547a75d9c1
Fix Info
2022-12-07 17:49:21 +01:00
607d5b2f8f
Split to fetch_pairlist function, Info Message
2022-12-07 17:47:38 +01:00
48160f3fe9
Flake 8 fix, Json Fetching
2022-12-07 17:01:45 +01:00
199fd2d074
+Remote Pairlist
2022-12-07 15:08:33 +01:00
58604c747e
cleanup tensorboard callback
2022-12-07 14:37:55 +03:00
89c7c2fec6
isort fix
2022-12-07 18:09:57 +09:00
611e35ed81
flake8 fix
2022-12-07 15:47:58 +09:00
b9f6911a6a
Merge pull request #7843 from smarmau/develop
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freqai RL agent info during training
2022-12-06 20:06:41 +01:00
e7195b7bfb
Merge pull request #7862 from freqtrade/ws_newcandle
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New websocket message "new_candle"
2022-12-06 07:07:32 +01:00
c81b00fb37
Merge branch 'develop' into freqai_bt_from_predictions_improvement
2022-12-05 18:00:55 -03:00
227cdb0938
Change dict update order
2022-12-05 23:58:04 +03:00
26a61afa15
Move base tf logic to config validation
2022-12-05 23:54:15 +03:00
bc48099e48
Revert changes
2022-12-05 23:52:48 +03:00
62c69bf2b5
fix custom_info
2022-12-05 20:22:54 +01:00
7c27eedda5
Bump API version
2022-12-05 19:56:33 +01:00
24edc276ea
Simplify new_candle message
2022-12-05 19:46:39 +01:00
d30a872ed4
Move message-silencing list next to enum
2022-12-05 19:23:03 +01:00
5e533b550f
Emit a simple "new candle" message to allow UI's to refresh charts
2022-12-05 18:19:19 +01:00
189fa64052
Add more dynamic to directory change
2022-12-05 18:14:16 +01:00
730fba956b
Ensure base tf included in include_timeframes
2022-12-05 16:16:17 +03:00
e734b39929
Make model_training_parameters optional
2022-12-05 14:54:42 +03:00
d8565261e1
ignore initializer type
2022-12-04 14:10:33 +01:00
24766928ba
reorganize/generalize tensorboard callback
2022-12-04 13:54:30 +01:00
310eba5932
Merge pull request #7735 from freqtrade/gc_improvements
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Improve python GC behavior
2022-12-03 15:54:59 +01:00
b2edc58089
fix flake8
2022-12-03 22:31:02 +11:00
d6f45a12ae
add multiproc fix flake8
2022-12-03 22:30:04 +11:00
469aa0d43f
add state/action info to callbacks
2022-12-03 21:16:46 +11:00
075c8c23c8
add state/action info to callbacks
2022-12-03 21:16:04 +11:00
4dc591a170
Merge pull request #7834 from freqtrade/fix-data-drawer-model-load
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Fix sb3_contrib loading issue
2022-12-02 06:29:23 +01:00
77dc2c92a7
performance improvevemnts - backtest freqai from saved predictions
2022-12-01 12:53:19 -03:00
aceee67e2b
Merge remote-tracking branch 'origin/develop' into gc_improvements
2022-12-01 14:32:19 +01:00
2b3e166dc2
fix fees RL
2022-12-01 10:10:28 +01:00
eb81cccede
add download-data command
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change directory
fix relative config path
2022-12-01 16:37:24 +08:00
396e666e9b
Keep old behavior of model loading
2022-12-01 11:03:51 +03:00
4a9982f86b
Fix sb3_contrib loading issue
2022-12-01 10:08:42 +03:00
95651fcd5a
Improve/simplify telegram exception handling
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Move exceptionhandling to the decorator.
