Timothy Pogue
|
48cadbf933
|
remove duplicate line, change window to timeperiod
|
2022-09-07 18:49:47 +02:00 |
robcaulk
|
ea7bdac9ed
|
ensure inlier metric can be combined with other cleaning methods
|
2022-09-07 18:45:16 +02:00 |
Matthias
|
322f00e3e8
|
Fix empty entry message if order doesn't fill immediately
closes #7368
|
2022-09-07 18:19:43 +02:00 |
th0rntwig
|
cdc72bf8ca
|
Correct indexing
|
2022-09-07 18:14:13 +02:00 |
|
th0rntwig
|
047ded1baa
|
Check for constant columns
|
2022-09-07 17:47:27 +02:00 |
|
Timothy Pogue
|
2c9b765953
|
add suffix parameter
|
2022-09-07 09:35:37 -06:00 |
Wagner Costa Santos
|
972b699105
|
hyperopt - freqai - change validation to config_validation
|
2022-09-07 11:11:31 -03:00 |
|
wagnercosta
|
6b7644029c
|
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
|
2022-09-07 11:07:51 -03:00 |
|
Matthias
|
c08c82bc40
|
Merge pull request #7322 from freqtrade/add-inlier-metric
Add inlier metric
|
2022-09-07 07:05:57 +02:00 |
|
Matthias
|
4d69df08dd
|
trunc to amount precision before checking valid partial exits
closes #7368
|
2022-09-07 06:43:08 +02:00 |
|
Matthias
|
95a33ab2e6
|
Add amount_to_contract helper in the exchange
|
2022-09-07 06:34:03 +02:00 |
|
Timothy Pogue
|
8bfaf0a998
|
Merge branch 'develop' into feat/externalsignals
|
2022-09-06 13:02:36 -06:00 |
|
Wagner Costa Santos
|
e0490b3efc
|
Merge branch 'fixHyperoptFreqai' of https://github.com/wagnercosta/freqtrade into fixHyperoptFreqai
|
2022-09-06 15:43:08 -03:00 |
|
Wagner Costa Santos
|
8d16dd804d
|
hyperopt - freqai - docs and refactoring
|
2022-09-06 15:42:47 -03:00 |
|
Timothy Pogue
|
b1c0267449
|
mypy fixes
|
2022-09-06 12:40:58 -06:00 |
|
Robert Caulk
|
d7585161b2
|
Merge branch 'develop' into add-inlier-metric
|
2022-09-06 20:40:21 +02:00 |
|
wagnercosta
|
55195260e4
|
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
|
2022-09-06 15:32:28 -03:00 |
|
robcaulk
|
97077ba18a
|
add continual learning to catboost and friends
|
2022-09-06 20:30:46 +02:00 |
|
Matthias
|
dc4a4bdf09
|
Wrap cleanup in try/finally handler
If a database has errors, the database cleanups would fail, causing
cleanup to be incomplete.
closes #7364
|
2022-09-06 20:26:42 +02:00 |
|
Timothy Pogue
|
3535aa7724
|
add last_analyzed to emitted dataframe
|
2022-09-06 12:12:05 -06:00 |
|
robcaulk
|
d44296783e
|
isort datakitchen
|
2022-09-06 20:10:12 +02:00 |
|
robcaulk
|
e83c9b276d
|
fix whitespace
|
2022-09-06 19:56:52 +02:00 |
|
Matthias
|
f2f811a2fe
|
Fix telegram bug with open partial exit orders
|
2022-09-06 19:55:18 +02:00 |
|
robcaulk
|
4b28d0495f
|
fix timestamping, move imports, add words to doc
|
2022-09-06 19:46:58 +02:00 |
|
Matthias
|
98ec84fca6
|
Merge pull request #7339 from freqtrade/fix/fundingfee_handling
Fix/fundingfee handling
|
2022-09-06 19:21:40 +02:00 |
|
wagnercosta
|
1820bc6832
|
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
|
2022-09-06 10:02:17 -03:00 |
|
Matthias
|
3f3099cbfc
|
Merge pull request #7361 from italodamato/develop
fix hyperopt df preprocessing
|
2022-09-06 07:26:14 +02:00 |
|
Timothy Pogue
|
