Commit Graph

10695 Commits

Author SHA1 Message Date
Rahul
1a74ede126 Merge branch 'feature' of github.com:LangLazy/freqtrade into feature 2023-02-16 17:54:20 -05:00
Rahul Gudise
07c886a2b1
Merge branch 'freqtrade:develop' into feature 2023-02-16 17:54:14 -05:00
Rahul
b73089deb8 fixed a test 2023-02-16 17:51:50 -05:00
robcaulk
be85ef2707 add documentation for shuffle_after_split, add to constants 2023-02-16 18:50:11 +01:00
robcaulk
b6a741b421 merge develop into feat/shuffle_after_split 2023-02-16 18:46:01 +01:00
robcaulk
36d65e00f9 generalize model_exists() for RL and Keras 2023-02-16 18:33:40 +01:00
Matthias
8ef110cc5f Rename ob variable to orderbook 2023-02-16 06:38:58 +01:00
Matthias
de7d274fcf Pass orderbook to dry-run fill logic 2023-02-16 06:38:58 +01:00
Matthias
7c10921564 Improve Orderbook typing to align for diff. exchanges 2023-02-16 06:38:58 +01:00
Matthias
ecff21ac21 type Orderbook 2023-02-15 07:01:36 +01:00
Matthias
3397e47ccf Rename stoploss() to create_stoploss() 2023-02-14 20:42:08 +01:00
Matthias
6e55a873b3 Rename edge.stoploss to get_stoploss
this will make it clear that it's different from
2023-02-14 07:18:11 +01:00
Matthias
bddec476f9 Fix missing typehint in hyper.py 2023-02-13 20:13:26 +01:00
Matthias
cdd324d0a9 Rename stoploss_reached to ft_stoploss_reached 2023-02-13 20:08:54 +01:00
Matthias
ce7d24f529 Extract ft_stoploss_adjust to seperate method 2023-02-13 19:53:04 +01:00
Matthias
69d5459460 Improve stop behavior in SIGTERM cases (docker). 2023-02-13 18:25:15 +01:00
hippocritical
69a63975c1
Merge branch 'freqtrade:develop' into strategy_utils 2023-02-12 20:11:15 +01:00
Rahul
a3cc001f1b initial commit 2023-02-11 18:31:25 -05:00
Matthias
a3b4678ad6 stoploss_price_type for gate 2023-02-11 13:02:55 +01:00
Matthias
c229ba97a9 Update gateio terminology to Gate 2023-02-11 08:15:11 +01:00
robcaulk
8873a565ee expose raw features to the environment for use in calculate_reward 2023-02-10 15:48:18 +01:00
robcaulk
154b6711b3 use function level noqa ignore 2023-02-10 15:26:17 +01:00
robcaulk
4fc0edb8b7 add pair to environment for access inside calculate_reward 2023-02-10 14:45:50 +01:00
Matthias
eab724fe54 Merge branch 'develop' into fut/stop_price_type 2023-02-09 20:02:59 +01:00
Matthias
3d22ad36b8 Show Config should contain stoploss-on-exchange status 2023-02-08 07:08:42 +01:00
Matthias
102c1e799c realign binance set_leverage override 2023-02-08 07:08:42 +01:00
Matthias
997df2032e Add response_log for set_leverage 2023-02-08 07:08:42 +01:00
Matthias
c15e10fe1f Improve logic for initially placed stoploss 2023-02-08 07:08:42 +01:00
Matthias
5a61e076d7 Remove unused import 2023-02-07 19:19:59 +01:00
Matthias
953be8a7f8 Split validate_order_types to 2 functions to allow selective application 2023-02-07 18:00:44 +01:00
Matthias
8c0c2496c2 Temporarily disable gate advanced stop orders 2023-02-07 07:13:57 +01:00
Matthias
81619fb4a0 Properly use sqlalchemy column types 2023-02-06 19:51:51 +01:00
Matthias
82dad7ab17
Merge pull request #8086 from freqtrade/feat/cancel_order
Cancel open orders through UI/telegram
2023-02-06 19:43:21 +01:00
Matthias
b8a527e4a0 Add gateio price type field 2023-02-05 10:46:24 +01:00
Matthias
3497de3dd5 Add more validation 2023-02-05 10:38:58 +01:00
Matthias
2738c37845 Test stoploss validation ... 2023-02-05 10:38:58 +01:00
Matthias
c4fc811619 Add stop_price_type support (futures only!). 2023-02-05 10:38:58 +01:00
Matthias
a9241f61f9 Add Price Type Enum 2023-02-05 10:38:58 +01:00
Matthias
801714a588 Update function signatures in all templates
add typehints to help the user's editor suggest the right things.
