orehunt
|
20abb379aa
|
trim trades to the available ohlcv data before plotting profits
|
2020-04-06 15:54:17 +02:00 |
|
Matthias
|
41d5c40f10
|
Correctly test drawdown plot
|
2020-04-05 14:44:44 +02:00 |
|
Matthias
|
e204170eb6
|
Fix max_drawdown bug finding low before high!
|
2020-04-05 14:29:40 +02:00 |
|
Matthias
|
9d7ad23d42
|
Fix test leakage
|
2020-04-02 08:20:50 +02:00 |
|
Matthias
|
eab6c9c5f2
|
Fix message
|
2020-04-01 20:50:00 +02:00 |
|
Matthias
|
0d51383b57
|
Format logmessages correctly
|
2020-04-01 20:31:21 +02:00 |
|
Matthias
|
ba03d96961
|
Test 5s offset on since
|
2020-04-01 20:04:36 +02:00 |
|
Matthias
|
ff9caf790b
|
remove trade duplicates in datahandler
|
2020-04-01 19:45:46 +02:00 |
|
Matthias
|
0506caf986
|
Implement trades_remove_dulicates
|
2020-04-01 19:45:38 +02:00 |
|
Matthias
|
bac0eaab03
|
fix convert to ohlcv
|
2020-04-01 19:45:35 +02:00 |
|
Matthias
|
d76bb1ccf4
|
Use List of Lists instead of list of Dicts for trades data
|
2020-04-01 19:45:21 +02:00 |
|
Matthias
|
1659ddcc5d
|
Add conversion function from fetch_trades to list
|
2020-04-01 19:45:21 +02:00 |
|
Matthias
|
3e1bef888a
|
Fix flake8 error
|
2020-03-18 19:40:13 +01:00 |
|
Fredrik81
|
0920d6fce4
|
Update freqtrade/data/btanalysis.py
Co-Authored-By: Matthias <xmatthias@outlook.com>
|
2020-03-18 11:01:09 +01:00 |
|
Fredrik81
|
8c33e07dc6
|
Update based on comments
|
2020-03-15 21:20:32 +01:00 |
|
hroff-1902
|
57ff3ff450
|
Merge branch 'develop' into plot-trades
|
2020-03-15 13:31:00 +03:00 |
|
Matthias
|
0f1640bed4
|
convert exportfilename to Path when config parsing
|
2020-03-15 09:39:45 +01:00 |
|
Fredrik81
|
27faf12fde
|
Fix if no file exists
|
2020-03-14 22:15:03 +01:00 |
|
hroff-1902
|
59fadabb5b
|
Fix merging
|
2020-03-13 20:26:14 +03:00 |
|
hroff-1902
|
51f52c8609
|
Merge branch 'develop' into no-ticker-2
|
2020-03-13 16:43:52 +03:00 |
|
Matthias
|
6f67b8d9b9
|
iCheck after clean_dataframe, too
|
2020-03-12 19:50:46 +01:00 |
|
Matthias
|
129a88d5da
|
Extract emptyness check to it's own method
|
2020-03-11 19:53:28 +01:00 |
|
orehunt
|
3eaae4661d
|
check again for emptiness after trimming dataframe
|
2020-03-09 17:51:21 +01:00 |
|
hroff-1902
|
3208faf7ed
|
Do not use ticker where it's not a ticker
|
2020-03-08 20:47:02 +03:00 |
|
Matthias
|
9d8970a76b
|
Add test and formatting to drawdown
|
2020-03-03 20:23:44 +01:00 |
|
Matthias
|
33a63562cb
|
make drawdown function less restrictive
|
2020-03-03 07:23:38 +01:00 |
|
Matthias
|
e050511ddc
|
Add test for max_drawdown calculation
|
2020-03-03 07:20:41 +01:00 |
|
Matthias
|
3479f7d986
|
Add max_drawdown function
|
2020-03-03 07:15:03 +01:00 |
|
hroff-1902
|
e2e6b940a3
|
copy=False does not make the changes inline anyway, so not needed
|
2020-02-22 19:54:19 +03:00 |
|
hroff-1902
|
c651e0ac82
|
Fix #2948
|
2020-02-22 19:46:40 +03:00 |
|
Matthias
|
3186add87b
|
Use explicit column list for float parsing
|
2020-02-22 14:46:54 +01:00 |
|
Matthias
|
7ecc56fa44
|
Load ohlcv data as float
|
2020-02-22 13:10:41 +01:00 |
|
Matthias
|
d65a06947d
|
Merge branch 'develop' into data_handler
|
2020-02-09 15:16:43 +01:00 |
|
hroff-1902
|
f3d500085c
|
Add some type hints
|
2020-02-02 07:00:40 +03:00 |
|
Matthias
|
41945138ac
|
Converting pairs from filename to pair corrected
|
2020-01-05 13:35:36 +01:00 |
|
Matthias
|
4eaaec9d1a
|
Implement pair_to_filename to datahandler
includes tests - taken from #2744 and modified to adapt to new structure
|
2020-01-05 10:36:08 +01:00 |
|
Matthias
|
f82c4346b6
|
data conversion, not data conversation
* we're not talking to the data yet ...
|
2020-01-05 09:55:02 +01:00 |
|
Matthias
|
2409261cb7
|
Merge branch 'develop' into data_handler
|
2020-01-04 11:36:27 +01:00 |
|
Matthias
