Commit Graph

458 Commits

Author SHA1 Message Date
Matthias
7baf11a497 Futures candles should go into a subdirectory 2021-12-03 07:04:53 +01:00
Matthias
fae7167bf3 Merge branch 'feat/short' into pr/samgermain/5780 2021-12-02 20:25:30 +01:00
Matthias
fb1599d21b Merge branch 'develop' into feat/short 2021-12-02 20:20:35 +01:00
Matthias
ad5c8f601c Simplify datahandler classes by exploiting commonalities 2021-12-02 20:19:22 +01:00
Matthias
f4d0abc51a Merge branch 'feat/short' into pr/samgermain/5780 2021-12-02 07:09:37 +01:00
Matthias
f71b7a4e76 Merge branch 'develop' into feat/short 2021-12-02 06:53:15 +01:00
Matthias
0375a08302 use to_hdf instead of HDFStore 2021-12-01 20:32:23 +01:00
Matthias
cb4efa6d56 Revert unnecessary formatting changes 2021-11-28 15:53:13 +01:00
Matthias
0d6c933935 Improve and fix pair detection from available data 2021-11-28 15:25:57 +01:00
Matthias
7faa7539b4 Further enhance pair retrieval 2021-11-28 15:03:55 +01:00
Matthias
8d70672bee Enhance Regex to work for mark candles 2021-11-28 14:37:54 +01:00
Matthias
c096c7f5cb Add explicit tests for ohlcv regex 2021-11-28 14:34:46 +01:00
Sam Germain
392128013f Updated ohlcv_get_available_data to recognize swap and futures pairs 2021-11-27 03:11:44 -06:00
Sam Germain
8761649fd7 Added candle_type in doc strings 2021-11-27 02:55:42 -06:00
Sam Germain
920151934a Added candle_type to a lot of methods, wrote some tests 2021-11-21 17:48:14 -06:00
Sam Germain
e2f98a8dab replaced candle_type: Optional[str] = '' with candle_type: str = '' 2021-11-21 17:48:14 -06:00
Sam Germain
64a6abc541 Added candle type to ohlcv_get_available_data 2021-11-21 17:48:14 -06:00
Sam Germain
b4029533ec removed candle type from idatahandler.py 2021-11-21 17:48:14 -06:00
Sam Germain
843ca22a56 mark price test ohlcv_get_pairs 2021-11-21 17:48:14 -06:00
Sam Germain
3d95533bf9 Removed candletype from converter methods 2021-11-21 17:48:14 -06:00
Sam Germain
ee2ad8ca97 updated historic data filenames to include the candle type 2021-11-21 17:48:14 -06:00
Matthias
c26c0b6822 Merge branch 'feat/short' into short_buy_tag_compat 2021-11-21 19:31:59 +01:00
Matthias
36deced00b Remove more buy_tag references 2021-11-21 09:55:10 +01:00
Matthias
0a50017c84 Add long/short support to backtesting 2021-11-18 20:34:59 +01:00
Matthias
f40221dd9f Merge branch 'develop' into feat/short 2021-11-18 20:20:01 +01:00
Matthias
e0fd880c11 Improve some more pct formattings 2021-11-11 16:12:23 +01:00
Sam Germain
e8b4cf6eaa Merge branch 'develop' into feat/short 2021-10-02 03:15:12 -06:00
Matthias
6319c104fe Fix unreliable backtest-result when using webserver mode 2021-09-26 15:07:48 +02:00
Matthias
2a678bdbb4 Update buy_tag column to long_tag 2021-09-26 08:37:44 +02:00
Matthias
71ff214adf Support "initial_call" for download-data of new pairs 2021-09-07 07:14:40 +02:00
Masoud Azizi
40ad451019 Download-data log process added
Download-data log process added

pytest assert solved
2021-08-20 14:52:56 +00:00
slowy07
f24a951ec5 fix: typo spelling grammar 2021-08-16 19:16:24 +07:00
Matthias
e9ef9a6d28 Use .view() to convert dates to enums
part of #5314 - fixing deprecation warning.
