Commit Graph

5863 Commits

Author SHA1 Message Date
Matthias 86f9409fd2 fix --stake-amount parameter 2021-02-27 09:33:00 +01:00
Matthias fc256749af Add test for backtesting _enter_trade 2021-02-27 09:33:00 +01:00
Matthias 60db6ccf45 Add test for subclassing 2021-02-27 09:33:00 +01:00
Matthias 53a57f2c81 Change some types
Fix types of new model object
2021-02-27 09:33:00 +01:00
Matthias 03eb23a4ce 2 levels of Trade models, one with and one without sqlalchemy
Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
2021-02-27 09:33:00 +01:00
Matthias 394a6bbf2a Fix some type errors 2021-02-27 09:33:00 +01:00
Matthias 52acacbed5 Check min-trade-stake in backtesting 2021-02-27 09:33:00 +01:00
Matthias f04f07299c Improve backtesting metrics 2021-02-27 09:33:00 +01:00
Matthias 7913166453 Improve performance by updating wallets only when necessary 2021-02-27 09:33:00 +01:00
Matthias 37d7d2afd5 Wallets should not recalculate close_profit for closed trades 2021-02-27 09:33:00 +01:00
Matthias f367375e5b ABS drawdown should show wallet high and low values 2021-02-27 09:33:00 +01:00
Matthias aed23d55c2 Add starting balance to profit cumsum calculation 2021-02-27 09:33:00 +01:00
Matthias 0d2f877e77 Use absolute drawdown calc 2021-02-27 09:32:59 +01:00
Matthias 74fc4bdab5 Shorten debug log 2021-02-27 09:32:59 +01:00
Matthias 72f21fc5ec Add trade-volume metric 2021-02-27 09:32:59 +01:00
Matthias 35e6a9ab3a Backtest-reports should calculate total gains based on starting capital 2021-02-27 09:32:59 +01:00
Matthias 8d61a26382 Allow dynamic stake for backtesting and hyperopt 2021-02-27 09:32:59 +01:00
Matthias e4abe902fc Enable compounding for backtesting 2021-02-27 09:32:59 +01:00
Matthias 959ff99046 Add Dry-run wallet CLI option 2021-02-27 09:32:59 +01:00
Matthias 0754a7a78f total_open_trades_stake should support no-db mode 2021-02-27 09:32:59 +01:00
Matthias 0faa6f84dc Improve Wallet logging disabling for backtesting 2021-02-27 09:32:59 +01:00
Matthias 20455de2a9 Small enhancements to docs 2021-02-27 09:32:59 +01:00
Matthias 081b9be45c use get_all_locks to get locks for backtest result 2021-02-27 09:32:59 +01:00
Matthias e32b2097f0 Use timestamp in UTC timezone for ROI comparisons 2021-02-27 09:32:59 +01:00
Matthias 712d503e6c Use sell-reason value in backtesting, not the enum object 2021-02-27 09:32:59 +01:00
Matthias b5177eadab Extract close method for exchange 2021-02-27 09:32:59 +01:00
Matthias 4ce4eadc23 remove only ccxt objects when hyperopting 2021-02-27 09:32:59 +01:00
Matthias 9361aa1c95 Add wallets to backtesting 2021-02-27 09:32:59 +01:00
Matthias f0a154692d Wallets should use trade_proxy 2021-02-27 09:32:59 +01:00
JoeSchr 642e3be7c5
Fix(strategy/interface.py): comment typo
`advice_buy` -> `advise_buy`
2021-02-26 23:17:59 +01:00
Matthias 0bb80d1442
Merge pull request #4446 from Xanders/patch-1
Webhook JSON format
2021-02-26 20:03:07 +01:00
Matthias 7d87c44c35
Merge pull request #4436 from Th0masL/forcesell_type
Allow changing the order_type for forcesell
2021-02-26 19:42:00 +01:00
Xanders 7281e794b4
Fix too long line at webhook.py 2021-02-26 21:31:33 +03:00
Xanders fc69240e6d
Add JSON-encoded webhooks 2021-02-26 17:46:23 +03:00
Matthias 1b3b389109 Remove binanceje, add ftx to config selector
closes #4441
2021-02-26 07:58:15 +01:00
Th0masL 006f31129e Reduced length of the line 2021-02-25 05:23:24 +02:00
Th0masL 117f0064ed Allow changing the order_type for forcesell 2021-02-25 05:02:08 +02:00
Matthias c71ecd3680 Fix wrong pair-content in strategy-analysis notebook and documentation
closes #4399
2021-02-22 20:04:36 +01:00
Matthias 228e51b60b Fix #4405 2021-02-22 13:34:52 +01:00
Matthias 3629892fc3 Stoploss-guard should use the trade_limit or more
fix #4404
2021-02-20 19:38:44 +01:00
Matthias 245e39e523 dry-run should be a bool, not a string 2021-02-20 19:17:26 +01:00
Matthias 2b0d2070d0 Avoid crash with /delete
When a trade is deleted between querying the database and actually
handling the trade.

