hroff-1902
f8b01f5a43
Make flake happy
2020-05-16 12:27:56 +03:00
hroff-1902
035a12ce61
Move _create_pair_whitelist to dataprovider
2020-05-16 12:27:56 +03:00
hroff-1902
bf25746965
Introduce datatype for informative pairs
2020-05-16 12:27:56 +03:00
hroff-1902
aae096c6ae
Handle fetching ticker for non-existing pair safe way
2020-05-14 13:36:48 +03:00
hroff-1902
3079e18239
Merge branch 'develop' into dataprovider-add-ticker
2020-05-14 13:22:52 +03:00
hroff-1902
b4d2433fc1
Merge pull request #3267 from GrilledChickenThighs/develop
...
Method for accessing current pairlist inside strategy.
2020-05-13 21:29:39 +03:00
Matthias
d86855f2f3
Merge pull request #3129 from freqtrade/trades_to_list
...
convert dl-trades datadownload to list
2020-05-13 09:41:26 +02:00
Paul D. Mendes
9fbe135790
attached pairlist manager onto dataprovider init for unified access to dynamic whitelist
2020-05-11 20:17:03 +04:00
Paul D. Mendes
bc9efc31ad
Added Method for accessing current pair list on initialization for dynamic informative pairs
...
moved import into function to avoid circular import with hyperopt
2020-05-11 19:45:15 +04:00
hroff-1902
63b55658ac
Add ticker to dataprovider
2020-05-01 05:11:30 +03:00
Matthias
7aba9bc62a
Update freqtrade/data/converter.py
...
Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-04-17 06:22:25 +02:00
hroff-1902
f2b1802666
Merge pull request #3137 from freqtrade/fix_maxdrawdown
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[minor] Fix maxdrawdown
2020-04-14 16:03:25 +03:00
Matthias
ddf37ef059
Add test to demonstrate that the dataframe is not changed
2020-04-14 08:02:42 +02:00
Matthias
4ee0cbb575
Reset index to correctly gather index
2020-04-12 10:40:02 +02:00
orehunt
20abb379aa
trim trades to the available ohlcv data before plotting profits
2020-04-06 15:54:17 +02:00
Matthias
41d5c40f10
Correctly test drawdown plot
2020-04-05 14:44:44 +02:00
Matthias
e204170eb6
Fix max_drawdown bug finding low before high!
2020-04-05 14:29:40 +02:00
Matthias
9d7ad23d42
Fix test leakage
2020-04-02 08:20:50 +02:00
Matthias
eab6c9c5f2
Fix message
2020-04-01 20:50:00 +02:00
Matthias
0d51383b57
Format logmessages correctly
2020-04-01 20:31:21 +02:00
Matthias
ba03d96961
Test 5s offset on since
2020-04-01 20:04:36 +02:00
Matthias
ff9caf790b
remove trade duplicates in datahandler
2020-04-01 19:45:46 +02:00
Matthias
0506caf986
Implement trades_remove_dulicates
2020-04-01 19:45:38 +02:00
Matthias
bac0eaab03
fix convert to ohlcv
2020-04-01 19:45:35 +02:00
Matthias
d76bb1ccf4
Use List of Lists instead of list of Dicts for trades data
2020-04-01 19:45:21 +02:00
Matthias
1659ddcc5d
Add conversion function from fetch_trades to list
2020-04-01 19:45:21 +02:00
Matthias
3e1bef888a
Fix flake8 error
2020-03-18 19:40:13 +01:00
Fredrik81
0920d6fce4
Update freqtrade/data/btanalysis.py
...
Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-03-18 11:01:09 +01:00
Fredrik81
8c33e07dc6
Update based on comments
2020-03-15 21:20:32 +01:00
hroff-1902
57ff3ff450
Merge branch 'develop' into plot-trades
2020-03-15 13:31:00 +03:00
Matthias
0f1640bed4
convert exportfilename to Path when config parsing
2020-03-15 09:39:45 +01:00
Fredrik81
27faf12fde
Fix if no file exists
2020-03-14 22:15:03 +01:00
hroff-1902
59fadabb5b
Fix merging
2020-03-13 20:26:14 +03:00
hroff-1902
51f52c8609
Merge branch 'develop' into no-ticker-2
2020-03-13 16:43:52 +03:00
Matthias
6f67b8d9b9
iCheck after clean_dataframe, too
2020-03-12 19:50:46 +01:00
Matthias
129a88d5da
Extract emptyness check to it's own method
2020-03-11 19:53:28 +01:00
orehunt
3eaae4661d
check again for emptiness after trimming dataframe
2020-03-09 17:51:21 +01:00
hroff-1902
3208faf7ed
Do not use ticker where it's not a ticker
2020-03-08 20:47:02 +03:00
Matthias
9d8970a76b
Add test and formatting to drawdown
2020-03-03 20:23:44 +01:00
Matthias
33a63562cb
make drawdown function less restrictive
2020-03-03 07:23:38 +01:00
Matthias
e050511ddc
Add test for max_drawdown calculation
2020-03-03 07:20:41 +01:00
Matthias
3479f7d986
Add max_drawdown function
2020-03-03 07:15:03 +01:00
hroff-1902
e2e6b940a3
copy=False does not make the changes inline anyway, so not needed
2020-02-22 19:54:19 +03:00
hroff-1902
c651e0ac82
Fix #2948
2020-02-22 19:46:40 +03:00
Matthias
3186add87b
Use explicit column list for float parsing
2020-02-22 14:46:54 +01:00
Matthias
7ecc56fa44
Load ohlcv data as float
2020-02-22 13:10:41 +01:00
Matthias
d65a06947d
Merge branch 'develop' into data_handler
2020-02-09 15:16:43 +01:00
hroff-1902
f3d500085c
Add some type hints
2020-02-02 07:00:40 +03:00
Matthias
41945138ac
Converting pairs from filename to pair corrected
2020-01-05 13:35:36 +01:00
Matthias
4eaaec9d1a
Implement pair_to_filename to datahandler
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includes tests - taken from #2744 and modified to adapt to new structure
2020-01-05 10:36:08 +01:00
Matthias
f82c4346b6
data conversion, not data conversation
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* we're not talking to the data yet ...
2020-01-05 09:55:02 +01:00
Matthias
2409261cb7
Merge branch 'develop' into data_handler
2020-01-04 11:36:27 +01:00
Matthias
2c8e8d8ef6
Align columns for btanalysis loading
2020-01-02 09:51:47 +01:00
Matthias
699c0d6bc3
Merge branch 'develop' into data_handler
2019-12-30 19:40:43 +01:00
Matthias
1ffda29fd2
Adjust improts to new exception location
2019-12-30 15:02:17 +01:00
Matthias
814cc20c6b
Remove potential circular import
2019-12-28 19:58:41 +01:00
Matthias
f4a532ef6d
Pass format to load_data
2019-12-28 14:57:39 +01:00
Matthias
ae1b28aab7
Remove get_datahandlerclass from package exposes
2019-12-28 14:32:11 +01:00
Matthias
66d18575a7
Implement abstract interface
2019-12-28 11:10:31 +01:00
Matthias
9e4fc00a0f
Add test for convert_ohlcv
2019-12-28 11:03:06 +01:00
Matthias
28787a001c
Move convert functions to convert module
2019-12-28 11:02:34 +01:00
Matthias
6860491189
Rename datahandler module to history module
...