2022-12-01 06:27:25 +01:00
dac4a35be2
Merge pull request #7828 from freqtrade/fix-state-info-rl
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bring back market side setting in get_state_info
2022-11-30 19:57:28 +01:00
79821ebb33
fix flake8 errors
2022-11-30 08:41:44 -03:00
e7f72d52b8
bring back market side setting in get_state_info
2022-11-30 12:36:26 +01:00
26e8a5766f
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-30 08:29:28 -03:00
17cf3c7e83
bug fixes and removed fillna from fit_live_predictions
2022-11-30 08:28:45 -03:00
4571aedb33
consolidate and clean code
2022-11-30 00:53:35 +01:00
3c322bf7df
Improve forceenter validation messages
2022-11-29 18:27:08 +01:00
e6b8cb8ea9
Merge pull request #7795 from froggleston/entry_exit_date_print
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Add date selection arguments to backtest-analysis printout
2022-11-29 16:56:58 +01:00
8ea58ab352
change BT prediction files to feather format
2022-11-29 10:38:35 -03:00
df979ece33
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-29 09:39:15 -03:00
c3daddc629
Merge pull request #7809 from richardjozsa/develop
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Improve the RL learning process
2022-11-29 06:28:36 +01:00
100d65b20b
Merge pull request #7822 from eltociear/patch-1
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Fix typo in strategy_analysis_example.md
2022-11-29 06:24:36 +01:00
e891c41760
Fix typo in ipynb, too.
2022-11-28 18:20:30 +01:00
9cbfa12011
Directly set model_type in base RL model
2022-11-28 16:02:17 +03:00
40b274351c
Merge pull request #7813 from freqtrade/dependabot/pip/develop/flake8-6.0.0
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Bump flake8 from 5.0.4 to 6.0.0
2022-11-28 08:00:45 +01:00
d73fd42769
Fix flake8 error introduced with 6.0 update
2022-11-28 06:38:35 +01:00
f410b1b14d
Update metrics.py
2022-11-28 08:56:49 +09:00
56518def42
isort
2022-11-27 21:06:01 +01:00
7fd6bc526e
add randomize_starting_position to the rl_config
2022-11-27 21:03:13 +01:00
25e041b98e
sneak in small change to FreqaiExampleHybridStrategy docstring and startup count
2022-11-27 20:50:03 +01:00
64d4a52a56
Improve the RL learning process
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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
f4025ee5de
Merge pull request #7289 from freqtrade/feat/freqai-rl-dev
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Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail
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backtesting - use full detail timeframe
2022-11-27 16:09:23 +01:00
cf000a4c00
Bump develop version to 2022.12-dev
2022-11-27 16:08:54 +01:00
e4a3efc7d4
Don't use strategy.stoploss too often
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discovered in #7760
2022-11-27 15:54:35 +01:00
3fc367f536
Merge pull request #7771 from wizrds/feat/refactor-ws
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Refactor WebSocket API for performance
2022-11-27 15:49:34 +01:00
21d7406291
Temporary fix for kraken download
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closes #7790
will be removed once the patch is in ccxt.
2022-11-27 15:16:43 +01:00
1a3f88c7b9
Replace separate start/end date option with usual timerange option
2022-11-27 11:30:13 +00:00
51d21b413d
Fix 4ac update_total_profit
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_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
dba30393fb
ensure extra_returns_per_train are set properly on first hist_preds build
2022-11-26 18:04:47 +01:00
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
4790aaaae1
Implement cli options for backtesting-analysis date filtering
2022-11-26 16:58:56 +00:00
e1456e407b
Merge branch 'freqtrade:develop' into entry_exit_date_print