2023-02-04 20:04:16 +01:00
robcaulk
0dd2472385 add metadata param to docstrings 2023-02-04 16:56:36 +01:00
robcaulk
e569f6f6df add explicit metadata argument to example strat, include it with backtesting 2023-02-04 16:53:17 +01:00
robcaulk
5da60b718d pass metadata dictionary to feature_engineering_* and set_freqai_targets functions. Add doc 2023-02-04 13:47:11 +01:00
Matthias
55850a5ccd Skip orders when correlated trade was deleted.
closes #8107
2023-02-04 08:39:25 +01:00
Matthias
3c4ff2e037
Merge pull request #8095 from freqtrade/remove-follow-mode
remove follow mode in favor of producer consumer
2023-02-03 07:02:56 +01:00
Matthias
618eb951d3 Add ft_bot_start to notebook docs
part of #8066
2023-02-02 19:26:48 +01:00
Matthias
e95eb220c5
Merge pull request #8101 from obseries/develop
[kucoin] manage kucoin numeric password passed as environment variabl…
2023-02-02 16:58:29 +01:00
Luca Forni
b7787a9846
[kucoin] manage kucoin numeric password passed as environment variable as a string 2023-02-02 16:15:23 +01:00
raphaelstar
b4c3e1fd58
order.amount -> order.safe_amount 2023-02-02 15:52:27 +01:00
raphaelstar
36f95fb35d
Make test for None explicit
Make test for `None` explicit
2023-02-02 13:29:37 +01:00
robcaulk
ccb4efbe88 remove follow mode in favor of producer consumer 2023-02-02 11:40:23 +01:00
Matthias
c1a34396d0 Merge branch 'develop' into feat/cancel_order 2023-02-01 07:06:17 +00:00
Matthias
72a98943b1 bybit: Add correct funding_fee_timeframe 2023-02-01 06:58:45 +01:00
Matthias
8a0fabed0e Ensure we don't overwrite valid values by invalid exchange responses 2023-01-31 20:55:11 +01:00
Matthias
680136f57d Add workaround patch for kucoin create_order returning empty
While the actual problem is caused by a ccxt change, the change itself makes sense.
once ccxt starts returning the correct status (open) for create-orders, we can remove the fix.

closes #8079
2023-01-31 20:46:34 +01:00
Matthias
448505fbfb Fix minor issue where amount could be empty in rest calls 2023-01-31 20:38:18 +01:00
Matthias
9cfbb21cd7 Improve error messages 2023-01-31 19:38:43 +01:00
Matthias
daafc1c90f Update test and help 2023-01-31 18:16:59 +01:00
Matthias
1bdc0e3917 Add coo command to telegram 2023-01-31 18:09:40 +01:00
Matthias
5073c780d8 .agg would like strings, not the sum function. 2023-01-31 11:22:04 +00:00
Matthias
2c1457fb95 Ensure limit is integer (on server) 2023-01-31 11:06:23 +00:00
Matthias
1dc3c58775 Convert missing candle count to int
closes #8082
2023-01-31 11:04:56 +00:00
Matthias
410324ac19 time-jump detection should happen on the trimmed dataframe
Fixes comment in #7615
2023-01-31 10:13:21 +00:00
Matthias
c43e857cbc Bump API version 2023-01-31 07:09:07 +01:00
Matthias
c855e2d79c Add delete open order endpoint 2023-01-31 07:09:03 +01:00
Matthias
a704c43402 provide cancel-reason to handle_cancel_order 2023-01-31 07:08:12 +01:00
Matthias
5a7008f377 rename handle_timedout to handle_cancel_order 2023-01-30 20:02:01 +01:00
Matthias
f57394c1ce Merge branch 'develop' into bybit 2023-01-30 07:23:41 +01:00
Matthias
2593a929d4 Bump version to 2023.2.dev 2023-01-30 07:19:35 +01:00
Matthias
25dfbb5a08 Compare stake amout >= in backtesting
closes #8067
2023-01-29 12:47:16 +01:00
Matthias
9286cbed86 add partial Docstring to backtesting enter_trade 2023-01-29 11:02:31 +01:00
Matthias
7029b9602c Merge branch 'develop' into bybit 2023-01-27 20:30:05 +01:00
Matthias
020dc3c6e1 filled-date shouldn't update again 2023-01-27 20:21:29 +01:00
Matthias
fa033965c8 use "swap" for bybit 2023-01-27 19:34:29 +01:00
Matthias
1431f7cc3e Set position mode to one-way on startup 2023-01-26 19:54:35 +01:00
Matthias
73ef1d5191 Improve exception wording on binance 2023-01-26 19:53:14 +01:00
Matthias
c12fb1a49c bybit: Some final cleanup 2023-01-24 20:12:50 +01:00
Matthias
25fa6bee74 Override get_funding_fees for bybit 2023-01-24 07:21:56 +01:00
Matthias
3a83427f92 Add Bybit stoploss support 2023-01-24 07:21:56 +01:00
Matthias
c2b33a0f58 Fix set-leverage function sig 2023-01-24 07:21:56 +01:00
Matthias
7a18e96042 bybit: hot-fix funding fees (temporary - must be changed) 2023-01-24 07:21:56 +01:00
Matthias
f681ce9139 Allow margin and leverage setting failures
(this is important when an exchange "fails" a request if the setting didn't change).