|
2c8e8d8ef6
|
Align columns for btanalysis loading
|
2020-01-02 09:51:47 +01:00 |
|
Matthias
|
699c0d6bc3
|
Merge branch 'develop' into data_handler
|
2019-12-30 19:40:43 +01:00 |
|
Matthias
|
1ffda29fd2
|
Adjust improts to new exception location
|
2019-12-30 15:02:17 +01:00 |
|
Matthias
|
814cc20c6b
|
Remove potential circular import
|
2019-12-28 19:58:41 +01:00 |
|
Matthias
|
f4a532ef6d
|
Pass format to load_data
|
2019-12-28 14:57:39 +01:00 |
|
Matthias
|
ae1b28aab7
|
Remove get_datahandlerclass from package exposes
|
2019-12-28 14:32:11 +01:00 |
|
Matthias
|
66d18575a7
|
Implement abstract interface
|
2019-12-28 11:10:31 +01:00 |
|
Matthias
|
9e4fc00a0f
|
Add test for convert_ohlcv
|
2019-12-28 11:03:06 +01:00 |
|
Matthias
|
28787a001c
|
Move convert functions to convert module
|
2019-12-28 11:02:34 +01:00 |
|
Matthias
|
6860491189
|
Rename datahandler module to history module
Also move previous history.py into this module - so everything is
bundled
|
2019-12-28 11:01:42 +01:00 |
|
Matthias
|
9c5b94adf5
|
Pass data_format to methods
|
2019-12-28 11:01:42 +01:00 |
|
Matthias
|
d65c1eea7a
|
Add some tests for datahandler
|
2019-12-28 11:01:42 +01:00 |
|
Matthias
|
8a030e7fc0
|
Use exists instead of is_file
|
2019-12-28 11:01:42 +01:00 |
|
Matthias
|
a3144cb2f0
|
remove trim_tickerlist
|
2019-12-28 11:01:42 +01:00 |
|
Matthias
|
d1b52809ac
|
Cleanup history
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
d06777b8ce
|
Remove old "load_cached_data" method
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
7a6476c9ba
|
Update tests
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
df085a6f15
|
Fix small bug and test
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
c648d973c1
|
Implement new "load_data_for_updating" method based on dataframes
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
ec8fb5f308
|
Make no-data warning optional
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
b83487a70d
|
Extract default dataframe columns to constant
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
91c70a0e9c
|
Change to use ohlcv_purge
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
37c5b68987
|
Move dataframe validation to abstract class
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
e861f05b75
|
Move dataframe trim to within jsondatahandler
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
552c93abf0
|
Improve some docstrings
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
b7c1d55491
|
Modify tests to point to datahandlers
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
9876d126ca
|
Use handler for trades
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
9547d47ae2
|
Initialize datahandlers
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
5fca17d7e1
|
Allow initializing handler-class just once
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
416517b0c9
|
Move trim_dataframe from history to converter
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
9d8ea2f13b
|
Replace calls to load_tickerdata_file with DataHandler calls
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
88fa7fc24c
|
Simplify validate dataframe method
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
53ee636fa0
|
Check if file exists before loading
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
873f5dbe6b
|
Revrite validate_pairdata to work with pandas
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
db520a09ee
|
Trim dataframe, not tickerlist
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
866908d2ca
|
Load and save using pandas internal function
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
d9e7d64f33
|
Split parse_ticker_dataframe some logic to clean_ohlcv_dataframe.
