Commit Graph

7439 Commits

Author SHA1 Message Date
Sam Germain
d99e0dac7b Added name for futures market property 2021-10-23 21:59:47 -06:00
Sam Germain
3eda9455b9 Added dry run capability to funding-fee 2021-10-23 21:59:47 -06:00
Sam Germain
2533d3b420 Added get_funding_rate_history method to exchange 2021-10-23 21:59:41 -06:00
Sam Germain
ef8b617eb2 gateio, ftx and binance all use same funding fee formula 2021-10-23 21:59:03 -06:00
Sam Germain
badc0fa445 Adjusted _get_funding_fee_method 2021-10-23 21:58:57 -06:00
Sam Germain
cba0a8cee6 adjusted funding fee formula binance 2021-10-23 21:58:17 -06:00
Sam Germain
2a26c6fbed Added backtesting methods back in 2021-10-23 21:33:37 -06:00
Sam Germain
ed91516f90 Changed future to swap 2021-10-23 14:10:09 -06:00
Simon Ebner
fde10f5395 Use pathlib.stem instead of str(x).ends_with 2021-10-23 12:26:07 +02:00
Sam Germain
167f9aa8d9 Added gateio futures support, and added gatio to test_exchange exchanges variable 2021-10-22 11:52:05 -06:00
Sam Germain
aed22f7dad Merge branch 'develop' into feat/short 2021-10-22 11:45:27 -06:00
Sam Germain
f07555fc84 removed binance constructor, added fill_leverage_brackets call to exchange constructor 2021-10-22 06:37:56 -06:00
Matthias
78724e304e Merge branch 'develop' into pr/theluxaz/5710 2021-10-21 17:46:39 +02:00
theluxaz
0e085298e9 Fixed test failures. 2021-10-21 17:25:38 +03:00
Matthias
96f99699e0
Merge pull request #4606 from rextea/add_days_breakdown_to_backtesting_summary
Add days breakdown table to backtesting
2021-10-21 13:56:30 +02:00
Matthias
e458c9867a Styling fixes 2021-10-21 07:45:15 +02:00
Matthias
7b5346b984 Add test for breakdown-stats 2021-10-21 07:11:39 +02:00
Matthias
fa028c2134 Support day/week/month breakdowns 2021-10-21 06:58:40 +02:00
Matthias
7197f4ce77 Don't show daily % profit (it's wrong) 2021-10-20 20:01:31 +02:00
Matthias
de5497c766 backtest_days cannot be below 1 2021-10-20 19:39:37 +02:00
Matthias
1267374c8a Small fixes to tests 2021-10-20 19:21:38 +02:00
theluxaz
905f3a1a50 Removed exit_tag from Trade objects. 2021-10-20 17:58:50 +03:00
Sam Germain
0329da1a57 updated get_max_leverage to use new ccxt unified property 2021-10-20 08:36:48 -06:00
Sam Germain
3fffc315ac Merge branch 'develop' into feat/short 2021-10-20 08:11:53 -06:00
Matthias
5454460227 Revert initial_points to 30
closes #5760
2021-10-20 07:46:15 +02:00
theluxaz
1fdc4425dd Changed exit_tag to be represented as sell_reason 2021-10-20 01:26:15 +03:00
Matthias
55b0216180 Allow StaticPairlist in non-first position
closes #5754
2021-10-19 19:48:56 +02:00
Matthias
42a4dfed28 Reallow bitstamp
revert #1984, related to #1983
2021-10-19 19:12:35 +02:00
GluTbl
00406ea7d5
Update backtesting.py
Support for custom entry-prices and exit-prices during backtesting.
2021-10-19 17:15:45 +05:30
theluxaz
5ecdd1d112 Merge branch 'develop' into freqtrade-development 2021-10-19 00:00:15 +03:00
theluxaz
69a59cdf37 Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions 2021-10-18 23:56:41 +03:00
Sam Germain
57d7009fd9 Added trading mode and collateral to constants.py 2021-10-18 01:21:41 -06:00
Sam Germain
faaa3ae9b1 Removed exit_short rpcmessagetype 2021-10-18 01:08:12 -06:00
Sam Germain
053aecf111 reformatted check_handle_timedout 2021-10-18 01:01:29 -06:00
Sam Germain
e4682b78c5 updates suggested on github 2021-10-18 00:28:32 -06:00
Matthias
7d8cd736b8 Support days-breakdown also for hyperopt results 2021-10-17 16:49:39 +02:00
Matthias
47bba331c1 Merge branch 'develop' into pr/rextea/4606 2021-10-17 16:29:31 +02:00
Matthias
d4d57f0002 Document expansion of --pairs, add download-inactive 2021-10-17 16:09:56 +02:00
Matthias
9bb2dd1851
Merge pull request #5694 from freqtrade/dependabot/pip/develop/fastapi-0.70.0
Bump fastapi from 0.68.1 to 0.70.0
2021-10-17 15:01:28 +02:00
Matthias
e23eb99abf Disable ability to use lookahead-biased vwap
closes #5782
2021-10-17 11:23:58 +02:00
Matthias
198f3c5238 Merge branch 'feat/short' into pr/samgermain/5567 2021-10-17 10:41:03 +02:00
Matthias
69fdb8edfa Merge branch 'develop' into feat/short 2021-10-17 10:40:08 +02:00
Matthias
fb2c8f7621 Rollback after each request
This closes the transaction and avoids "sticking" transactions.