2023-01-24 07:21:56 +01:00
Matthias
31745a9dc2 bybit: Initial implementation liquidation calculation 2023-01-24 07:21:56 +01:00
Matthias
752110a268 Add online tests for bybit 2023-01-24 07:21:56 +01:00
Matthias
34e7433844 Add leverage to dry-run liquidation price calculation 2023-01-24 07:21:56 +01:00
Matthias
3192af8df8 Limit bybit futures markets to USDT 2023-01-24 07:21:56 +01:00
Matthias
63c732a560 Bybit futures data download 2023-01-24 07:21:56 +01:00
Matthias
6c0fa0dc1f Fix typo in docstring 2023-01-24 07:21:43 +01:00
Matthias
8108a48f39 Follow PEP 484 - no implicit optionals 2023-01-21 20:01:56 +01:00
Matthias
bb355cfac5 improve naming of backtest function 2023-01-21 19:46:27 +01:00
Matthias
80bb120026 Simplify backtesting by removing now unnecessary private function 2023-01-21 18:01:01 +01:00
Matthias
89eb1b0084 funding-fees need to be recalculated for detailed timeframes, too.
closes #7978
2023-01-21 17:47:37 +01:00
Matthias
772800bf74 Fix bug in stake_amount adjustment
This was preventing a DCA order to take the remaining stake
2023-01-21 08:52:10 +01:00
Matthias
81349c2a03 Remove edge section from config template 2023-01-19 19:57:34 +01:00
Matthias
2298656e45 Bump api_version to 2.23 2023-01-18 18:15:14 +01:00
Matthias
3216a05a9e Enable plot_config to work in webserver mode
(requires strategy argument)
2023-01-18 18:15:07 +01:00
Matthias
da0992f859 add Config typehint in rpc 2023-01-18 06:45:31 +01:00
Matthias
4aaa439221
Merge pull request #7976 from adarkforce/max-open-trades
Hyperopt Max open trades
2023-01-17 20:41:48 +01:00
Matthias
c8ecedf6d5 Clarify a variable via typehint 2023-01-17 20:05:18 +01:00
Matthias
6a4fc33c30 Remove <3.8 bandaid 2023-01-17 19:46:56 +01:00
Matthias
7713f343a9 Bump ccxt to 2.6.26
closes #8032
2023-01-17 06:46:49 +01:00
Antonio Della Fortuna
5e10bb2cca Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-16 20:19:46 +01:00
Matthias
81eb9ebc6e
Merge pull request #8031 from froggleston/eea_grp5
Add a new analysis group to output stats grouped by exit_tag
2023-01-16 15:50:47 +01:00
Matthias
8cfa5934db Catch AttributeError when importing modules
closes #8023
2023-01-16 13:54:25 +00:00
froggleston
813724bd82 Add a new analysis group to output stats grouped by exit_tag 2023-01-16 13:28:40 +00:00
Matthias
0296061e49 Fix version comparison to use packaging.version 2023-01-16 06:54:29 +01:00
Matthias
270eed7e14 Fail if detecting invalid ccxt version for binance futures 2023-01-15 19:38:50 +01:00
Antonio Della Fortuna
ab12aace5f changed trades_space to max_open_trades_space 2023-01-15 11:50:40 +01:00
Antonio Della Fortuna
5e64980319 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-15 11:44:35 +01:00
Antonio Della Fortuna
b0f1d914c8 Changed max_open_trades type to int or inf 2023-01-15 11:44:10 +01:00
Matthias
5d4a247fa0 Add test for binance data migration 2023-01-14 20:34:04 +01:00
Matthias
cbcee02ded call data migration from backtesting 2023-01-14 20:07:33 +01:00
Matthias
47b50a8a29 Udpate binance leverage tiers to new pair format 2023-01-13 20:32:25 +01:00
Matthias
c93b265ec8 Run migration commands on certain data commands 2023-01-13 07:27:18 +01:00
Matthias
5b3304189c trading_mode is not necessarily mandatory 2023-01-12 23:38:53 +01:00
Matthias
5ad664aaca Update binance futures name to swap 2023-01-12 23:35:16 +01:00
Matthias
9cb7d6c26e Run binance futures migrations on startup 2023-01-12 23:35:06 +01:00
Matthias
ee7b505dcb Add data migration method 2023-01-12 20:59:43 +01:00
Matthias
b1bfd76741 Add binance futures db migration 2023-01-12 20:36:06 +01:00
Matthias
518e8d24dc
Merge pull request #8007 from TheJoeSchr/fix/version-cwd
fix "--version": needs to change working directory
2023-01-12 20:24:28 +01:00
Joe Schr
1cf69f139c refactor "--version" to use "pathlib" instead of "os" 2023-01-12 19:27:41 +01:00
Matthias
9d647fd193 Fix websockets for dataframes with NaT entreis 2023-01-11 22:07:20 +01:00
Joe Schr
08748dd021 fix "--version": needs to change working directory
before calling `git`. otherwise it would display git commit id from the
directory where you are calling `freqtrade` from instead of freqtrade's