Also move previous history.py into this module - so everything is
bundled
2019-12-28 11:01:42 +01:00
Matthias
9c5b94adf5
Pass data_format to methods
2019-12-28 11:01:42 +01:00
Matthias
d65c1eea7a
Add some tests for datahandler
2019-12-28 11:01:42 +01:00
Matthias
8a030e7fc0
Use exists instead of is_file
2019-12-28 11:01:42 +01:00
Matthias
a3144cb2f0
remove trim_tickerlist
2019-12-28 11:01:42 +01:00
Matthias
d1b52809ac
Cleanup history
2019-12-28 11:01:41 +01:00
Matthias
d06777b8ce
Remove old "load_cached_data" method
2019-12-28 11:01:41 +01:00
Matthias
7a6476c9ba
Update tests
2019-12-28 11:01:41 +01:00
Matthias
df085a6f15
Fix small bug and test
2019-12-28 11:01:41 +01:00
Matthias
c648d973c1
Implement new "load_data_for_updating" method based on dataframes
2019-12-28 11:01:41 +01:00
Matthias
ec8fb5f308
Make no-data warning optional
2019-12-28 11:01:41 +01:00
Matthias
b83487a70d
Extract default dataframe columns to constant
2019-12-28 11:01:41 +01:00
Matthias
91c70a0e9c
Change to use ohlcv_purge
2019-12-28 11:01:41 +01:00
Matthias
37c5b68987
Move dataframe validation to abstract class
2019-12-28 11:01:41 +01:00
Matthias
e861f05b75
Move dataframe trim to within jsondatahandler
2019-12-28 11:01:41 +01:00
Matthias
552c93abf0
Improve some docstrings
2019-12-28 11:01:41 +01:00
Matthias
b7c1d55491
Modify tests to point to datahandlers
2019-12-28 11:01:41 +01:00
Matthias
9876d126ca
Use handler for trades
2019-12-28 11:01:41 +01:00
Matthias
9547d47ae2
Initialize datahandlers
2019-12-28 11:01:41 +01:00
Matthias
5fca17d7e1
Allow initializing handler-class just once
2019-12-28 11:01:41 +01:00
Matthias
416517b0c9
Move trim_dataframe from history to converter
2019-12-28 11:01:41 +01:00
Matthias
9d8ea2f13b
Replace calls to load_tickerdata_file with DataHandler calls
2019-12-28 11:01:41 +01:00
Matthias
88fa7fc24c
Simplify validate dataframe method
2019-12-28 11:01:41 +01:00
Matthias
53ee636fa0
Check if file exists before loading
2019-12-28 11:01:41 +01:00
Matthias
873f5dbe6b
Revrite validate_pairdata to work with pandas
2019-12-28 11:01:41 +01:00
Matthias
db520a09ee
Trim dataframe, not tickerlist
2019-12-28 11:01:41 +01:00
Matthias
866908d2ca
Load and save using pandas internal function
2019-12-28 11:01:41 +01:00
Matthias
d9e7d64f33
Split parse_ticker_dataframe some logic to clean_ohlcv_dataframe.
2019-12-28 11:01:41 +01:00
Matthias
1b90ec58b9
Use changed pair-handling for providers
2019-12-28 11:01:41 +01:00
Matthias
d923bab828
Remove abstract interface for now
2019-12-28 11:01:41 +01:00
Matthias
48728e2d66
Change DataProvider interface to accept pair per method
2019-12-28 11:01:41 +01:00
Matthias
e529a4c261
Fix typehint for get_datahandlerclass
2019-12-28 11:01:41 +01:00
Matthias
c6d6dbfdb1
Implement jsondatahandler file store
2019-12-28 11:01:41 +01:00
Matthias
abc6b9459a
Add ohlcv_store call to convert_ohlcv
2019-12-28 11:01:41 +01:00
Matthias
2a728ee68f
fix bug in find-files
2019-12-28 11:01:41 +01:00
Matthias
ef0fcb0e0f
Make data-finding safe
2019-12-28 11:01:41 +01:00
Matthias
e5a61667dd
Implement first version of jsondatahandler
2019-12-28 11:00:22 +01:00
Matthias
bb8acc61db
Convert datadir within config to Path
...
(it's used as Path all the time!)
