Commit Graph

9009 Commits

Author SHA1 Message Date
robcaulk
4d472a0ea1 merging datarehaul into scanning branch 2022-06-16 00:22:49 +02:00
Matthias
8f32fa5cb3 Avoid exception on exchange recycling if __init__ fails 2022-06-15 20:13:07 +02:00
Matthias
f9e2e87346 Improve some formatting and typehints 2022-06-15 20:03:36 +02:00
Matthias
ec40e79362
Merge pull request #6874 from froggleston/buy_reasons
Buy reasons
2022-06-15 19:06:00 +02:00
froggleston
14110bd5ca Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons 2022-06-15 11:25:24 +01:00
froggleston
c391ca08de Change backtesting-analysis options to space separated lists 2022-06-15 11:25:06 +01:00
Matthias
29d8aeb9b3 Don't fail on invalid parameter 2022-06-15 07:13:47 +02:00
Matthias
3c62df6b86 Ensure the same timestamp is used for backtest and signal export 2022-06-15 06:53:52 +02:00
froggleston
6bb342f23a Add export-filename support 2022-06-14 16:54:27 +01:00
Matthias
01a68e1060 Remove unnecessary check and condition 2022-06-13 20:48:49 +02:00
Matthias
1ffee96bad Fix protection parameters not loading from parameter file
closes #6978
2022-06-13 19:59:05 +02:00
Matthias
d5fd1f9c38 Improve order filled handling 2022-06-13 13:24:48 +00:00
Matthias
c981ad4608 Fix missing space 2022-06-12 08:31:02 +02:00
Matthias
75a248cf42 Fstring freqAI sample strategy, remove duplicate features 2022-06-11 19:56:37 +02:00
Matthias
2e1ed132f7
Merge pull request #6964 from freqtrade/rpc_rel_daily
Telegram / api daily relative profit
2022-06-11 19:31:32 +02:00
Matthias
9c65fad73f Merge Pull request #6919 into develop 2022-06-11 17:49:32 +02:00
Matthias
4b70e03daa Add some rudimentary tsts for discord webhook integration 2022-06-11 17:49:23 +02:00
Matthias
fdfa94bcc3 make discord notifications fully configurable. 2022-06-11 17:43:46 +02:00
Matthias
f816c15e1e Update discord message format 2022-06-11 16:48:28 +02:00
Matthias
3a06337601 Update API to provide new values. 2022-06-11 11:28:45 +02:00
Matthias
9ba11f7bcc Update docs and tests for new daily command 2022-06-11 11:26:49 +02:00
Matthias
76827b31a9 Add relative profit to daily/weekly commands 2022-06-11 11:18:21 +02:00
robcaulk
eb47c74096 merge datarehaul into main freqai branch 2022-06-10 20:26:19 +02:00
Matthias
76f87377ba Reduce decimals on FIAT daily column 2022-06-10 20:18:53 +02:00
Matthias
e8f8cd9d36
Merge pull request #6960 from italodamato/opt-ask-force-new-points
remove `random_state` condition when sampling random points
2022-06-10 19:45:36 +02:00
Italo
7142394121 remove random_state condition
otherwise the random sample always draws the same set of points
2022-06-10 09:46:45 +01:00
Matthias
ad3c01736e time aggregate to only query for data necessary
improves the query by not creating a full trade object.