2021-10-17 10:30:06 +02:00
Matthias
bc10b451fe Revert wrong condition 2021-10-17 09:46:39 +02:00
Matthias
5ba1d66be7 Make sure transactions are reset
closes #5719
2021-10-16 17:57:51 +02:00
Matthias
794862a35a
Merge pull request #5670 from sergeykhliustin/develop
Added min_profit param to PerformanceFilter
2021-10-14 19:57:36 +02:00
Matthias
c02a538187 Add documentation and log to PerformanceFilter 2021-10-14 19:36:34 +02:00
Sam Germain
5fbe76cd7e isolated conditionals in interface stoploss method 2021-10-14 05:10:28 -06:00
Matthias
0e7d903a6f
Merge pull request #5644 from slyons/develop
Add ability to ignore unparameterized spaces
2021-10-14 08:07:07 +02:00
Sam Germain
bcbe8f229c Merge branch 'feat/short' into lev-freqtradebot 2021-10-13 19:02:57 -06:00
Sam Germain
bd488cc086 Merge branch 'develop' into feat/short 2021-10-13 17:56:40 -06:00
theluxaz
0bb7ea10ab Fixed minor header for backtesting 2021-10-14 01:34:30 +03:00
theluxaz
ed39b8dab0 fixed profit total calculation 2021-10-14 01:18:16 +03:00
theluxaz
d341d85079 Refixed some files for the pull request 2021-10-14 01:13:28 +03:00
theluxaz
96cab22a8c Fixed some bugs for live sell_tags. 2021-10-14 01:03:15 +03:00
Matthias
3279ea568c Add new parameter to hyperopt docs 2021-10-13 19:57:42 +02:00
Matthias
aed919a05f Simplify "no-space-configured" error handling by moving it to hyperopt_auto 2021-10-13 19:54:35 +02:00
Matthias
2c6290a100 Small updates to prevent random test failures 2021-10-13 07:04:21 +02:00
Sam Germain
0dbad19b40 trading_mode default null in models.Trade 2021-10-12 20:34:19 -06:00
theluxaz
0f670189eb quick typo fix 2021-10-13 02:14:07 +03:00
theluxaz
b151cf032b Merge branch 'develop' of https://github.com/theluxaz/freqtrade into main
# Conflicts:
#	freqtrade/freqtradebot.py
#	freqtrade/optimize/backtesting.py
2021-10-13 02:01:26 +03:00
theluxaz
02243b1a2b minifix 2021-10-13 01:34:29 +03:00
theluxaz
80b71790bc Added some bigfixes for sell_tag 2021-10-13 01:22:53 +03:00
theluxaz
b898f86364 Added sell_tag and buy/sell telegram performance functions 2021-10-13 00:02:28 +03:00
Matthias
532a9341d2 Fix migration issue 2021-10-12 20:41:48 +02:00
Matthias
f290ff5c9a Re-add schedule.run_pending 2021-10-12 19:10:38 +02:00
Sam Germain
86cbd0039f Fixed bugs 2021-10-12 02:24:35 -06:00
Matthias
ce9debe9fd Add version argument to freqUI installer 2021-10-12 06:44:07 +02:00
Matthias
70000b5843 Use scheduler as Object, not the automatic Singleton 2021-10-11 20:28:23 +02:00
Sam Germain
bdad604fab Added persistence futures tests 2021-10-11 07:48:31 -06:00
Sam Germain
ae3688a18a Updated LocalTrade.calc_close_trade_value formula for shorting futures 2021-10-11 05:56:27 -06:00
Sam Germain
d5a1385fdc Changes described on github 2021-10-11 04:14:59 -06:00
Sam Germain
855b26f846 Parametrized more time machine tests in test_update_funding_fees 2021-10-11 01:31:21 -06:00
Sam Germain
3b962433fb Switched shcedule to perform every 15 minutes 2021-10-10 02:55:04 -06:00
Sam Germain
81cf4653a9 Fixed failing test_process_trade_creation, test_order_book_depth_of_market, test_handle_stoploss_on_exchange_trailing 2021-10-09 17:35:57 -06:00
Sam Germain
94f0be1fa9 Added is_short=(signal == SignalDirection.SHORT) inside freqtradebot.create_trade 2021-10-09 16:32:22 -06:00
Sam Germain
85e86ec09d Fixed failing test_check_handle_timedout_buy_usercustom 2021-10-09 15:14:33 -06:00
Sam Germain
729957572b updated strategy stop_loss_reached to work for shorts 2021-10-09 14:39:11 -06:00
Sam Germain
95be5121ec Added bibox and hitbtc funding fee times 2021-10-09 13:14:41 -06:00
Sam Germain
b83933a10a Added gateio and kucoin funding fee times 2021-10-09 13:09:11 -06:00
Sam Germain
057b048f31 Started added timezone offset stuff 2021-10-09 12:27:40 -06:00
Sam Germain
795d51b68c Switched scheduler to get funding fees every hour for any exchange 2021-10-09 11:27:26 -06:00
Sam Germain
39be675f1f Adjusted time to utc in schedule 2021-10-09 10:52:07 -06:00
Matthias
cae8ff5949
Merge pull request #5623 from froggleston/rest_sysinfo
Add CPU,RAM sysinfo support to the REST API to help with bot system m…
2021-10-09 15:17:21 +02:00
Matthias
91ceaef02f
Merge pull request #5678 from sidml/develop
Hyperopt loss function using max drawdown
2021-10-09 10:26:40 +02:00
sid
30bc96cf3f simplify expression 2021-10-09 06:36:23 +05:30
Matthias
11ec1d9b06 Revert previous commit 2021-10-08 20:22:07 +02:00
Matthias
482f4418c6 Clarify "required candle" message 2021-10-08 14:36:52 +02:00
Robert Davey
f07eeddda0
Update api_schemas.py
Fix api schema for cpu_pct float List.
