Commit Graph

10308 Commits

Author SHA1 Message Date
Bloodhunter4rc 9e20d13e50
Merge branch 'freqtrade:develop' into remotepairlist 2022-12-15 17:38:56 +01:00
robcaulk 581a5296cc fix docstrings to reflect new env_info changes 2022-12-15 16:50:08 +01:00
robcaulk 7b4abd5ef5 use a dictionary to make code more readable 2022-12-15 12:25:33 +01:00
Matthias 7a0eadbdf5 Don't recalc profit on closed trades 2022-12-15 07:05:07 +01:00
Matthias ca2a878b86 Update test naming 2022-12-14 20:06:55 +01:00
Emre 3af2251ce8
Fix add_state_info backtesting bug 2022-12-14 22:03:23 +03:00
Emre 2018da0767
Add env_info dict to base environment 2022-12-14 22:03:05 +03:00
Matthias fa260e6560 Move "replace or append" decision to dataprovider 2022-12-14 19:56:54 +01:00
robcaulk 2285ca7d2a add dp to multiproc 2022-12-14 18:22:20 +01:00
Matthias 97fee37072 Improve emc test 2022-12-14 07:22:51 +01:00
Bloodhunter4rc 7f3524949c - print 2022-12-13 21:00:23 +01:00
Bloodhunter4rc d52c1c7554 Add unit tests 2022-12-13 20:21:06 +01:00
Robert Caulk e6da646e2f
Merge pull request #7866 from initrv/cleanup-tensorboard-callback
Cleanup tensorboard callback
2022-12-13 09:05:46 +01:00
Timothy Pogue 0dd3836cc7 fix rpc method docstring 2022-12-12 22:47:35 -07:00
Matthias a693495a6d Improve external_candle aggregation 2022-12-12 22:47:35 -07:00
Timothy Pogue 414c0ce050 change unused var 2022-12-12 22:47:35 -07:00
Timothy Pogue 6717dff19b update overlapping candle handling, move append to misc 2022-12-12 22:47:35 -07:00
Timothy Pogue 0602479f7d minor changes, update candle appending to support overlaps 2022-12-12 22:47:35 -07:00
Timothy Pogue f1ebaf4730 fix tests 2022-12-12 22:47:35 -07:00
Timothy Pogue 49f6f40662 remove comment 2022-12-12 22:47:35 -07:00
Timothy Pogue 0d5b2eed94 fix same candle handling 2022-12-12 22:47:35 -07:00
Timothy Pogue d376bf4052 fix indefinite reconnecting 2022-12-12 22:47:35 -07:00
Timothy Pogue ccd1aa70a2 change log calls to debug, handle already received candle 2022-12-12 22:47:35 -07:00
Timothy Pogue c050eb8b8b add candle difference calculation to dataprovider 2022-12-12 22:47:35 -07:00
Timothy Pogue 89338fa677 allow specifying channel send throttle 2022-12-12 22:47:35 -07:00
Timothy Pogue d2c8487ecf update add_external_candle, fix breaking on ping error, handle empty dataframes 2022-12-12 22:47:35 -07:00
Timothy Pogue fce1e9d6d0 update analyzed df request to allow specifying a single pair 2022-12-12 22:47:35 -07:00
Timothy Pogue 36a00e8de0 update add_external_candle returns 2022-12-12 22:47:35 -07:00
Timothy Pogue 4cbb3341d7 change how missing candles will be handled 2022-12-12 22:47:35 -07:00
Timothy Pogue 9660e445b8 use new channel apis in emc, extend analyzed df to include list of dates for candles 2022-12-12 22:47:35 -07:00
Matthias abc3badfb5 Improve shutdown behavior
closes #7882
2022-12-12 20:01:54 +01:00
Bloodhunter4rc 6f92c58e33 add docs, add bearer token. 2022-12-12 13:24:33 +01:00
initrv f9b7d35900 add increment param for tensorboard_log 2022-12-12 14:14:23 +03:00
Bloodhunter4rc f6b90595fa remove html. change var names. 2022-12-12 11:05:03 +01:00
robcaulk 0f6b98b69a merge develop into tensorboard cleanup 2022-12-11 15:38:32 +01:00
robcaulk 0fd8e214e4 add documentation for tensorboard_log, change how users interact with tensorboard_log 2022-12-11 15:31:29 +01:00
Matthias 888ba65367
Merge branch 'develop' into fix/multioutput-bug 2022-12-11 15:23:53 +01:00
initrv cb8fc3c8c7 custom info to tensorboard_metrics 2022-12-11 15:37:45 +03:00
robcaulk 8c7ec07951 ensure predict_proba follows suit. Remove all lib specific params from example config 2022-12-11 12:39:31 +01:00
robcaulk 85f22b5c30 fix bug in MultiOutput* with conv_width = 1 2022-12-11 12:15:19 +01:00
Emre 6b9f3f2795
Fix test validation 2022-12-11 13:24:24 +03:00
Emre 272c3302e3
Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling 2022-12-11 13:12:45 +03:00