2019-12-23 15:11:29 +01:00
hroff-1902
cf4c3642ce
Minor improvements in data.history
2019-12-18 01:06:03 +03:00
hroff-1902
021fa1ca1a
Merge pull request #2678 from hroff-1902/dataprovider-history-split-refresh
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Dataprovider history: split refresh part
2019-12-18 00:30:47 +03:00
hroff-1902
3a542bce62
Merge pull request #2674 from freqtrade/bt_trade_open_price
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Pre-calculate open_trade_price
2019-12-17 21:51:13 +03:00
hroff-1902
1537389617
Remove startup_candles argument in refresh_data
2019-12-17 18:23:31 +03:00
hroff-1902
b2796f99b6
Remove redundant refresh_pair_history
2019-12-17 14:06:21 +03:00
hroff-1902
60f89c8c01
Split refresh from load_data/load_pair_history
2019-12-17 13:43:42 +03:00
Matthias
a2964afd42
Rename profit_percent to profit_ratio to be consistent
2019-12-17 08:53:30 +01:00
hroff-1902
0277cd82ea
Make mypy happy
2019-12-16 23:25:57 +03:00
hroff-1902
a6fc743d85
Align code in _download_*_history()
2019-12-16 22:12:26 +03:00
hroff-1902
fa968996ed
Remove useless check
2019-12-16 22:01:26 +03:00
hroff-1902
4cd45b6535
Rename download_*_history as non-public
2019-12-16 21:57:03 +03:00
hroff-1902
2af9ffa7f2
Align refresh_backtest_ to each other
2019-12-16 21:43:33 +03:00
Matthias
7c7ca1cb90
Remove min (plural) from codebase
2019-12-11 07:12:37 +01:00
Matthias
054484ad73
load_pair_history should not return None, but an empty dataframe if no
...
data is found
2019-12-04 06:57:44 +01:00
Matthias
c8c48156dd
Don't load trades twice ...
2019-11-13 20:44:55 +01:00
Matthias
6ac73f7cde
Update missed strings
2019-11-13 11:28:26 +01:00
Matthias
1c57a4ac35
more replacements of ticker_interval
2019-11-12 15:13:06 +01:00
Matthias
08aedc18e1
Exchange ticker_interval with timeframe in some more places
2019-11-12 15:13:06 +01:00
Matthias
e4bdb92521
Replace some occurances of ticker_interval with timeframe
2019-11-12 15:13:06 +01:00
Matthias
da57396d07
Fix UTC handling of timestamp() conversation in fetch_my_trades
2019-11-08 06:55:07 +01:00
hroff-1902
f435384bf0
Merge pull request #2451 from freqtrade/bt_analysis_maxopen
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Bt analysis maxopen at any time
2019-11-01 00:13:31 +03:00
hroff-1902
3149c12a14
Merge pull request #2444 from freqtrade/sql_cleanup
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Fix scoped_session and add Documentation for strategy
2019-10-31 23:19:30 +03:00
Matthias
5dcf28cafb
Reduce frequency of "startup-period" message
2019-10-31 06:57:37 +01:00
Matthias
dd408aa5d6
Add analyze_trade_parallelism analysis function
2019-10-30 14:07:23 +01:00
Matthias
dac88c6aed
extract Find parallel trades per interval
2019-10-30 13:35:55 +01:00
Matthias
26a5800a7f
Extract get_trades function
2019-10-30 11:12:49 +01:00
hroff-1902
5254059fe4
Merge pull request #2430 from freqtrade/startup_period_bt
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Add Startup period for strategies
2019-10-28 23:33:30 +03:00
Matthias
e82460bde6
Fix create_cum_profit to work with trades that don't open on candle
...
opens
2019-10-28 14:24:12 +01:00
Matthias
61c037f2cf
Fix some typos and comment mistakes
2019-10-28 13:05:54 +01:00
Matthias
132a4da7cf
Small style fixes and adjusted tests
2019-10-27 10:56:38 +01:00
Matthias
33164ac78e
Refactor loading of bt data to backtesting ...