2021-08-01 10:31:35 +02:00
Matthias
138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
Add buy signal name
2021-07-30 08:23:11 +02:00
kevinjulian
49886874aa rename to buy_tag 2021-07-21 20:05:35 +07:00
kevinjulian
cbfedf8b29 fix backtest testcase 2021-07-20 23:25:00 +07:00
George Muravei-Alkhavoi
ab786abf7f Fix intendation. 2021-07-19 00:47:51 +03:00
George Muravei-Alkhavoi
f705293353 Dataprovider caching and trimming to timerange of historical informative. 2021-07-19 00:25:24 +03:00
Matthias
10998eb0fa Remove further usages of int(int_timestamp) 2021-07-05 19:51:14 +02:00
aayush-jain18
d294ef10d7 unexpected docstring params 2021-06-25 23:56:16 +05:30
aayush-jain18
a46f60bd94 spell corrections 2021-06-25 22:10:04 +05:30
Matthias
9c34304cb9 Move state enums to enums package 2021-06-08 21:20:35 +02:00
Matthias
a7bd8b0aa5 Fix exception in plotting when no trades where generated
as seen in #4981
2021-05-22 17:03:16 +02:00
Matthias
96ea10e562 Fix circular import in hyperopt 2021-05-21 08:52:56 +02:00
Matthias
f398888865 Refactor preprocessed trimming to seperate method 2021-05-21 08:26:19 +02:00
Brook Miles
db17b1a851 fix indentation 2021-05-15 20:20:36 +09:00
Brook Miles
88da1f109b fix #4412 download-data does not stop downloading at the specified TIMERANGE end date 2021-05-15 20:15:19 +09:00
Matthias
92186d89a2 Add some changes to strategytemplate 2021-05-09 09:56:36 +02:00
Rokas Kupstys
8d8c782bd0 Slice dataframe in backtesting, preventing access to rows past current time. 2021-05-08 18:40:49 +03:00
Rokas Kupstys
1b01ad6f85 Make exchange parameter optional and do not use it as parameter in backtesting. 2021-05-08 10:29:47 +03:00
Matthias
4b6cd69c81 Add test for no-exchange dataprovider 2021-05-08 10:29:47 +03:00
Rokas Kupstys
d344194b36 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
cdfa6adbe5 Store pair datafrmes in dataprovider for backtesting. 2021-05-08 10:29:47 +03:00
Matthias
4f529fe424 Don't use Arrow to get min/max backtest dates 2021-05-06 19:43:14 +02:00
Matthias
fd3afdc230 plot-profit should use absolute values 2021-04-25 10:10:09 +02:00
Matthias
e855530483 hdf5 handler should include the end-date 2021-04-24 20:26:37 +02:00
Matthias
406c1267a2 Remove superfluss space 2021-04-22 20:01:08 +02:00
Rokas Kupstys
09efa7b06b Add --new-pairs-days parameter for download-data command.
This parameter allows us to customize a number of days we would like to download for new pairs only. This allows us to achieve efficient data update, downloading all data for new pairs and only missing data for existing pairs. To do that use `freqtrade download-data --new-pairs-days=3650` (not specifying `--days` or `--timerange` causes freqtrade to download only missing data for existing pairs).