2022-11-26 16:53:48 +00:00
a26b3a9ca8
change sleep call back to 0.01
2022-11-26 09:40:22 -07:00
ce213b55a2
Bybit fix candle limit
2022-11-26 13:58:22 +01:00
b52f05923a
fix list to array in constants.py
2022-11-26 13:47:47 +01:00
be890b52fd
remove np import
2022-11-26 13:44:58 +01:00
aaaa5a5f64
add documentation for net_arch, other small changes
2022-11-26 13:44:58 +01:00
fcf13580f1
Revert "offload initial df computation to thread"
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This reverts commit f268187e9b
2022-11-26 13:33:54 +01:00
7b0a76fb70
Improve typehint
2022-11-26 13:33:26 +01:00
7ebc8ee169
Fix missing Optional typehint
2022-11-26 13:32:18 +01:00
bdfedb5fcb
Improve typehints / reduce warnings from mypy
2022-11-26 13:03:07 +01:00
81fd2e588f
ensure typing, remove unsued code
2022-11-26 12:11:59 +01:00
8dbfd2cacf
improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc
2022-11-26 11:51:08 +01:00
bd95392eea
fix formatted string in warning message :)
2022-11-25 13:10:22 -07:00
4aa4c6f49d
change sleep in channel send to 0
2022-11-25 13:08:41 -07:00
f268187e9b
offload initial df computation to thread
2022-11-25 12:56:33 -07:00
afc00bc30a
log warning if channel too far behind, add docstrings to message stream
2022-11-25 12:48:57 -07:00
391817243c
Tidy up complex functions
2022-11-25 16:12:15 +00:00
79c041b62d
Update tests for new export format
2022-11-25 16:57:58 +01:00
8c014bd365
Export trade-counts to csv
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closes #7789
2022-11-25 16:57:45 +01:00
8ee8b6e943
Improve hyperopt list output
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closes #7789
2022-11-25 16:31:21 +01:00
0f97ef0d7b
Reset stoploss_order_id when order is canceled
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closes #7766
2022-11-25 16:08:33 +01:00
1b3e62bcbc
Lock execute_entry to prevent timing hickups
2022-11-25 14:50:48 +01:00
c593cdc438
Improve type hints
2022-11-25 14:48:06 +01:00
5e6cda11ef
Update method name for trade fee updating
2022-11-25 14:43:56 +01:00
b8d1862ca8
Update cached binance leverage tiers
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closes #7794
2022-11-25 10:42:19 +01:00
bcc8063eeb
Merge branch 'develop' into feat/refactor-ws
2022-11-24 13:42:57 -07:00
fc59b02255
prevent ws endpoint from running without valid token
2022-11-24 13:41:10 -07:00
101dec461e
close ws channel if can't accept
2022-11-24 11:35:50 -07:00
2e82e6784a
move data_provider cleanup to shutdown()
2022-11-24 19:07:38 +01:00
73c458d47b
use importlib instead of __import___
2022-11-24 19:04:35 +01:00
4894d772ed
merge develop into feat/freqai-rl-dev
2022-11-24 18:50:11 +01:00
3a07749fcc
fix docstring
2022-11-24 18:46:54 +01:00
44b042ba51
remove unused function
2022-11-24 17:53:26 +01:00
8f1a8c752b
Add freqairl docker build process
2022-11-24 07:00:12 +01:00
48242ca02b
update catch block in cancel channel tasks
2022-11-22 12:43:45 -07:00
7785c91c5d
Merge pull request #7756 from wizrds/feat/secure-ws-conn
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Support SSL in WebSocket connection
2022-11-22 19:18:16 +01:00
d09157efb8
update code to use one prediction file / pair
2022-11-22 15:15:42 -03:00
a5442772fc
ensure only broadcasting to subscribed topics
2022-11-22 09:42:09 -07:00
91779bb28b
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-22 13:09:48 -03:00
c01f25ddc9
update code to freqai_backtest_live_models only from historic predictions
2022-11-22 13:09:09 -03:00
d9d7df70bf
fix tests, log unknown errors
2022-11-21 12:21:40 -07:00
0fa5217043
Improve protection setup
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lock_pair should be called when the order closes, not when the exit order is placed.
it should also be called for stoploss orders, too.
