Commit Graph

8288 Commits

Author SHA1 Message Date
dingzhoufeng
9facd5b52a Merge branch 'feat/short' into fs_fix 2022-03-08 15:14:11 +08:00
dingzhoufeng
53ecdb931b add leverage 2022-03-08 12:26:43 +08:00
Matthias
3ff261e22c Update order time in force to use entry/exit wording 2022-03-07 19:55:15 +01:00
Matthias
d2a163e2cf rename column to liquidation_price 2022-03-07 17:16:33 +01:00
Matthias
6360ef029c Simplify and align liquidation price handling 2022-03-06 16:27:55 +01:00
Matthias
667054e1ad Reorder methods in trade object 2022-03-06 15:07:07 +01:00
Matthias
46e17c9762 Fix stoploss_pct set wrongly for short trades 2022-03-06 15:07:04 +01:00
Matthias
cc38f0656d Explicitly check for None to determine if initial stoploss was set
closes #6460
2022-03-06 15:06:57 +01:00
Matthias
76e5d5b232 Fix stake-amount handling for dry-run 2022-03-05 15:53:40 +01:00
Matthias
be4bc4955c Explicitly check for None to determine if initial stoploss was set
closes #6460
2022-03-05 14:12:14 +01:00
Matthias
2b1a8f2fbb Update binance stoploss to use correct stop order for futures 2022-03-05 13:57:54 +01:00
Matthias
8943d42509 Update telegram notifications to properly detect shorts 2022-03-04 19:42:33 +01:00
Matthias
9576fab621 Re-remove amount to precision from trade entry 2022-03-04 07:16:06 +01:00
Matthias
cee126a2cf extract stop_limit-rate calculation 2022-03-04 07:10:14 +01:00
Matthias
62dcebee46 Update stoploss method to new functionality 2022-03-04 07:07:34 +01:00
Matthias
0622654bcf Give tests a chance to pass 2022-03-04 06:50:42 +01:00
Sam Germain
488da9b875 Merge branch 'develop' into feat/short 2022-03-03 13:51:52 -06:00
Matthias
5ab72ac082 chore: realign enums imports 2022-03-03 07:07:33 +01:00
Matthias
9bcc79e118 Use parsed TradingMode from config 2022-03-03 07:06:13 +01:00
Matthias
f558d4b132
Merge pull request #6467 from samgermain/backtest-liq
Liquidation price in backtesting
2022-03-03 06:50:32 +01:00
Matthias
761ac6685a
Merge pull request #6489 from samgermain/gateio-market
gateio market orders futures
2022-03-03 06:34:06 +01:00
Sam Germain
dfb72d8a2f gateio market orders futures 2022-03-02 21:37:53 -06:00
Matthias
e9456cdf15 Update trade response to use a single Order object 2022-03-02 19:58:08 +01:00
Matthias
17c9c3caf3 Enable orders via API 2022-03-02 19:58:08 +01:00
Matthias
eb30c40e0c Fix hyperopt for futures 2022-03-02 19:50:16 +01:00
Matthias
c5cf73e67b hdf5 datahandler should also create directory 2022-03-02 19:41:14 +01:00
Matthias
d4fbb785b5
Merge pull request #6458 from stash86/pos_adjust
Hide sell_reason if a trade is still open
2022-03-02 07:23:49 +01:00
Matthias
f74de1cca3 Improve Backtesting "wrong setup" message to include tradable_balance 2022-03-01 19:46:13 +01:00
Matthias
54165662ce Don't require unfilledtimeout, it's optional. 2022-03-01 19:41:26 +01:00
Matthias
69cfb0b278 Revert change to telegram - this should be handled at the source 2022-03-01 19:32:25 +01:00
Matthias
c2b90afa61 Merge branch 'develop' into pr/stash86/6458 2022-03-01 19:31:36 +01:00
Matthias
a2c9879375 Reset sell-reason if order is cancelled 2022-03-01 19:30:16 +01:00
Matthias
736a930152 Update small things 2022-03-01 19:23:14 +01:00
Matthias
f26247e8e0 Revert wrong version string 2022-03-01 19:08:04 +01:00
Matthias
e8206bc751 Simplify backtesting enter_Trade 2022-02-28 20:10:23 +01:00
Matthias
1b07ad92cf Merge branch 'feat/short' into pr/samgermain/6467 2022-02-28 20:07:19 +01:00
Matthias
c745f5828c Update comments to clarify it's supposed to be a "offline" call 2022-02-28 20:05:14 +01:00
Matthias
79538368db Simplify liquidation price calculation 2022-02-28 19:47:21 +01:00
Matthias
ab46476e63 Rename get_liquidation method 2022-02-28 19:42:26 +01:00
Matthias
1d27cbd01f Simplify leverage_prep interface 2022-02-28 19:34:10 +01:00
Matthias
8e2d3445a7 Move leverage_prep calculations to exchange class 2022-02-28 19:29:42 +01:00
Matthias
bc92225441 Add todo about leverage_prep 2022-02-28 19:23:14 +01:00
Matthias
68bc2a6107 Add huobi to ccxt compat tests 2022-02-28 07:00:52 +01:00
Matthias
7948224892 leverage_prep should also becalled after filling a entry ordre 2022-02-27 21:14:28 +01:00
Sam Germain
b103045a05 backtesting._enter_trade update liquidation price on increased position 2022-02-27 12:09:45 -06:00
Sam Germain
6fdcc714bf backtesting margin_mode key fix 2022-02-27 11:59:27 -06:00
Matthias
437b12fab7 Use trade.* props where possible 2022-02-27 17:16:38 +01:00
Matthias
33be14e7e2 Update stake_amount calculation with multiple entries when using leverage 2022-02-27 17:09:29 +01:00
Matthias
0ebf40f390 Don't call amount_to_precision twice on entry 2022-02-27 15:57:44 +01:00
Matthias
1b6548c8d8 Don't modify leverage through DCA 2022-02-27 15:44:23 +01:00
Matthias
536f54cfc6 is_short for forceentries 2022-02-27 15:44:23 +01:00
Matthias
f0f5a50975 Update tests to test DCA for shorts 2022-02-27 15:44:23 +01:00
Matthias
eed516a5c6 Update DCA logic to some extend 2022-02-27 15:44:23 +01:00
Matthias
bcfa73d492 Add "nr_of_successfull_entries" 2022-02-27 15:44:23 +01:00
Sam Germain
8af2ea754f add margin mode to backtesting 2022-02-26 14:11:21 -06:00
Sam Germain
78194559f4 persistence.adjust_stop_loss accounts for leverage 2022-02-26 13:55:37 -06:00
Sam Germain
ac433eebfe stoploss in freqtradebot leverage adjustment 2022-02-26 13:55:37 -06:00
Sam Germain
6dbd249570 backtesting._enter_trade get liquidation_price and backtesting._leverage_prep 2022-02-26 13:55:01 -06:00
Matthias
92ad353169 Fix OKX exception 2022-02-26 20:13:24 +01:00
Sam Germain
fbcd260bf6 flake8 import issues 2022-02-26 09:05:51 -06:00
Sam Germain
f5ea7827e0 removed gateio.get_max_leverage and gateio.get_maint_ratio_and_amt 2022-02-26 09:05:51 -06:00
Sam Germain
6cd01c45d5 exchange.get_leverage_tiers and exchange.get_market_leverage_tiers 2022-02-26 09:05:51 -06:00
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