current commit id
2023-01-11 21:12:06 +01:00
Antonio Della Fortuna
534aa8f7ff Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
# Conflicts:
#	freqtrade/optimize/backtesting.py
2023-01-11 18:55:57 +01:00
Matthias
f677dea6a4
Merge pull request #7950 from freqtrade/freqai_feature_engineering_functions
FreqAI Strategy - Improve user experience
2023-01-10 20:04:53 +01:00
Wagner Costa
2241f24290 moved deprecated warning to start function 2023-01-10 09:10:30 -03:00
robcaulk
93aff9325e improve deprecation note 2023-01-09 20:15:03 +01:00
robcaulk
a61274ae18 ensure cached corr-pairs works with new framework 2023-01-09 20:04:36 +01:00
Matthias
811f13e09a
Merge pull request #7981 from freqtrade/backtest_detail_speed
Improve backtest detail speed
2023-01-09 18:21:54 +01:00
Matthias
305b067e48 Support having no Amount/Price available from the exchange initially 2023-01-08 13:55:09 +01:00
Matthias
fd694f14c2 Add new order columns, ft_amount and ft_price 2023-01-08 13:53:08 +01:00
Antonio Della Fortuna
10d8b016e4 Changed max_open_trades default range for optimization 2023-01-08 12:48:36 +01:00
Antonio Della Fortuna
f77dffc951 align to develop 2023-01-08 12:46:27 +01:00
Antonio Della Fortuna
24ace646c3 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-08 12:40:01 +01:00
Antonio Della Fortuna
464cb4761c Fixed max_open_trades update from hyperopt
Fixed max_open_trades update from hyperopt + removed max_open_trades as a param to backtesting + refactoring
2023-01-08 12:39:39 +01:00
Matthias
550ab2b8e8 Improve select_order to only consider filled where needed. 2023-01-08 11:24:04 +01:00
Matthias
8d4f7341c9
Merge pull request #7987 from stash86/bt-metrics
update calmar, sharpe, and sortino hyperopt losses to use latest formula
2023-01-08 10:37:24 +01:00
Matthias
c7f485687f Fix ccxt test failure
as identified and analyzed https://github.com/ccxt/ccxt/issues/16335
2023-01-07 15:13:22 +01:00
Antonio Della Fortuna
8c3ac56bc5 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-07 11:11:59 +01:00
root
7bf531c8b8 isort fix 2023-01-07 09:50:05 +09:00
Stefano Ariestasia
c1042996db flake8 fix 2023-01-07 09:46:46 +09:00
Stefano Ariestasia
6198b21001 update calmar loss 2023-01-07 09:30:16 +09:00
Stefano Ariestasia
d3b1aa7f01 update sortino calc 2023-01-07 09:19:06 +09:00
Stefano Ariestasia
157bf962f7 add missing imports 2023-01-07 09:14:56 +09:00
Stefano Ariestasia
86ba7dae92 change sharpe hyperopt loss 2023-01-07 08:56:40 +09:00
Matthias
8b456441a9
Merge pull request #7971 from paranoidandy/patch-1
Update FreqaiExampleStrategy.py
2023-01-06 15:16:31 +01:00
Stefano Ariestasia
329d95366a
Merge branch 'freqtrade:develop' into bt-metrics 2023-01-06 08:04:00 +08:00
hippocritical
feb6accc6c Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils 2023-01-05 22:56:29 +01:00
hippocritical
4435c4fd0d removed prints for strategy could not be loaded
Changed logic to contain much less if conditions

currently still missing:
Webhook terminology, Telegram notification settings, Strategy/Config settings
2023-01-05 22:56:06 +01:00
Matthias
787d292ba0 Move "drop_candle" decision to coroutine 2023-01-05 22:31:32 +01:00
Wagner Costa
d82264ced9 Merge branch 'develop' into freqai_feature_engineering_functions 2023-01-05 17:55:35 -03:00
Matthias
bdf6537c60 Remove unused (and pointless) exchange method 2023-01-05 11:45:15 +01:00
Matthias
4bac66ff0e Type ohlcv coroutine 2023-01-05 11:33:47 +01:00
Matthias
75b0a3e63d Use dedicated type for OHLCV response 2023-01-05 11:30:15 +01:00
Matthias
92800930e9 Improve backtest detail speed 2023-01-05 10:14:58 +01:00
hippocritical
e55638ed03
Merge branch 'freqtrade:develop' into strategy_utils 2023-01-04 23:52:35 +01:00
hippocritical
ed55296d20 removed prints for strategy could not be loaded
Changed logic to contain much less if conditions

currently still missing:
Webhook terminology, Telegram notification settings, Strategy/Config settings
2023-01-04 23:49:33 +01:00
Wagner Costa
ed99e7f857 fix corr_pairs startup candle count bug 2023-01-04 14:21:37 -03:00
Matthias
8e5b4750d6 Continue in "regular backtest" case (no detail-data available).