closes #4326
2021-02-18 12:49:14 +01:00
Matthias b5a9ce2894 Download data in the right format as well ...
closes #4393
2021-02-18 09:26:35 +01:00
Matthias 11b20d6932 Add config to hyperopt_loss_function documentation 2021-02-17 07:04:29 +01:00
Matthias eff0d46ea1
Merge pull request #4375 from flomerz/pass_processed_data
pass data and config to loss function
2021-02-16 20:06:50 +01:00
Matthias 009a447d8a Adjust documentation for new parameter in loss functions 2021-02-16 19:51:09 +01:00
Florian Merz 3e06cd8b3a pass data and config to loss function 2021-02-16 10:11:33 +01:00
Matthias 1a3e7191ed
Merge pull request #4116 from squat0001/develop-squat
Develop squat
2021-02-15 07:15:11 +01:00
Florian Reitmeir 5c263c7ffd add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed 2021-02-14 19:41:12 +01:00
Matthias ee74bc1f52 timeframe is mandatory, no need to use .get() 2021-02-14 11:01:12 +01:00
Matthias da89838b5c Set bittrex limits as returned by the exchange
closes #4181
2021-02-14 10:32:55 +01:00
Matthias 5622bb3247 Make candle_limit optionally timeframe dependent 2021-02-14 10:29:45 +01:00
Matthias 7ecf8f8b80 Cleanup candle_limit usage 2021-02-14 10:08:05 +01:00
Matthias 6f77ec063e Fix cookieError on python<3.8
Only occurs in combination with api-server enabled,
due to some hot-fixing starlette does.
Since we load starlette at a later point, we need to replicate
starlette's behaviour for now, so sameSite cookies don't create a
problem.

closes #4356
2021-02-14 07:22:08 +01:00
Matthias 73d91275c4 Reset sell_order_status if a new sell-order is placed
closes #4365
2021-02-14 07:11:07 +01:00
Matthias d4c8be915c Use fstring where possible 2021-02-13 16:11:49 +01:00
Matthias e7acee7904 Improve coin value output by rounding coin specific 2021-02-13 16:05:56 +01:00
Matthias 072abde9b7 Introduce round_coin_value to simplify coin rounding 2021-02-13 16:05:35 +01:00
Matthias dd23f6bcbc Fix type for getting pairs 2021-02-11 20:29:31 +01:00
Matthias 843fb204e9 Fix problem with inf values returned from dataframe for api methods 2021-02-11 20:21:31 +01:00
Matthias aa79574c0c Position-size should NEVER be over available_capital
Part of #4353
2021-02-11 17:09:31 +01:00
Matthias 7ee149da5d Improve plotting errorhandling
closes #4327
2021-02-08 20:08:32 +01:00
Matthias c5ab3a80a5 Check if order is a dict before parsing
closes #4331
2021-02-08 19:35:22 +01:00
Matthias f6cdc6d9a2
Merge pull request #4325 from freqtrade/refresh_order_skip
Refresh order skip
2021-02-07 08:23:22 +01:00
Edvinas Selskas 694f55c0a5
Use suggested link 2021-02-06 14:43:50 +00:00
Matthias d5cf837c0f Parse regular cancel_order call to update orders table 2021-02-06 09:23:10 +01:00
Edvinas Selskas bc8fda8d63
Update sample_strategy.py
Fix test
2021-02-06 03:13:53 +00:00
Edvinas Selskas 0a43988f3f
Fix sample strategy documentation link
Noticed that the current link is dead. I think this would be the most appropriate link in this case.
2021-02-06 03:02:37 +00:00
Matthias aec22c5c3d introduce skip_open_order_update parameter
skips startup-open-order-update
closes #4128
2021-02-05 20:17:53 +01:00
Matthias 2c71b3b118
Merge pull request #4309 from freqtrade/extract_stake_amount
Move get_trade_stake_amount to wallets
2021-02-05 19:47:30 +01:00
Matthias 1310a7b547 Fix bug with wrong conversion for BTCST/BTC
This can happen if a pair starts with the stake-currency