Matthias 980a5a9b52 Fix docs typo 2022-12-10 19:54:04 +01:00
Matthias da4914513a
Merge pull request #7835 from rzhb/patch-1
update strategy_analysis_example.ipynb
2022-12-08 14:17:50 +01:00
Bloodhunter4rc 66412bfa58 Remove unnecessary loop 2022-12-08 01:51:12 +01:00
Bloodhunter4rc 7efcbbb457 Local File Loading 2022-12-08 01:09:17 +01:00
Bloodhunter4rc da2747d487 Add Local .json file Loading 2022-12-08 00:52:54 +01:00
robcaulk 7b3406914c flip add_state_info 2022-12-07 19:49:39 +01:00
robcaulk 9b4364ddc3 ensure that add_state_info is deactivated during backtesting 2022-12-07 19:49:14 +01:00
Bloodhunter4rc b144a6357d Remove Duplicate 2022-12-07 18:24:55 +01:00
Bloodhunter4rc 547a75d9c1 Fix Info 2022-12-07 17:49:21 +01:00
Bloodhunter4rc 607d5b2f8f Split to fetch_pairlist function, Info Message 2022-12-07 17:47:38 +01:00
Bloodhunter4rc 48160f3fe9 Flake 8 fix, Json Fetching 2022-12-07 17:01:45 +01:00
Bloodhunter4rc 199fd2d074 +Remote Pairlist 2022-12-07 15:08:33 +01:00
initrv 58604c747e cleanup tensorboard callback 2022-12-07 14:37:55 +03:00
Stefano Ariestasia 89c7c2fec6 isort fix 2022-12-07 18:09:57 +09:00
Stefano Ariestasia 611e35ed81 flake8 fix 2022-12-07 15:47:58 +09:00
Robert Caulk b9f6911a6a
Merge pull request #7843 from smarmau/develop
freqai RL agent info during training
2022-12-06 20:06:41 +01:00
Matthias e7195b7bfb
Merge pull request #7862 from freqtrade/ws_newcandle
New websocket message "new_candle"
2022-12-06 07:07:32 +01:00
Wagner Costa c81b00fb37 Merge branch 'develop' into freqai_bt_from_predictions_improvement 2022-12-05 18:00:55 -03:00
Emre 227cdb0938
Change dict update order 2022-12-05 23:58:04 +03:00
Emre 26a61afa15
Move base tf logic to config validation 2022-12-05 23:54:15 +03:00
Emre bc48099e48
Revert changes 2022-12-05 23:52:48 +03:00
robcaulk 62c69bf2b5 fix custom_info 2022-12-05 20:22:54 +01:00
Matthias 7c27eedda5 Bump API version 2022-12-05 19:56:33 +01:00
Matthias 24edc276ea Simplify new_candle message 2022-12-05 19:46:39 +01:00
Matthias d30a872ed4 Move message-silencing list next to enum 2022-12-05 19:23:03 +01:00
Matthias 5e533b550f Emit a simple "new candle" message to allow UI's to refresh charts 2022-12-05 18:19:19 +01:00
Matthias 189fa64052 Add more dynamic to directory change 2022-12-05 18:14:16 +01:00
Emre 730fba956b
Ensure base tf included in include_timeframes 2022-12-05 16:16:17 +03:00
Emre e734b39929
Make model_training_parameters optional 2022-12-05 14:54:42 +03:00
robcaulk d8565261e1 ignore initializer type 2022-12-04 14:10:33 +01:00
robcaulk 24766928ba reorganize/generalize tensorboard callback 2022-12-04 13:54:30 +01:00
Matthias 310eba5932
Merge pull request #7735 from freqtrade/gc_improvements
Improve python GC behavior
2022-12-03 15:54:59 +01:00
smarmau b2edc58089
fix flake8 2022-12-03 22:31:02 +11:00
smarmau d6f45a12ae
add multiproc fix flake8 2022-12-03 22:30:04 +11:00
smarmau 469aa0d43f
add state/action info to callbacks 2022-12-03 21:16:46 +11:00
smarmau 075c8c23c8
add state/action info to callbacks 2022-12-03 21:16:04 +11:00
Matthias 4dc591a170
Merge pull request #7834 from freqtrade/fix-data-drawer-model-load
Fix sb3_contrib loading issue
2022-12-02 06:29:23 +01:00
Wagner Costa 77dc2c92a7 performance improvevemnts - backtest freqai from saved predictions 2022-12-01 12:53:19 -03:00
robcaulk aceee67e2b Merge remote-tracking branch 'origin/develop' into gc_improvements 2022-12-01 14:32:19 +01:00
robcaulk 2b3e166dc2 fix fees RL 2022-12-01 10:10:28 +01:00
k eb81cccede add download-data command
change directory
fix relative config path
2022-12-01 16:37:24 +08:00
Emre 396e666e9b
Keep old behavior of model loading 2022-12-01 11:03:51 +03:00
Emre 4a9982f86b
Fix sb3_contrib loading issue 2022-12-01 10:08:42 +03:00
Matthias 95651fcd5a Improve/simplify telegram exception handling
Move exceptionhandling to the decorator.