38f14349e9
|
move bytes decoding to serializer
|
2022-09-05 23:25:25 -06:00 |
|
Matthias
|
d526dfb171
|
Revert some more changes in rpc_manager
|
2022-09-06 07:03:31 +02:00 |
|
Matthias
|
4dec19de9f
|
Add comment to explain why we use the non-trimmed DF
|
2022-09-06 06:52:50 +02:00 |
|
Timothy Pogue
|
a0d774fdc4
|
change default initial candle limit to 1500
|
2022-09-05 20:23:00 -06:00 |
|
Timothy Pogue
|
b949ea301c
|
fix failed apiserver tests
|
2022-09-05 19:29:07 -06:00 |
|
Timothy Pogue
|
cd8455ccb7
|
Merge branch 'develop' into feat/externalsignals
|
2022-09-05 15:10:25 -06:00 |
|
Wagner Costa Santos
|
2c8e5b191b
|
fix hyperopt - freqai
|
2022-09-05 17:43:55 -03:00 |
|
Wagner Costa Santos
|
5b826150df
|
fix hyperopt - freqai
|
2022-09-05 17:43:28 -03:00 |
|
Timothy Pogue
|
8f261d8edf
|
change from bytes to text in websocket, remove old logs
|
2022-09-05 13:47:17 -06:00 |
|
Matthias
|
36e5c18fa6
|
Don't raise exception when a message is not implemented in telegram
|
2022-09-05 20:54:03 +02:00 |
Italo
|
9f5642fd97
|
fix hyperopt df preprocessing
|
2022-09-05 18:12:19 +02:00 |
|
robcaulk
|
78d01810ed
|
reduce code redundancy, ensure live always gets the latest data
|
2022-09-05 00:12:00 +02:00 |
|
Wagner Costa Santos
|
d43ed186fc
|
fix issue with freqai backtesting at slice dataframe
|
2022-09-05 00:12:00 +02:00 |
|
Timothy Pogue
|
8a08f8ff8d
|
revert rpc manager
|
2022-09-04 10:27:34 -06:00 |
|
Timothy Pogue
|
07f806a314
|
minor improvements, fixes, old config+constant removal
|
2022-09-04 10:22:10 -06:00 |
|
Timothy Pogue
|
1601868854
|
dataprovider fix, updated config example
|
2022-09-04 09:42:43 -06:00 |
|
Robert Caulk
|
956ea43e55
|
Merge pull request #7340 from wizrds/sigint-freqai
Support SIGINT in FreqAI
|
2022-09-04 16:43:36 +02:00 |
|
robcaulk
|
ec76214d02
|
backup historical predictions pickle and load the backup in case of corruption
|
2022-09-04 15:56:07 +02:00 |
|
Timothy Pogue
|
3b5e5fc57b
|
fix method name in dummy class
|
2022-09-03 14:10:23 -06:00 |
|
Robert Caulk
|
8545d74378
|
Merge pull request #7331 from th0rntwig/pca
Normalise PCA space
|
2022-09-03 21:49:54 +02:00 |
|
Timothy Pogue
|
dae3b3d86a
|
support shutting down freqai
|
2022-09-03 13:24:14 -06:00 |
|
Matthias
|
16573b19e3
|
Fix migration syntax error
|
2022-09-03 19:51:44 +02:00 |
|
robcaulk
|
5cfb4154eb
|
revert all changes in normalize_data()
|
2022-09-03 19:48:30 +02:00 |
|
Robert Caulk
|
63514b0443
|
Merge pull request #7325 from wagnercosta/develop
Improve Freqai backtesting performance
|
2022-09-03 19:28:04 +02:00 |
|
robcaulk
|
c21808ff98
|
remove metadata redundancy, fix pca bug
|
2022-09-03 16:54:30 +02:00 |
|
robcaulk
|
c9be66b5b6
|
increase test coverage for dk, improve function naming, extra cleaning
|
2022-09-03 15:52:29 +02:00 |
|
Matthias
|
ed4cc18cdd
|
Migration to check order funding fee
|
2022-09-03 15:19:40 +02:00 |
|
Matthias
|
0f483ee31f
|
Use "since last order" approach for live as well.
|
2022-09-03 15:01:42 +02:00 |
|
Matthias
|
0c6a02687a
|
Don't calculate funding fees if we're not going to use them.
