dae3b3d86a
support shutting down freqai
2022-09-03 13:24:14 -06:00
16573b19e3
Fix migration syntax error
2022-09-03 19:51:44 +02:00
5cfb4154eb
revert all changes in normalize_data()
2022-09-03 19:48:30 +02:00
63514b0443
Merge pull request #7325 from wagnercosta/develop
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Improve Freqai backtesting performance
2022-09-03 19:28:04 +02:00
c21808ff98
remove metadata redundancy, fix pca bug
2022-09-03 16:54:30 +02:00
c9be66b5b6
increase test coverage for dk, improve function naming, extra cleaning
2022-09-03 15:52:29 +02:00
ed4cc18cdd
Migration to check order funding fee
2022-09-03 15:19:40 +02:00
0f483ee31f
Use "since last order" approach for live as well.
2022-09-03 15:01:42 +02:00
0c6a02687a
Don't calculate funding fees if we're not going to use them.
2022-09-03 15:01:42 +02:00
df50b1928d
Fix funding fee calculation for backtesting
2022-09-03 15:01:42 +02:00
80b5f035ab
Remove typo in log message
2022-09-03 15:01:28 +02:00
599c1c79fb
reorganized backtest utilities, test new functionality, improve/update doc
2022-09-03 14:00:01 +02:00
af5460cebf
Add option to keep models only in memory for backtest
2022-09-02 22:01:53 -03:00
b26126cb57
Don't use ticker['symbol'] but use "pair" instead
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closes #7262
2022-09-02 20:09:30 +02:00
b53791fef2
Futures volumepairlist to account for contract size
2022-09-02 07:11:32 +02:00
11b2bc269e
Added missing s
2022-09-01 22:37:32 +02:00
3f8400df10
Normalise PCA space
2022-09-01 21:51:33 +02:00
11fbfd3402
Remove unnecessary assignment
2022-09-01 19:39:20 +02:00
d6e115178a
refactoring freqai backtesting - remove duplicate code
2022-09-01 07:09:23 -03:00
f3c73189d5
Remove pointless default on wallet_balance argument
2022-09-01 06:49:51 +02:00
ba2eb7cf0f
Fix BNB fee bug when selling
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thanks @epigramx, for reporting and for the detailed data.
2022-09-01 06:42:51 +02:00
44d3a9140d
Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop
2022-08-31 15:37:06 -03:00
7bed0450d2
pr review - refactoring backtesting freqai
2022-08-31 15:36:29 -03:00
3d4497467c
Merge branch 'freqtrade:develop' into develop
2022-08-31 14:47:06 -03:00
df51da22ee
refactoring freqai backtesting
2022-08-31 11:23:48 -03:00
57ff6f8ac5
Init timerange object properly
2022-08-31 10:28:31 +00:00
13ccd940d5
Remove startup_candle_count from freqai sample config to avoid confusion
2022-08-31 10:27:08 +00:00
7ba4fda5d7
Implement PR feedback
2022-08-31 10:26:47 +00:00
a88ffd2c9d
Merge branch 'develop' into move_datadownload
2022-08-31 10:23:45 +00:00
c9aa09ec89
Simplify base fee handling
2022-08-30 20:46:06 +02:00
7e8e29e42d
use continuous value for inlier_metric
2022-08-30 20:41:37 +02:00
7f52908e87
ensure the lost points are prepended for FreqUI
2022-08-30 18:55:58 +02:00
a58dd0bbf9
add noise feature, improve docstrings
2022-08-30 18:26:24 +02:00
b11742a4c5
integrate inlier metric function
2022-08-30 18:26:24 +02:00
d3cb211283
Add inlier metric computation
2022-08-30 18:26:24 +02:00
50e2808667
Fix bug in DI ( #7321 )
2022-08-30 12:54:39 +02:00
62c0a174c8
allow users to properly reverse train-test data ordering
2022-08-29 11:04:58 +02:00
27a9f98d5f
Simplify liquidation price structure, improve test cov
2022-08-29 07:04:48 +02:00
226fa5d93c
Simplify liquidation price calling structure
2022-08-29 07:04:48 +02:00
4def3678b7
Merge pull request #7298 from freqtrade/tif_align
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align TimeInForce to ccxt usage
2022-08-29 06:36:51 +02:00
8be8a12cc4
Merge pull request #7260 from JohanVlugt/develop
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Example FreqAI hybrid strategy
