Commit Graph

459 Commits

Author SHA1 Message Date
Matthias 645da51b5f Add test for parameter loading 2021-06-30 06:55:10 +02:00
Matthias 55f032b18e Catch trying to read faulty parameter file 2021-06-29 20:51:29 +02:00
Matthias a2ccc1526e Load parameters from file 2021-06-29 07:07:34 +02:00
Matthias 2310deec53 Update name to get non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias 750c780293 Support loading parameters from json file 2021-06-29 06:50:47 +02:00
Matthias 158cb415a9 Add settings interface to have types available 2021-06-26 17:28:37 +02:00
Matthias 1067a9f356 Move strategy-override signals to top-level of the config
closes #2867
2021-06-26 16:06:13 +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 96fbb226c5 Implement better strategy checks
part of #2696
2021-06-19 19:32:29 +02:00
Matthias e1010ff592 Don't load protections from config if strategy defines a property 2021-06-18 19:55:53 +02:00
Matthias 38ed49cef5 move low to stoploss_reached
to clarify where which rate is used
2021-06-15 09:05:36 +03:00
Rokas Kupstys 6d5fc96714 Implement most pessimistic handling of trailing stoploss. 2021-06-15 09:05:36 +03:00
Matthias d4dfdf04fc Move RPCMessageType to enums 2021-06-09 20:23:17 +02:00
Matthias 9c34304cb9 Move state enums to enums package 2021-06-08 21:20:35 +02:00
Matthias 3c149b9b59 Move signalType to enums 2021-06-08 21:09:39 +02:00
Matthias 89b9915c12 Update imports for SellType in tests 2021-06-08 21:07:16 +02:00
Matthias d16a619489 Move SellType Enum to it's own module 2021-06-08 21:04:34 +02:00
Matthias d7fdc2114a allow list-strategies to show if params are hyperoptable 2021-05-29 13:27:08 +02:00
Matthias 4bc018a456 Change rate back to "open" for custom_sell
closes #4920
2021-05-14 07:18:10 +02:00
Rokas Kupstys 6af4de8fe8 Remove dataframe parameter from docs. 2021-05-08 10:29:47 +03:00
Rokas Kupstys dc6e702fec Pass current_time to confirm_trade_entry/confirm_trade_exit. 2021-05-08 10:29:47 +03:00
Rokas Kupstys d34da3f981 Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods."
This reverts commit 595b8735f8.

# Conflicts:
#	freqtrade/optimize/backtesting.py
#	freqtrade/strategy/interface.py
2021-05-08 10:29:47 +03:00
Matthias 9049d6b779 Reformat hyper to cache parameters 2021-05-02 10:45:21 +02:00
Matthias 555262b6e1 Only calculate additional indicators if the space is selected 2021-05-01 16:40:29 +02:00
Matthias e050ea8dfa Don't load parameters for other space 2021-05-01 16:21:59 +02:00
Joe Schr f3388ed9aa fix IStrategy: abstract methods still need to pass through return value
otherwise doing something like:
```py
dataframe = super().populate_indicators(dataframe, ...)
```

won't work, because `dataframe` becomes `None`.