2022-06-10 07:26:53 +02:00
Matthias
2218313f5c
Merge pull request #6957 from freqtrade/rpc_consolidate_daily
Rpc consolidate daily
2022-06-10 06:39:59 +02:00
Italo
dce9fdd0e4 don't overwrite is_random
this should fix issue #6746
2022-06-09 20:06:23 +01:00
Matthias
8fb743b91d improve variable wording 2022-06-09 20:13:26 +02:00
Matthias
dd32127014
Merge pull request #6944 from gaugau3000/develop
give extra info on rate origin for confirm_trade_*
2022-06-09 20:10:29 +02:00
Matthias
1ddd5f1901 Update docstring throughout the bot. 2022-06-09 19:41:08 +02:00
Matthias
88f8cbe172 Update tests to reflect new naming 2022-06-09 19:38:18 +02:00
Matthias
a547001601 Reduce Telegram "unit" stats 2022-06-09 07:06:32 +02:00
Matthias
d4dd026310 Consolidate monthly stats to common method 2022-06-09 07:06:32 +02:00
Matthias
3cb15a2a54 Combine weekly and daily profit methods 2022-06-09 07:06:32 +02:00
Matthias
c550cd8b0d Simplify query in freqtradebot 2022-06-09 07:04:46 +02:00
Matthias
7eacb847b0 Fix backtesting bug when order is not replaced 2022-06-08 20:21:45 +02:00
robcaulk
d9b79d94e4 increase candle update flexibility to allow long sequential trainings that may last more than one candle 2022-06-07 20:57:10 +02:00
robcaulk
66800c7a45 ensure newest candles are always appended 2022-06-07 20:24:23 +02:00
robcaulk
f8f25e36ef update example config/strat 2022-06-07 19:54:45 +02:00
robcaulk
15d049cffe detect if upper tf candles are new or not, append if so. Correct the epoch for candle update check 2022-06-07 19:49:20 +02:00
Matthias
9534d6cca1 Cancel orders which can no longer be found after several days 2022-06-07 07:03:40 +02:00
robcaulk
cab8f517b4 add lock to datadrawer 2022-06-07 01:07:30 +02:00
robcaulk
4b26b6aaec add lock to any historic data access 2022-06-07 00:54:18 +02:00
Robert Caulk
3c2e314ee5
Fix bugs 2022-06-06 16:26:07 -06:00
Robert Caulk
e6c5e737a2
Fix other bugs 2022-06-06 16:24:32 -06:00
Robert Caulk
bf19055e53
Update function spelling 2022-06-06 15:56:12 -06:00
Robert Caulk
2451ed8c88
Quick bug fix 2022-06-06 15:11:54 -06:00
Matthias
0b806af487 Add orders column to btresult 2022-06-06 10:59:10 +02:00
Matthias
79107fd062 Add minimal order object serialization 2022-06-05 22:12:27 +02:00
Matthias
8369d5bedd Include open orders in json responses 2022-06-05 22:12:27 +02:00
Matthias
c0ff554d5b Cleanup old, left open dry-run orders 2022-06-05 22:12:27 +02:00
Matthias
f709222943 Properly close out orders in backtesting 2022-06-05 22:12:27 +02:00
Matthias
c499bb051f Allow empty unfilledtimeout for webserver mode 2022-06-05 19:41:17 +02:00
Matthias
a790bad1e4 Add entry_tag to leverage callback
closes #6929
2022-06-05 10:24:54 +02:00
robcaulk
d6b8801f41 fix follower bug 2022-06-05 04:40:58 +02:00
robcaulk
e8c0dcf9f3 add debug message to timerange 2022-06-03 17:14:07 +02:00
robcaulk
f2762e3b4b fix bug in return_values() 2022-06-03 16:58:51 +02:00
robcaulk
16b4a5b71f rehaul of backend data management - increasing performance by holding history in memory, reducing load on the ratelimit by only pinging exchange once per candle. Improve code readability. 2022-06-03 15:19:46 +02:00
robcaulk
15a971346d catch infinity values when filtering 2022-06-02 17:13:20 +02:00
Robert Caulk
7d41542f93
process_only_new_candles in examplestrat should be True, thanks @Bloodhunter4rc 2022-06-02 07:24:08 -06:00
robcaulk
fea39254d9 fix custom_exit (thanks @paranoidandy) 2022-06-02 14:58:45 +02:00
robcaulk
b37c31cc21 fix ta-lib issue with simultaneous method access 2022-06-02 14:37:40 +02:00
robcaulk
4ac6ef2972 make defining period intervals more user friendly and flexible 2022-06-02 13:45:29 +02:00
robcaulk
ace951bf7e another queue bug fix for fresh starts 2022-06-02 13:28:06 +02:00
Anuj Shah
eb4adeab4d fix flake8 issues 2022-06-02 11:19:29 +05:30
Anuj Shah
45c47bda60 refactor into discord rpc module 2022-06-01 21:14:48 +05:30
Anuj Shah
afd8e85835 feat: add support for discord notification 2022-06-01 15:54:32 +05:30
robcaulk
833d25bda0 Save data after queue reorg 2022-06-01 08:05:38 +02:00
robcaulk
0b0dd8dd80 Force high priority pair to be trained before anything else. 2022-06-01 07:55:05 +02:00
Surfer Admin
7fe8b7661d Display the signal candle analyzed in telegram. 2022-05-31 15:46:43 -04:00
Matthias
34a44b9dd2 Fix backtesting bug when canceling orders
closes #6911
2022-05-31 20:32:41 +02:00
Matthias
66edbcd3d5 Fix slight backtesting bug in edge-case scenarios 2022-05-31 20:08:34 +02:00
robcaulk
7523ed825e automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now). 2022-05-31 18:42:27 +02:00
Matthias
3549176370 Update missleading docstring
closes #6913
2022-05-31 17:52:45 +02:00
Matthias
88845f6d88 Fix cancel order deleting trade
if one order was successfully filled, the trade cannot be deleted.

