Commit Graph

4880 Commits

Author SHA1 Message Date
hroff-1902
91629807f7
shame on me 2019-02-13 03:17:54 +03:00
hroff-1902
f551fb5ff7
adjusted for passing tests
Don't like this test_ticker parameter, but it's needed for tests to pass prepared ticker.
Any ideas?
2019-02-13 03:14:24 +03:00
hroff-1902
e8ef36fb6e
execute_buy: do not use ticker if use_order_book:true is set in config
This PR corresponds to:
https://github.com/freqtrade/freqtrade/issues/1377#issue-386200394
in understanfing that pair Ticker is mostly statistics, but on the other side, create_trade/execute_buy.

It resolves problem with some exchanges (BitMex) where ticker structure returned by ccxt does not contain bid and ask values.

1. On exchanges like Bitmex, set use_order_book: true for buys. FT won't request ticker and will use data from order book only.
2. On exchanges where order book is not available, set use_order_book: false, ticker data (including ask/last balance logic) will be used.
3. On other exchanges, either approach may be used in the config.

Performance: current implementation fetches ticker every time even if order book data will be later used. With this change it's eliminated.

Comparison of order book rate and ticker rate is removed (in order to split fetching order book and ticker completely in execute_buy), so some tests that touch this code may require adjustments.
2019-02-13 02:55:55 +03:00
Matthias
b9a5899c99
Merge pull request #1548 from freqtrade/pyup/scheduled-update-2019-02-12
Scheduled daily dependency update on tuesday
2019-02-12 14:50:30 +01:00
pyup-bot
607190cd38 Update ccxt from 1.18.225 to 1.18.230 2019-02-12 13:31:08 +01:00
Samuel Husso
018cee8413
Merge pull request #1547 from freqtrade/pyup/scheduled-update-2019-02-11
Scheduled daily dependency update on monday
2019-02-11 14:52:25 +02:00
pyup-bot
0b5f4dc38e Update python-rapidjson from 0.6.3 to 0.7.0 2019-02-11 13:31:09 +01:00
pyup-bot
160c467e01 Update ccxt from 1.18.223 to 1.18.225 2019-02-11 13:31:07 +01:00
Matthias
d91dbf4090
Merge pull request #1545 from hroff-1902/patch-3
Cosmetic: fix logging
2019-02-11 06:12:17 +01:00
hroff-1902
69f69d965c
test asserts aligned accordingly to new log messages 2019-02-10 23:37:24 +03:00
Misagh
624ce6707a
Merge pull request #1546 from hroff-1902/patch-4
OHLCV should be float for TA-LIB indicators in the strategy
2019-02-10 20:39:45 +01:00
hroff-1902
5e741a0f73
fixed flake 2019-02-10 22:28:40 +03:00
hroff-1902
d6c0c107ac
fixed flake
hmm, even in the comments?
2019-02-10 22:23:00 +03:00
hroff-1902
7ed15c64ba
what else? 2019-02-10 22:13:40 +03:00
hroff-1902
08d35f3e15
fix checks
Should not make cosmetic changes right in the github editor without local smoketests...
2019-02-10 22:09:11 +03:00
hroff-1902
4dffb17dd6
fix flake 2019-02-10 22:01:46 +03:00
hroff-1902
14d6cdf9b2
OHLCV should be float for TA-LIB indicators in the strategy
Some exchanges (BitMEX) return integer values for Volume field. And sometimes even for OHLC -- same, on BitMEX, since price decrease is 0.5. TA-LIB functions assume floats and fail with exception.
Of course, this can be fixed (converted) in ccxt for particular exchange, but TA-LIB will still fail for exchanges for that such a conversion is not implemented in ccxt code. So let's make perform this conversion here in order to be sure our strategy will not crash on a new exchange.
2019-02-10 21:52:33 +03:00
Matthias
7248537d4a
Merge pull request #1544 from hroff-1902/patch-2
Cosmetic: fix logging in strategy/interface.py
2019-02-10 19:36:33 +01:00
hroff-1902
b91981f0aa
Cosmetic: fix logging
Output stake_amount as it is defined in the config (it may by int) instead of float. In order to avoid unnecessary questions where and why it was converted to float and changed in the last digit while it should be integer for the exchange...

