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9287 Commits

Author SHA1 Message Date
robcaulk
4c0fda400f fix input shape warning for LGBMClassifier, add sample_weights/eval_weights 2022-08-16 11:41:53 +02:00
Matthias
fa89368c02 Add test for precision backpopulation 2022-08-16 11:11:52 +02:00
Matthias
96d2f61812 Properly round timestamps to avoid constant log messages 2022-08-16 10:22:59 +02:00
Matthias
15a1c59a91 Backtesting should cache precisionMode 2022-08-16 10:15:19 +02:00
Matthias
a73e4f8e41 Truncate amount before comparing for closure 2022-08-16 09:49:53 +02:00
Matthias
2fb7a3091d Improve backfill of precisions 2022-08-16 09:32:31 +02:00
Matthias
711b6b1a1a Merge branch 'develop' into precise_calcs 2022-08-16 09:29:39 +02:00
Matthias
a5b438e41e Run price_to_precision for dry-run orders 2022-08-16 09:28:23 +02:00
Matthias
1dd56e35d5 Ensure comparisions align when closing a trade 2022-08-16 08:21:02 +02:00
Matthias
e818797427 Minor fix in amount_to_precision logic 2022-08-15 20:29:05 +02:00
Matthias
c0bdb71810 Update docstring 2022-08-15 20:06:29 +02:00
Matthias
f2b6ff910f Accept wrong pair in get_precision_amount 2022-08-15 20:05:22 +02:00
Matthias
09ee9089fb
Merge pull request #6832 from freqtrade/feat/freqai 
Freqai: an interface for users to build/train/backtest predictive models and run them live
 2022-08-15 20:03:08 +02:00
Matthias
e6af9a6903 Allow empty precisionMode on conversions 2022-08-15 20:00:15 +02:00
Matthias
c3f159bd57 Add precision fields to database 2022-08-15 19:58:40 +02:00
Matthias
22241c55d5 Add methods to get precision_amount from markets 2022-08-15 19:56:25 +02:00
Matthias
15e85797c2 Simplify to_precision tests and imports 2022-08-15 08:51:15 +02:00
Matthias
6c32331740 Move precision calculations to standalone functions 2022-08-15 08:43:58 +02:00
Matthias
c7e1719215 Fix interface import sorting 2022-08-15 06:53:02 +02:00
robcaulk
006b11e5d5 fix leftover bug in indicator population 2022-08-14 21:42:55 +02:00
robcaulk
8961b8d560 merge in inference timer and historic predictions handling improvements. 2022-08-14 20:31:15 +02:00
robcaulk
ad846cdb76 fix lock bug, update docstring 2022-08-14 20:24:29 +02:00
Matthias
464d99808f Update doc table formatting 2022-08-14 18:22:01 +02:00
Matthias
a29402ddde Rename and move analysis_lock to data_kitchen 2022-08-14 17:23:14 +02:00
Matthias
3a9ec76c91 Move "freqai.lock" to backend to simplify user interface 2022-08-14 17:19:50 +02:00
Matthias
044cf8bb2e Allow new whitelist combination in "button" commands 2022-08-14 08:41:25 +02:00
Matthias
22ac291c3a
Merge pull request #7211 from ecoppen/rpc/whitelist_options 
Optional /whitelist args - sorted, nobase
 2022-08-14 08:26:21 +02:00
Robert Caulk
c9c128f781 finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy 2022-08-14 02:49:01 +02:00
robcaulk
58de20af0f make BaseClassifierModel. Add predict_proba to lightgbm 2022-08-13 20:07:31 +02:00
robcaulk
31be707cc8 clean up code, add docstrings 2022-08-13 19:40:24 +02:00
robcaulk
3e38c1b0bd take dynamic sized tail off historic_predictions as return dataframe to strategy. 2022-08-13 19:40:24 +02:00
robcaulk
7d448fd4ac allow fit_live_predictions access to current pair 2022-08-13 19:40:24 +02:00
robcaulk
1f192be43b avoid denormalizing labels twice 2022-08-13 19:40:24 +02:00
robcaulk
b1b76a2dbe debug classifier with predict proba 2022-08-13 19:40:24 +02:00
robcaulk
23cc21ce59 add predict_proba to base classifier, improve historic predictions handling 2022-08-13 19:40:24 +02:00
Matthias
7075b00e20 Remove odd dry run stoploss behavior 
closes #7208
 2022-08-13 11:37:23 +02:00
Matthias
5aaab75d1c Add test for dynamic_pairlist_expand 2022-08-13 10:18:57 +02:00
Matthias
b682fc446e Graciously fail if strategy has freqAI code, but freqAI is not enabled. 2022-08-13 09:53:18 +02:00
Matthias
3918f4abbd Simplify strategy interface by removing explicit self.freqai_info assignment 2022-08-13 09:27:56 +02:00
Matthias
3b827ee60a Add "freqai.enabled" flag to disable freqAI via config flag 
aligns with how other optional modules work in freqtrade.