link to #7967
2023-01-04 18:08:45 +01:00
Matthias
6470635753 In cases of no losing trade, sortino ratio can't be calculated.
closes #7977
2023-01-04 17:55:24 +01:00
Matthias
7a43f37eb7
Merge pull request #7972 from Undertoned/develop
Fix Backtesting  Analysis Column Wrong
2023-01-04 16:38:29 +01:00
Antonio Della Fortuna
f2fa476dc6 max_open_trades should be an integer
Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity
2023-01-04 16:09:27 +01:00
Wagner Costa
ed2b1b1ed1 Merge branch 'develop' into freqai_feature_engineering_functions 2023-01-04 10:40:20 -03:00
Wagner Costa
801ab39a24 fix get dataframe data to include startup_candle 2023-01-04 10:36:19 -03:00
robcaulk
3cbe51c3ca remove duplicated line 2023-01-04 13:58:25 +01:00
robcaulk
dc25668468 handle data gaps between FreqAI and DP better 2023-01-04 11:41:06 +01:00
Antonio Della Fortuna
ce661cb58b Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-04 10:35:09 +01:00
Antonio Della Fortuna
5fd85368a9 Added support for max_open_trades hyperopting 2023-01-04 10:34:44 +01:00
Robert Caulk
c384d1357e
Update FreqaiExampleStrategy.py 2023-01-03 21:52:16 +01:00
Matthias
6f031f005d Fix flake error 2023-01-03 20:29:08 +01:00
zhanglei14
63db1fd894 Fix Backtesting Analysis Column Wrong 2023-01-04 01:38:07 +08:00
Wagner Costa
314c0925bf fix get dataframe data to include startup_candle 2023-01-03 14:02:42 -03:00
paranoidandy
73114b93c2
Update FreqaiExampleStrategy.py
Change can_short to True to enable shorting
2023-01-03 15:11:46 +00:00
hippocritical
71ec32ac9e removed prints for strategy could not be loaded
changed back to ast, astor is not really needed.
2023-01-02 23:35:51 +01:00
hippocritical
697fad0ac4 Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils 2023-01-02 20:46:05 +01:00
hippocritical
0817e1698f requirements thinned out again
StrategyResolver.search_all_objects(enum_failed) set to False since we got no use in True
shortened update_code call
added modified_code8 test which currently still fails. (and thereby is commented out)
2023-01-02 20:45:56 +01:00
hippocritical
61d7129d7c
Update freqtrade/commands/strategy_utils_commands.py
Co-authored-by: Matthias <xmatthias@outlook.com>
2023-01-02 16:51:05 +01:00
Matthias
df25dbc048 Don't require a configuration for strategy-updater 2023-01-02 08:52:18 +01:00
Matthias
a712c5d42c Improve if formatting 2023-01-02 08:52:01 +01:00
Matthias
e89609dc3a
Fix crash due to invalid parameter 2023-01-02 08:51:54 +01:00
hippocritical
66f7c91357 Adding tests
added more code inside NameUpdater to grab more variables.
2023-01-01 22:03:45 +01:00
hippocritical
762dd4f024 Adding tests
added more code inside NameUpdater to grab more variables.