2021-10-07 12:04:42 +01:00
Sam Germain
7f7f377a90 updated a test, put in TODO-lev 2021-10-07 05:03:38 -06:00
Sam Germain
e367f84b06 Added more update_funding_fee tests, set exchange of default conf 2021-10-07 04:20:53 -06:00
Matthias
45b7a0c837 Add Test and docs for MaxDrawDownHyperOptLoss 2021-10-07 07:12:45 +02:00
Matthias
29863ad2bf Fix error when ask_last_balance is not set
closes #5181
2021-10-07 06:51:29 +02:00
sid
46c320513a use profit_abs 2021-10-07 08:07:07 +05:30
sid
93e4cf4006 Merge remote-tracking branch 'upstream/develop' into develop 2021-10-07 08:04:40 +05:30
Matthias
526bdaa2dc Recommend using 0.0.0.0 as listen address for docker 2021-10-06 20:14:59 +02:00
Matthias
57ef25789e Fix style errors 2021-10-06 19:36:41 +02:00
sid
6ba46b38bd fix formatting 2021-10-06 13:46:05 +05:30
sid
c0d01dbc26 add max_drawdown loss 2021-10-06 13:24:27 +05:30
Sam Germain
29e582c6d9 Fixed time format for schedule and update_funding_fees conf is mocked better 2021-10-05 01:42:46 -06:00
froggleston
0db5c07314 Fix issues with sysinfo rpc/API code, add SysInfo api_schema 2021-10-05 00:10:39 +01:00
Matthias
92f8f231af Remove ratelimit from kucoin template 2021-10-04 20:22:41 +02:00
Matthias
7f4baab420 Remove explicit rateLimits, improve docs 2021-10-04 20:14:22 +02:00
Matthias
f15922a168 Fix custom_stoploss in strategy template
closes #5658
2021-10-04 19:11:35 +02:00
Sergey Khliustin
07750518c3 Added min_profit param to PerformanceFilter 2021-10-04 18:49:57 +03:00
Sam Germain
928c4edace removed side from execute_trade_exit 2021-10-03 23:22:51 -06:00
Sam Germain
9046caa27c fixed test_update_trade_state_sell 2021-10-03 23:13:34 -06:00
Sam Germain
2a2b759419 patch_get_signal test updates 2021-10-03 17:41:01 -06:00
Matthias
1c63d01cec Prevent using market-orders on gateio
GateIo does not support market orders on spot markets
2021-10-03 14:14:16 +02:00
Sam Germain
70db228f24 Merge branch 'feat/short' into funding-fee 2021-10-03 02:15:54 -06:00
Sam Germain
09ef0781a1 switching limit_buy_order_usdt and limit_sell_order_usdt to limit_order(enter_side[is_short]) and limit_order(exit_side[is_short]) 2021-10-03 01:52:58 -06:00
Matthias
f5e5203388 Use "round" to 12 digits for TickSize mode
Avoids float rounding problems, fix #5652
2021-10-03 09:49:55 +02:00
Sam Germain
3823ca4162 Merge branch 'test-freqtradebot-usdt' into lev-freqtradebot 2021-10-02 20:26:52 -06:00
Sam Germain
87ff65d31e Fixed failing test_handle_protections 2021-10-02 04:06:22 -06:00
Sam Germain
b3656ddfc9 Merge branch 'feat/short' into lev-freqtradebot 2021-10-02 03:36:32 -06:00
Sam Germain
e8b4cf6eaa Merge branch 'develop' into feat/short 2021-10-02 03:15:12 -06:00
Sam Germain
9ea2dd05d8 Removed space in retrier 2021-10-01 21:21:59 -06:00
Matthias
f69cb39a17 Fix missing comma in kucoin template
closes #5646
2021-10-01 19:26:51 +02:00
Matthias
99e3450d30
Merge pull request #5642 from freqtrade/add_trade_conversion_command
Add trade conversion command
2021-10-01 06:38:42 +02:00
Sam Germain
77d3a8b457 Added bybit funding-fee times 2021-09-30 20:18:56 -06:00
Scott Lyons
df45f467c6
Adding ability to ignore unparameterized spaces 2021-09-30 01:11:02 -07:00
Scott Lyons
95227376b6
Adding IUS to optimize args 2021-09-30 00:53:46 -07:00
Scott Lyons
08fcd1a0d4
Adding ignore space errors to Hyperopt CLI 2021-09-30 00:46:56 -07:00
Scott Lyons
5dd1088d8d
Adding ignore unparameterized spaces flag 2021-09-30 00:44:26 -07:00
Matthias
5f23af5802 Rename update_open_trades to clarify it's only called at startup 2021-09-30 07:24:16 +02:00
Sam Germain
157223f6ab datetime.utc -> datetime.now(timezone.utc) 2021-09-29 22:32:02 -06:00
Sam Germain
af6afd0ac2 Revert "Replace datetime.utcnow with datetime.now(timezone.utc)"
This reverts commit c4ac876183.
