Commit Graph

9493 Commits

Author SHA1 Message Date
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 2022-08-22 13:30:30 +02:00
Matthias f55d5ffd8c Don't fail when `--strategy-path` is not a valid directory.
closes #7264
2022-08-22 09:20:14 +00:00
Timothy Pogue 4fa01548f6 Remove old var from strategy interface 2022-08-21 22:49:42 -06:00
Timothy Pogue 6f5478cc02 DataFrame transmission, strategy follower logic 2022-08-21 22:45:36 -06:00
Matthias 015be770c3 ccxt now defaults to base volume for all markets 2022-08-22 06:42:14 +02:00
Matthias f6d832c6d9 Add get_option to expose ft_has via method 2022-08-21 17:51:46 +02:00
Matthias 87a3115073 Add get_open_trade_count() to simplify getting open trade count. 2022-08-21 17:08:27 +02:00
Matthias 6189aa817c Fix HybridExample formatting 2022-08-20 19:50:18 +02:00
robcaulk 64b0834437 add credit in docstring 2022-08-20 17:04:38 +02:00
robcaulk 90c03178b1 provide user directions, clean up strategy, remove unnecessary code. 2022-08-20 17:02:18 +02:00
Matthias cdd4745693
Merge pull request #7263 from freqtrade/okx_cache_tiers
Okx cache tiers
2022-08-20 15:18:13 +02:00
Matthias 5b3f031590 Use hyperopt safe amount precision method 2022-08-20 14:13:15 +02:00
Matthias 738e95b875 Add tests for leverage tiers caching 2022-08-20 13:54:54 +02:00
Matthias b6e8b9df35 Use cached leverage tiers 2022-08-20 13:01:58 +02:00
Matthias 52ec0d1046 Update binance Leverage tiers 2022-08-20 11:53:15 +02:00
Matthias 0da0600836 Have backtesting respect tradable size
closes #7161
2022-08-20 11:41:11 +02:00
Matthias 54ddc1a4c2 Add --tradingmode alias 2022-08-20 11:24:20 +02:00
Matthias aa3da092a0 Dont' use classProperty - that's not supported on 3.8 2022-08-20 10:55:52 +02:00
Matthias 01d45ed12e
Merge pull request #7257 from freqtrade/feat/list-pair-time
Get min/max data in list-data command
2022-08-20 08:16:52 +02:00
Matthias 7b8b73e651
Merge pull request #7243 from lolongcovas/newbranch_test
Improve PCA and pairwise distance calcs
2022-08-20 08:13:40 +02:00
Timothy Pogue 739b68f8fd ExternalPairList plugin 2022-08-19 22:40:01 -06:00
Johan van der Vlugt b44bd0171c
Example Classifier strat 2022-08-19 19:10:37 +02:00
Matthias b9d48c3278 use numbers in HyperoptState properly ... 2022-08-19 15:40:06 +02:00
Matthias bc359675a2 Add --analyze-per-epoch - moving populate_analysis to the epoch process 2022-08-19 15:19:43 +02:00
Matthias 09f8904545 Extract analysis to separate method 2022-08-19 15:12:55 +02:00
Matthias 08ef5ad2d8 Add HyperoptState enum and container class 2022-08-19 15:11:43 +02:00
Matthias 1c6f966579 Hyperopt: simplify parameter "can_optimize" handling 2022-08-19 15:03:03 +02:00
Matthias 16af10a5bc Update notebook sample with simplified datadir configuration
closes #7252
2022-08-19 14:05:27 +02:00
Matthias b7553d20d4 Get min/max data in list-data command 2022-08-19 13:45:55 +02:00
Matthias 7d84ef2e2c Remove unused imports 2022-08-19 13:45:10 +02:00
longyu 521381ebf0 undo example strategy newline 2022-08-19 12:40:03 +02:00
Matthias b420614d65 Reduce code duplication in datahandlers 2022-08-19 09:33:07 +02:00
Matthias 975bf8fe88 Update Docstring to match actual return values 2022-08-19 09:23:53 +02:00
Timothy Pogue 6834db11f3 minor improvements and pairlist data transmission 2022-08-19 00:06:19 -06:00
Matthias 42eb508515 Attempt fix of #7184 2022-08-19 07:09:46 +02:00
