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12326 Commits

Author SHA1 Message Date
nightshift2k 346d66748b first version of OffsetFilter 2021-07-05 12:50:56 +02:00
nightshift2k 5626ca5a06 removed unnecessary casting to int() 2021-07-05 10:39:22 +02:00
Matthias 70a41a0f67
Merge pull request #5239 from freqtrade/dependabot/pip/develop/python-telegram-bot-13.7 
Bump python-telegram-bot from 13.6 to 13.7
 2021-07-05 07:06:28 +02:00
Matthias eb3ead4930
Merge pull request #5229 from kevinjulian/telegram-balance 
compact low balance currencies
 2021-07-05 06:56:35 +02:00
dependabot[bot] ac7598ff14
Bump python-telegram-bot from 13.6 to 13.7 
Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 13.6 to 13.7.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v13.6...v13.7)

---
updated-dependencies:
- dependency-name: python-telegram-bot
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 04:31:00 +00:00
dependabot[bot] 0c8afea382
Bump pandas from 1.2.5 to 1.3.0 
Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.2.5 to 1.3.0.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.2.5...v1.3.0)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 04:30:54 +00:00
Matthias 94ec9d2366
Merge pull request #5237 from freqtrade/dependabot/pip/develop/sqlalchemy-1.4.20 
Bump sqlalchemy from 1.4.19 to 1.4.20
 2021-07-05 06:29:58 +02:00
Matthias 6c789e4130
Merge pull request #5236 from freqtrade/dependabot/pip/develop/ccxt-1.52.40 
Bump ccxt from 1.52.4 to 1.52.40
 2021-07-05 06:29:39 +02:00
Matthias 1e696c4a20
Merge pull request #5235 from freqtrade/dependabot/pip/develop/plotly-5.1.0 
Bump plotly from 5.0.0 to 5.1.0
 2021-07-05 06:29:19 +02:00
Matthias d146697297
Merge pull request #5238 from freqtrade/dependabot/pip/develop/fastapi-0.66.0 
Bump fastapi from 0.65.2 to 0.66.0
 2021-07-05 06:28:56 +02:00
dependabot[bot] d1555a1095
Bump fastapi from 0.65.2 to 0.66.0 
Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.65.2 to 0.66.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.65.2...0.66.0)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:28 +00:00
dependabot[bot] 7ae5f47242
Bump sqlalchemy from 1.4.19 to 1.4.20 
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.19 to 1.4.20.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:24 +00:00
dependabot[bot] 2f97846bd8
Bump ccxt from 1.52.4 to 1.52.40 
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.52.4 to 1.52.40.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.52.4...1.52.40)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:18 +00:00
dependabot[bot] 0d787fde58
Bump plotly from 5.0.0 to 5.1.0 
Bumps [plotly](https://github.com/plotly/plotly.py) from 5.0.0 to 5.1.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.0.0...v5.1.0)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:11 +00:00
nightshift2k 7ac55e5415 AgeFilter, RangeStabilityFilter, VolatilityFilter 
changed `float_timestamp` to `int_timestamp`
 2021-07-04 21:08:42 +02:00
nightshift2k 85c7b55750 improvements: 
- `float_timestamp` switched to `int_timestamp`
- added documentation to pairlists.md
 2021-07-04 20:46:24 +02:00
Matthias d758b0ccab
Merge pull request #5232 from octaviusgus/patch-1 
Daily profit plotting / equity curve
 2021-07-04 20:00:44 +02:00
Matthias c5489d530a Reexport File to docs to have this available as documentation too 2021-07-04 19:50:44 +02:00
kevinjulian c3cf71bba8 sort import 2021-07-04 22:04:39 +07:00
kevinjulian 2d5ced7801 fix testcase 2021-07-04 21:59:59 +07:00
kevinjulian 9e548657e0 fix testcase 2021-07-04 21:08:46 +07:00
octaviusgus 558bcc7959 Jupyter notebook snippet: Plotting daily profit / equity line 2021-07-04 15:56:55 +02:00
octaviusgus 4aa2ae37bd
add daily_profit_list 
added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook

```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)

from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd

# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"

stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]

equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
    equity_daily.append(equity)
    equity += float(dp)

dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])

df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})

fig = px.line(df, x="dates", y="equity_daily")
fig.show()