closes #7783
2022-11-21 19:30:49 +01:00
106ac2ab4d
fix tests, change to get call
2022-11-20 16:36:22 -07:00
d2870d48ea
change typing to async iterator
2022-11-20 16:24:44 -07:00
48a1f2418f
update typing, remove unneeded try block, readd sleep
2022-11-20 16:18:24 -07:00
60a167bdef
add dynamic send timeout
2022-11-20 14:09:45 -07:00
dc79284c54
Merge branch 'develop' into feat/refactor-ws
2022-11-20 10:05:22 -07:00
12b471c64b
Prevent 2 parallel open orders through forceentry
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this leads to forgetting the prior order
closes #7765
2022-11-20 09:28:14 +01:00
fdc82af883
fix tests - update code to backtest with historic_predictions
2022-11-19 22:27:58 -03:00
3714d7074b
smaller throttle in channel send
2022-11-19 13:29:23 -07:00
c1a73a5512
move sleep call in send, minor cleanup
2022-11-19 13:21:26 -07:00
80d070e9ee
update code to use historic_predictions for freqai_backtest_live_models
2022-11-19 14:15:58 -03:00
3d3195847c
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-18 17:53:34 -03:00
98d87b3ba6
Merge branch 'develop' into feat/refactor-ws
2022-11-18 13:41:22 -07:00
0cb6f71c02
better error handling, true async sending, more readable api
2022-11-18 13:32:27 -07:00
4de9a46618
Merge pull request #7759 from wizrds/fix/pd-mem-leak
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Fix Pandas to_json memory leak
2022-11-18 20:24:16 +01:00
b6a8e421f1
remove redundant timestamp conversion in ws serializer
2022-11-18 09:43:39 -07:00
12cd83453c
Add warning when queue websocket queue becomes too full
2022-11-18 14:03:56 +01:00
4c7bb79c86
Restore prior data transfer format
2022-11-18 13:59:29 +01:00
ba493eb7a7
Merge fix/pd-mem-leak
2022-11-17 16:21:12 -07:00
387c905a86
merge develop into RL
2022-11-17 21:59:07 +01:00
60fcd8dce2
fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc
2022-11-17 21:50:02 +01:00
91df79ff44
merge dev into backtest-live-predictions
2022-11-17 21:20:47 +01:00
436b314c80
add safe_remaining
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fixes #7757
2022-11-17 19:07:47 +00:00
49ecc83061
Merge branch 'develop' into fix/pd-mem-leak
2022-11-17 12:04:49 -07:00
ce43fa5f43
small fix to websocketchannel and relay
2022-11-17 12:03:11 -07:00
875e9ab447
change df serialization to avoid mem leak
2022-11-17 11:59:03 -07:00
cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
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Simplify timerange handling
2022-11-17 19:57:48 +01:00
b929e0bb2b
Merge branch 'develop' into gc_improvements
2022-11-17 19:55:03 +01:00
9432bcd065
Fix telegram error on force_enter exception
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closes #7727
2022-11-17 19:52:03 +01:00
3903b04d3f
save_live_data_backtest - added docs and tests
2022-11-17 15:20:07 -03:00
99bff9cbfa
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:51 -03:00
913749c81b
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:16 -03:00
b01e4e3dbf
change default value - save_live_data_backtest as false
2022-11-17 10:14:30 -03:00
1a19d90e2e
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-17 10:13:11 -03:00
afcb86f422
Improve migration types
2022-11-17 10:25:51 +00:00
93addbe5c3
Improve typechecking
2022-11-17 10:16:38 +00:00
6a1655c047
support ssl connections in emc
2022-11-15 22:26:54 -07:00
442467e8ae
remove old comments and code
2022-11-14 22:26:34 -07:00
6deb2dfb61
Merge pull request #7744 from freqtrade/dependabot/pip/develop/mypy-0.990
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Bump mypy from 0.982 to 0.990
2022-11-15 06:24:24 +01:00
d713af045f
remove main queue completely
2022-11-14 22:21:40 -07:00
659c8c237f
initial revision
2022-11-14 20:27:45 -07:00
0a702cdd26
Ensure more methods are typechecked
2022-11-14 20:56:35 +01:00
a951b49541
Use Generator when sending initial dataframes
2022-11-14 19:43:59 +01:00
30b467906c
Delist FTX, following ccxt's delisting.
2022-11-14 19:40:57 +01:00
95fd4072fa
Merge pull request #7701 from freqtrade/add-single-precision-freqai
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add option to force single precision
2022-11-14 07:02:35 +01:00
42b29cd307
Fix constants type
2022-11-13 19:31:49 +01:00
bf4d5b432a
ensure model_type is defined
2022-11-13 18:50:25 +01:00
6394ef4558
fix docstrings
2022-11-13 17:43:52 +01:00
96fafb7f56
remove limit_ram_use
2022-11-13 17:14:47 +01:00
b421521be3
help default ReinforcementLearner users by assigning the model_type automatically
2022-11-13 17:12:17 +01:00
90f168d1ff
remove more user references. cleanup dataprovider
2022-11-13 17:06:06 +01:00
388ca21200
update docs, fix bug in environment
2022-11-13 16:56:31 +01:00
1e9e7887aa
fix constants.py, fix freqai test
2022-11-13 15:38:35 +01:00
af9e400562
add test coverage, fix bug in base environment. Ensure proper fee is used.