Matthias 76a3e97e05 Add migrations end message
closes #7251
2022-08-19 06:39:51 +02:00
Timothy Pogue 9f6bba40af initial concept for replicate, basic leader and follower logic 2022-08-18 20:10:58 +02:00
Matthias 70a77ba3d9 Check for "last" availability in PrecisionFilter
closes #7250
2022-08-18 20:07:50 +02:00
longyu 1fada53ddd remove newline 2022-08-18 19:40:00 +02:00
Matthias 85b43ec1a1 Remove double-check for "isolated margin" 2022-08-18 15:23:58 +02:00
Matthias fde469a253 Remove unnecessary check 2022-08-18 14:53:44 +02:00
Matthias 075e9b8526 Log Exchange responses for set_leverage 2022-08-18 09:52:03 +02:00
Matthias 46e8d9a5e4 Reduce verbosity when whitelist is empty 2022-08-18 09:09:37 +02:00
Matthias 0461a89348 Fix test failures 2022-08-18 07:20:49 +02:00
longyu f70b0bab80 remove line 2022-08-17 23:49:20 +02:00
Matthias 66910bfe63 Don't fail if mark candles are missing
closes #7239
2022-08-17 20:01:57 +02:00
robcaulk 88dd9920ea sort imports for isort 2022-08-17 16:38:09 +02:00
robcaulk 5155afb4e7 clean up code remnants 2022-08-17 15:22:48 +02:00
robcaulk 0c34104e45 extract download-data from freqai to prepare for future async changes 2022-08-17 15:18:44 +02:00
longyu 9c38c27eed ignore sample itself distance for avg_mean_dist computation 2022-08-17 15:09:57 +02:00
longyu 72c34291e3 newline 2022-08-17 15:09:10 +02:00
Matthias 3983368228 gateio futures is showing base currency in volume! 2022-08-17 14:51:48 +02:00
Matthias 83ca168bb8
Merge pull request #7216 from freqtrade/precise_calcs
Precise calcs
2022-08-17 14:32:02 +02:00
Matthias c615e1bc62 Avoid loop error during ccxt tests 2022-08-17 14:31:40 +02:00
Matthias e7902bffa0 Remove checks for dataprovider existance - it's available in all modes. 2022-08-17 10:57:25 +02:00
Matthias 8d182768f9 stoploss should also use trimmed prices 2022-08-17 09:57:11 +02:00
Matthias 0b0e7eaf96 Mutex TTL Cache accesses which can be accessed by multiple threads
Apparently, cachetools is (intentionally) not threadsafe
when using the Caches directly.
It's therefore recommended to wrap these with an explicit lock to avoid
problems.

source: https://github.com/tkem/cachetools/issues/245

closes #7215
2022-08-16 19:48:21 +02:00
Matthias 24690c1918 Don't convert open_rate to precision
this may cause more problems than it solves.
2022-08-16 18:32:00 +02:00
Matthias 3b44dc52e1 Minor corrections 2022-08-16 18:10:48 +02:00
Matthias ea6bc47d7a gateio default configs should specify unknown_fee_rate 2022-08-16 17:26:53 +02:00
Matthias a1e4fbf313 Run price_to_precision for dry-run orders 2022-08-16 17:23:49 +02:00
Matthias 1ac81aa316 Show message if fee update failed due to missing
closes #7234
2022-08-16 17:09:23 +02:00
robcaulk 4c0fda400f fix input shape warning for LGBMClassifier, add sample_weights/eval_weights 2022-08-16 11:41:53 +02:00
Matthias fa89368c02 Add test for precision backpopulation 2022-08-16 11:11:52 +02:00
Matthias 96d2f61812 Properly round timestamps to avoid constant log messages 2022-08-16 10:22:59 +02:00
Matthias 15a1c59a91 Backtesting should cache precisionMode 2022-08-16 10:15:19 +02:00
Matthias a73e4f8e41 Truncate amount before comparing for closure 2022-08-16 09:49:53 +02:00
Matthias 2fb7a3091d Improve backfill of precisions 2022-08-16 09:32:31 +02:00
Matthias 711b6b1a1a Merge branch 'develop' into precise_calcs 2022-08-16 09:29:39 +02:00