2022-12-01 06:27:25 +01:00
Matthias dac4a35be2
Merge pull request #7828 from freqtrade/fix-state-info-rl
bring back market side setting in get_state_info
2022-11-30 19:57:28 +01:00
Wagner Costa 79821ebb33 fix flake8 errors 2022-11-30 08:41:44 -03:00
robcaulk e7f72d52b8 bring back market side setting in get_state_info 2022-11-30 12:36:26 +01:00
Wagner Costa 26e8a5766f Merge branch 'develop' into backtest_fitlivepredictions 2022-11-30 08:29:28 -03:00
Wagner Costa 17cf3c7e83 bug fixes and removed fillna from fit_live_predictions 2022-11-30 08:28:45 -03:00
robcaulk 4571aedb33 consolidate and clean code 2022-11-30 00:53:35 +01:00
Matthias 3c322bf7df Improve forceenter validation messages 2022-11-29 18:27:08 +01:00
Matthias e6b8cb8ea9
Merge pull request #7795 from froggleston/entry_exit_date_print
Add date selection arguments to backtest-analysis printout
2022-11-29 16:56:58 +01:00
Wagner Costa 8ea58ab352 change BT prediction files to feather format 2022-11-29 10:38:35 -03:00
Wagner Costa df979ece33 Merge branch 'develop' into backtest_fitlivepredictions 2022-11-29 09:39:15 -03:00
Matthias c3daddc629
Merge pull request #7809 from richardjozsa/develop
Improve the RL learning process
2022-11-29 06:28:36 +01:00
Matthias 100d65b20b
Merge pull request #7822 from eltociear/patch-1
Fix typo in strategy_analysis_example.md
2022-11-29 06:24:36 +01:00
Matthias e891c41760 Fix typo in ipynb, too. 2022-11-28 18:20:30 +01:00
Emre 9cbfa12011
Directly set model_type in base RL model 2022-11-28 16:02:17 +03:00
Matthias 40b274351c
Merge pull request #7813 from freqtrade/dependabot/pip/develop/flake8-6.0.0
Bump flake8 from 5.0.4 to 6.0.0
2022-11-28 08:00:45 +01:00
Matthias d73fd42769 Fix flake8 error introduced with 6.0 update 2022-11-28 06:38:35 +01:00
Stefano Ariestasia f410b1b14d Update metrics.py 2022-11-28 08:56:49 +09:00
robcaulk 56518def42 isort 2022-11-27 21:06:01 +01:00
robcaulk 7fd6bc526e add randomize_starting_position to the rl_config 2022-11-27 21:03:13 +01:00
robcaulk 25e041b98e sneak in small change to FreqaiExampleHybridStrategy docstring and startup count 2022-11-27 20:50:03 +01:00
richardjozsa 64d4a52a56 Improve the RL learning process
Improve the RL learning process by selecting random start point for the agent, it can help to block the agent to only learn on the selected period of time, while improving the quality of the model.
2022-11-27 20:43:50 +01:00
Matthias f4025ee5de
Merge pull request #7289 from freqtrade/feat/freqai-rl-dev
Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
Matthias 2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail
backtesting - use full detail timeframe
2022-11-27 16:09:23 +01:00
Matthias cf000a4c00 Bump develop version to 2022.12-dev 2022-11-27 16:08:54 +01:00
Matthias e4a3efc7d4 Don't use strategy.stoploss too often
discovered in #7760
2022-11-27 15:54:35 +01:00
Matthias 3fc367f536
Merge pull request #7771 from wizrds/feat/refactor-ws
Refactor WebSocket API for performance
2022-11-27 15:49:34 +01:00
Matthias 21d7406291 Temporary fix for kraken download
closes #7790
will be removed once the patch is in ccxt.