2021-09-29 22:27:21 -06:00
Sam Germain
993dc672b4 timestamp * 1000 in get_funding_fees_from_exchange 2021-09-29 22:18:15 -06:00
Sam Germain
c4ac876183 Replace datetime.utcnow with datetime.now(timezone.utc) 2021-09-29 22:16:44 -06:00
Matthias
178db516bf Add documentation for trade-to-ohlcv 2021-09-29 20:00:14 +02:00
Matthias
248c61bb26 Add test for trades-to-ohlcv 2021-09-29 19:39:29 +02:00
Matthias
fc511aac44 don't use %default when no default is defined 2021-09-29 19:21:54 +02:00
Matthias
656526c007 Add trades-to-ohlcv command to simplify adding new timeframes 2021-09-29 16:50:05 +02:00
Robert Roman
ca973c05d1
Merge branch 'freqtrade:develop' into develop 2021-09-28 10:16:36 -05:00
Sam Germain
545b62d746 Merge branch 'feat/short' into funding-fee 2021-09-27 23:34:09 -06:00
Sam Germain
1a132758d0 merged with feat/short 2021-09-27 23:26:20 -06:00
Robert Roman
626a40252d
resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:33:29 -05:00
Robert Roman
c3414c3b78
resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:32:49 -05:00
Matthias
5726886b06 Reduce backtest-noise from "pandas slice" warning 2021-09-27 20:52:19 +02:00
Matthias
d7ce9b9f6d Rename sample short strategy 2021-09-27 19:17:19 +02:00
Robert Roman
67e9626da1
fixed isort issue 2021-09-27 12:16:57 -05:00
Robert Roman
a1566fe5d7
updated to latest constant.py file 2021-09-27 11:47:03 -05:00
Robert Roman
193b22475d
Merge branch 'freqtrade:develop' into develop 2021-09-27 11:35:34 -05:00
Matthias
3fbf716f85 Fix "sticking" timerange in webserver mode 2021-09-27 17:52:00 +02:00
Matthias
5b7a1f8642 Validate config also in webserver mode 2021-09-27 07:12:40 +02:00
Matthias
6fb0d14f80 changed naming for signal variable 2021-09-27 07:07:49 +02:00
Robert Roman
bdca3e2343
Merge branch 'freqtrade:develop' into develop 2021-09-26 15:37:09 -05:00
Matthias
a926f54a25 Add "side" parameter to custom_stake_amount 2021-09-26 19:35:54 +02:00
Matthias
84e013de2d Update confirm_trade_entry to support "side" parameter 2021-09-26 19:33:22 +02:00
Matthias
4d49f1a0c7 Reset columns by dropping instead of resetting 2021-09-26 15:39:34 +02:00
Matthias
4fd00db630 Use "combined" enter_tag column 2021-09-26 15:22:37 +02:00
Matthias
6319c104fe Fix unreliable backtest-result when using webserver mode 2021-09-26 15:07:48 +02:00
Robert Roman
a77ca22026
Merge branch 'freqtrade:develop' into develop 2021-09-26 02:57:02 -05:00
Matthias
2a678bdbb4 Update buy_tag column to long_tag 2021-09-26 08:37:44 +02:00
Robert Roman
89b7dfda0e
Added Calmar Ratio Daily 2021-09-25 16:34:41 -05:00
Robert Roman
24baad7884
Add Calmar Ratio Daily
This hyper opt loss calculates the daily Calmar ratio.
2021-09-25 16:28:36 -05:00
froggleston
097da448e2 Add CPU,RAM sysinfo support to the REST API to help with bot system monitoring 2021-09-25 15:48:42 +01:00
Matthias
b59906b117 Update minimum for tradable_balance_ratio to 0.0 2021-09-24 19:24:33 +02:00
Robert Roman
0f29cbc882
added CalmarHyperOptLoss
I added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN variable inside constants.py file
2021-09-23 21:37:28 -05:00
Robert Roman
3b99c84b0a
resolved the total profit issue
I resolved the total profit issue and locally ran flak8 and isort
2021-09-23 21:31:33 -05:00
Matthias
9a6d8977de
Merge pull request #5605 from peterwilli/fix-sell-cancel-webhook-error
fixed webhook "unsupported format string passed to NoneType." error
2021-09-23 20:17:35 +02:00
Peter Willemsen
692e91a26d changed close date from datetime.utcnow() to datetime.now(timezone.utc) 2021-09-23 10:28:15 +02:00
Matthias
a0ef89d910 Also support column-transition for V1 strategies 2021-09-22 20:52:55 +02:00
Matthias
0e13d57e57 Update advise_* methods to entry/exit 2021-09-22 20:42:31 +02:00
Matthias
4c6b1cd55b Add very simple short logic to test-strategy 2021-09-22 20:36:03 +02:00
Matthias
5928ba9c88 Test and document leverage strategy callback 2021-09-22 20:14:52 +02:00
Robert Roman
c6b684603c
removed trade_count inside if statement
i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
2021-09-22 09:21:43 -05:00
Robert Roman
b946f8e7f1
I sorted imports with isort 2021-09-22 09:18:17 -05:00
Robert Roman
3834bb86ff
updated line 42
I removed the minus sign on max drawdown.
2021-09-21 20:25:17 -05:00
Robert Roman
3845d55186
a new hyperopt loss created that uses calmar ratio
This is a new hyperopt loss file that uses the Calmar Ratio.