2023-01-01 18:57:38 +01:00
hippocritical
a51e44eea3 Adding tests 2023-01-01 12:37:15 +01:00
Matthias
cd7bd9bf9a Update gate liquidation price link 2022-12-31 10:25:21 +01:00
Matthias
6498e352c1 Remove pointless default 2022-12-31 10:23:39 +01:00
hippocritical
82218d01f4 sped up the function generic_visit that now skips unnecessary fields
added mentioning of skipped class names since they could not be found
2022-12-30 21:49:09 +01:00
Stefano Ariestasia
5188464fc0 fix typo 2022-12-31 02:03:02 +09:00
Wagner Costa
c8aa7720a2 added again feature check in BT from pred files 2022-12-30 11:16:35 -03:00
Wagner Costa
b39fc6b924 remove add pair to column from docs, fix keyerror bug and adjust hybrid strategy example 2022-12-30 10:42:31 -03:00
robcaulk
b2bab68fba move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies 2022-12-30 13:02:39 +01:00
Matthias
798438df9d Extract funding-rate call to separate method
this will allow overwriting in subclasses.
2022-12-30 07:32:59 +01:00
Matthias
499cc5bae1 Better visualize downloaded candletype in debug mode 2022-12-30 07:15:24 +01:00
hippocritical
a6356c2821 Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils 2022-12-29 22:32:02 +01:00
hippocritical
c6f045afa9 fixing issues of the maintainer
found a bug meaning elts could contain lists of elts (now recurively gone through)

Next in line: writing tests based on StrategyUpdater.update_code
2022-12-29 22:31:33 +01:00
Wagner Costa
2e30bdb9b2 freqai bt - fix tests 2022-12-29 16:35:11 -03:00
Wagner Costa
2b89f643b7 adjust backtest to new feature engineering functions 2022-12-28 19:03:41 -03:00
Matthias
973cfd0182
Merge pull request #7810 from stash86/bt-metrics
Add more calculations for backtest metrics
2022-12-28 15:57:07 +01:00
Matthias
2805e83c9f Bump Develop version to 2023.1 2022-12-28 15:53:43 +01:00
Matthias
c52910f28b Improve resiliance against invalid data
closes #7947
2022-12-28 15:30:57 +01:00
Matthias
32bbe603cb Fix sortino std calculation 2022-12-28 14:59:49 +01:00
robcaulk
6f7eb71bbb ensure RL works with new naming scheme 2022-12-28 14:52:33 +01:00
Matthias
d5b516842c Fix 2 docstrings 2022-12-28 14:44:23 +01:00
Matthias
02eb00fa33 Merge branch 'develop' into pr/stash86/7810 2022-12-28 14:04:54 +01:00
robcaulk
c2936d551b improve doc, update test strats, change function names 2022-12-28 13:25:40 +01:00
hippocritical
126b8dac07
Merge branch 'freqtrade:develop' into strategy_utils 2022-12-27 22:34:24 +01:00
hippocritical
70e9fa6136 implementing the strategy_updater in a first version 2022-12-27 20:43:43 +01:00
Matthias
cd4faa9c59 keep max_stake_amount through backtests 2022-12-27 18:08:20 +01:00
Wagner Costa
8227b4aafe freqAI Strategy - improve user experience 2022-12-27 11:37:01 -03:00
Matthias
62c4675e29 Remove some deprecated fields from the API 2022-12-27 14:28:07 +01:00
Matthias
cb66663fd2 show max_stake_amount in API 2022-12-27 14:28:07 +01:00
Matthias
55001bf321 Keep max_stake_amount (only relevant for DCA orders). 2022-12-27 14:28:07 +01:00
Matthias
63f114395a is_short should be a boolean 2022-12-26 14:02:47 +01:00
Stefano Ariestasia
6353f3ac1a fix formulas and implement new metrics 2022-12-26 08:19:51 +09:00
Matthias
7a5439321c Show new metrics in backtesting 2022-12-25 21:29:37 +01:00
Matthias
ce13ce4b10 Update binance stoploss order types
closes #7927
an update to the most recent ccxt version (>2.4.55) would have the same effect.
