Matthias
|
df50b1928d
|
Fix funding fee calculation for backtesting
|
2022-09-03 15:01:42 +02:00 |
|
Matthias
|
80b5f035ab
|
Remove typo in log message
|
2022-09-03 15:01:28 +02:00 |
|
robcaulk
|
599c1c79fb
|
reorganized backtest utilities, test new functionality, improve/update doc
|
2022-09-03 14:00:01 +02:00 |
|
Wagner Costa Santos
|
af5460cebf
|
Add option to keep models only in memory for backtest
|
2022-09-02 22:01:53 -03:00 |
|
Matthias
|
b26126cb57
|
Don't use ticker['symbol'] but use "pair" instead
closes #7262
|
2022-09-02 20:09:30 +02:00 |
|
Matthias
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b53791fef2
|
Futures volumepairlist to account for contract size
|
2022-09-02 07:11:32 +02:00 |
|
th0rntwig
|
11b2bc269e
|
Added missing s
|
2022-09-01 22:37:32 +02:00 |
|
th0rntwig
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3f8400df10
|
Normalise PCA space
|
2022-09-01 21:51:33 +02:00 |
|
Matthias
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11fbfd3402
|
Remove unnecessary assignment
|
2022-09-01 19:39:20 +02:00 |
|
Wagner Costa Santos
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d6e115178a
|
refactoring freqai backtesting - remove duplicate code
|
2022-09-01 07:09:23 -03:00 |
|
Matthias
|
f3c73189d5
|
Remove pointless default on wallet_balance argument
|
2022-09-01 06:49:51 +02:00 |
|
Matthias
|
ba2eb7cf0f
|
Fix BNB fee bug when selling
thanks @epigramx, for reporting and for the detailed data.
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2022-09-01 06:42:51 +02:00 |
|
Wagner Costa Santos
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44d3a9140d
|
Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop
|
2022-08-31 15:37:06 -03:00 |
|
Wagner Costa Santos
|
7bed0450d2
|
pr review - refactoring backtesting freqai
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2022-08-31 15:36:29 -03:00 |
|
wagnercosta
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3d4497467c
|
Merge branch 'freqtrade:develop' into develop
|
2022-08-31 14:47:06 -03:00 |
|
Wagner Costa Santos
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df51da22ee
|
refactoring freqai backtesting
|
2022-08-31 11:23:48 -03:00 |
|
Matthias
|
57ff6f8ac5
|
Init timerange object properly
|
2022-08-31 10:28:31 +00:00 |
|
Matthias
|
13ccd940d5
|
Remove startup_candle_count from freqai sample config to avoid confusion
|
2022-08-31 10:27:08 +00:00 |
|
Matthias
|
7ba4fda5d7
|
Implement PR feedback
|
2022-08-31 10:26:47 +00:00 |
|
Matthias
|
a88ffd2c9d
|
Merge branch 'develop' into move_datadownload
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2022-08-31 10:23:45 +00:00 |
|
Matthias
|
c9aa09ec89
|
Simplify base fee handling
|
2022-08-30 20:46:06 +02:00 |
|
robcaulk
|
7e8e29e42d
|
use continuous value for inlier_metric
|
2022-08-30 20:41:37 +02:00 |
|
robcaulk
|
7f52908e87
|
ensure the lost points are prepended for FreqUI
|
2022-08-30 18:55:58 +02:00 |
|
robcaulk
|
a58dd0bbf9
|
add noise feature, improve docstrings
|
2022-08-30 18:26:24 +02:00 |
|
robcaulk
|
b11742a4c5
|
integrate inlier metric function
|
2022-08-30 18:26:24 +02:00 |
|
th0rntwig
|
d3cb211283
|
Add inlier metric computation
|
2022-08-30 18:26:24 +02:00 |
|
th0rntwig
|
50e2808667
|
Fix bug in DI (#7321)
|
2022-08-30 12:54:39 +02:00 |
|
robcaulk
|
62c0a174c8
|
allow users to properly reverse train-test data ordering
|
2022-08-29 11:04:58 +02:00 |
|
Matthias
|
27a9f98d5f
|
Simplify liquidation price structure, improve test cov
|
2022-08-29 07:04:48 +02:00 |
|
Matthias
|
226fa5d93c
|
Simplify liquidation price calling structure
|
2022-08-29 07:04:48 +02:00 |
|
Matthias
|
4def3678b7
|
Merge pull request #7298 from freqtrade/tif_align
align TimeInForce to ccxt usage
|
2022-08-29 06:36:51 +02:00 |
|
Matthias
|
8be8a12cc4
|
Merge pull request #7260 from JohanVlugt/develop
Example FreqAI hybrid strategy
|