 2022-08-13 09:24:04 +02:00
Matthias
f6545ebdb8 Disallow backtesting with --strategy-list for now. 2022-08-13 09:10:03 +02:00
Matthias
e3a5b97b45 Update recalc_from_trades to use FtPrecise 2022-08-13 08:43:56 +02:00
Matthias
3bcb47d75d Remove usage of Decimal 2022-08-13 08:43:56 +02:00
Matthias
902afc2f02 Use FtPrecise in interest calculation 2022-08-13 08:43:56 +02:00
Matthias
0e61c2d057 Replace Decimal with FtPrecise in trade_model 2022-08-13 08:43:56 +02:00
Matthias
df701b5862 Merge branch 'develop' into feat/freqai 2022-08-13 08:43:24 +02:00
ecoppen
923f73a516 nobase -> baseonly 2022-08-12 19:56:46 +01:00
robcaulk
fb4b73ce89 ensure dates are saved 2022-08-12 12:03:44 +02:00
Matthias
cc885e25ac Improve NAN Handling in RPC 2022-08-11 20:16:07 +02:00
Matthias
de690b0a69 Use PEP440 compatible versioning 2022-08-11 20:08:40 +02:00
Matthias
dd4e44931e Improve NAN handling in RPC module 2022-08-11 15:02:52 +00:00
robcaulk
2cae3c42e6 remove trade database analyzer, clean up a bit 2022-08-10 17:43:06 +02:00
ecoppen
c0d60c63ab Optional /whitelist args - sorted, nobase 
Added two optional arguments for whitelist - `sorted` for alphabetical order and `nobase` for displaying the whitelist without base currency e.g. /USDT.

Updated help with optional commands.

Added a space in an unrelated help message.
 2022-08-10 14:56:38 +01:00
Matthias
ed004236ce Add float initializer to FtPrecise 2022-08-10 11:54:07 +00:00
Matthias
e7cb1b7375 Wrap Precise into FtPecise 2022-08-10 11:26:06 +00:00
Matthias
adc8ee88e2 Move periodicCache to Utils package 2022-08-10 08:57:19 +00:00
Matthias
573964b19f Dry Market orders should update "remaining" 2022-08-10 07:12:56 +02:00
Matthias
53251e7140
Merge pull request #7194 from freqtrade/rpc/partial_forceexit 
Partial forceExit
 2022-08-10 07:12:40 +02:00
Matthias
ce2c9bf26d Slight renaming of variable 2022-08-10 06:44:41 +02:00
Matthias
736884c5a9 Orders should be allowed to have empty fill/remaining values 2022-08-09 20:43:58 +02:00
Matthias
b5c5a95b64 FTX: Use conditionalOrders endpoint to get proper stop-market order id 
closes #7165
 2022-08-09 20:09:35 +02:00
robcaulk
5a16d5a512 Deactivate database analyzer if user does not use sqlite 2022-08-09 16:36:22 +02:00
robcaulk
e7de812948 Allow user to user pair_dict for persistent storage of custom data 2022-08-09 16:03:10 +02:00
robcaulk
aef086b02e Improved dict typing, timeframe parser, collect dates associated with training data points 2022-08-09 15:30:25 +02:00
Matthias
9a82898d6b Merge branch 'develop' into feat/freqai 2022-08-09 06:22:57 +02:00
Matthias
77b3b8a134 Use main exchange instead of creating a separate instance. 2022-08-08 18:34:11 +00:00
robcaulk
ea64f43e52 bring back auto DF resizing for okx 2022-08-08 01:13:13 +02:00
robcaulk
67c722c9c8 fix asyncio bug 2022-08-07 14:48:39 +02:00
Matthias
e48e82232d Force response API to js to fix faulty system configs 
closes #7147
 2022-08-07 10:42:56 +02:00
Matthias
0b2104fc7a Properly increment the api version 2022-08-07 10:13:36 +02:00
Matthias
6ded2d5b7c Improve forceexit API test 2022-08-07 09:47:11 +02:00
Matthias
d1998f7ed0 Fix forceexit calling 2022-08-07 09:47:11 +02:00
Matthias
eff8cd7ecb Add leverage to force_entry 2022-08-07 09:47:11 +02:00
Matthias
daf015d007 extract nested force_exit function to private instance function 2022-08-07 09:47:11 +02:00
Matthias
82aecc81f3 Accept parameters to forceexit 2022-08-07 09:47:11 +02:00
robcaulk
eb8bde37c1 Add lightgbm classifier, add classifier check test, fix classifier bug. 2022-08-06 17:51:21 +02:00
Matthias
bfa859e618 Remove unnecessary method (simplify) 2022-08-06 17:46:58 +02:00