|
2022-09-03 15:01:42 +02:00 |
|
Matthias
|
df50b1928d
|
Fix funding fee calculation for backtesting
|
2022-09-03 15:01:42 +02:00 |
|
Matthias
|
80b5f035ab
|
Remove typo in log message
|
2022-09-03 15:01:28 +02:00 |
|
robcaulk
|
599c1c79fb
|
reorganized backtest utilities, test new functionality, improve/update doc
|
2022-09-03 14:00:01 +02:00 |
|
Wagner Costa Santos
|
af5460cebf
|
Add option to keep models only in memory for backtest
|
2022-09-02 22:01:53 -03:00 |
|
Timothy Pogue
|
05cbcf834c
|
minor logging changes
|
2022-09-02 16:01:33 -06:00 |
|
Timothy Pogue
|
cf917ad2f5
|
initial candle request limit, better error reporting, split up _handle_producer_connection
|
2022-09-02 15:05:16 -06:00 |
|
Matthias
|
b26126cb57
|
Don't use ticker['symbol'] but use "pair" instead
closes #7262
|
2022-09-02 20:09:30 +02:00 |
|
Timothy Pogue
|
5b0b802f31
|
hybrid json ws serializer
|
2022-09-02 00:05:36 -06:00 |
|
Timothy Pogue
|
eb4cd6ba82
|
split initial data into separate requests
|
2022-09-01 23:52:13 -06:00 |
|
Timothy Pogue
|
dccde88c83
|
fix dataframe serializing
|
2022-09-01 23:15:03 -06:00 |
|
Matthias
|
b53791fef2
|
Futures volumepairlist to account for contract size
|
2022-09-02 07:11:32 +02:00 |
|
Timothy Pogue
|
00f35f4870
|
remove old constant, add initial_data requesting, minor changes
|
2022-09-01 20:06:36 -06:00 |
|
th0rntwig
|
11b2bc269e
|
Added missing s
|
2022-09-01 22:37:32 +02:00 |
|
th0rntwig
|
3f8400df10
|
Normalise PCA space
|
2022-09-01 21:51:33 +02:00 |
|
Matthias
|
11fbfd3402
|
Remove unnecessary assignment
|
2022-09-01 19:39:20 +02:00 |
|
Wagner Costa Santos
|
d6e115178a
|
refactoring freqai backtesting - remove duplicate code
|
2022-09-01 07:09:23 -03:00 |
|
Matthias
|
f3c73189d5
|
Remove pointless default on wallet_balance argument
|
2022-09-01 06:49:51 +02:00 |
|
Matthias
|
ba2eb7cf0f
|
Fix BNB fee bug when selling
thanks @epigramx, for reporting and for the detailed data.
|
2022-09-01 06:42:51 +02:00 |
|
Wagner Costa Santos
|
44d3a9140d
|
Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop
|
2022-08-31 15:37:06 -03:00 |
|
Wagner Costa Santos
|
7bed0450d2
|
pr review - refactoring backtesting freqai
|
2022-08-31 15:36:29 -03:00 |
|
Timothy Pogue
|
c72a2c26c7
|
remove external pairlist
|
2022-08-31 12:06:24 -06:00 |
|
Timothy Pogue
|
6e8abf8674
|
add producer name to required fields in config
|
2022-08-31 11:58:58 -06:00 |
|
wagnercosta
|
3d4497467c
|
Merge branch 'freqtrade:develop' into develop
|
2022-08-31 14:47:06 -03:00 |
|
Timothy Pogue
|
865b34cd6f
|
add producer names
|
2022-08-31 11:43:02 -06:00 |
|
Timothy Pogue
|
510cf4f305
|
remove data waiting, remove explicit analyzing of external df
|
2022-08-31 10:40:26 -06:00 |
|
Wagner Costa Santos
|
df51da22ee
|
refactoring freqai backtesting
|
2022-08-31 11:23:48 -03:00 |
|
Matthias
|
57ff6f8ac5
|
Init timerange object properly
|
2022-08-31 10:28:31 +00:00 |
|
Matthias
|
13ccd940d5
|
Remove startup_candle_count from freqai sample config to avoid confusion
|
2022-08-31 10:27:08 +00:00 |
|
Matthias
|
7ba4fda5d7
|
Implement PR feedback
|
2022-08-31 10:26:47 +00:00 |
|
Matthias
|
a88ffd2c9d
|
Merge branch 'develop' into move_datadownload
|
2022-08-31 10:23:45 +00:00 |
|
Timothy Pogue
|
115a901773
|
minor fix for conditional in handle func