This is needed if one of those methods uses dataframe.copy() instead of
just working on reference. e.g. using `merge_informative` in
`populate_indicator` in a nested class hierarchy
2021-04-30 14:39:01 +02:00
Matthias 55faa6a84a safe_wrapper should use kwargs to call methods 2021-04-26 20:18:03 +02:00
Matthias dbf33271b5 Small doc changes 2021-04-26 19:52:26 +02:00
Rokas Kupstys 31a2285eac Fix mypy complaints. 2021-04-26 10:42:24 +03:00
Rokas Kupstys 595b8735f8 Add dataframe parameter to custom_stoploss() and custom_sell() methods. 2021-04-25 09:48:40 +03:00
Rokas Kupstys 961b38636f Remove explicit sell_flag parameter from SellCheckTuple. 2021-04-25 09:48:40 +03:00
Rokas Kupstys bfad4e82ad Make execute_sell() use SellCheckTuple for sell reason. 2021-04-25 09:48:40 +03:00
Rokas Kupstys a90e795695 Warn and trim custom sell reason if it is too long. 2021-04-25 09:48:40 +03:00
Rokas Kupstys 1aad128d85 Support returning a string from custom_sell() and have it recorded as custom sell reason. 2021-04-25 09:48:40 +03:00
Rokas Kupstys 1292e08fe4 Use strategy_safe_wrapper() when calling custom_sell(). 2021-04-25 09:48:40 +03:00
Rokas Kupstys 0fd68aee51 Add IStrategy.custom_sell method which allows per-trade sell signal evaluation. 2021-04-25 09:48:40 +03:00
Matthias 90476c4287 Add "range" property to IntParameter 2021-04-24 07:00:33 +02:00
Matthias 9dc7f776d9 Improve log output when loading parameters 2021-04-23 20:35:30 +02:00
Matthias e820814809 Default-stoploss-hyperopt should use decimal space, nto real 2021-04-14 20:32:34 +02:00
Matthias 9804e20114 Don't use _set_value for autoOpt-Spaces 2021-04-10 09:53:48 +02:00
Matthias 83fbaf16c8 Extract numeric param validation and explosion 2021-04-10 07:59:59 +02:00
Matthias ea4b5d675d Don't explode low/high, but use explicit parameters 2021-04-10 07:12:31 +02:00
Matthias 5f67400649 Add SKDecimal Space 2021-04-09 21:58:15 +02:00
Matthias c51839dc3b Make the logmessage for loaded parameters clearer 2021-04-05 11:21:20 +02:00
Matthias dc406fe19f Fail in case of name and explicit space name collisions 2021-04-05 10:53:00 +02:00
Matthias 30e5e92968 Don't allow one parmeter to be in 2 spaces
use the explicit user wish (given explicitly with "space")
2021-04-03 20:17:48 +02:00
Rokas Kupstys faf40482ef Fix parameter printing. 2021-04-03 13:49:24 +03:00
Rokas Kupstys ea43d5ba85 Implement DecimalParameter and rename FloatParameter to RealParameter. 2021-04-02 17:08:16 +03:00
Matthias 5acdc9bf42 Fix type errors by converting all hyperopt methods to instance methods 2021-04-01 06:47:23 +02:00
Rokas Kupstys 5e5b11d4d6 Split "enabled" to "load" and "optimize" parameters. 2021-03-31 12:31:28 +03:00
Matthias 929f329607 more tests 2021-03-28 19:49:20 +02:00
Matthias 20f7e9b4b7 Make BaseParameter get_space abstract 2021-03-28 19:31:54 +02:00
Matthias 71e2134694 Add some simple tests for hyperoptParameters 2021-03-27 11:26:26 +01:00
Matthias 786ddc6a91 remove unused imports 2021-03-27 10:47:33 +01:00
Rokas Kupstys e934d3ddfb [SQUASH] Oopsie. 2021-03-26 16:56:24 +02:00
Rokas Kupstys 40f5c7853e [SQUASH] Add a way to temporarily disable a parameter (excludes from parameter loading/hyperopt) and print parameter values when executed. 2021-03-26 16:56:24 +02:00
Rokas Kupstys bbe6ece38d [SQUASH] Fix parameter configs not loading. 2021-03-26 16:56:24 +02:00
Rokas Kupstys 424cd2a914 [SQUASH] Use "space" instead of category. 2021-03-26 16:56:24 +02:00
Rokas Kupstys fd45dfd894 [SQUASH] Make skopt imports optional. 2021-03-26 16:56:24 +02:00
Rokas Kupstys e9f0babe8a [SQUASH] Use HyperStrategyMixin as part of IStrategy interface. 2021-03-26 16:56:24 +02:00
Rokas Kupstys 2d13e5fd50 [SQUASH] Oopsies. 2021-03-26 16:56:24 +02:00
Rokas Kupstys bb89e44e19 [SQUASH] Address PR comments.
* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
2021-03-26 16:56:24 +02:00
Rokas Kupstys 0a205f52b0 Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts. 2021-03-26 16:56:24 +02:00
Brook Miles ce1ed76269 complete stoploss_from_open and associated test 2021-03-17 22:44:10 +09:00
Brook Miles aee2591490 add stoploss_from_open() as a strategy_helper 2021-03-17 17:58:23 +09:00
Matthias e32b2097f0 Use timestamp in UTC timezone for ROI comparisons 2021-02-27 09:32:59 +01:00
JoeSchr 642e3be7c5
Fix(strategy/interface.py): comment typo
`advice_buy` -> `advise_buy`
2021-02-26 23:17:59 +01:00
Matthias 3d9b4034e6 Use already calculated current_profit for sell_profit_offset comparison 2021-02-02 08:06:19 +01:00
Pan Long 4cc93151c5
Fix a bug when compare sell_profit_offset
It should be comparing the ratio instead of absolut profit.