Matthias a5b438e41e Run price_to_precision for dry-run orders 2022-08-16 09:28:23 +02:00
Matthias 1dd56e35d5 Ensure comparisions align when closing a trade 2022-08-16 08:21:02 +02:00
Matthias e818797427 Minor fix in amount_to_precision logic 2022-08-15 20:29:05 +02:00
Matthias c0bdb71810 Update docstring 2022-08-15 20:06:29 +02:00
Matthias f2b6ff910f Accept wrong pair in get_precision_amount 2022-08-15 20:05:22 +02:00
Matthias 09ee9089fb
Merge pull request #6832 from freqtrade/feat/freqai
Freqai: an interface for users to build/train/backtest predictive models and run them live
2022-08-15 20:03:08 +02:00
Matthias e6af9a6903 Allow empty precisionMode on conversions 2022-08-15 20:00:15 +02:00
Matthias c3f159bd57 Add precision fields to database 2022-08-15 19:58:40 +02:00
Matthias 22241c55d5 Add methods to get precision_amount from markets 2022-08-15 19:56:25 +02:00
Matthias 15e85797c2 Simplify to_precision tests and imports 2022-08-15 08:51:15 +02:00
Matthias 6c32331740 Move precision calculations to standalone functions 2022-08-15 08:43:58 +02:00
Matthias c7e1719215 Fix interface import sorting 2022-08-15 06:53:02 +02:00
robcaulk 006b11e5d5 fix leftover bug in indicator population 2022-08-14 21:42:55 +02:00
robcaulk 8961b8d560 merge in inference timer and historic predictions handling improvements. 2022-08-14 20:31:15 +02:00
robcaulk ad846cdb76 fix lock bug, update docstring 2022-08-14 20:24:29 +02:00
Matthias 464d99808f Update doc table formatting 2022-08-14 18:22:01 +02:00
Matthias a29402ddde Rename and move analysis_lock to data_kitchen 2022-08-14 17:23:14 +02:00
Matthias 3a9ec76c91 Move "freqai.lock" to backend to simplify user interface 2022-08-14 17:19:50 +02:00
Matthias 044cf8bb2e Allow new whitelist combination in "button" commands 2022-08-14 08:41:25 +02:00
Matthias 22ac291c3a
Merge pull request #7211 from ecoppen/rpc/whitelist_options
Optional /whitelist args - sorted, nobase
2022-08-14 08:26:21 +02:00
Robert Caulk c9c128f781 finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy 2022-08-14 02:49:01 +02:00
robcaulk 58de20af0f make BaseClassifierModel. Add predict_proba to lightgbm 2022-08-13 20:07:31 +02:00
robcaulk 31be707cc8 clean up code, add docstrings 2022-08-13 19:40:24 +02:00
robcaulk 3e38c1b0bd take dynamic sized tail off historic_predictions as return dataframe to strategy. 2022-08-13 19:40:24 +02:00
robcaulk 7d448fd4ac allow fit_live_predictions access to current pair 2022-08-13 19:40:24 +02:00
robcaulk 1f192be43b avoid denormalizing labels twice 2022-08-13 19:40:24 +02:00
robcaulk b1b76a2dbe debug classifier with predict proba 2022-08-13 19:40:24 +02:00
robcaulk 23cc21ce59 add predict_proba to base classifier, improve historic predictions handling 2022-08-13 19:40:24 +02:00
Matthias 7075b00e20 Remove odd dry run stoploss behavior
closes #7208
2022-08-13 11:37:23 +02:00
Matthias 5aaab75d1c Add test for dynamic_pairlist_expand 2022-08-13 10:18:57 +02:00
Matthias b682fc446e Graciously fail if strategy has freqAI code, but freqAI is not enabled. 2022-08-13 09:53:18 +02:00
Matthias 3918f4abbd Simplify strategy interface by removing explicit self.freqai_info assignment 2022-08-13 09:27:56 +02:00
Matthias 3b827ee60a Add "freqai.enabled" flag to disable freqAI via config flag
aligns with how other optional modules work in freqtrade.