2022-08-29 06:34:45 +02:00 |
|
Matthias
|
40c00d2d8f
|
Version bump dev version to 2022.9
|
2022-08-29 06:34:20 +02:00 |
|
Robert Caulk
|
39a739eadb
|
Merge pull request #7296 from th0rntwig/dbscan
Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
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2022-08-28 14:37:47 +02:00 |
|
robcaulk
|
fcb5d1cb5a
|
remove debugging flag
|
2022-08-28 13:01:39 +02:00 |
|
robcaulk
|
dd628eb525
|
add tests for outlier detection and removal functions
|
2022-08-28 12:56:39 +02:00 |
|
robcaulk
|
1e41c773a0
|
fix outlier protection
|
2022-08-28 12:11:29 +02:00 |
|
smarmau
|
ff3a4995c1
|
remove unnecessary code
|
2022-08-28 11:45:20 +02:00 |
|
Matthias
|
b9f35cadb3
|
add /stopentry alias for /stopbuy
|
2022-08-28 11:37:22 +02:00 |
|
smarmau
|
005594c29c
|
simplify hybrid template
|
2022-08-28 11:29:48 +02:00 |
|
th0rntwig
|
71f7d68783
|
Fixed mypy error
|
2022-08-27 12:44:55 +02:00 |
|
Matthias
|
c61b986c3d
|
FTX - support time_in_force (and PO ordertype)
closes #7175
|
2022-08-27 10:30:38 +02:00 |
|
Matthias
|
104a73025d
|
Uppercase TimeInForce (align with ccxt)
|
2022-08-27 10:30:06 +02:00 |
|
Matthias
|
6686489c06
|
Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator
Add flag to move hyperopt populate_indicators to epoch
|
2022-08-27 09:21:16 +02:00 |
|
Matthias
|
2b70c3d0c0
|
support price callback for partial exits in bt
This will align results to how live works.
closes #7292
|
2022-08-27 08:50:09 +02:00 |
|
Matthias
|
9204f01312
|
Don't lock pairs on partial exit
|
2022-08-27 07:23:02 +02:00 |
|
elintornquist
|
86c5ac44e4
|
Add outlier percentage check
|
2022-08-26 23:05:07 +02:00 |
|
Matthias
|
01126c43f7
|
Fix liquidation price tier calculation
closes #7294
|
2022-08-26 20:14:24 +02:00 |
|
Matthias
|
753d1b2aad
|
Update leverage tier terminology to be clear and aligned with ccxt
|
2022-08-26 19:34:51 +02:00 |
|
elintornquist
|
b2d664c63c
|
Change MinPts calculation
|
2022-08-26 18:57:27 +02:00 |
|
robcaulk
|
bb3523f383
|
download data homogeneously across timeframes
|
2022-08-26 18:51:42 +02:00 |
|
robcaulk
|
e7261cf515
|
add freqai utils.py file
|
2022-08-26 15:30:28 +02:00 |
|
robcaulk
|
65b552e310
|
make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection
|
2022-08-26 15:30:01 +02:00 |
|
robcaulk
|
4b7e640f31
|
reduce code duplication, optimize auto data download per tf
|
2022-08-26 13:56:44 +02:00 |
|
Matthias
|
53d46a0385
|
align max_entry_position_adjustment behavior of backtesting to live
closes #7293
|
2022-08-25 20:36:17 +02:00 |
|
Matthias
|
1fd223c815
|
Update --prepend help string
closes #7290
|
2022-08-25 17:03:41 +02:00 |
|
Matthias
|
f2a356a80c
|
Fix some imports
|
2022-08-25 07:08:58 +02:00 |
|
Matthias
|
6636f17e0f
|
Simplify usage of amount_to_contract precision
|
2022-08-25 07:08:22 +02:00 |
|
Matthias
|
32faad9333
|
Fix backtest calculation problem with DCA
closes #7287
|
2022-08-24 20:36:08 +02:00 |
|
Matthias
|
a6d78a8615
|
initialize Since parameter properly
closes #7285
|
2022-08-23 06:43:04 +02:00 |
|
Matthias
|
fe7108ae75
|
Convert amount to contracts before comparing for close
closes #7279
|
2022-08-23 06:37:38 +02:00 |
|
Matthias
|
78b161e14c
|
add contract_size to database
|
2022-08-23 06:37:38 +02:00 |
|
Matthias
|
6036018f35
|
Extract contracts_to_amount and amount_to_contracts to standalone functions
|
2022-08-23 06:37:38 +02:00 |
|
Matthias
|
5f38a574ce
|
Add okx broker id
|
2022-08-23 06:37:38 +02:00 |
|
th0rntwig
|
5ce1c69803
|
Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
|
2022-08-22 19:57:20 +02:00 |
|
robcaulk
|
ac42c0153d
|
deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.
|
2022-08-22 18:19:07 +02:00 |
|
robcaulk
|
96d8882f1e
|
Plug mem leak, add training timer
|
2022-08-22 13:30:30 +02:00 |
|
Matthias
|
f55d5ffd8c
|
Don't fail when --strategy-path is not a valid directory.