Also updated the comment.
2021-01-31 12:14:09 +08:00
Matthias 6007d5182a
Merge pull request #4147 from hoeckxer/ignore_expired_candle
Ignoring candles that have expired within timeframe
2021-01-12 19:04:16 +01:00
hoeckxer 1f6a71fdd9 Reformat code on new version 2021-01-12 08:24:11 +01:00
hoeckxer 71f45021b9 Removed redundant statement 2021-01-12 07:35:30 +01:00
hoeckxer e328182bd7 Changed workings so it only needs to timing-parameter, instead of also requiring a boolean value 2021-01-12 07:30:39 +01:00
Matthias 63a579dbab Add sell_profit_offset parameter
Allows defining positive offsets before enabling the sell signal
2021-01-11 19:30:25 +01:00
Matthias 5102dfd6df
Merge pull request #4144 from freqtrade/improve_informativepair
Improve merge_informative_pairs to properly merge correct timeframes
2021-01-09 10:15:59 +01:00
Matthias b43ef474ad Fix expired candle implementation
Improve and simplify test by passing the current time to the function
2021-01-07 07:51:49 +01:00
Matthias c9e477214f Allow protections to be set in the strategy 2021-01-06 16:37:09 +01:00
hoeckxer 65d91a3a58 isort fix 2021-01-05 15:36:34 +01:00
hoeckxer 573de1cf08 Fixed flake8 warnings 2021-01-05 15:30:29 +01:00
hoeckxer e3f3f36298 Changes based on review comments 2021-01-05 14:49:35 +01:00
hoeckxer c9ed2137bb Simplified return statements
Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
2021-01-05 09:07:46 +01:00
Erwin Hoeckx 67306d943a
Update interface.py
Simplified return value, thereby including the situation where the time simply hasn't expired yet
2021-01-05 07:33:34 +01:00
Erwin Hoeckx 9a93a0876a
Update interface.py
Adjusted comment
2021-01-05 07:32:07 +01:00
hoeckxer 844df96ec7 Making changes so the build checks are satisified (imports & flake8)
Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
2021-01-05 07:06:53 +01:00
hoeckxer 614a996597 First commit about ignoring expired candle
Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
2021-01-04 20:49:24 +01:00
Matthias 07bc0c3fce Improve merge_informative_pairs to properly merge correct timeframes
explanation in #4073, closes #4073
2021-01-04 13:49:38 +01:00
Matthias 512e163355 change docstring to better reflect what the method is for 2020-12-31 09:48:49 +01:00
Matthias 9d5961e224 Rename method to custom_stoploss 2020-12-20 11:17:50 +01:00
Matthias 277342f167 Rename flag to "use_custom_stoposs" 2020-12-20 11:12:22 +01:00
Matthias 6892c08e9b Improve docstring 2020-12-19 13:18:06 +01:00
Matthias b2c1098316 more docs for dynamic stoploss method 2020-12-19 12:03:18 +01:00
Matthias f7b54c2415 Allow and document time-based custom stoploss
closes #3206
2020-12-19 11:46:49 +01:00
Matthias a414b57d54 Experiment with custom stoploss interface 2020-12-18 06:56:56 +01:00
Matthias 768a24c375 Add stoplossvalue interface 2020-12-18 06:56:56 +01:00
Matthias 7eab33de08 Merge branch 'develop' into plugins/protections_backtest 2020-12-13 10:31:33 +01:00
Matthias f1af2972e2 Ensure non-defined attributes fail correctly
Remove unnecessary check, as stoploss cannot be none (it's mandatory and
a number)
2020-12-09 07:55:08 +01:00
Matthias be57ceb252 Remove confusing entry
(in this branch of the if statement, candle_date is empty
2020-12-07 08:23:10 +01:00
Matthias fefb4b23d0 revise logic in should_sell 2020-11-27 09:24:53 +01:00
Matthias 81d08c4def Add detailed backtest test verifying the ROI / trailing stop collision 2020-11-27 08:24:56 +01:00