2022-08-13 09:24:04 +02:00
Matthias f6545ebdb8 Disallow backtesting with --strategy-list for now. 2022-08-13 09:10:03 +02:00
Matthias e3a5b97b45 Update recalc_from_trades to use FtPrecise 2022-08-13 08:43:56 +02:00
Matthias 3bcb47d75d Remove usage of Decimal 2022-08-13 08:43:56 +02:00
Matthias 902afc2f02 Use FtPrecise in interest calculation 2022-08-13 08:43:56 +02:00
Matthias 0e61c2d057 Replace Decimal with FtPrecise in trade_model 2022-08-13 08:43:56 +02:00
Matthias df701b5862 Merge branch 'develop' into feat/freqai 2022-08-13 08:43:24 +02:00
ecoppen 923f73a516 nobase -> baseonly 2022-08-12 19:56:46 +01:00
robcaulk fb4b73ce89 ensure dates are saved 2022-08-12 12:03:44 +02:00
Matthias cc885e25ac Improve NAN Handling in RPC 2022-08-11 20:16:07 +02:00
Matthias de690b0a69 Use PEP440 compatible versioning 2022-08-11 20:08:40 +02:00
Matthias dd4e44931e Improve NAN handling in RPC module 2022-08-11 15:02:52 +00:00
robcaulk 2cae3c42e6 remove trade database analyzer, clean up a bit 2022-08-10 17:43:06 +02:00
ecoppen c0d60c63ab Optional /whitelist args - sorted, nobase
Added two optional arguments for whitelist - `sorted` for alphabetical order and `nobase` for displaying the whitelist without base currency e.g. /USDT.

Updated help with optional commands.

Added a space in an unrelated help message.
2022-08-10 14:56:38 +01:00
Matthias ed004236ce Add float initializer to FtPrecise 2022-08-10 11:54:07 +00:00
Matthias e7cb1b7375 Wrap Precise into FtPecise 2022-08-10 11:26:06 +00:00
Matthias adc8ee88e2 Move periodicCache to Utils package 2022-08-10 08:57:19 +00:00
Matthias 573964b19f Dry Market orders should update "remaining" 2022-08-10 07:12:56 +02:00
Matthias 53251e7140
Merge pull request #7194 from freqtrade/rpc/partial_forceexit
Partial forceExit
2022-08-10 07:12:40 +02:00
Matthias ce2c9bf26d Slight renaming of variable 2022-08-10 06:44:41 +02:00
Matthias 736884c5a9 Orders should be allowed to have empty fill/remaining values 2022-08-09 20:43:58 +02:00
Matthias b5c5a95b64 FTX: Use conditionalOrders endpoint to get proper stop-market order id
closes #7165
2022-08-09 20:09:35 +02:00
robcaulk 5a16d5a512 Deactivate database analyzer if user does not use sqlite 2022-08-09 16:36:22 +02:00
robcaulk e7de812948 Allow user to user pair_dict for persistent storage of custom data 2022-08-09 16:03:10 +02:00
robcaulk aef086b02e Improved dict typing, timeframe parser, collect dates associated with training data points 2022-08-09 15:30:25 +02:00
Matthias 9a82898d6b Merge branch 'develop' into feat/freqai 2022-08-09 06:22:57 +02:00
Matthias 77b3b8a134 Use main exchange instead of creating a separate instance. 2022-08-08 18:34:11 +00:00
robcaulk ea64f43e52 bring back auto DF resizing for okx 2022-08-08 01:13:13 +02:00
robcaulk 67c722c9c8 fix asyncio bug 2022-08-07 14:48:39 +02:00
Matthias e48e82232d Force response API to js to fix faulty system configs
closes #7147
2022-08-07 10:42:56 +02:00
Matthias 0b2104fc7a Properly increment the api version 2022-08-07 10:13:36 +02:00
Matthias 6ded2d5b7c Improve forceexit API test 2022-08-07 09:47:11 +02:00
Matthias d1998f7ed0 Fix forceexit calling 2022-08-07 09:47:11 +02:00
Matthias eff8cd7ecb Add leverage to force_entry 2022-08-07 09:47:11 +02:00
Matthias daf015d007 extract nested force_exit function to private instance function 2022-08-07 09:47:11 +02:00
Matthias 82aecc81f3 Accept parameters to forceexit 2022-08-07 09:47:11 +02:00