2022-08-29 06:34:45 +02:00
40c00d2d8f
Version bump dev version to 2022.9
2022-08-29 06:34:20 +02:00
39a739eadb
Merge pull request #7296 from th0rntwig/dbscan
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Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
2022-08-28 14:37:47 +02:00
fcb5d1cb5a
remove debugging flag
2022-08-28 13:01:39 +02:00
dd628eb525
add tests for outlier detection and removal functions
2022-08-28 12:56:39 +02:00
1e41c773a0
fix outlier protection
2022-08-28 12:11:29 +02:00
ff3a4995c1
remove unnecessary code
2022-08-28 11:45:20 +02:00
b9f35cadb3
add /stopentry alias for /stopbuy
2022-08-28 11:37:22 +02:00
005594c29c
simplify hybrid template
2022-08-28 11:29:48 +02:00
71f7d68783
Fixed mypy error
2022-08-27 12:44:55 +02:00
c61b986c3d
FTX - support time_in_force (and PO ordertype)
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closes #7175
2022-08-27 10:30:38 +02:00
104a73025d
Uppercase TimeInForce (align with ccxt)
2022-08-27 10:30:06 +02:00
6686489c06
Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator
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Add flag to move hyperopt populate_indicators to epoch
2022-08-27 09:21:16 +02:00
2b70c3d0c0
support price callback for partial exits in bt
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This will align results to how live works.
closes #7292
2022-08-27 08:50:09 +02:00
9204f01312
Don't lock pairs on partial exit
2022-08-27 07:23:02 +02:00
86c5ac44e4
Add outlier percentage check
2022-08-26 23:05:07 +02:00
01126c43f7
Fix liquidation price tier calculation
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closes #7294
2022-08-26 20:14:24 +02:00
753d1b2aad
Update leverage tier terminology to be clear and aligned with ccxt
2022-08-26 19:34:51 +02:00
b2d664c63c
Change MinPts calculation
2022-08-26 18:57:27 +02:00
bb3523f383
download data homogeneously across timeframes
2022-08-26 18:51:42 +02:00
e7261cf515
add freqai utils.py file
2022-08-26 15:30:28 +02:00
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
4b7e640f31
reduce code duplication, optimize auto data download per tf
2022-08-26 13:56:44 +02:00
53d46a0385
align `max_entry_position_adjustment` behavior of backtesting to live
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closes #7293
2022-08-25 20:36:17 +02:00
1fd223c815
Update --prepend help string
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closes #7290
2022-08-25 17:03:41 +02:00
f2a356a80c
Fix some imports
2022-08-25 07:08:58 +02:00
6636f17e0f
Simplify usage of amount_to_contract precision
2022-08-25 07:08:22 +02:00
32faad9333
Fix backtest calculation problem with DCA
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closes #7287
2022-08-24 20:36:08 +02:00
a6d78a8615
initialize Since parameter properly
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closes #7285
2022-08-23 06:43:04 +02:00
fe7108ae75
Convert amount to contracts before comparing for close
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closes #7279
2022-08-23 06:37:38 +02:00
78b161e14c
add contract_size to database
2022-08-23 06:37:38 +02:00
6036018f35
Extract contracts_to_amount and amount_to_contracts to standalone functions
2022-08-23 06:37:38 +02:00
5f38a574ce
Add okx broker id
2022-08-23 06:37:38 +02:00
5ce1c69803
Improve DBSCAN epsilon identification ( #7269 )
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* Improve DBSCAN epsilon identification
2022-08-22 19:57:20 +02:00
ac42c0153d
deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.
2022-08-22 18:19:07 +02:00
96d8882f1e
Plug mem leak, add training timer
2022-08-22 13:30:30 +02:00
f55d5ffd8c
Don't fail when `--strategy-path` is not a valid directory.