2022-11-27 15:16:43 +01:00
froggleston 1a3f88c7b9 Replace separate start/end date option with usual timerange option 2022-11-27 11:30:13 +00:00
stm 51d21b413d
Fix 4ac update_total_profit
_update_total_profit() must be executed before "self._position = Positions.Neutral" because _update_total_profit() calls get_unrealized_profit(), which returns 0 if position is neutral and total_profit is not updated
2022-11-26 23:35:20 +03:00
robcaulk dba30393fb ensure extra_returns_per_train are set properly on first hist_preds build 2022-11-26 18:04:47 +01:00
froggleston 706bc9ebea Merge branch 'entry_exit_date_print' of github.com:froggleston/freqtrade into entry_exit_date_print 2022-11-26 16:59:27 +00:00
froggleston 4790aaaae1 Implement cli options for backtesting-analysis date filtering 2022-11-26 16:58:56 +00:00
Robert Davey e1456e407b
Merge branch 'freqtrade:develop' into entry_exit_date_print 2022-11-26 16:53:48 +00:00
Timothy Pogue a26b3a9ca8 change sleep call back to 0.01 2022-11-26 09:40:22 -07:00
Matthias ce213b55a2 Bybit fix candle limit 2022-11-26 13:58:22 +01:00
robcaulk b52f05923a fix list to array in constants.py 2022-11-26 13:47:47 +01:00
robcaulk be890b52fd remove np import 2022-11-26 13:44:58 +01:00
robcaulk aaaa5a5f64 add documentation for net_arch, other small changes 2022-11-26 13:44:58 +01:00
Matthias fcf13580f1 Revert "offload initial df computation to thread"
This reverts commit f268187e9b.
2022-11-26 13:33:54 +01:00
Matthias 7b0a76fb70 Improve typehint 2022-11-26 13:33:26 +01:00
Matthias 7ebc8ee169 Fix missing Optional typehint 2022-11-26 13:32:18 +01:00
Matthias bdfedb5fcb Improve typehints / reduce warnings from mypy 2022-11-26 13:03:07 +01:00
robcaulk 81fd2e588f ensure typing, remove unsued code 2022-11-26 12:11:59 +01:00
robcaulk 8dbfd2cacf improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc 2022-11-26 11:51:08 +01:00
Timothy Pogue bd95392eea fix formatted string in warning message :) 2022-11-25 13:10:22 -07:00
Timothy Pogue 4aa4c6f49d change sleep in channel send to 0 2022-11-25 13:08:41 -07:00
Timothy Pogue f268187e9b offload initial df computation to thread 2022-11-25 12:56:33 -07:00
Timothy Pogue afc00bc30a log warning if channel too far behind, add docstrings to message stream 2022-11-25 12:48:57 -07:00
froggleston 391817243c Tidy up complex functions 2022-11-25 16:12:15 +00:00
Matthias 79c041b62d Update tests for new export format 2022-11-25 16:57:58 +01:00
Matthias 8c014bd365 Export trade-counts to csv
closes #7789
2022-11-25 16:57:45 +01:00
Matthias 8ee8b6e943 Improve hyperopt list output
closes  #7789
2022-11-25 16:31:21 +01:00
Matthias 0f97ef0d7b Reset stoploss_order_id when order is canceled
closes #7766
2022-11-25 16:08:33 +01:00
Matthias 1b3e62bcbc Lock execute_entry to prevent timing hickups 2022-11-25 14:50:48 +01:00
Matthias c593cdc438 Improve type hints 2022-11-25 14:48:06 +01:00
Matthias 5e6cda11ef Update method name for trade fee updating 2022-11-25 14:43:56 +01:00
Matthias b8d1862ca8 Update cached binance leverage tiers
closes #7794
2022-11-25 10:42:19 +01:00
Timothy Pogue bcc8063eeb Merge branch 'develop' into feat/refactor-ws 2022-11-24 13:42:57 -07:00
Timothy Pogue fc59b02255 prevent ws endpoint from running without valid token 2022-11-24 13:41:10 -07:00
Timothy Pogue 101dec461e close ws channel if can't accept 2022-11-24 11:35:50 -07:00
robcaulk 2e82e6784a move data_provider cleanup to shutdown() 2022-11-24 19:07:38 +01:00
robcaulk 73c458d47b use importlib instead of __import___ 2022-11-24 19:04:35 +01:00
robcaulk 4894d772ed merge develop into feat/freqai-rl-dev 2022-11-24 18:50:11 +01:00
robcaulk 3a07749fcc fix docstring 2022-11-24 18:46:54 +01:00