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
1b90ec58b9
|
Use changed pair-handling for providers
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
d923bab828
|
Remove abstract interface for now
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
48728e2d66
|
Change DataProvider interface to accept pair per method
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
e529a4c261
|
Fix typehint for get_datahandlerclass
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
c6d6dbfdb1
|
Implement jsondatahandler file store
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
abc6b9459a
|
Add ohlcv_store call to convert_ohlcv
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
2a728ee68f
|
fix bug in find-files
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
ef0fcb0e0f
|
Make data-finding safe
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
e5a61667dd
|
Implement first version of jsondatahandler
|
2019-12-28 11:00:22 +01:00 |
|
Matthias
|
bb8acc61db
|
Convert datadir within config to Path
(it's used as Path all the time!)
|
2019-12-23 15:11:29 +01:00 |
|
hroff-1902
|
cf4c3642ce
|
Minor improvements in data.history
|
2019-12-18 01:06:03 +03:00 |
|
hroff-1902
|
021fa1ca1a
|
Merge pull request #2678 from hroff-1902/dataprovider-history-split-refresh
Dataprovider history: split refresh part
|
2019-12-18 00:30:47 +03:00 |
|
hroff-1902
|
3a542bce62
|
Merge pull request #2674 from freqtrade/bt_trade_open_price
Pre-calculate open_trade_price
|
2019-12-17 21:51:13 +03:00 |
|
hroff-1902
|
1537389617
|
Remove startup_candles argument in refresh_data
|
2019-12-17 18:23:31 +03:00 |
|
hroff-1902
|
b2796f99b6
|
Remove redundant refresh_pair_history
|
2019-12-17 14:06:21 +03:00 |
|
hroff-1902
|
60f89c8c01
|
Split refresh from load_data/load_pair_history
|
2019-12-17 13:43:42 +03:00 |
|
Matthias
|
a2964afd42
|
Rename profit_percent to profit_ratio to be consistent
|
2019-12-17 08:53:30 +01:00 |
|
hroff-1902
|
0277cd82ea
|
Make mypy happy
|
2019-12-16 23:25:57 +03:00 |
|
hroff-1902
|
a6fc743d85
|
Align code in _download_*_history()
|
2019-12-16 22:12:26 +03:00 |
|
hroff-1902
|
fa968996ed
|
Remove useless check
|
2019-12-16 22:01:26 +03:00 |
|
hroff-1902
|
4cd45b6535
|
Rename download_*_history as non-public
|
2019-12-16 21:57:03 +03:00 |
|
hroff-1902
|
2af9ffa7f2
|
Align refresh_backtest_ to each other
|
2019-12-16 21:43:33 +03:00 |
|
Matthias
|
7c7ca1cb90
|
Remove min (plural) from codebase
|
2019-12-11 07:12:37 +01:00 |
|
Matthias
|
054484ad73
|
load_pair_history should not return None, but an empty dataframe if no
data is found
|
2019-12-04 06:57:44 +01:00 |
|
Matthias
|
c8c48156dd
|
Don't load trades twice ...