2022-12-25 09:05:53 +01:00
Matthias
4601705814
Merge pull request #7923 from freqtrade/freqai_backtest
Freqai backtest
2022-12-23 19:17:12 +01:00
Matthias
ad0d7c9a9e Don't allow DCA trades to go beyond max order size
closes  #7924
2022-12-23 16:09:35 +01:00
Matthias
73792fd6ce Don't attempt to convert None to dict 2022-12-21 06:28:55 +01:00
Matthias
70531224e6 Allow setting identifier via UI 2022-12-20 19:44:01 +01:00
Matthias
07606a9e23 Simplify APi backtest config merging 2022-12-20 19:32:29 +01:00
Matthias
6d9f1fafb7 allow backtest_cache to be provided via backtest API 2022-12-20 19:20:39 +01:00
Matthias
5dbd5c235a Add endpoint for freqAI models 2022-12-20 07:24:54 +01:00
Matthias
3012c55ec5
Merge pull request #7867 from Bloodhunter4rc/remotepairlist
Add Remotepairlist
2022-12-19 19:28:49 +01:00
Matthias
a119fbd895 Small error-message finetuning 2022-12-19 18:19:55 +01:00
Bloodhunter4rc
ebf60d85da self._init_done placed wrong. fixed 2022-12-19 16:25:22 +01:00
Bloodhunter4rc
43f5a16006 parse exception handling, remove info, cache change 2022-12-19 15:36:28 +01:00
Robert Caulk
cc30210b3f
Merge pull request #7908 from freqtrade/add-3action-rl-env
Add 3 Action RL Env
2022-12-19 14:47:57 +01:00
Bloodhunter4rc
6380c3d462 reduce duplicate code, fix cache check 2022-12-18 23:37:18 +01:00
Bloodhunter4rc
bb33b96ba7 init cache on first iteration, init checks, limit length and charmap to info replace if invalid, move filter logic 2022-12-18 22:28:12 +01:00
Matthias
bad6fe77d3 Remove deprecated trade property 2022-12-18 17:21:50 +01:00
Emre
c293401b22
Add can_short to freqai base model 2022-12-16 23:19:08 +03:00
Emre
7727f31507
Add 3 Action RL env 2022-12-16 22:18:49 +03:00
Emre
dde363343c
Add can_short param to base env 2022-12-16 22:16:19 +03:00
initrv
36948e2a74 fix base4 env done condition 2022-12-16 14:14:05 +03:00
robcaulk
c9bc91c75b add shuffle_after_split option 2022-12-16 11:20:37 +01:00
Sam Germain
32d57f624e delisted bibox following ccxt PR https://github.com/ccxt/ccxt/pull/16067 2022-12-15 15:00:27 -05:00
Matthias
2828255435
Merge pull request #7842 from wizrds/feat/refactor-emc
Change to broadcasting single candles in Producer/Consumer
2022-12-15 19:47:29 +01:00
Matthias
b915872f66
Merge pull request #7899 from freqtrade/fix/multiproc-dp
Ensure data provider is passed to multiproc envs
2022-12-15 19:31:23 +01:00
Bloodhunter4rc
9e20d13e50
Merge branch 'freqtrade:develop' into remotepairlist 2022-12-15 17:38:56 +01:00
robcaulk
581a5296cc fix docstrings to reflect new env_info changes 2022-12-15 16:50:08 +01:00
robcaulk
7b4abd5ef5 use a dictionary to make code more readable 2022-12-15 12:25:33 +01:00
Matthias
7a0eadbdf5 Don't recalc profit on closed trades 2022-12-15 07:05:07 +01:00
Matthias
ca2a878b86 Update test naming 2022-12-14 20:06:55 +01:00
Emre
3af2251ce8
Fix add_state_info backtesting bug 2022-12-14 22:03:23 +03:00
Emre
2018da0767
Add env_info dict to base environment 2022-12-14 22:03:05 +03:00
Matthias
fa260e6560 Move "replace or append" decision to dataprovider 2022-12-14 19:56:54 +01:00
robcaulk
2285ca7d2a add dp to multiproc 2022-12-14 18:22:20 +01:00
Matthias
97fee37072 Improve emc test 2022-12-14 07:22:51 +01:00
Bloodhunter4rc
7f3524949c - print 2022-12-13 21:00:23 +01:00
Bloodhunter4rc
d52c1c7554 Add unit tests 2022-12-13 20:21:06 +01:00
Robert Caulk
e6da646e2f
Merge pull request #7866 from initrv/cleanup-tensorboard-callback
Cleanup tensorboard callback
2022-12-13 09:05:46 +01:00
Timothy Pogue
0dd3836cc7 fix rpc method docstring 2022-12-12 22:47:35 -07:00
Matthias
a693495a6d Improve external_candle aggregation 2022-12-12 22:47:35 -07:00
Timothy Pogue
414c0ce050 change unused var 2022-12-12 22:47:35 -07:00
Timothy Pogue
6717dff19b update overlapping candle handling, move append to misc 2022-12-12 22:47:35 -07:00
Timothy Pogue
0602479f7d minor changes, update candle appending to support overlaps 2022-12-12 22:47:35 -07:00
Timothy Pogue
f1ebaf4730 fix tests 2022-12-12 22:47:35 -07:00
Timothy Pogue