closes #4307
2021-02-04 19:58:44 +01:00
raoulus 99b2214d1f setting resize_keyboard=True for slightly smaller Telegram buttons 2021-02-04 15:27:18 +01:00
Matthias e8e5acc2e2 Fix import in strategy template 2021-02-03 20:15:08 +01:00
Matthias 024849d844
Merge pull request #4285 from freqtrade/ui_deploy
Deploy FreqUI into webserver
2021-02-03 20:09:31 +01:00
Matthias b8cb39462c Move get_trade_stake_amount to wallets
this way it can be easier used by other functions
2021-02-03 20:00:33 +01:00
Matthias cfd0bb8964 Extract min stake amount from bot to exchange class 2021-02-02 19:47:21 +01:00
Matthias fa8156b321
Merge pull request #4282 from pan-long/patch-1
Fix a bug when compare sell_profit_offset
2021-02-02 08:22:38 +01:00
Matthias 3d9b4034e6 Use already calculated current_profit for sell_profit_offset comparison 2021-02-02 08:06:19 +01:00
Matthias 52acf9aaf6 Fix "disappearing pairs" bug
closes #4277
2021-02-01 19:40:31 +01:00
Matthias 2c80388b40 Fix valueerror in case of empty array files 2021-02-01 06:28:49 +01:00
Matthias 06e2bc94c3 Deploy to subdirectory 2021-01-31 16:01:00 +01:00
Matthias e4a085027b Add test for UI methods 2021-01-31 15:27:00 +01:00
Matthias 28be71806f Install html file as well 2021-01-31 15:13:51 +01:00
Matthias a87a885ccd Don't use Path object to return fileresponses 2021-01-31 14:54:58 +01:00
Matthias 7b3d99819f Fix bug with not cleaning UI folder 2021-01-31 14:50:54 +01:00
Matthias 944d674eeb Store freqUI version and read it again 2021-01-31 14:50:54 +01:00
Matthias 2af1d2d639 Extract last FreqUI version from api response 2021-01-31 14:50:54 +01:00
Matthias e928d2991d Add fallback file 2021-01-31 14:50:54 +01:00
Matthias f05f2c45e8 Allow deleting of UI only 2021-01-31 14:50:54 +01:00
Matthias a1a35115ad Extract get_ui_download_url 2021-01-31 14:50:54 +01:00
Matthias 87ed2d7502 Write some tests for UI Downloading 2021-01-31 14:50:54 +01:00
Matthias a47616eed4 Add UI installation subcommand 2021-01-31 14:50:54 +01:00
Matthias 27970b424d Add webUI serving to api-server 2021-01-31 14:50:54 +01:00
Matthias 5724371a4f Fix types for numpy 1.20.0 upgrade 2021-01-31 11:21:23 +01:00
Pan Long 4cc93151c5
Fix a bug when compare sell_profit_offset
It should be comparing the ratio instead of absolut profit.

Also updated the comment.
2021-01-31 12:14:09 +08:00
Matthias 16dad8b6d4 Allow custom_stoploss to cooperate with stoploss on exchange 2021-01-30 20:11:18 +01:00
Matthias ea0ffbae73 use profit_ratio in calculate_cum_profit 2021-01-29 19:06:57 +01:00
Matthias 5cdd9dd445 Cache markets in the exchange object 2021-01-28 19:47:32 +01:00
Matthias 65459086a3
Merge pull request #4268 from freqtrade/backtest_trade_object
Backtest trade object
2021-01-27 19:10:21 +01:00
Matthias a9b4d6de33 Check for existance of ask key in ticker
closes #4267
2021-01-26 17:18:55 +01:00