2022-11-13 15:31:37 +01:00
942840da2d
Improve setting wording to keep future possibilities open
2022-11-13 15:22:44 +01:00
81f800a79b
switch to using FT calc_profi_pct, reverse entry/exit fees
2022-11-13 13:41:17 +01:00
e45d791c19
Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev
2022-11-13 13:00:16 +01:00
fed3bc6730
Simplify Websocket Init
2022-11-13 10:33:54 +01:00
954da4fec9
Add "forcebuy error" exception log
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part of #7727
2022-11-12 19:52:10 +01:00
e71a8b8ac1
add ability to integrate state info or not, and prevent state info integration during backtesting
2022-11-12 18:46:48 +01:00
27fa9f1f4e
backtest saved dataframe from live
2022-11-12 14:37:23 -03:00
ee0e59157c
Update join relationship of orders table to selectin
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closes #6791 by slightly improving performance in this area.
2022-11-12 16:34:00 +01:00
7adca97358
Improve python GC behavior
2022-11-12 15:43:02 +01:00
f9c6c538be
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-12 09:37:45 -03:00
9c6b97c678
ensure normalization acceleration methods are employed in RL
2022-11-12 12:01:59 +01:00
6746868ea7
store dataprovider to self instead of strategy
2022-11-12 11:33:03 +01:00
7a4bb040a5
merge develop into feat/freqai-rl-dev
2022-11-12 10:54:34 +01:00
214c622475
move dataframe converter to converter.py
2022-11-12 10:38:25 +01:00
9617d8143d
Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai
2022-11-12 10:21:38 +01:00
e6172a68d7
Merge pull request #7730 from freqtrade/fix-metric-tracker
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fix loading of metric tracker from disk
2022-11-11 20:01:26 +01:00
833578716c
Merge pull request #7644 from markdregan/multi-target-classifier
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Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
790ff2a84b
merge develop into add-single-prec
2022-11-11 18:08:51 +01:00
e46a57bbd0
move mem logs to debug
2022-11-11 18:05:32 +01:00
66514e84e4
add LightGBMClassifierMultiTarget. add test
2022-11-11 17:45:53 +01:00
054133955b
fix loading of metric tracker from disk
2022-11-11 17:24:09 +01:00
0f9c5f8d41
Simplify timerange handling
2022-11-10 18:28:18 +01:00
57313dd961
Update some usages of timerange to new, simplified method
2022-11-10 18:11:39 +01:00
3e676dbaa4
Add properties to simplify timerange handling
2022-11-10 16:33:57 +01:00
9e17eabd0a
Improve Bybit configuration
2022-11-10 07:09:54 +01:00
4f0f3e5b64
removed unnecessary code
2022-11-09 10:07:24 -03:00
8ee95db927
refactoring backtesting_fit_live_predictions function
2022-11-09 09:51:42 -03:00
3e57c18ac6
add fix_live_predictions function to backtesting
2022-11-08 18:20:39 -03:00
f43f967040
Improve handling of unfilled stoploss orders in edge-cases
2022-11-08 20:34:18 +01:00
ce3959a0c6
Merge pull request #7708 from freqtrade/improve_iteration
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Improve iteration logic
2022-11-08 19:25:01 +01:00
8d9988a942
enforce date column in backtesting freqai predictions files
2022-11-08 11:06:23 -03:00
9c5ba0732a
save predictions with date and merge by date
2022-11-08 10:32:18 -03:00
884014a4b9
Fix some minor typos
2022-11-07 18:35:28 +00:00
6559384286
Merge branch 'develop' into backtest_live_models
2022-11-07 15:14:10 -03:00
29585b5ecd
Improve worker iteration logic
2022-11-06 11:18:13 +01:00
d48a9ae96d
Add leverage to backtest results
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closes #7574
2022-11-06 09:40:44 +01:00
1d2b89bc13
Improve handling of get_fee to not allow impossible combinations
2022-11-06 09:16:03 +01:00
Bloodhunter4rc
initrv
Stefano Ariestasia
Robert Caulk
Matthias
Wagner Costa
Emre
smarmau
k
richardjozsa
froggleston
stm
Timothy Pogue