robcaulk eb8bde37c1 Add lightgbm classifier, add classifier check test, fix classifier bug. 2022-08-06 17:51:21 +02:00
Matthias bfa859e618 Remove unnecessary method (simplify) 2022-08-06 17:46:58 +02:00
Matthias 5250189f77 Add Rollback function to Trade
simplifies Session work
2022-08-06 17:03:49 +02:00
Matthias 47a30047eb Fix typo 2022-08-06 15:03:10 +02:00
Matthias b16f57cb0d Minor stylistic fixes 2022-08-06 14:55:46 +02:00
Robert Caulk c172ce1011 improve flexibility of user defined prediction dataframe 2022-08-06 13:51:19 +02:00
Matthias 45d68222a1 Reduce verbosity of Fiat Converter 2022-08-06 13:18:40 +02:00
Matthias f8f1ade163 Reduce function complexity by extracting message sending 2022-08-06 09:21:11 +02:00
Matthias 2687633941 Test iterative sending of /status 2022-08-06 09:16:04 +02:00
Matthias b12dd15f4f Send multiple messages in /status if required 2022-08-06 09:10:12 +02:00
Robert Caulk 07763d0d4f add classifier, improve model naming scheme 2022-08-06 08:33:55 +02:00
Robert Caulk ce8fbbf743 ensure loading historical df matches frequi indices 2022-08-06 07:25:59 +02:00
robcaulk 60d782e5c5 remove unnecessary function 2022-08-05 21:31:32 +02:00
robcaulk a42a060ab5 fix DB once and for all. Make DBSCAN more efficient and robust. 2022-08-05 21:29:03 +02:00
Robert Caulk a3799c4d5d start frequi with historical data if available 2022-08-05 18:27:47 +02:00
robcaulk 29b7b014e5 fix bug in DB path initialization 2022-08-05 18:19:26 +02:00
robcaulk db1d367941 fix bug associated to fit_live_predictions_candles 2022-08-05 13:46:20 +02:00
robcaulk 26de992d20 ensure user sets startup candles in backtesting mode 2022-08-05 12:23:14 +02:00
robcaulk 05ec5c5e54 generalize database url path for any db type 2022-08-05 12:19:29 +02:00
Matthias 9545402452 Improve defaults for config builder 2022-08-05 11:58:09 +02:00
Matthias 7675187c37 Use telegram message length to avoid constants 2022-08-05 07:31:19 +02:00
Matthias cffc769549 Fix /profit endpoint calculations for partial sells
* don't recalculate for closed trades
* include realized_profit in the calculation

part of #7178
2022-08-05 07:26:41 +02:00
Robert Caulk 51a6b4289f improve DBSCAN performance for subsequent trainings 2022-08-04 17:41:58 +02:00
Robert Caulk fe1b8515a8 fix bug in DBSCAN, update doc 2022-08-04 17:00:59 +02:00
robcaulk 29225e4baf add DBSCAN outlier detection feature, add supporting documentation 2022-08-04 12:15:16 +02:00
Matthias 95327750dc Final abs. profit should not be doubled in rpc messages 2022-08-04 07:07:54 +02:00
robcaulk eae82d0222 fix bug with database url during backtesting. comment out example trade db analysis. 2022-08-03 16:17:57 +02:00
robcaulk 95d3009a95 give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality 2022-08-02 20:14:02 +02:00
Matthias d75e0a9820 Fix Flake8 errors after flake update 2022-08-01 06:43:59 +02:00
robcaulk 3013282dbf remove non-catboost stuff from schema 2022-08-01 05:39:38 +02:00
robcaulk 946d4c7cfc fix trailing whitespace for flake8 2022-07-31 18:39:46 +02:00
robcaulk 4e68626bcb ensure convolutional window is prepended for frequi consistency 2022-07-31 17:51:19 +02:00
robcaulk d830105605 *BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests 2022-07-31 17:05:29 +02:00
robcaulk 153336d424 move corr_pairlist expansion to after expand_pairlist() 2022-07-31 15:45:28 +02:00
Matthias 659870312d Use JSON Schema validation for freaAI schema validation 2022-07-31 15:23:27 +02:00