|
2022-08-30 19:34:43 -06:00 |
|
Timothy Pogue
|
ddc45ce2eb
|
message handling fix, data waiting fix
|
2022-08-30 19:30:14 -06:00 |
|
Timothy Pogue
|
346e73dd75
|
client implementation, minor fixes
|
2022-08-30 19:21:34 -06:00 |
|
Matthias
|
c9aa09ec89
|
Simplify base fee handling
|
2022-08-30 20:46:06 +02:00 |
|
robcaulk
|
7e8e29e42d
|
use continuous value for inlier_metric
|
2022-08-30 20:41:37 +02:00 |
|
Timothy Pogue
|
418bd26a80
|
minor fixes, rework consumer request, update requirements.txt
|
2022-08-30 11:04:16 -06:00 |
|
robcaulk
|
7f52908e87
|
ensure the lost points are prepended for FreqUI
|
2022-08-30 18:55:58 +02:00 |
|
robcaulk
|
a58dd0bbf9
|
add noise feature, improve docstrings
|
2022-08-30 18:26:24 +02:00 |
|
robcaulk
|
b11742a4c5
|
integrate inlier metric function
|
2022-08-30 18:26:24 +02:00 |
|
th0rntwig
|
d3cb211283
|
Add inlier metric computation
|
2022-08-30 18:26:24 +02:00 |
th0rntwig
|
50e2808667
|
Fix bug in DI (#7321)
|
2022-08-30 12:54:39 +02:00 |
|
Timothy Pogue
|
47f7c384fb
|
consumer subscriptions, fix serializer bug
|
2022-08-29 15:48:29 -06:00 |
|
Timothy Pogue
|
7952e0df25
|
initial rework separating server and client impl
|
2022-08-29 13:41:15 -06:00 |
|
robcaulk
|
62c0a174c8
|
allow users to properly reverse train-test data ordering
|
2022-08-29 11:04:58 +02:00 |
|
Matthias
|
27a9f98d5f
|
Simplify liquidation price structure, improve test cov
|
2022-08-29 07:04:48 +02:00 |
|
Matthias
|
226fa5d93c
|
Simplify liquidation price calling structure
|
2022-08-29 07:04:48 +02:00 |
|
Matthias
|
4def3678b7
|
Merge pull request #7298 from freqtrade/tif_align
align TimeInForce to ccxt usage
|
2022-08-29 06:36:51 +02:00 |
|
Matthias
|
8be8a12cc4
|
Merge pull request #7260 from JohanVlugt/develop
Example FreqAI hybrid strategy
|
2022-08-29 06:34:45 +02:00 |
|
Matthias
|
40c00d2d8f
|
Version bump dev version to 2022.9
|
2022-08-29 06:34:20 +02:00 |
|
Timothy Pogue
|
8c4e68b8eb
|
updated example configs
|
2022-08-28 13:00:52 -06:00 |
|
Robert Caulk
|
39a739eadb
|
Merge pull request #7296 from th0rntwig/dbscan
Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
|
2022-08-28 14:37:47 +02:00 |
|
robcaulk
|
fcb5d1cb5a
|
remove debugging flag
|
2022-08-28 13:01:39 +02:00 |
|
robcaulk
|
dd628eb525
|
add tests for outlier detection and removal functions
|
2022-08-28 12:56:39 +02:00 |
|
robcaulk
|
1e41c773a0
|
fix outlier protection
|
2022-08-28 12:11:29 +02:00 |
smarmau
|
ff3a4995c1
|
remove unnecessary code
|
2022-08-28 11:45:20 +02:00 |
|
Matthias
|
b9f35cadb3
|
add /stopentry alias for /stopbuy
|
2022-08-28 11:37:22 +02:00 |
|
smarmau
|
005594c29c
|
simplify hybrid template
|
2022-08-28 11:29:48 +02:00 |
|
th0rntwig
|
71f7d68783
|
Fixed mypy error
|
2022-08-27 12:44:55 +02:00 |
|
Matthias
|
c61b986c3d
|
FTX - support time_in_force (and PO ordertype)
closes #7175
|
2022-08-27 10:30:38 +02:00 |
|
Matthias
|
104a73025d
|
Uppercase TimeInForce (align with ccxt)
|
2022-08-27 10:30:06 +02:00 |
|
Matthias
|
6686489c06
|
Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator
Add flag to move hyperopt populate_indicators to epoch
|
2022-08-27 09:21:16 +02:00 |
|
Matthias
|
2b70c3d0c0
|
support price callback for partial exits in bt
This will align results to how live works.