2021-04-22 10:07:13 +03:00
Matthias
9b23be4021 Return a copy from current_whitelist
this avoids manipulating of the pair whitelist from within a strategy
2021-04-13 06:49:53 +02:00
Matthias
50fcb3f330 Reduce verbosity of missing data if less than 1% of data is missing 2021-03-30 07:26:39 +02:00
Matthias
89bbfd2324 Remove candle_count from dataframe before backtesting
closes #3754
2021-03-29 20:26:54 +02:00
Matthias
53a57f2c81 Change some types
Fix types of new model object
2021-02-27 09:33:00 +01:00
Matthias
aed23d55c2 Add starting balance to profit cumsum calculation 2021-02-27 09:33:00 +01:00
Matthias
0d2f877e77 Use absolute drawdown calc 2021-02-27 09:32:59 +01:00
Florian Reitmeir
5c263c7ffd add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed 2021-02-14 19:41:12 +01:00
Matthias
2c80388b40 Fix valueerror in case of empty array files 2021-02-01 06:28:49 +01:00
Matthias
5724371a4f Fix types for numpy 1.20.0 upgrade 2021-01-31 11:21:23 +01:00
Matthias
ea0ffbae73 use profit_ratio in calculate_cum_profit 2021-01-29 19:06:57 +01:00
Matthias
789a980a30 Fix tests for new export format 2021-01-24 19:42:32 +01:00
Matthias
deb8432d33 Streamline trade to dataframe conversion 2021-01-24 08:58:41 +01:00
Matthias
0d4cf32086 Slightly adapt to pandas incompatibility 2020-12-28 09:50:48 +01:00
Matthias
ceb50a7807 use exception handler when downloading data
closes #3992
2020-11-25 07:57:27 +01:00
Matthias
e8e3ca0c3c Catch ValueError from trade_conversion
closes #3967
2020-11-21 10:57:19 +01:00
Matthias
83861fabde Fix #3967, move TradeList type to constants 2020-11-21 10:52:15 +01:00
Matthias
52c9a2c37f Convert np to None when loading hdf5 trades to allow duplicate detection 2020-11-19 07:31:54 +01:00
Matthias
887d78171c
Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp
Convert timestamp to int_timestamp for all arrow occurances
2020-11-02 16:40:43 +01:00
Matthias Spiller
78874fa865 informative_pairs does not honor dataformat 2020-10-31 10:53:51 +00:00
Matthias
adffd402ea Replace some pointless occurances of arrow 2020-10-20 20:11:38 +02:00
Matthias
8cdc795a44 Rename persistence.init to init_db 2020-10-16 08:15:18 +02:00
Matthias
6977ffdbf9 Merge branch 'develop' into isort_config 2020-09-28 20:21:55 +02:00
Matthias
253b7b763e Apply isort to freqtrade codebase 2020-09-28 19:40:46 +02:00
Matthias
6e70ae6e95 Improve code quality 2020-09-27 19:40:55 +02:00
Matthias
3cb1a9a5a9 Support loading results from a specific hyperopt history file 2020-09-27 17:03:30 +02:00
Matthias
c42a924df8 Load latest file 2020-09-27 16:50:42 +02:00
Matthias
77d0189695 Remove not needed argument in update_trade_state 2020-09-19 09:37:11 +02:00
Matthias
38c52c7eee
Merge pull request #3626 from freqtrade/feat/hdf5
Introduce HDF5 Datahandler
2020-08-31 16:10:24 +02:00
Matthias
284d39930f Allow using pairlists through dataprovider in backtesting 2020-08-30 10:07:28 +02:00
Matthias
309ea1246a Update config to use single quotes 2020-08-26 20:52:09 +02:00
Matthias
4eb17b4daf Remove unneeded function 2020-08-18 15:20:37 +02:00
Matthias
87e4a82041 Merge branch 'develop' into bt_add_maxdrawdown 2020-08-09 08:34:36 +02:00
Matthias
bad89307dd Fix mypy error 2020-07-25 17:19:41 +02:00
Matthias
119bf2a8ea Document hdf5 dataformat 2020-07-25 17:06:58 +02:00
Matthias
0a28818b46 Add some tests for hdf5 2020-07-24 19:37:37 +02:00
Matthias
861e7099cc Rename hdf5handler to hdf5DataHandler 2020-07-24 19:23:37 +02:00
Matthias
3171ad33b7 Add blosc compression 2020-07-24 17:44:29 +02:00
Matthias
0f08addfbe Don't store empty arrays 2020-07-24 17:37:07 +02:00
Matthias
31df42e737 Implement get_available_data 2020-07-24 17:31:43 +02:00
Matthias
d4540c846a Add trades_load method 2020-07-23 19:33:23 +02:00
Matthias
55591e287c First version of hdf5handler - no proper support for trades yet 2020-07-23 19:33:23 +02:00
Matthias
b035d9e267 Update return type comment 2020-07-12 10:23:09 +02:00