Robert Caulk
39a739eadb
Merge pull request #7296 from th0rntwig/dbscan
...
Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
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
Matthias
85b43ec1a1
Remove double-check for "isolated margin"
2022-08-18 15:23:58 +02:00
Matthias
fde469a253
Remove unnecessary check
2022-08-18 14:53:44 +02:00
Matthias
075e9b8526
Log Exchange responses for set_leverage
2022-08-18 09:52:03 +02:00
Matthias
46e8d9a5e4
Reduce verbosity when whitelist is empty
2022-08-18 09:09:37 +02:00
Matthias
0461a89348
Fix test failures
2022-08-18 07:20:49 +02:00
longyu
f70b0bab80
remove line
2022-08-17 23:49:20 +02:00
Matthias
66910bfe63
Don't fail if mark candles are missing
...
closes #7239
2022-08-17 20:01:57 +02:00
robcaulk
88dd9920ea
sort imports for isort
2022-08-17 16:38:09 +02:00
robcaulk
5155afb4e7
clean up code remnants
2022-08-17 15:22:48 +02:00
robcaulk
0c34104e45
extract download-data from freqai to prepare for future async changes
2022-08-17 15:18:44 +02:00
longyu
9c38c27eed
ignore sample itself distance for avg_mean_dist computation
2022-08-17 15:09:57 +02:00
longyu
72c34291e3
newline
2022-08-17 15:09:10 +02:00
Matthias
3983368228
gateio futures is showing base currency in volume!
2022-08-17 14:51:48 +02:00
Matthias
83ca168bb8
Merge pull request #7216 from freqtrade/precise_calcs
...
Precise calcs
2022-08-17 14:32:02 +02:00
Matthias
c615e1bc62
Avoid loop error during ccxt tests
2022-08-17 14:31:40 +02:00
Matthias
e7902bffa0
Remove checks for dataprovider existance - it's available in all modes.
2022-08-17 10:57:25 +02:00
Matthias
8d182768f9
stoploss should also use trimmed prices
2022-08-17 09:57:11 +02:00
Matthias
0b0e7eaf96
Mutex TTL Cache accesses which can be accessed by multiple threads
...
Apparently, cachetools is (intentionally) not threadsafe
when using the Caches directly.
It's therefore recommended to wrap these with an explicit lock to avoid
problems.
source: https://github.com/tkem/cachetools/issues/245
closes #7215
2022-08-16 19:48:21 +02:00
Matthias
24690c1918
Don't convert open_rate to precision
...
this may cause more problems than it solves.
2022-08-16 18:32:00 +02:00
Matthias
3b44dc52e1
Minor corrections
2022-08-16 18:10:48 +02:00
Matthias
ea6bc47d7a
gateio default configs should specify unknown_fee_rate
2022-08-16 17:26:53 +02:00
Matthias
a1e4fbf313
Run price_to_precision for dry-run orders
2022-08-16 17:23:49 +02:00
Matthias
1ac81aa316
Show message if fee update failed due to missing
...
closes #7234
2022-08-16 17:09:23 +02:00
robcaulk
4c0fda400f
fix input shape warning for LGBMClassifier, add sample_weights/eval_weights
2022-08-16 11:41:53 +02:00
Matthias
fa89368c02
Add test for precision backpopulation
2022-08-16 11:11:52 +02:00
Matthias
96d2f61812
Properly round timestamps to avoid constant log messages
2022-08-16 10:22:59 +02:00
Matthias
15a1c59a91
Backtesting should cache precisionMode
2022-08-16 10:15:19 +02:00
Matthias
a73e4f8e41
Truncate amount before comparing for closure
2022-08-16 09:49:53 +02:00
Matthias
2fb7a3091d
Improve backfill of precisions
2022-08-16 09:32:31 +02:00
Matthias
711b6b1a1a
Merge branch 'develop' into precise_calcs
2022-08-16 09:29:39 +02:00
Matthias
a5b438e41e
Run price_to_precision for dry-run orders
2022-08-16 09:28:23 +02:00
Matthias
1dd56e35d5
Ensure comparisions align when closing a trade
2022-08-16 08:21:02 +02:00
Matthias
e818797427
Minor fix in amount_to_precision logic
2022-08-15 20:29:05 +02:00