2019-10-27 09:44:56 +01:00
Matthias
704121c197
Move most logic to history
2019-10-27 09:44:56 +01:00
Matthias
9e7e051eb4
add trim-dataframe method
2019-10-27 09:44:56 +01:00
hroff-1902
14755779de
Merge pull request #2391 from freqtrade/plot_trades_in_min
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[minor][plot] Plotting trades from database should show correct duration
2019-10-20 20:11:01 +03:00
hroff-1902
4f17511fdc
Merge pull request #2393 from freqtrade/remove_timeframe
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Remove non-date based timeframe selection
2019-10-19 22:05:44 +03:00
Matthias
16e10d99b9
Remove timeframe logic for non-date entries
2019-10-19 15:10:48 +02:00
Matthias
f41c659cb2
Plotting trades from database should show correct duration
2019-10-19 13:18:52 +02:00
Matthias
13e80e449c
cleanup and better docstring
2019-10-14 06:22:10 +02:00
Matthias
3e4617be37
add pandas-based converter-functions
2019-10-13 19:25:16 +02:00
Matthias
2374cda8d0
Cleanup and tests for refresh_backtest_trades
2019-10-13 13:15:22 +02:00
Matthias
0d592f6c55
Refactor trade downloading to handle exceptions only once
2019-10-13 13:15:22 +02:00
Matthias
476adf872a
Add conversion from trades to ohlcv at different intervals
2019-10-13 13:15:22 +02:00
Matthias
9584629f50
Rename argument from dl_path to datadir
2019-10-13 13:15:22 +02:00
Matthias
8069cd6689
add refresh_trades_ method
2019-10-13 13:15:22 +02:00
Matthias
19f3669fbd
add docstring
2019-10-13 13:15:22 +02:00
Matthias
6e952a0aa8
Capture downloaded data
2019-10-13 13:15:22 +02:00
Matthias
2c0bb71a6e
Add download_trades_history()
2019-10-13 13:15:22 +02:00
Matthias
d250b67f33
Add load/store trades data
2019-10-13 13:15:22 +02:00
Matthias
42b8241541
use gz to save / load trades data
2019-10-13 13:15:22 +02:00
Matthias
63e87ef85b
Add pair_trades_filename
2019-10-13 13:15:22 +02:00
Matthias
5e23cc719d
Add tests for orderbook and market in dataprovider
2019-10-10 19:38:01 +02:00
Matthias
bba5f54722
Merge pull request #2335 from hroff-1902/dataprovider-market
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Allow to use market data in the strategies
2019-10-10 16:54:04 +02:00
hroff-1902
211b9cbe04
Cleanup in data.history
2019-10-06 18:35:09 +03:00
hroff-1902
3ac5b91899
Add market() method to dataprovider
2019-10-03 02:58:45 +03:00
hroff-1902
0268bfdbd4
Minor: fix typo in comment
...
Minor cosmetics. typo caught.
2019-09-26 02:04:48 +03:00
Matthias
508a35fc20
Update comment as to why certain points have not been removed
2019-09-20 20:20:16 +02:00
Matthias
9cedbc1345
Cleanup history.py and update documentation
2019-09-20 20:16:49 +02:00
Matthias
1cd8ed0c1a
Remove --refresh-pairs
2019-09-20 20:02:07 +02:00
hroff-1902
dda513c923
Minor class cosmetics
2019-09-12 12:13:20 +03:00
Jonathan Raviotta
a5510d14e9
de-mangling
2019-09-09 06:58:41 +02:00
Matthias
972b8a1726
Remove defaulting to test_data folder when no datadir is present
2019-09-07 21:06:20 +02:00
Matthias
816d942ded
Merge branch 'develop' into plot_commands
2019-08-30 20:42:58 +02:00
Matthias
3232251fea
Refactor downloading ohlcv from utils to history
2019-08-25 15:01:27 +02:00
Matthias
2ae398913d
Fix bug in bt-analysis when multiple trades sell at the same time
2019-08-24 15:11:31 +02:00
Matthias
545e5c5bc6
simplify load_trades call
2019-08-24 15:11:31 +02:00
Matthias
e8ee087e9d
Merge branch 'develop' into download_module
2019-08-20 06:49:18 +02:00
Matthias
9e8ca8d4bf
Merge pull request #2138 from freqtrade/history_docstrings
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Refactorings to history
2019-08-20 06:35:54 +02:00
hroff-1902
407a3bca62
implementation of ohlcv optimized
2019-08-18 13:00:37 +03:00
hroff-1902
310e438706
logging message improved
2019-08-18 12:55:31 +03:00
hroff-1902
8a2a8ab8b5
docstring for ohlcv improved
2019-08-18 12:47:19 +03:00
hroff-1902
84a0f9ea42
get_pair_dataframe helper method added
2019-08-17 12:57:44 +03:00
Matthias
219d0b7fb0
Adjust documentation to removed download-script
2019-08-16 15:27:48 +02:00
Matthias
12677f2d42
Adjust docstring to match functioning of load_cached_data
2019-08-15 20:13:19 +02:00
Matthias
a94a89086f
Don't forward timerange to load_ticker_file
...
