 19:53:46 +01:00
Matthias
e2ddea79ee Add "market" to /show_config 2022-01-26 19:49:15 +01:00
Matthias
be7ce208dc Update tests to test forceenter endpoint 2022-01-26 19:24:01 +01:00
Matthias
48d8cd82af _rpc_forcebuy 2022-01-26 19:11:01 +01:00
Matthias
4998f3bdd7 Add order_side to forcebuy endpoint 2022-01-26 19:07:44 +01:00
Matthias
67651e013e Add /forceenter endpoint 2022-01-26 07:10:38 +01:00
Matthias
88ccfedd32 Improve wording of "no history found" error 2022-01-26 06:53:00 +01:00
Matthias
b6943f3bca
Merge pull request #6296 from freqtrade/python_37_remove
Update references to remove python 3.7 support
2022-01-25 20:01:14 +01:00
Matthias
12c79967f5
Merge pull request #6258 from italodamato/pass_dimensions_to_generate_estimator
Pass dimensions to generate_estimator
2022-01-25 19:37:22 +01:00
Matthias
13978e9893
Merge pull request #6276 from clover-es/feat/short
Add support for shorts in strategy.stoploss_from_absolute()
2022-01-25 19:11:05 +01:00
Italo
30b27ae736 explicit dtype 2022-01-25 12:29:55 +00:00
Italo
f7a5b2cb71 explicit dimensions, added **kwargs, updated docs 2022-01-25 11:43:40 +00:00
Matthias
d9347e9900 Update references to remove python 3.7 support 2022-01-25 06:43:36 +01:00
Matthias
f7be93aaa6 leverage limits can be None, so we need to check for that 2022-01-25 06:30:03 +01:00
Stefano Ariestasia
0fa7986369
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-25 10:30:18 +09:00
Matthias
194a5ce3cc Update advanced strategy template with missing methods 2022-01-24 07:02:02 +01:00
Matthias
e252830229 Add entry_tag to "entry" callbacks 2022-01-24 07:02:01 +01:00
Reigo Reinmets
451eca51c8 Optimise the multiple usages of the same timestamp. 2022-01-23 20:58:25 +02:00
Reigo Reinmets
e67a54f7a9 Fix missing order time info in backtesting. 2022-01-23 20:52:35 +02:00
Matthias
daee59f4f1 Reorder interface methods 2022-01-23 19:20:31 +01:00
Matthias
57067ce88d Add tests for max_adjustment_buy handling 2022-01-23 19:07:37 +01:00
Matthias
7429f535c1 Imrpove code by reusing available properties 2022-01-23 18:59:09 +01:00
Matthias
62df044618
Merge pull request #6279 from xataxxx/develop
Fix position adjustment not counting older orders because of missing average field value
2022-01-23 17:42:51 +01:00
Matthias
4b6f9121ca
Merge pull request #6275 from freqtrade/extract_timedout_from_ftbot
Extract timedout from ftbot
2022-01-23 17:28:10 +01:00
Reigo Reinmets
6613e3757a Additional fix 2022-01-23 18:09:57 +02:00
Matthias
09db4bcadd Don't use strings, use methods directly 2022-01-23 17:00:00 +01:00
Reigo Reinmets
51b94889b2 Just in case also check for closed to avoid counting in canceled orders. 2022-01-23 17:56:41 +02:00
Reigo Reinmets
8c79d55739 Fix issue #6268 2022-01-23 17:44:16 +02:00
Matthias
821a9d9cdc Add current_time to check_timeout functions for convenience 2022-01-23 08:10:35 +01:00
Stefano Ariestasia
cc3852daf3 Add defaults to constants.py and update docs 2022-01-23 03:54:58 +00:00
Matthias
ad28543d4d Update kraken calculation 2022-01-22 19:46:11 +01:00
Matthias
a0c0c4dcbe Update funding_fee formula to correctly calculate fees for long trades 2022-01-22 19:46:10 +01:00
Matthias
f26cd19146 Merge index and mark rates as part of dataload 2022-01-22 19:45:46 +01:00
Matthias
82c90c0049 Extract funding and mark mergin to separate method 2022-01-22 19:45:46 +01:00
Matthias
84c6d92d4c calculate_funding_fees is actually a public exchange interface (used in backtesting). 2022-01-22 19:45:46 +01:00
Matthias
e9e7fd749b Support funding-fees while running backtest 2022-01-22 19:45:43 +01:00