closes #7292
|
2022-08-27 08:50:09 +02:00 |
|
Timothy Pogue
|
05ca673883
|
Catch status code errors
|
2022-08-27 00:06:03 -06:00 |
|
Timothy Pogue
|
fcceb744c5
|
Add janus to requirements.txt
|
2022-08-26 23:43:05 -06:00 |
|
Timothy Pogue
|
2b5f067877
|
Refactoring, minor improvements, data provider improvements
|
2022-08-26 23:40:13 -06:00 |
|
Matthias
|
9204f01312
|
Don't lock pairs on partial exit
|
2022-08-27 07:23:02 +02:00 |
elintornquist
|
86c5ac44e4
|
Add outlier percentage check
|
2022-08-26 23:05:07 +02:00 |
|
Matthias
|
01126c43f7
|
Fix liquidation price tier calculation
closes #7294
|
2022-08-26 20:14:24 +02:00 |
|
Matthias
|
753d1b2aad
|
Update leverage tier terminology to be clear and aligned with ccxt
|
2022-08-26 19:34:51 +02:00 |
|
elintornquist
|
b2d664c63c
|
Change MinPts calculation
|
2022-08-26 18:57:27 +02:00 |
|
robcaulk
|
bb3523f383
|
download data homogeneously across timeframes
|
2022-08-26 18:51:42 +02:00 |
|
robcaulk
|
e7261cf515
|
add freqai utils.py file
|
2022-08-26 15:30:28 +02:00 |
|
robcaulk
|
65b552e310
|
make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection
|
2022-08-26 15:30:01 +02:00 |
|
robcaulk
|
4b7e640f31
|
reduce code duplication, optimize auto data download per tf
|
2022-08-26 13:56:44 +02:00 |
|
Matthias
|
53d46a0385
|
align `max_entry_position_adjustment` behavior of backtesting to live
closes #7293
|
2022-08-25 20:36:17 +02:00 |
|
Matthias
|
1fd223c815
|
Update --prepend help string
closes #7290
|
2022-08-25 17:03:41 +02:00 |
|
Matthias
|
f2a356a80c
|
Fix some imports
|
2022-08-25 07:08:58 +02:00 |
|
Matthias
|
6636f17e0f
|
Simplify usage of amount_to_contract precision
|
2022-08-25 07:08:22 +02:00 |
|
Timothy Pogue
|
d474111a65
|
Renamed to external signals, controller class refactored
|
2022-08-24 22:42:29 -06:00 |
|
Timothy Pogue
|
592373f096
|
Remove pairlist waiting, add .db files to .gitignore
|
2022-08-24 18:30:30 -06:00 |
|
Matthias
|
32faad9333
|
Fix backtest calculation problem with DCA
closes #7287
|
2022-08-24 20:36:08 +02:00 |
|
Matthias
|
a6d78a8615
|
initialize Since parameter properly
closes #7285
|
2022-08-23 06:43:04 +02:00 |
|
Matthias
|
fe7108ae75
|
Convert amount to contracts before comparing for close
closes #7279
|
2022-08-23 06:37:38 +02:00 |
|
Matthias
|
78b161e14c
|
add contract_size to database
|
2022-08-23 06:37:38 +02:00 |
|
Matthias
|
6036018f35
|
Extract contracts_to_amount and amount_to_contracts to standalone functions
|
2022-08-23 06:37:38 +02:00 |
|
Matthias
|
5f38a574ce
|
Add okx broker id
|
2022-08-23 06:37:38 +02:00 |
|
th0rntwig
|
5ce1c69803
|
Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
|
2022-08-22 19:57:20 +02:00 |
|
robcaulk
|
ac42c0153d
|
deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.
|
2022-08-22 18:19:07 +02:00 |
|
robcaulk
|
96d8882f1e
|
Plug mem leak, add training timer
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2022-08-22 13:30:30 +02:00 |
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Matthias
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f55d5ffd8c
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Don't fail when `--strategy-path` is not a valid directory.
closes #7264
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2022-08-22 09:20:14 +00:00 |
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Timothy Pogue
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4fa01548f6
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Remove old var from strategy interface
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2022-08-21 22:49:42 -06:00 |
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Timothy Pogue
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6f5478cc02
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DataFrame transmission, strategy follower logic
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2022-08-21 22:45:36 -06:00 |
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Matthias
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015be770c3
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ccxt now defaults to base volume for all markets
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2022-08-22 06:42:14 +02:00 |
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Matthias
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f6d832c6d9
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Add get_option to expose ft_has via method
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2022-08-21 17:51:46 +02:00 |