Matthias
5250189f77 Add Rollback function to Trade 
simplifies Session work
 2022-08-06 17:03:49 +02:00
Matthias
47a30047eb Fix typo 2022-08-06 15:03:10 +02:00
Matthias
b16f57cb0d Minor stylistic fixes 2022-08-06 14:55:46 +02:00
Robert Caulk
c172ce1011 improve flexibility of user defined prediction dataframe 2022-08-06 13:51:19 +02:00
Matthias
45d68222a1 Reduce verbosity of Fiat Converter 2022-08-06 13:18:40 +02:00
Matthias
f8f1ade163 Reduce function complexity by extracting message sending 2022-08-06 09:21:11 +02:00
Matthias
2687633941 Test iterative sending of /status 2022-08-06 09:16:04 +02:00
Matthias
b12dd15f4f Send multiple messages in /status if required 2022-08-06 09:10:12 +02:00
Robert Caulk
07763d0d4f add classifier, improve model naming scheme 2022-08-06 08:33:55 +02:00
Robert Caulk
ce8fbbf743 ensure loading historical df matches frequi indices 2022-08-06 07:25:59 +02:00
robcaulk
60d782e5c5 remove unnecessary function 2022-08-05 21:31:32 +02:00
robcaulk
a42a060ab5 fix DB once and for all. Make DBSCAN more efficient and robust. 2022-08-05 21:29:03 +02:00
Robert Caulk
a3799c4d5d start frequi with historical data if available 2022-08-05 18:27:47 +02:00
robcaulk
29b7b014e5 fix bug in DB path initialization 2022-08-05 18:19:26 +02:00
robcaulk
db1d367941 fix bug associated to fit_live_predictions_candles 2022-08-05 13:46:20 +02:00
robcaulk
26de992d20 ensure user sets startup candles in backtesting mode 2022-08-05 12:23:14 +02:00
robcaulk
05ec5c5e54 generalize database url path for any db type 2022-08-05 12:19:29 +02:00
Matthias
9545402452 Improve defaults for config builder 2022-08-05 11:58:09 +02:00
Matthias
7675187c37 Use telegram message length to avoid constants 2022-08-05 07:31:19 +02:00
Matthias
cffc769549 Fix /profit endpoint calculations for partial sells 
* don't recalculate for closed trades
* include realized_profit in the calculation

part of #7178
 2022-08-05 07:26:41 +02:00
Robert Caulk
51a6b4289f improve DBSCAN performance for subsequent trainings 2022-08-04 17:41:58 +02:00
Robert Caulk
fe1b8515a8 fix bug in DBSCAN, update doc 2022-08-04 17:00:59 +02:00
robcaulk
29225e4baf add DBSCAN outlier detection feature, add supporting documentation 2022-08-04 12:15:16 +02:00
Matthias
95327750dc Final abs. profit should not be doubled in rpc messages 2022-08-04 07:07:54 +02:00
robcaulk
eae82d0222 fix bug with database url during backtesting. comment out example trade db analysis. 2022-08-03 16:17:57 +02:00
robcaulk
95d3009a95 give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality 2022-08-02 20:14:02 +02:00
Matthias
d75e0a9820 Fix Flake8 errors after flake update 2022-08-01 06:43:59 +02:00
robcaulk
3013282dbf remove non-catboost stuff from schema 2022-08-01 05:39:38 +02:00
robcaulk
946d4c7cfc fix trailing whitespace for flake8 2022-07-31 18:39:46 +02:00
robcaulk
4e68626bcb ensure convolutional window is prepended for frequi consistency 2022-07-31 17:51:19 +02:00
robcaulk
d830105605 *BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests 2022-07-31 17:05:29 +02:00
robcaulk
153336d424 move corr_pairlist expansion to after expand_pairlist() 2022-07-31 15:45:28 +02:00
Matthias
659870312d Use JSON Schema validation for freaAI schema validation 2022-07-31 15:23:27 +02:00
Kavinkumar
a4bada3ebe
Partial exit using average price (#6545) 
Introduce Partial exits
 2022-07-31 14:19:04 +02:00
Matthias
369c6da5d8
Merge pull request #7146 from freqtrade/fix/liquidation 
Update liquidation price handling
 2022-07-31 08:09:54 +02:00
Matthias
bad15f077c Simplify fetch_positions by using already existing method 2022-07-30 17:49:06 +02:00