|
2019-11-13 20:44:55 +01:00 |
|
Matthias
|
6ac73f7cde
|
Update missed strings
|
2019-11-13 11:28:26 +01:00 |
|
Matthias
|
1c57a4ac35
|
more replacements of ticker_interval
|
2019-11-12 15:13:06 +01:00 |
|
Matthias
|
08aedc18e1
|
Exchange ticker_interval with timeframe in some more places
|
2019-11-12 15:13:06 +01:00 |
|
Matthias
|
e4bdb92521
|
Replace some occurances of ticker_interval with timeframe
|
2019-11-12 15:13:06 +01:00 |
|
Matthias
|
da57396d07
|
Fix UTC handling of timestamp() conversation in fetch_my_trades
|
2019-11-08 06:55:07 +01:00 |
|
hroff-1902
|
f435384bf0
|
Merge pull request #2451 from freqtrade/bt_analysis_maxopen
Bt analysis maxopen at any time
|
2019-11-01 00:13:31 +03:00 |
|
hroff-1902
|
3149c12a14
|
Merge pull request #2444 from freqtrade/sql_cleanup
Fix scoped_session and add Documentation for strategy
|
2019-10-31 23:19:30 +03:00 |
|
Matthias
|
5dcf28cafb
|
Reduce frequency of "startup-period" message
|
2019-10-31 06:57:37 +01:00 |
|
Matthias
|
dd408aa5d6
|
Add analyze_trade_parallelism analysis function
|
2019-10-30 14:07:23 +01:00 |
|
Matthias
|
dac88c6aed
|
extract Find parallel trades per interval
|
2019-10-30 13:35:55 +01:00 |
|
Matthias
|
26a5800a7f
|
Extract get_trades function
|
2019-10-30 11:12:49 +01:00 |
|
hroff-1902
|
5254059fe4
|
Merge pull request #2430 from freqtrade/startup_period_bt
Add Startup period for strategies
|
2019-10-28 23:33:30 +03:00 |
|
Matthias
|
e82460bde6
|
Fix create_cum_profit to work with trades that don't open on candle
opens
|
2019-10-28 14:24:12 +01:00 |
|
Matthias
|
61c037f2cf
|
Fix some typos and comment mistakes
|
2019-10-28 13:05:54 +01:00 |
|
Matthias
|
132a4da7cf
|
Small style fixes and adjusted tests
|
2019-10-27 10:56:38 +01:00 |
|
Matthias
|
33164ac78e
|
Refactor loading of bt data to backtesting ...