Calmar Ratio = average annual rate of return / maximum drawdown
2021-09-21 20:04:23 -05:00
Peter Willemsen
b0de4d333e fixed webhook error 2021-09-21 23:20:40 +02:00
Matthias
7a5c7e7020 Update some tests to use StrategyV3 2021-09-21 19:33:33 +02:00
Matthias
3ce05c0d54 Add "sane" defaults to protection triggers 2021-09-20 20:16:58 +02:00
Matthias
fd23ab3d64 improve formatting, add tests 2021-09-20 19:50:56 +02:00
Matthias
dd0db7ee5d Split protection-notification into global and per-pair 2021-09-20 19:23:40 +02:00
Matthias
a0fb43c6ca Add pairlock-notification 2021-09-20 19:12:59 +02:00
Sam Germain
d7c7448632 merged lev-freqtradebot with lev-strat 2021-09-19 19:06:43 -06:00
Sam Germain
778f0d9d0a Merged feat/short into lev-strat 2021-09-19 17:44:12 -06:00
Sam Germain
60a678fea7 merged with feat/short 2021-09-19 17:02:09 -06:00
Matthias
1da091dea3 ProtectionManager should return the lock just created 2021-09-19 19:41:19 +02:00
Matthias
879bf47b32 Refactor telegram.py to simplify send_msg 2021-09-19 19:25:36 +02:00
Matthias
ec03531771 Improve naming of variables 2021-09-19 13:29:09 +02:00
Matthias
ab88217186 Improve /balance output to include starting balance and percentual change
closes #5503
2021-09-19 13:17:34 +02:00
Sam Germain
ac4f5adfe2 switched since = int(since.timestamp()) from %s 2021-09-19 01:16:22 -06:00
Rokas Kupstys
713e7819f7 [SQUASH] Remove mypy import. 2021-09-18 15:27:58 +03:00
Rokas Kupstys
e4ca42faec [SQUASH] Update stoploss_from_absolute to behave more like stoploss_from_open and add a test for it. 2021-09-18 10:48:53 +03:00
Rokas Kupstys
7e6aa9390a [SQUASH] Unconditionally include quote currency when asset is explicitly specified. Added docs suggesting to use string formatting to make strategy independent of configured stake currency. 2021-09-18 10:48:53 +03:00
Rokas Kupstys
e88c4701bb [SQUASH] Address PR comments. 2021-09-18 10:48:53 +03:00
Matthias
bb6ae682fc Small simplifications 2021-09-18 10:48:53 +03:00
Rokas Kupstys
5dc78a0c66 [SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists. 2021-09-18 10:48:53 +03:00
Rokas Kupstys
f81df19b93 [TMP] Make tests not fail for now. 2021-09-18 10:48:53 +03:00
Rokas Kupstys
dfa61b7ad2 [SQUASH] Fix informatives for each pair not being created because dataprovider was not available.
Fix not being able to have informative dataframe of a pair in whitelist.
2021-09-18 10:48:53 +03:00
Rokas Kupstys
f2a1d9d2fc [SQUASH] Address PR comments. 2021-09-18 10:48:18 +03:00
Rokas Kupstys
1fdb656334 Add a decorator which can be used to declare populate_indicators() functions for informative pairs. 2021-09-18 10:48:18 +03:00
Rokas Kupstys
d84ef34740 A helper to calculate stoploss value from absolute price. 2021-09-18 10:48:18 +03:00
Matthias
11f08b0053
Merge pull request #5582 from sergeykhliustin/develop
Added days parameter to PerformanceFilter
2021-09-18 09:24:14 +02:00
Matthias
a89c67787b Replace some more occurances of 'buy' 2021-09-18 09:23:53 +02:00
Matthias
564e0b9a1a Switch performanceFilter to use Minutes lookback resolution
closes #5060
2021-09-18 09:10:25 +02:00
Matthias
12c12d42df Add documentation for days parameter in PerformanceFilter 2021-09-18 08:30:44 +02:00
Matthias
853c3a4433
Merge pull request #5587 from raph92/patch-3
Update prepare_trials_columns() return type
2021-09-18 08:08:18 +02:00
Sergey Khliustin
d7395e873b Removed unused OperationalException 2021-09-17 22:05:57 +03:00
raphael
4b2c1a9b8e
Remove trailing whitespace 2021-09-17 14:39:15 -04:00
raphael
e715f2a253
Update formatting
Line 302 was too long
2021-09-17 14:23:26 -04:00
raphael
9525a5b96c
Add type to "trials" parameter 2021-09-17 14:10:37 -04:00
Matthias
4d558879e9 Merge branch 'feat/short' into pr/samgermain/5378 2021-09-17 19:33:35 +02:00
raphael
124e97f3b9
Remove ununsed variables from export_csv_file 2021-09-17 11:57:36 -04:00
raphael
5fc993231a
Update HyperoptTools.export_csv_file usage 2021-09-17 11:51:55 -04:00
raphael
3a98fb72a4
Update prepare_trials_columns() return type
Was returning str, updated to pd.DataFrame
2021-09-17 11:42:33 -04:00
sergeykhliustin
982deeedf0
Update freqtrade/persistence/models.py
Co-authored-by: Matthias <xmatthias@outlook.com>
2021-09-17 18:23:13 +03:00
Sergey Khliustin
54ef36a497 Updates after review to PerformanceFilter days param 2021-09-17 13:45:44 +03:00
Matthias
d680fdf33a Merge branch 'develop' into feat/short 2021-09-17 11:16:37 +02:00
Sam Germain
0628790da9 merged lev-freqtradebot with feat/short 2021-09-16 23:49:43 -06:00