closes #7264
|
2022-08-22 09:20:14 +00:00 |
|
Matthias
|
015be770c3
|
ccxt now defaults to base volume for all markets
|
2022-08-22 06:42:14 +02:00 |
|
Matthias
|
f6d832c6d9
|
Add get_option to expose ft_has via method
|
2022-08-21 17:51:46 +02:00 |
|
Matthias
|
87a3115073
|
Add get_open_trade_count() to simplify getting open trade count.
|
2022-08-21 17:08:27 +02:00 |
|
Matthias
|
6189aa817c
|
Fix HybridExample formatting
|
2022-08-20 19:50:18 +02:00 |
|
robcaulk
|
64b0834437
|
add credit in docstring
|
2022-08-20 17:04:38 +02:00 |
|
robcaulk
|
90c03178b1
|
provide user directions, clean up strategy, remove unnecessary code.
|
2022-08-20 17:02:18 +02:00 |
|
Matthias
|
cdd4745693
|
Merge pull request #7263 from freqtrade/okx_cache_tiers
Okx cache tiers
|
2022-08-20 15:18:13 +02:00 |
|
Matthias
|
5b3f031590
|
Use hyperopt safe amount precision method
|
2022-08-20 14:13:15 +02:00 |
|
Matthias
|
738e95b875
|
Add tests for leverage tiers caching
|
2022-08-20 13:54:54 +02:00 |
|
Matthias
|
b6e8b9df35
|
Use cached leverage tiers
|
2022-08-20 13:01:58 +02:00 |
|
Matthias
|
52ec0d1046
|
Update binance Leverage tiers
|
2022-08-20 11:53:15 +02:00 |
|
Matthias
|
0da0600836
|
Have backtesting respect tradable size
closes #7161
|
2022-08-20 11:41:11 +02:00 |
|
Matthias
|
54ddc1a4c2
|
Add --tradingmode alias
|
2022-08-20 11:24:20 +02:00 |
|
Matthias
|
aa3da092a0
|
Dont' use classProperty - that's not supported on 3.8
|
2022-08-20 10:55:52 +02:00 |
|
Matthias
|
01d45ed12e
|
Merge pull request #7257 from freqtrade/feat/list-pair-time
Get min/max data in list-data command
|
2022-08-20 08:16:52 +02:00 |
|
Matthias
|
7b8b73e651
|
Merge pull request #7243 from lolongcovas/newbranch_test
Improve PCA and pairwise distance calcs
|
2022-08-20 08:13:40 +02:00 |
|
Johan van der Vlugt
|
b44bd0171c
|
Example Classifier strat
|
2022-08-19 19:10:37 +02:00 |
|
Matthias
|
b9d48c3278
|
use numbers in HyperoptState properly ...
|
2022-08-19 15:40:06 +02:00 |
|
Matthias
|
bc359675a2
|
Add --analyze-per-epoch - moving populate_analysis to the epoch process
|
2022-08-19 15:19:43 +02:00 |
|
Matthias
|
09f8904545
|
Extract analysis to separate method
|
2022-08-19 15:12:55 +02:00 |
|
Matthias
|
08ef5ad2d8
|
Add HyperoptState enum and container class
|
2022-08-19 15:11:43 +02:00 |
|
Matthias
|
1c6f966579
|
Hyperopt: simplify parameter "can_optimize" handling
|
2022-08-19 15:03:03 +02:00 |
|
Matthias
|
16af10a5bc
|
Update notebook sample with simplified datadir configuration
closes #7252
|
2022-08-19 14:05:27 +02:00 |
|
Matthias
|
b7553d20d4
|
Get min/max data in list-data command
|
2022-08-19 13:45:55 +02:00 |
|
Matthias
|
7d84ef2e2c
|
Remove unused imports
|
2022-08-19 13:45:10 +02:00 |
|
longyu
|
521381ebf0
|
undo example strategy newline
|
2022-08-19 12:40:03 +02:00 |
|
Matthias
|
b420614d65
|
Reduce code duplication in datahandlers
|
2022-08-19 09:33:07 +02:00 |
|
Matthias
|
975bf8fe88
|
Update Docstring to match actual return values
|
2022-08-19 09:23:53 +02:00 |
|
Matthias
|
42eb508515
|
Attempt fix of #7184
|
2022-08-19 07:09:46 +02:00 |
|
Matthias
|
76a3e97e05
|
Add migrations end message
closes #7251
|
2022-08-19 06:39:51 +02:00 |
|
Matthias
|
70a77ba3d9
|
Check for "last" availability in PrecisionFilter
closes #7250
|
2022-08-18 20:07:50 +02:00 |
|
longyu
|
1fada53ddd
|
remove newline
|
2022-08-18 19:40:00 +02:00 |
|