when loading cached data for updating.
We always want to get all data, not just a fraction (we would end up
overwriting the non-loaded part of the data).
2019-08-15 20:09:00 +02:00
Matthias
f3e6bcb20c
Avoid using negative indexes
2019-08-15 06:35:50 +02:00
Matthias
b2a22f1afb
Fix samll errors
2019-08-14 21:39:53 +02:00
Matthias
91d1061c73
Abstract tickerdata storing
2019-08-14 20:49:06 +02:00
Matthias
0ffb184eba
Change some docstrings and formatting from history
2019-08-14 20:45:24 +02:00
Matthias
84baef922c
Rename get_history to get_historic_ohlcv
2019-08-14 10:14:54 +02:00
Matthias
4d1ce8178c
intend if to be clearer
2019-08-04 10:38:37 +02:00
Matthias
c4e30862ee
load_trades_db should give as many columns as possible
2019-08-03 19:55:54 +02:00
Matthias
76d22bc743
Show correct valueerror message
2019-08-02 09:41:24 +02:00
Matthias
a0cecc6c52
Fix test after pandas 0.25.0 update
2019-07-24 06:29:50 +02:00
Matthias
5144e98a82
Merge pull request #2015 from hroff-1902/refactor/config2
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Make configuration a module
2019-07-15 19:41:57 +02:00
Matthias
4238ee090d
Cleanup some code
...
after deepcode.ai suggestions
2019-07-14 20:05:28 +02:00
hroff-1902
1bdffcc73b
make configuration a sep. module, including arguments
2019-07-12 00:49:23 +03:00
Matthias
b3644f7fa0
Fix typo in docstring
2019-07-03 06:26:39 +02:00
Matthias
5a11ffcad8
Add test for add_profit
2019-06-30 10:24:10 +02:00
Matthias
6b387d320e
extract combine_tickers to btanalysis
2019-06-30 10:04:43 +02:00
Matthias
8aa327cb8a
Add load_trades abstraction (to load trades from either DB or file)
2019-06-29 20:52:23 +02:00
Matthias
edd3fc8825
Add test for create_cum_profit
2019-06-29 17:22:47 +02:00
Matthias
044be3b93e
Add create_cum_profit column
2019-06-29 16:57:04 +02:00
Matthias
31a2aac627
Merge pull request #1959 from freqtrade/split_btanalysis_load_trades
...
Split btanalysis load trades
2019-06-24 19:41:56 +02:00
Matthias
eba7327058
Merge branch 'develop' into split_btanalysis_load_trades
2019-06-24 07:15:14 +02:00
Matthias
a07653a6cc
Merge branch 'develop' into fix/validate_dataframe
2019-06-24 06:21:08 +02:00
hroff-1902
116d8e853e
typos in docstrings fixed
2019-06-23 23:10:37 +03:00
Matthias
559d5ebd1d
Remove combined load-method since it's confusing
2019-06-22 16:20:41 +02:00
Matthias
de38aea164
Fix sequence of loading trades
2019-06-22 15:45:20 +02:00
Matthias
fc3e3c468c
File existence is checked in load_backtest_data
2019-06-16 19:35:21 +02:00
Matthias
1cd8415723
Move extract_trades_of_period to btanlaysis
2019-06-16 19:33:48 +02:00
Matthias
c7643e142b
Move load_trades to bt_anlaysis
2019-06-16 19:33:48 +02:00