|
2019-10-27 09:44:56 +01:00 |
|
Matthias
|
704121c197
|
Move most logic to history
|
2019-10-27 09:44:56 +01:00 |
|
Matthias
|
9e7e051eb4
|
add trim-dataframe method
|
2019-10-27 09:44:56 +01:00 |
|
hroff-1902
|
14755779de
|
Merge pull request #2391 from freqtrade/plot_trades_in_min
[minor][plot] Plotting trades from database should show correct duration
|
2019-10-20 20:11:01 +03:00 |
|
hroff-1902
|
4f17511fdc
|
Merge pull request #2393 from freqtrade/remove_timeframe
Remove non-date based timeframe selection
|
2019-10-19 22:05:44 +03:00 |
|
Matthias
|
16e10d99b9
|
Remove timeframe logic for non-date entries
|
2019-10-19 15:10:48 +02:00 |
|
Matthias
|
f41c659cb2
|
Plotting trades from database should show correct duration
|
2019-10-19 13:18:52 +02:00 |
|
Matthias
|
13e80e449c
|
cleanup and better docstring
|
2019-10-14 06:22:10 +02:00 |
|
Matthias
|
3e4617be37
|
add pandas-based converter-functions
|
2019-10-13 19:25:16 +02:00 |
|
Matthias
|
2374cda8d0
|
Cleanup and tests for refresh_backtest_trades
|
2019-10-13 13:15:22 +02:00 |
|
Matthias
|
0d592f6c55
|
Refactor trade downloading to handle exceptions only once
|
2019-10-13 13:15:22 +02:00 |
|
Matthias
|
476adf872a
|
Add conversion from trades to ohlcv at different intervals
|
2019-10-13 13:15:22 +02:00 |
|
Matthias
|
9584629f50
|
Rename argument from dl_path to datadir
|
2019-10-13 13:15:22 +02:00 |
|
Matthias
|
8069cd6689
|
add refresh_trades_ method
|
2019-10-13 13:15:22 +02:00 |
|
Matthias
|
19f3669fbd
|
add docstring
|
2019-10-13 13:15:22 +02:00 |
|
Matthias
|
6e952a0aa8
|
Capture downloaded data
|
2019-10-13 13:15:22 +02:00 |
|
Matthias
|
2c0bb71a6e
|
Add download_trades_history()
|
2019-10-13 13:15:22 +02:00 |
|
Matthias
|
d250b67f33
|
Add load/store trades data
|
2019-10-13 13:15:22 +02:00 |
|
Matthias
|
42b8241541
|
use gz to save / load trades data
|
2019-10-13 13:15:22 +02:00 |
|
Matthias
|
63e87ef85b
|
Add pair_trades_filename
|
2019-10-13 13:15:22 +02:00 |
|
Matthias
|
5e23cc719d
|
Add tests for orderbook and market in dataprovider
|
2019-10-10 19:38:01 +02:00 |
|
Matthias
|
bba5f54722
|
Merge pull request #2335 from hroff-1902/dataprovider-market
Allow to use market data in the strategies
|
2019-10-10 16:54:04 +02:00 |
|
hroff-1902
|
211b9cbe04
|
Cleanup in data.history
|
2019-10-06 18:35:09 +03:00 |
|
hroff-1902
|
3ac5b91899
|
Add market() method to dataprovider
|
2019-10-03 02:58:45 +03:00 |
|
hroff-1902
|
0268bfdbd4
|
Minor: fix typo in comment
Minor cosmetics. typo caught.
|
2019-09-26 02:04:48 +03:00 |
|
Matthias
|
508a35fc20
|
Update comment as to why certain points have not been removed
|
2019-09-20 20:20:16 +02:00 |
|
Matthias
|
9cedbc1345
|
Cleanup history.py and update documentation
|
2019-09-20 20:16:49 +02:00 |
|
Matthias
|
1cd8ed0c1a
|
Remove --refresh-pairs
|
2019-09-20 20:02:07 +02:00 |
|
hroff-1902
|
dda513c923
|
Minor class cosmetics
|
2019-09-12 12:13:20 +03:00 |
|
Jonathan Raviotta
|
a5510d14e9
|
de-mangling
|
2019-09-09 06:58:41 +02:00 |
|
Matthias
|
972b8a1726
|
Remove defaulting to test_data folder when no datadir is present
|
2019-09-07 21:06:20 +02:00 |
|
Matthias
|
816d942ded
|
Merge branch 'develop' into plot_commands
|
2019-08-30 20:42:58 +02:00 |
|
Matthias
|
3232251fea
|
Refactor downloading ohlcv from utils to history
|
2019-08-25 15:01:27 +02:00 |
|
Matthias
|
2ae398913d
|
Fix bug in bt-analysis when multiple trades sell at the same time
|
2019-08-24 15:11:31 +02:00 |
|
Matthias
|
545e5c5bc6
|
simplify load_trades call
|
2019-08-24 15:11:31 +02:00 |
|