closes #6907
2022-05-31 17:49:51 +02:00
robcaulk
9b3b08a2bb let follower purge old model files 2022-05-31 15:37:38 +02:00
robcaulk
bac4ced382 Ensure follower predictions are persistent and uniquely stored 2022-05-31 14:35:04 +02:00
robcaulk
70adf55643 Automatically detect and change follower data_path to accommodate remote systems 2022-05-31 12:35:09 +02:00
robcaulk
0306f5ca13 Add autopurge feature so that FreqAI cleans up after itself when it no longer needs old models on disk 2022-05-31 11:58:21 +02:00
Matthias
cce8d1aa4d Update get_market_leverage_tiers to be async 2022-05-31 08:48:34 +00:00
Matthias
be6e0813db Remove --strategy from analysis test 2022-05-31 06:53:03 +02:00
robcaulk
45f4f0f603 ensure follower sends back null arrays in case leader hasnt created a model file yet 2022-05-31 01:48:48 +02:00
robcaulk
29d2f59f12 fix PCA bug 2022-05-31 00:40:45 +02:00
robcaulk
606f18e5c1 Add follow_mode feature so that secondary bots can be launched with the same identifier and load models trained by the leader 2022-05-30 21:35:48 +02:00
Matthias
c285ad0e2b Remove --strategy parameters, update docs 2022-05-30 20:26:24 +02:00
robcaulk
5b4c649d43 detect variable sized dataframes coming from strat, adjust our stored/returned data accordingly 2022-05-30 13:55:46 +02:00
robcaulk
e229902381 fix bug in previous commit 2022-05-30 12:48:22 +02:00
robcaulk
a20651efd8 Increase performance by only predicting on most recent candle instead of full strat provided dataframe. Collect predictions and store them so that we can feed true predictions back to strategy (so that frequi isnt updating historic predictions based on newly trained models). 2022-05-30 11:37:05 +02:00
Matthias
8e2c7e1298 extract detect_parameters to separate function 2022-05-30 07:26:26 +02:00
Matthias
eaa656f859 Hyperoptable parameters can be instance attributes 2022-05-30 07:07:47 +02:00
Matthias
386d3e0353 Rename stop/roi loading method 2022-05-30 06:52:44 +02:00
Matthias
ad8ff10a05 Minor doc changes 2022-05-30 06:32:46 +02:00
robcaulk
2f1a2c1cd7 allow users to store data in custom formats, update spot config to reflect better target horizon to training period ratio 2022-05-30 02:12:31 +02:00
robcaulk
d59eac3321 revert a79032b 2022-05-29 21:33:38 +02:00
robcaulk
a79032bf75 fixing bug in training queue 2022-05-29 20:19:32 +02:00
Matthias
056047f635 Fix --help 2022-05-29 20:07:02 +02:00
robcaulk
3f72263278 allow pairs deeper in the queue to get trained if the higher priority pairs dont need training 2022-05-29 20:02:43 +02:00
robcaulk
cc6cae47ec allow pairs deeper in the queue to get trained if the higher priority pairs dont need training 2022-05-29 19:49:43 +02:00
robcaulk
4eb4753e20 allow subdaily retraining for backtesting 2022-05-29 17:44:35 +02:00
froggleston
9a068c0b14 Add test for each analysis group, remove default table output if not indicator-list 2022-05-29 16:25:31 +01:00
Matthias
e6affcc23e Move parameter file loading to hyper-mixin 2022-05-29 16:39:52 +02:00
Matthias
1ee08d22d2 Delay parameter init
closes #6894
2022-05-29 16:39:52 +02:00
robcaulk
0aa7162055 ensure the prediction is reset in the pair_dict after any trade exit, not just custom_exit 2022-05-29 16:36:46 +02:00
robcaulk
fe36b08fce fix key error in example strat 2022-05-29 16:26:34 +02:00
robcaulk
ce365eb9e3 improve example strat so that it has dynamic buy and sell logic according to original prediction 2022-05-29 14:45:46 +02:00
froggleston
df1c36e5aa Change command name, use load_backtest_stats for strategy resolving 2022-05-29 11:54:27 +01:00
froggleston
c59209a01a Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons 2022-05-29 11:20:32 +01:00
froggleston
e7c5818d16 First pass changes for cleaning up 2022-05-29 11:20:11 +01:00
Matthias
a875a7dc40 Use unified stopPrice for binance 2022-05-29 11:01:01 +02:00
Matthias
f64f2b1ad8 Fix /stats Formatting issue in multi-message settings 2022-05-29 10:34:22 +02:00