Other small cosmetic improvements to logging in freqtradebot.py
2019-02-10 21:31:13 +03:00
hroff-1902
585f525879
Cosmetic: fix logging 2019-02-10 21:02:53 +03:00
Samuel Husso
58bd272c0f
Merge pull request #1543 from freqtrade/pyup/scheduled-update-2019-02-10
Scheduled daily dependency update on sunday
2019-02-10 14:49:25 +02:00
pyup-bot
fe2f98c802 Update ccxt from 1.18.221 to 1.18.223 2019-02-10 13:33:06 +01:00
Matthias
76187cc3d9
Merge pull request #1541 from freqtrade/pyup/scheduled-update-2019-02-09
Scheduled daily dependency update on saturday
2019-02-09 14:00:49 +01:00
pyup-bot
3bb9e17b0d Update plotly from 3.6.0 to 3.6.1 2019-02-09 13:33:11 +01:00
pyup-bot
f0c9064b77 Update mypy from 0.660 to 0.670 2019-02-09 13:33:09 +01:00
pyup-bot
e0142526e3 Update scipy from 1.2.0 to 1.2.1 2019-02-09 13:33:08 +01:00
pyup-bot
e9aba03981 Update ccxt from 1.18.210 to 1.18.221 2019-02-09 13:33:06 +01:00
Samuel Husso
9a50771a27
Merge pull request #1540 from freqtrade/pyup/scheduled-update-2019-02-08
Scheduled daily dependency update on friday
2019-02-08 14:52:56 +02:00
pyup-bot
92eb951966 Update ccxt from 1.18.208 to 1.18.210 2019-02-08 13:34:26 +01:00
Matthias
e6a8ecbf66
Merge pull request #1539 from freqtrade/pyup/scheduled-update-2019-02-07
Scheduled daily dependency update on thursday
2019-02-07 15:37:18 +01:00
pyup-bot
39626bb520 Update ccxt from 1.18.203 to 1.18.208 2019-02-07 13:34:09 +01:00
Samuel Husso
f48936dcde
Merge pull request #1538 from freqtrade/pyup/scheduled-update-2019-02-06
Scheduled daily dependency update on wednesday
2019-02-06 15:29:06 +02:00
pyup-bot
395a7b25be Update ccxt from 1.18.197 to 1.18.203 2019-02-06 13:34:09 +01:00
Misagh
02698c7493
Merge pull request #1537 from freqtrade/pyup/scheduled-update-2019-02-05
Scheduled daily dependency update on tuesday
2019-02-05 13:55:09 +01:00
pyup-bot
6fd932bf7d Update pytest-mock from 1.10.0 to 1.10.1 2019-02-05 13:34:07 +01:00
pyup-bot
fcc7cb9892 Update flake8 from 3.7.4 to 3.7.5 2019-02-05 13:34:06 +01:00
Misagh
21ffdbb3a2
Merge pull request #1535 from freqtrade/fix/cancelled_on_exchange
Fix/cancelled on exchange
2019-02-04 22:47:58 +01:00
Misagh
f847bf0b8d
Merge pull request #1536 from freqtrade/pyup/scheduled-update-2019-02-04
Scheduled daily dependency update on monday
2019-02-04 14:44:47 +01:00
pyup-bot
64891df122 Update pandas from 0.24.0 to 0.24.1 2019-02-04 13:34:12 +01:00
pyup-bot
218b501119 Update ccxt from 1.18.195 to 1.18.197 2019-02-04 13:34:10 +01:00
Matthias
0a71ebce68 Remove unneeded pair conversation, add docstring 2019-02-04 06:13:22 +01:00
Matthias
80440f25cf
Merge pull request #1534 from freqtrade/pyup/scheduled-update-2019-02-03
Scheduled daily dependency update on sunday
2019-02-03 13:53:32 +01:00
Matthias
1d940041e3 Add log test for cancelled order 2019-02-03 13:52:05 +01:00
Matthias
40fea4593f Add log_has_re 2019-02-03 13:52:05 +01:00
Matthias
02c3552954 Adjust comment 2019-02-03 13:52:05 +01:00
Matthias
91ed02134e Add tests for cancelled on exchnage 2019-02-03 13:52:05 +01:00
Matthias
e8ed8a2ea7 Handle orders cancelled on exchange
fix #1527
2019-02-03 13:51:52 +01:00
pyup-bot
f2dd32e319 Update flake8-tidy-imports from 1.1.0 to 2.0.0 2019-02-03 13:34:07 +01:00
Samuel Husso
5243941c4d
Merge pull request #1533 from freqtrade/pyup/scheduled-update-2019-02-02
Scheduled daily dependency update on saturday
2019-02-02 15:25:29 +02:00
pyup-bot
8d5474d4d5 Update plotly from 3.5.0 to 3.6.0 2019-02-02 13:34:08 +01:00