Sam Germain
e78f38c7b6 Merge branch 'feat/short' into funding-fee 2021-09-16 23:32:44 -06:00
Sam Germain
dec2f377ff Removed utils, moved get_sides to conftest 2021-09-16 16:25:02 -06:00
Sergey Khliustin
457e738b4a Added days parameter to PerformanceFilter 2021-09-16 14:48:02 +03:00
Sam Germain
a8657bb1ce Removed backtesting funding-fee code 2021-09-16 03:50:01 -06:00
Sam Germain
4c91126c49 some short freqtradebot parametrized tests 2021-09-16 03:23:45 -06:00
Sam Germain
e827ba1388 finished up funding fee formulas 2021-09-15 23:51:21 -06:00
Matthias
994c3c3a4c Add some errorhandling for custom estimator 2021-09-16 07:13:25 +02:00
Sam Germain
98b00e8daf merged with feat/short 2021-09-15 22:28:10 -06:00
Sam Germain
5fcb69a0b5 Parametrized test_persistence 2021-09-15 18:29:17 -06:00
Matthias
c0811ae896 Add possibility to override estimator from within hyperopt 2021-09-15 21:36:53 +02:00
Matthias
90ad178932 Remove verbosity of edge 2021-09-15 21:04:25 +02:00
Matthias
57ea0c322f Rename indicator_space to buy_indicator_space 2021-09-15 20:20:31 +02:00
Matthias
f7bae81d96 Dataframe should be copied after populate_indicator
Without that, PerformanceWarnings can appear throughout hyperopt which
are unnecessary and missleading for users

closes #5408
2021-09-15 19:56:12 +02:00
Matthias
e4ec5679a1
Merge pull request #5574 from freqtrade/agefilter_cache
Agefilter cache
2021-09-15 06:33:36 +02:00
Sam Germain
d604757056 Added is_short to conf tests 2021-09-14 21:10:38 -06:00
Sam Germain
d3ab2f887f merged with feat/short 2021-09-14 18:32:08 -06:00
Sam Germain
d77ab337bf merged with develop 2021-09-14 18:26:46 -06:00
Sam Germain
5f6384a961 Added tests to freqtradebot 2021-09-14 17:18:57 -06:00
Matthias
315ea1e116
Merge pull request #5566 from freqtrade/remove_hyperopt
Remove legacy hyperopt
2021-09-14 19:20:58 +02:00
Matthias
3ce5197e8d Add Tests for AgeFilter caching
closes #5552
2021-09-14 06:45:26 +02:00
Matthias
c9ba52d732 Expire cached pairs in age-filter once per day 2021-09-14 06:30:18 +02:00
Sam Germain
5225bd4a5b Merge branch 'develop' into feat/short 2021-09-13 14:02:23 -06:00
Matthias
a12c3ecc9b Remove credentials whenever dry-run is set from within the exchange 2021-09-13 20:27:32 +02:00
Matthias
8afb3c4b70 Move AgeFilter cache to instance level 2021-09-13 19:33:28 +02:00
Matthias
3cdd06f562 Add PeriodicCache 2021-09-13 19:32:51 +02:00
Sam Germain
49acfc887f merged with lev-exchange 2021-09-13 00:00:22 -06:00
Sam Germain
2aaf60205e Merge branch 'feat/short' into lev-exchange 2021-09-12 23:41:34 -06:00
Sam Germain
83e1067af7 leverage to exchange.create_order 2021-09-12 23:39:08 -06:00
Sam Germain
1d7a8f667a Merge branch 'lev-exchange' into lev-freqtradebot 2021-09-12 03:15:32 -06:00
Sam Germain
e070bdd161 set leverage more thorough tests 2021-09-12 03:09:51 -06:00
Sam Germain
ad44048e29 customized set_leverage for different exchanges 2021-09-12 02:42:13 -06:00
Sam Germain
bc102d57c9 Updated set leverage to check trading mode 2021-09-12 02:09:31 -06:00
Sam Germain
0c1e5afc91 Added set leverage to create_order 2021-09-12 02:02:10 -06:00
Sam Germain
09418938fe Updated kraken fill leverage brackets and set_leverage 2021-09-12 01:51:09 -06:00
Sam Germain
1344c9f7fc _apply_leverage_to_min_stake_amount 2021-09-12 01:31:15 -06:00
Matthias
0017b3438e Remove list-hyperopts 2021-09-12 08:18:17 +02:00
Matthias
3675df8344 Update documentation regarding Legacy Hyperopt 2021-09-12 08:18:17 +02:00
Matthias
fd6bf591f8 Update some tests to remove explicit hyperopt interface 2021-09-12 08:18:13 +02:00
Matthias
dad4a49e81 Remove legacy hyperopt interface from hyperopt.py 2021-09-12 08:18:13 +02:00
Matthias
ebb0b8aa3f Remove new-hyperopt command 2021-09-12 08:18:13 +02:00
Matthias
432c3df17e Add documentation for Bittex/Gemini with VolumePairlist
closes #5565
2021-09-12 08:04:22 +02:00
Sam Germain
5b84298e03 kraken._apply_leverage_to_stake_amount 2021-09-12 00:03:02 -06:00
Matthias
a5f90a409c Small updates to async_history_fetch 2021-09-11 08:18:32 +02:00
Sam Germain
b1067cee6c minor changes 2021-09-11 00:03:01 -06:00
Sam Germain
02521b4010 Merge branch 'lev-exchange' into lev-freqtradebot 2021-09-10 23:59:45 -06:00
Sam Germain
84c121652a Added more todos 2021-09-10 23:42:16 -06:00
Sam Germain
9de946fdac added collateral and trading mode to freqtradebot and leverage prep 2021-09-10 23:39:31 -06:00
Sam Germain
694460c8e0 merged with feat/short 2021-09-10 23:16:12 -06:00