49f6f40662 remove comment 2022-12-12 22:47:35 -07:00
Timothy Pogue
0d5b2eed94 fix same candle handling 2022-12-12 22:47:35 -07:00
Timothy Pogue
d376bf4052 fix indefinite reconnecting 2022-12-12 22:47:35 -07:00
Timothy Pogue
ccd1aa70a2 change log calls to debug, handle already received candle 2022-12-12 22:47:35 -07:00
Timothy Pogue
c050eb8b8b add candle difference calculation to dataprovider 2022-12-12 22:47:35 -07:00
Timothy Pogue
89338fa677 allow specifying channel send throttle 2022-12-12 22:47:35 -07:00
Timothy Pogue
d2c8487ecf update add_external_candle, fix breaking on ping error, handle empty dataframes 2022-12-12 22:47:35 -07:00
Timothy Pogue
fce1e9d6d0 update analyzed df request to allow specifying a single pair 2022-12-12 22:47:35 -07:00
Timothy Pogue
36a00e8de0 update add_external_candle returns 2022-12-12 22:47:35 -07:00
Timothy Pogue
4cbb3341d7 change how missing candles will be handled 2022-12-12 22:47:35 -07:00
Timothy Pogue
9660e445b8 use new channel apis in emc, extend analyzed df to include list of dates for candles 2022-12-12 22:47:35 -07:00
Matthias
abc3badfb5 Improve shutdown behavior
closes #7882
2022-12-12 20:01:54 +01:00
Bloodhunter4rc
6f92c58e33 add docs, add bearer token. 2022-12-12 13:24:33 +01:00
initrv
f9b7d35900 add increment param for tensorboard_log 2022-12-12 14:14:23 +03:00
Bloodhunter4rc
f6b90595fa remove html. change var names. 2022-12-12 11:05:03 +01:00
robcaulk
0f6b98b69a merge develop into tensorboard cleanup 2022-12-11 15:38:32 +01:00
robcaulk
0fd8e214e4 add documentation for tensorboard_log, change how users interact with tensorboard_log 2022-12-11 15:31:29 +01:00
Matthias
888ba65367
Merge branch 'develop' into fix/multioutput-bug 2022-12-11 15:23:53 +01:00
initrv
cb8fc3c8c7 custom info to tensorboard_metrics 2022-12-11 15:37:45 +03:00
robcaulk
8c7ec07951 ensure predict_proba follows suit. Remove all lib specific params from example config 2022-12-11 12:39:31 +01:00
robcaulk
85f22b5c30 fix bug in MultiOutput* with conv_width = 1 2022-12-11 12:15:19 +01:00
Emre
6b9f3f2795
Fix test validation 2022-12-11 13:24:24 +03:00
Emre
272c3302e3
Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling 2022-12-11 13:12:45 +03:00
Matthias
980a5a9b52 Fix docs typo 2022-12-10 19:54:04 +01:00
Matthias
da4914513a
Merge pull request #7835 from rzhb/patch-1
update strategy_analysis_example.ipynb
2022-12-08 14:17:50 +01:00
Bloodhunter4rc
66412bfa58 Remove unnecessary loop 2022-12-08 01:51:12 +01:00
Bloodhunter4rc
7efcbbb457 Local File Loading 2022-12-08 01:09:17 +01:00
Bloodhunter4rc
da2747d487 Add Local .json file Loading 2022-12-08 00:52:54 +01:00
robcaulk
7b3406914c flip add_state_info 2022-12-07 19:49:39 +01:00
robcaulk
9b4364ddc3 ensure that add_state_info is deactivated during backtesting 2022-12-07 19:49:14 +01:00
Bloodhunter4rc
b144a6357d Remove Duplicate 2022-12-07 18:24:55 +01:00
Bloodhunter4rc
547a75d9c1 Fix Info 2022-12-07 17:49:21 +01:00
Bloodhunter4rc
607d5b2f8f Split to fetch_pairlist function, Info Message 2022-12-07 17:47:38 +01:00
Bloodhunter4rc
48160f3fe9 Flake 8 fix, Json Fetching 2022-12-07 17:01:45 +01:00
Bloodhunter4rc
199fd2d074 +Remote Pairlist 2022-12-07 15:08:33 +01:00
initrv
58604c747e cleanup tensorboard callback 2022-12-07 14:37:55 +03:00
Stefano Ariestasia
89c7c2fec6 isort fix 2022-12-07 18:09:57 +09:00
Stefano Ariestasia
611e35ed81 flake8 fix 2022-12-07 15:47:58 +09:00
Robert Caulk
b9f6911a6a
Merge pull request #7843 from smarmau/develop
freqai RL agent info during training
2022-12-06 20:06:41 +01:00
Matthias
e7195b7bfb
Merge pull request #7862 from freqtrade/ws_newcandle
New websocket message "new_candle"
2022-12-06 07:07:32 +01:00
Wagner Costa
c81b00fb37 Merge branch 'develop' into freqai_bt_from_predictions_improvement 2022-12-05 18:00:55 -03:00
Emre
227cdb0938
Change dict update order 2022-12-05 23:58:04 +03:00
Emre
26a61afa15
Move base tf logic to config validation 2022-12-05 23:54:15 +03:00
Emre
bc48099e48
Revert changes 2022-12-05 23:52:48 +03:00