Kavinkumar a4bada3ebe
Partial exit using average price (#6545)
Introduce Partial exits
2022-07-31 14:19:04 +02:00
Matthias 369c6da5d8
Merge pull request #7146 from freqtrade/fix/liquidation
Update liquidation price handling
2022-07-31 08:09:54 +02:00
Matthias bad15f077c Simplify fetch_positions by using already existing method 2022-07-30 17:49:06 +02:00
Matthias fc31c890e3
Merge pull request #7135 from freqtrade/rpc/sendmsg
Strategy allow rpc messages
2022-07-30 16:15:00 +02:00
Matthias d046f0cc5e Improve method wording for liquidation price setter 2022-07-30 16:11:31 +02:00
Matthias dba7a7257d Use stop_or_liquidation instead of stop_loss 2022-07-30 16:10:16 +02:00
Matthias 845cecd38f Add stoploss or liquidation property 2022-07-30 16:10:16 +02:00
Matthias 15752ce3c2 Rename set_stoploss method to be fully private 2022-07-30 16:10:16 +02:00
Matthias 9852733ef7 Improve tests to align with modified logic 2022-07-30 16:10:16 +02:00
Matthias 8711b7d99f Liquidations cannot be rejected. 2022-07-30 16:10:16 +02:00
Matthias 995be90f91 Liquidation should be a separate exit type 2022-07-30 16:10:16 +02:00
robcaulk dd8288c090 expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility 2022-07-30 13:40:05 +02:00
robcaulk f22b140782 fix backtesting bug, undo move of label stat calc, fix example strat exit logic 2022-07-29 17:27:35 +02:00
robcaulk 08d3ac7ef8 add keras and conv_width to schema and documentation 2022-07-29 08:49:35 +02:00
robcaulk 59624181bd isort BaseRegressionModel imports 2022-07-29 08:23:44 +02:00
robcaulk c84d54b35e Fix typing issue, avoid using .get() when unnecessary, convert to fstrings 2022-07-29 08:12:50 +02:00
Matthias efbd83c56d Small type and typo fixes in freqai_interface 2022-07-28 07:24:30 +02:00
Matthias a2a0d35a24 Update missing typehints 2022-07-28 07:07:40 +02:00
Matthias 3273881282 Merge branch 'develop' into feat/freqai 2022-07-28 06:36:38 +02:00
Matthias cc3ead9d7b Set required_profit for stoploss guard, allowing to ignore small stoplosses.
closes #7076
2022-07-27 19:52:39 +02:00
Matthias f31106dc61 Minor comment fixes 2022-07-27 07:27:24 +02:00
Matthias 7bac054668 Add documentation and clarity for send_msg 2022-07-26 20:24:52 +02:00
Matthias 229e8864bb Add send_msg capability to dataprovider 2022-07-26 20:15:49 +02:00
Matthias bc760b7eb2 Simplify small segment in datadrawer 2022-07-26 19:41:49 +02:00
robcaulk 324e54c015 fix possible memory leak associated with Catboost Pool object 2022-07-26 17:29:29 +02:00
robcaulk 3f149c4067 fix return type in BaseTensorFlowModel 2022-07-26 16:01:54 +02:00
robcaulk ad25a4cb56 reduce number of pair_dict lookups, remove coin_first 2022-07-26 15:58:40 +02:00
robcaulk fb4e8430cd isort auto import sorting 2022-07-26 10:51:39 +02:00
robcaulk e213d0ad55 isolate data_drawer functions from data_kitchen, accommodate tests, add new test 2022-07-26 10:24:14 +02:00
robcaulk 56b17e6f3c allow user to pass test_size = 0 and avoid using eval sets in prediction models 2022-07-25 19:40:13 +02:00
Matthias 4c68bec171 Fix problem in `is_cancel_order_result_suitable`
fixes #7119
2022-07-25 17:47:52 +02:00
Robert Caulk 897f18a8c8 ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods 2022-07-25 15:07:09 +02:00
Robert Caulk 7b105532d1 fix mypy error and add test for principal component analysis 2022-07-25 11:46:59 +02:00
Robert Caulk c9d46a5237 finish bringing follow_mode up to date 2022-07-25 09:24:40 +02:00