Sam Germain
8e83cb4d64 temp commit message 2021-09-10 16:28:34 -06:00
Sam Germain
b0e05b92d3 Added minor changes from lev-exchange review 2021-09-10 13:39:42 -06:00
Sam Germain
cb155764eb Short side options in freqtradebot 2021-09-10 11:47:27 -06:00
Matthias
8c9159f596 Improve comments 2021-09-10 19:46:38 +02:00
Matthias
a19c33ba54 Don't blindly create coroutines, but fire them off in batches 2021-09-10 19:37:07 +02:00
Matthias
7251a3ab19
Merge pull request #5544 from freqtrade/new_pair_download
New pair download improvement
2021-09-10 19:36:45 +02:00
Matthias
982534ddc7 Add gate.io to list of supported exchanges 2021-09-10 19:32:20 +02:00
Sam Germain
9f16464b12 Removed unnecessary TODOs 2021-09-10 10:32:46 -06:00
Sam Germain
83bd674ba7 Added side to execute_trade_exit 2021-09-10 03:25:54 -06:00
Sam Germain
d582ccd2e6 merged with lev-exchange 2021-09-10 03:05:13 -06:00
Sam Germain
6486b904b5 merged with feat/short 2021-09-10 02:57:17 -06:00
Sam Germain
77aa372909 Fixed test_ftx patch 2021-09-10 02:09:27 -06:00
Sam Germain
2c7cf794f5 Test for short exchange.stoploss exchange.stoploss_adjust 2021-09-09 15:47:49 -06:00
Sam Germain
785b71aec1 formatting 2021-09-09 15:47:49 -06:00
Sam Germain
9f96b977f6 removed interest method from exchange, will create a separate interest PR 2021-09-09 15:47:49 -06:00
Sam Germain
93da13212c test_fill_leverage_brackets_kraken and test_get_max_leverage_binance now pass but test_fill_leverage_brackets_ftx does not if called after test_get_max_leverage_binance 2021-09-09 15:47:49 -06:00
Sam Germain
9e73d02663 Added validating checks for trading_mode and collateral on each exchange 2021-09-09 15:47:49 -06:00
Sam Germain
d1c4030b88 fill_leverage_brackets usinge self.markets.items instead of self._api.markets.items 2021-09-09 15:47:49 -06:00
Sam Germain
619ecc9728 Added exceptions to exchange.interest_rate 2021-09-09 15:47:49 -06:00
Sam Germain
97d1306e34 Added retrier to exchange functions and reduced failing tests down to 2 2021-09-09 15:47:49 -06:00
Sam Germain
0232f0fa18 Added failing fill_leverage_brackets test to test_kraken 2021-09-09 15:47:49 -06:00
Sam Germain
8d74233aa5 ftx.fill_leverage_brackets test 2021-09-09 15:47:49 -06:00
Sam Germain
8264cc546d Wrote dummy tests for exchange.get_interest_rate 2021-09-09 15:47:49 -06:00
Sam Germain
5708fee0e6 Wrote failing tests for exchange.set_leverage and exchange.set_margin_mode 2021-09-09 15:47:49 -06:00
Sam Germain
e6c9b8ffe5 completed set_margin_mode 2021-09-09 15:47:49 -06:00
Sam Germain
39fe381473 set margin mode exchange function 2021-09-09 15:47:49 -06:00
Sam Germain
3a4d247b64 Changed stoploss side on some tests 2021-09-09 15:47:49 -06:00
Sam Germain
8a5bad7c3e exchange - kraken - minor changes 2021-09-09 15:47:49 -06:00
Sam Germain
5748c9bc13 Added short functionality to exchange stoplss methods 2021-09-09 15:47:49 -06:00
Sam Germain
4ef1f0a977 Changed ftx set_leverage implementation 2021-09-09 15:47:49 -06:00
Sam Germain
16db8d70a5 Added error handlers to api functions and made a logger warning in fill_leverage_brackets 2021-09-09 15:47:49 -06:00
Sam Germain
c256dc3745 Removed some outdated TODOs and whitespace 2021-09-09 15:47:49 -06:00
Sam Germain
134a7ec59b Implemented fill_leverage_brackets get_max_leverage and set_leverage for binance, kraken and ftx. Wrote tests test_apply_leverage_to_stake_amount and test_get_max_leverage 2021-09-09 15:47:49 -06:00
Sam Germain
455bcf5389 Added TODOs to test files 2021-09-09 15:47:49 -06:00
Sam Germain
add7e74632 Added set_leverage function to exchange 2021-09-09 15:47:49 -06:00
Sam Germain
d262af35ca Removed setup leverage and transfer functions from exchange 2021-09-09 15:47:49 -06:00
Sam Germain
f4e26a616f Exchange stoploss function takes side 2021-09-09 15:47:49 -06:00
Sam Germain
ebf5310817 Added get_interest template method in exchange 2021-09-09 15:47:48 -06:00
Sam Germain
54dd9ce7ad Add prep functions to exchange 2021-09-09 15:47:48 -06:00
Sam Germain
1f38088d7b Merged with develop 2021-09-09 13:56:46 -06:00
Sam Germain
ee874f461c Removed TODO: change to exit-reason, exit_order_status 2021-09-09 13:14:48 -06:00
Sam Germain
f5b01443ad buy/short -> entry order, sell/exit_short -> exit order 2021-09-09 02:10:12 -06:00
Sam Germain
232d10f300 removed leverage/funding_fees 2021-09-09 01:45:57 -06:00
Sam Germain
dfb9937436 Added tests and docstring to exchange funding_fee methods, removed utils 2021-09-09 01:43:55 -06:00
Sam Germain