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closes #7264
2022-08-22 09:20:14 +00:00
015be770c3
ccxt now defaults to base volume for all markets
2022-08-22 06:42:14 +02:00
f6d832c6d9
Add get_option to expose ft_has via method
2022-08-21 17:51:46 +02:00
87a3115073
Add get_open_trade_count() to simplify getting open trade count.
2022-08-21 17:08:27 +02:00
6189aa817c
Fix HybridExample formatting
2022-08-20 19:50:18 +02:00
64b0834437
add credit in docstring
2022-08-20 17:04:38 +02:00
90c03178b1
provide user directions, clean up strategy, remove unnecessary code.
2022-08-20 17:02:18 +02:00
cdd4745693
Merge pull request #7263 from freqtrade/okx_cache_tiers
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Okx cache tiers
2022-08-20 15:18:13 +02:00
5b3f031590
Use hyperopt safe amount precision method
2022-08-20 14:13:15 +02:00
738e95b875
Add tests for leverage tiers caching
2022-08-20 13:54:54 +02:00
b6e8b9df35
Use cached leverage tiers
2022-08-20 13:01:58 +02:00
52ec0d1046
Update binance Leverage tiers
2022-08-20 11:53:15 +02:00
0da0600836
Have backtesting respect tradable size
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closes #7161
2022-08-20 11:41:11 +02:00
54ddc1a4c2
Add --tradingmode alias
2022-08-20 11:24:20 +02:00
aa3da092a0
Dont' use classProperty - that's not supported on 3.8
2022-08-20 10:55:52 +02:00
01d45ed12e
Merge pull request #7257 from freqtrade/feat/list-pair-time
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Get min/max data in list-data command
2022-08-20 08:16:52 +02:00
7b8b73e651
Merge pull request #7243 from lolongcovas/newbranch_test
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Improve PCA and pairwise distance calcs
2022-08-20 08:13:40 +02:00
b44bd0171c
Example Classifier strat
2022-08-19 19:10:37 +02:00
b9d48c3278
use numbers in HyperoptState properly ...
2022-08-19 15:40:06 +02:00
bc359675a2
Add --analyze-per-epoch - moving populate_analysis to the epoch process
2022-08-19 15:19:43 +02:00
09f8904545
Extract analysis to separate method
2022-08-19 15:12:55 +02:00
08ef5ad2d8
Add HyperoptState enum and container class
2022-08-19 15:11:43 +02:00
1c6f966579
Hyperopt: simplify parameter "can_optimize" handling
2022-08-19 15:03:03 +02:00
16af10a5bc
Update notebook sample with simplified datadir configuration
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closes #7252
2022-08-19 14:05:27 +02:00
b7553d20d4
Get min/max data in list-data command
2022-08-19 13:45:55 +02:00
7d84ef2e2c
Remove unused imports
2022-08-19 13:45:10 +02:00
521381ebf0
undo example strategy newline
2022-08-19 12:40:03 +02:00
b420614d65
Reduce code duplication in datahandlers
2022-08-19 09:33:07 +02:00
975bf8fe88
Update Docstring to match actual return values
2022-08-19 09:23:53 +02:00
42eb508515
Attempt fix of #7184
2022-08-19 07:09:46 +02:00
76a3e97e05
Add migrations end message
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closes #7251
2022-08-19 06:39:51 +02:00
70a77ba3d9
Check for "last" availability in PrecisionFilter
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closes #7250
2022-08-18 20:07:50 +02:00
1fada53ddd
remove newline
2022-08-18 19:40:00 +02:00
85b43ec1a1
Remove double-check for "isolated margin"
2022-08-18 15:23:58 +02:00
fde469a253
Remove unnecessary check
2022-08-18 14:53:44 +02:00
075e9b8526
Log Exchange responses for set_leverage
2022-08-18 09:52:03 +02:00
46e8d9a5e4
Reduce verbosity when whitelist is empty
2022-08-18 09:09:37 +02:00
0461a89348
Fix test failures
2022-08-18 07:20:49 +02:00
f70b0bab80
remove line
2022-08-17 23:49:20 +02:00
66910bfe63
Don't fail if mark candles are missing
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closes #7239
2022-08-17 20:01:57 +02:00
88dd9920ea
sort imports for isort
2022-08-17 16:38:09 +02:00
5155afb4e7
clean up code remnants
2022-08-17 15:22:48 +02:00
0c34104e45
extract download-data from freqai to prepare for future async changes
2022-08-17 15:18:44 +02:00
9c38c27eed
ignore sample itself distance for avg_mean_dist computation
2022-08-17 15:09:57 +02:00
72c34291e3
newline
2022-08-17 15:09:10 +02:00
3983368228
gateio futures is showing base currency in volume!