Matthias
fc31c890e3
Merge pull request #7135 from freqtrade/rpc/sendmsg 
Strategy allow rpc messages
 2022-07-30 16:15:00 +02:00
Matthias
d046f0cc5e Improve method wording for liquidation price setter 2022-07-30 16:11:31 +02:00
Matthias
dba7a7257d Use stop_or_liquidation instead of stop_loss 2022-07-30 16:10:16 +02:00
Matthias
845cecd38f Add stoploss or liquidation property 2022-07-30 16:10:16 +02:00
Matthias
15752ce3c2 Rename set_stoploss method to be fully private 2022-07-30 16:10:16 +02:00
Matthias
9852733ef7 Improve tests to align with modified logic 2022-07-30 16:10:16 +02:00
Matthias
8711b7d99f Liquidations cannot be rejected. 2022-07-30 16:10:16 +02:00
Matthias
995be90f91 Liquidation should be a separate exit type 2022-07-30 16:10:16 +02:00
robcaulk
dd8288c090 expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility 2022-07-30 13:40:05 +02:00
robcaulk
f22b140782 fix backtesting bug, undo move of label stat calc, fix example strat exit logic 2022-07-29 17:27:35 +02:00
robcaulk
08d3ac7ef8 add keras and conv_width to schema and documentation 2022-07-29 08:49:35 +02:00
robcaulk
59624181bd isort BaseRegressionModel imports 2022-07-29 08:23:44 +02:00
robcaulk
c84d54b35e Fix typing issue, avoid using .get() when unnecessary, convert to fstrings 2022-07-29 08:12:50 +02:00
Matthias
efbd83c56d Small type and typo fixes in freqai_interface 2022-07-28 07:24:30 +02:00
Matthias
a2a0d35a24 Update missing typehints 2022-07-28 07:07:40 +02:00
Matthias
3273881282 Merge branch 'develop' into feat/freqai 2022-07-28 06:36:38 +02:00
Matthias
cc3ead9d7b Set required_profit for stoploss guard, allowing to ignore small stoplosses. 
closes #7076
 2022-07-27 19:52:39 +02:00
Matthias
f31106dc61 Minor comment fixes 2022-07-27 07:27:24 +02:00
Matthias
7bac054668 Add documentation and clarity for send_msg 2022-07-26 20:24:52 +02:00
Matthias
229e8864bb Add send_msg capability to dataprovider 2022-07-26 20:15:49 +02:00
Matthias
bc760b7eb2 Simplify small segment in datadrawer 2022-07-26 19:41:49 +02:00
robcaulk
324e54c015 fix possible memory leak associated with Catboost Pool object 2022-07-26 17:29:29 +02:00
robcaulk
3f149c4067 fix return type in BaseTensorFlowModel 2022-07-26 16:01:54 +02:00
robcaulk
ad25a4cb56 reduce number of pair_dict lookups, remove coin_first 2022-07-26 15:58:40 +02:00
robcaulk
fb4e8430cd isort auto import sorting 2022-07-26 10:51:39 +02:00
robcaulk
e213d0ad55 isolate data_drawer functions from data_kitchen, accommodate tests, add new test 2022-07-26 10:24:14 +02:00
robcaulk
56b17e6f3c allow user to pass test_size = 0 and avoid using eval sets in prediction models 2022-07-25 19:40:13 +02:00
Matthias
4c68bec171 Fix problem in is_cancel_order_result_suitable 
fixes #7119
 2022-07-25 17:47:52 +02:00
Robert Caulk
897f18a8c8 ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods 2022-07-25 15:07:09 +02:00
Robert Caulk
7b105532d1 fix mypy error and add test for principal component analysis 2022-07-25 11:46:59 +02:00
Robert Caulk
c9d46a5237 finish bringing follow_mode up to date 2022-07-25 09:24:40 +02:00
Robert Caulk
ab587747fb first fix for follower path bug 2022-07-24 23:32:24 +02:00
Matthias
520ee3f7a1 Convert freqAI into packages 2022-07-24 17:07:45 +02:00
Matthias
1885deb632 More docstring changes 2022-07-24 16:54:39 +02:00
Matthias
70b7a254af Update some areas to use default docstring formatting 2022-07-24 16:51:48 +02:00
Matthias
61c41fd919 Merge branch 'develop' into feat/freqai 2022-07-24 16:18:58 +02:00
Robert Caulk
88e10f7306 add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs 2022-07-24 09:01:23 +02:00