d54117990b Added funding_fee method headers to exchange, and implemented some of the methods 2021-09-09 01:19:34 -06:00
Sam Germain
d559b6d6c6 changed add_funding_fees template 2021-09-08 19:34:54 -06:00
Sam Germain
3eb0e6ac09 removed leverage/funding_fees 2021-09-08 19:31:27 -06:00
Sam Germain
36b8c87fb6 Added funding fee calculation methods to exchange classes 2021-09-08 19:31:04 -06:00
Sam Germain
cdefd15b28 separated hours_to_time to utils folder 2021-09-08 14:54:48 -06:00
Sam Germain
8bcd444775 real-time updates to funding-fee in freqtradebot 2021-09-08 14:15:25 -06:00
Sam Germain
2f4b566d99 reverted back exchange.get_funding_fees method 2021-09-08 13:46:52 -06:00
Sam Germain
af4a6effb7 added pair to fetch_funding_rate 2021-09-08 13:44:59 -06:00
Sam Germain
baaf516aa6 Added funding_times property to exchange 2021-09-08 13:44:42 -06:00
Sam Germain
695a8fc73b comment updates, formatting, TODOs 2021-09-08 03:09:39 -06:00
Sam Germain
1379ec7402 Updated log messages for freqtradebot 2021-09-08 03:04:01 -06:00
Sam Germain
b2f289e404 Fixed freqtradebot failing tests 2021-09-08 02:16:25 -06:00
Sam Germain
a1c9a4d619 freqtradebot local name changes 2021-09-08 02:09:36 -06:00
Sam Germain
362dc20406 notify_buy -> notify_enter, notify_sell -> notify_exit 2021-09-08 02:06:01 -06:00
Sam Germain
e1f846f22f sell_lock -> exit_lock 2021-09-08 02:04:31 -06:00
Sam Germain
e0092a85e9 handle_cancel_buy/sell -> handle_cancel_enter/exit 2021-09-08 02:04:20 -06:00
Sam Germain
be93c75e44 reupdate_buy_order_fees -> reupdate_enter_order_fees 2021-09-08 02:03:40 -06:00
Sam Germain
aac05029e1 safe_sell_amount -> safe_exit_amount 2021-09-08 02:03:24 -06:00
Sam Germain
5dda227342 comment change 2021-09-08 01:53:42 -06:00
Sam Germain
53006db2b7 Updated log messages for freqtradebot 2021-09-08 01:48:22 -06:00
Sam Germain
3057a5b9b8 freqtradebot local name changes 2021-09-08 01:40:22 -06:00
Sam Germain
786dcb50eb safe_sell_amount -> safe_exit_amount 2021-09-08 01:20:52 -06:00
Sam Germain
323683d44f some more TODOs 2021-09-08 01:18:53 -06:00
Sam Germain
8ad53e99ce reupdate_buy_order_fees -> reupdate_enter_order_fees 2021-09-08 01:14:16 -06:00
Sam Germain
3656625747 comment updates, formatting, TODOs 2021-09-08 01:12:08 -06:00
Sam Germain
88a5a30a50 handle_cancel_buy/sell -> handle_cancel_enter/exit 2021-09-08 00:53:09 -06:00
Sam Germain
528d1438c9 sell_lock -> exit_lock 2021-09-08 00:49:04 -06:00
Sam Germain
8f38d6276f notify_buy -> notify_enter, notify_sell -> notify_exit 2021-09-08 00:45:55 -06:00
Sam Germain
763a6af224 sample strategy has short 2021-09-08 00:24:32 -06:00
Sam Germain
d811a73ec0 new rpc message types 2021-09-08 00:20:40 -06:00
Sam Germain
f8248f3771 comments, formatting 2021-09-08 00:19:21 -06:00
Sam Germain
e13b0414d8 Merge branch 'lev-strat' into lev-freqtradebot 2021-09-08 00:00:53 -06:00
Sam Germain
dc83e04f9b Merge branch 'feat/short' into lev-exchange 2021-09-07 22:13:20 -06:00
Sam Germain
ff790e8fd3 merged with caplog-clear-freqtradebot 2021-09-07 22:12:49 -06:00
Matthias
2d66987ac7 Add test for "pair-startdate" detection 2021-09-07 20:27:49 +02:00
Matthias
8c83c258a5 Move "first-pair_getting" to binance subclass 2021-09-07 19:32:32 +02:00
Matthias
71ff214adf Support "initial_call" for download-data of new pairs 2021-09-07 07:14:40 +02:00
Sam Germain
f5248be043 Changed funding fee tracking method, need to get funding_rate and open prices at multiple candles 2021-09-06 15:47:24 -06:00
Matthias
6bd495a32a Fix 0Exception error
happens when wrong stake-currency is selected and /profit
is called
2021-09-06 19:55:04 +02:00
Sam Germain
8822b73f9c test_fill_leverage_brackets_kraken and test_get_max_leverage_binance now pass but test_fill_leverage_brackets_ftx does not if called after test_get_max_leverage_binance 2021-09-05 22:27:14 -06:00
lenik terenin
1d24d3d5ee
case insensitive blacklist
Allow "btc/usdt" pairs in blacklist to match to "BTC/USDT" pairs that come from the exchange.
2021-09-05 22:41:58 +09:00
Matthias
c519ecf8df Exclude more untestable sections from coverage 2021-09-05 15:40:21 +02:00
Matthias
b752516f65 Edge should use new columns, too 2021-09-05 15:23:27 +02:00
Matthias
4e049f65f2 Exclude some parts from coverage that can't really be tested 2021-09-05 09:14:44 +02:00
Matthias
68b75af08e Fix bug with inversed sell signals in backtesting 2021-09-05 08:59:18 +02:00
Sam Germain
23ba49fec2 Added validating checks for trading_mode and collateral on each exchange 2021-09-04 22:02:08 -06:00