2022-08-17 14:51:48 +02:00
83ca168bb8
Merge pull request #7216 from freqtrade/precise_calcs
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Precise calcs
2022-08-17 14:32:02 +02:00
c615e1bc62
Avoid loop error during ccxt tests
2022-08-17 14:31:40 +02:00
e7902bffa0
Remove checks for dataprovider existance - it's available in all modes.
2022-08-17 10:57:25 +02:00
8d182768f9
stoploss should also use trimmed prices
2022-08-17 09:57:11 +02:00
0b0e7eaf96
Mutex TTL Cache accesses which can be accessed by multiple threads
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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
24690c1918
Don't convert open_rate to precision
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this may cause more problems than it solves.
2022-08-16 18:32:00 +02:00
3b44dc52e1
Minor corrections
2022-08-16 18:10:48 +02:00
ea6bc47d7a
gateio default configs should specify unknown_fee_rate
2022-08-16 17:26:53 +02:00
a1e4fbf313
Run price_to_precision for dry-run orders
2022-08-16 17:23:49 +02:00
1ac81aa316
Show message if fee update failed due to missing
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closes #7234
2022-08-16 17:09:23 +02:00
4c0fda400f
fix input shape warning for LGBMClassifier, add sample_weights/eval_weights
2022-08-16 11:41:53 +02:00
fa89368c02
Add test for precision backpopulation
2022-08-16 11:11:52 +02:00
96d2f61812
Properly round timestamps to avoid constant log messages
2022-08-16 10:22:59 +02:00
15a1c59a91
Backtesting should cache precisionMode
2022-08-16 10:15:19 +02:00
a73e4f8e41
Truncate amount before comparing for closure
2022-08-16 09:49:53 +02:00
2fb7a3091d
Improve backfill of precisions
2022-08-16 09:32:31 +02:00
711b6b1a1a
Merge branch 'develop' into precise_calcs
2022-08-16 09:29:39 +02:00
a5b438e41e
Run price_to_precision for dry-run orders
2022-08-16 09:28:23 +02:00
1dd56e35d5
Ensure comparisions align when closing a trade
2022-08-16 08:21:02 +02:00
e818797427
Minor fix in amount_to_precision logic
2022-08-15 20:29:05 +02:00
c0bdb71810
Update docstring
2022-08-15 20:06:29 +02:00
f2b6ff910f
Accept wrong pair in get_precision_amount
2022-08-15 20:05:22 +02:00
09ee9089fb
Merge pull request #6832 from freqtrade/feat/freqai
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Freqai: an interface for users to build/train/backtest predictive models and run them live
2022-08-15 20:03:08 +02:00
e6af9a6903
Allow empty precisionMode on conversions
2022-08-15 20:00:15 +02:00
c3f159bd57
Add precision fields to database
2022-08-15 19:58:40 +02:00
22241c55d5
Add methods to get precision_amount from markets
2022-08-15 19:56:25 +02:00
15e85797c2
Simplify to_precision tests and imports
2022-08-15 08:51:15 +02:00
6c32331740
Move precision calculations to standalone functions
2022-08-15 08:43:58 +02:00
Timothy Pogue
Matthias
robcaulk
Wagner Costa Santos
th0rntwig
th0rntwig
smarmau
elintornquist
Johan van der Vlugt
longyu