```
 2021-07-04 14:38:17 +02:00
Matthias 791dfd9ba3 Fix some doc typos 2021-07-04 14:02:11 +02:00
Matthias 898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile 
automatic Hyperopt paramfile
 2021-07-04 13:56:52 +02:00
nightshift2k 9919061c78 PEP8 compliance 2021-07-04 11:40:45 +02:00
nightshift2k 348dbeff3f added meaningful logging of used lookback range 2021-07-04 11:16:33 +02:00
Matthias 77293b1f1e Remove Zero duration Trades 
after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
 2021-07-04 10:50:10 +02:00
Matthias a4096318e0 Provide full backtest-statistics to Hyperopt loss functions 
closes #5223
 2021-07-04 10:15:19 +02:00
kevinjulian 7efa228d73 add dust balance 2021-07-04 03:08:29 +07:00
kevinjulian dbdd7f38a8 add plural 2021-07-04 02:56:05 +07:00
kevinjulian b722e12350 compact low balance currencies 2021-07-04 02:44:48 +07:00
kevinjulian f6511c3e3f fix typo and add blocker 2021-07-04 02:20:53 +07:00
kevinjulian b72bbebccb fix flake8 2021-07-04 01:46:51 +07:00
kevinjulian 3d9f3eeb07 feat(agefilter): add max_days_listed 2021-07-03 23:58:04 +07:00
Matthias e9dbd57da4
Merge pull request #5221 from rokups/patch-2 
Add range property to CategoricalParameter.
 2021-07-03 16:00:24 +02:00
Matthias dc8abd77df Fix import order 2021-07-03 15:45:00 +02:00
Rokas Kupstys 3686efa08a Add range property to CategoricalParameter and DecimalParameter, add their tests. 
At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
 2021-07-03 16:02:45 +03:00
nightshift2k 53f963dd73 fixed `self._tf_in_secs` to `self._tf_in_sec` 2021-07-03 11:49:05 +02:00
nightshift2k 62da4b452c code cleanup and comments 2021-07-03 11:47:17 +02:00
nightshift2k 055229a44a first iteration of volume pairlist with range lookback 2021-07-03 11:39:14 +02:00
Matthias 9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2 
Trailing stoploss in backtesting v2
 2021-07-03 08:39:30 +02:00
Matthias 3503fdb4ec Improve tests for newly added methods 2021-07-03 08:38:55 +02:00
Matthias fbd91cd3f8 Improve formatting to avoid backslash newlines 2021-07-03 08:22:21 +02:00
Matthias b25ad68c44 Fix np.bool_ not outputting correctly 2021-07-02 20:52:25 +02:00
Matthias 849f01e6b7 FIx doc typo 2021-07-02 06:45:52 +02:00
Matthias 7acbc9a554
Merge pull request #5220 from freqtrade/dependabot/docker/python-3.9.6-slim-buster 
Bump python from 3.9.5-slim-buster to 3.9.6-slim-buster
 2021-07-01 06:17:49 +02:00
dependabot[bot] 99bc6bbb8f
Bump python from 3.9.5-slim-buster to 3.9.6-slim-buster 
Bumps python from 3.9.5-slim-buster to 3.9.6-slim-buster.

---
updated-dependencies:
- dependency-name: python
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-01 03:02:05 +00:00
Matthias e034f11dcc Improve test for hyperopt_show 2021-06-30 20:21:33 +02:00
Matthias b8de3270fa Plotting: Fix hover mode options after plotly update 
closes #5209
 2021-06-30 20:11:11 +02:00