robcaulk
4eb29c8810 Dont reset pair priority if it doesnt successfully train 2022-05-28 18:34:26 +02:00
robcaulk
83dd453723 catch errors occuring on background thread, and make sure to keep the ball rolling. Improve pair retraining queue. 2022-05-28 18:26:19 +02:00
robcaulk
e54614fa2f remove remnants of single threaded version, ensure pair queue priority is checked before retraining 2022-05-28 14:55:07 +02:00
robcaulk
2a4d1e2d64 fix bug in setting new timerange for retraining 2022-05-28 12:23:26 +02:00
robcaulk
7870a86e9a fix live retraining bug 2022-05-28 11:38:57 +02:00
robcaulk
0bf915054d handle key check correctly 2022-05-28 11:22:32 +02:00
robcaulk
c5a16e91fb throw user error if user tries to load models but feeds the wrong features (while using PCA) 2022-05-28 11:11:41 +02:00
robcaulk
b8f9c3557b dirty dirty, dont look here (hacking a flag to avoid reloading leverage_tiers in dry/live) 2022-05-27 13:56:34 +02:00
robcaulk
891fb87712 give load_cached_data_for_updating the right flags to avoid redownloading data in dry/live 2022-05-27 13:38:22 +02:00
robcaulk
65fdebab75 let load_pairs_histories load futures candles in live 2022-05-27 13:01:33 +02:00
robcaulk
c080571b7a help futures go dry/live with auto download feature 2022-05-27 12:23:32 +02:00
Matthias
24cf044646 Fix bybit spot mode 2022-05-27 08:18:04 +00:00
robcaulk
8a501831d6 fix the error logic on previous commit 2022-05-27 01:15:55 +02:00
robcaulk
23c30dbc10 add error for user trying to backtest with backtest_period<1 2022-05-27 00:43:52 +02:00
robcaulk
6193205012 fix bug for target_mean/std array merging in backtesting 2022-05-26 21:07:50 +02:00
Matthias
43b7955fc2 Fully rely on pathlib 2022-05-26 19:37:55 +02:00
Matthias
682daa4e94 Reset logging mixin to avoid random test failure 2022-05-26 18:05:40 +02:00
Stefano Ariestasia
e1c6cf5f91 fix typo 2022-05-26 10:12:50 +09:00
Matthias
537d10c627 Improve some typing 2022-05-25 20:43:43 +02:00
Matthias
3e66275c98 Refactor bot_start to separate function
to be reused further ...
2022-05-25 20:01:21 +02:00
robcaulk
ff531c416f reduce complexity inside start_download_data() in an effort to appease flake8 2022-05-25 15:31:50 +02:00
robcaulk
d79983c791 try to pass flake8 2022-05-25 14:55:19 +02:00
robcaulk
7593339c14 small cleanup 2022-05-25 14:42:46 +02:00
robcaulk
b79d4e8876 Allow user to go live and start from pretrained models (after a completed backtest) by simply reusing the identifier config parameter while dry/live. 2022-05-25 14:40:32 +02:00
robcaulk
7486d9d9e2 proper validation of freqai config parameters 2022-05-25 12:37:25 +02:00
Matthias
b2968df5dc Fix some type problems 2022-05-25 10:13:37 +00:00
robcaulk
7ff3258607 remove assertions, log error if user has not assigned freqai in config, fix stratify bug 2022-05-25 11:43:45 +02:00
robcaulk
35bed842cb cleanup, add clarity to comments and docstrings 2022-05-25 11:31:03 +02:00
froggleston
2873ca6d38 Add cleanup, adjust _print_table for indicators, add rsi to test output 2022-05-25 09:57:12 +01:00
froggleston
3adda84b96 Update docs, add test 2022-05-24 20:27:15 +01:00
Matthias
d6773bc32c
Merge pull request #6886 from freqtrade/fix/typing
Fix/typing
2022-05-24 19:41:59 +02:00
Matthias
a8ee77cd5e Simplify backtesting typechecking 2022-05-24 19:13:35 +02:00
robcaulk
58b5abbaa6 improve multithreaded training queue system 2022-05-24 15:28:38 +02:00
robcaulk
31ae2b3060 alleviate FutureWarning in sklearn about ensuring svm model features are passed with identical order 2022-05-24 14:46:16 +02:00
froggleston
8c03ebb78f Fix group 0 table, add pathlib.Path use 2022-05-24 12:48:13 +01:00
robcaulk
255d35976e add priority metadata to pairs to avoid a sync of train time + train period 2022-05-24 12:58:53 +02:00
froggleston
80c6190c05 Fix analyze_commands setup 2022-05-24 11:47:26 +01:00
froggleston
ae1ede58da Fix import order 2022-05-24 11:47:26 +01:00