Commit Graph

10128 Commits

Author SHA1 Message Date
robcaulk 790ff2a84b merge develop into add-single-prec 2022-11-11 18:08:51 +01:00
robcaulk e46a57bbd0 move mem logs to debug 2022-11-11 18:05:32 +01:00
robcaulk 66514e84e4 add LightGBMClassifierMultiTarget. add test 2022-11-11 17:45:53 +01:00
robcaulk 054133955b fix loading of metric tracker from disk 2022-11-11 17:24:09 +01:00
Matthias 0f9c5f8d41 Simplify timerange handling 2022-11-10 18:28:18 +01:00
Matthias 57313dd961 Update some usages of timerange to new, simplified method 2022-11-10 18:11:39 +01:00
Matthias 3e676dbaa4 Add properties to simplify timerange handling 2022-11-10 16:33:57 +01:00
Matthias 9e17eabd0a Improve Bybit configuration 2022-11-10 07:09:54 +01:00
Wagner Costa Santos 4f0f3e5b64 removed unnecessary code 2022-11-09 10:07:24 -03:00
Wagner Costa Santos 8ee95db927 refactoring backtesting_fit_live_predictions function 2022-11-09 09:51:42 -03:00
Wagner Costa Santos 3e57c18ac6 add fix_live_predictions function to backtesting 2022-11-08 18:20:39 -03:00
Matthias f43f967040 Improve handling of unfilled stoploss orders in edge-cases 2022-11-08 20:34:18 +01:00
Matthias ce3959a0c6
Merge pull request #7708 from freqtrade/improve_iteration
Improve iteration logic
2022-11-08 19:25:01 +01:00
Wagner Costa Santos 8d9988a942 enforce date column in backtesting freqai predictions files 2022-11-08 11:06:23 -03:00
Wagner Costa Santos 9c5ba0732a save predictions with date and merge by date 2022-11-08 10:32:18 -03:00
Matthias 884014a4b9 Fix some minor typos 2022-11-07 18:35:28 +00:00
Wagner Costa Santos 6559384286 Merge branch 'develop' into backtest_live_models 2022-11-07 15:14:10 -03:00
Matthias 29585b5ecd Improve worker iteration logic 2022-11-06 11:18:13 +01:00
Matthias d48a9ae96d Add leverage to backtest results
closes #7574
2022-11-06 09:40:44 +01:00
Matthias 1d2b89bc13 Improve handling of get_fee to not allow impossible combinations 2022-11-06 09:16:03 +01:00
Matthias ded57fb301 Remove no longer valid test part 2022-11-05 20:32:31 +01:00
Matthias d089fdae34 Fix current-time_det calculation 2022-11-05 20:02:36 +01:00
Robert Caulk 820aad670c
Merge pull request #7690 from freqtrade/track-current-candle
Track current candle in FreqAI
2022-11-05 17:35:05 +01:00
Emre 06a2957837
Merge branch 'develop' into add-single-precision-freqai 2022-11-05 19:15:12 +03:00
Emre 43bdd34964
Optimize reduce_dataframe_footprint function 2022-11-05 19:13:02 +03:00
Matthias 0888b53b5a Udpate current_time handling for detail loop 2022-11-05 17:02:27 +01:00
Matthias a11d579bc2 Verify order fills on "detail" timeframe 2022-11-05 17:02:27 +01:00
robcaulk 53df607067 avoid duplicating features with okx/gateio, ensure inference timer gets logged 2022-11-05 15:42:19 +01:00
Matthias 6e09d552ac Properly handle and test ohlcv min_max with empty files 2022-11-05 13:14:35 +01:00
robcaulk 257c833831 add doc for single precision, dont allow half precision, add test 2022-11-04 18:10:04 +01:00
robcaulk 3ccc120f92 add option to force single precision 2022-11-04 17:42:10 +01:00
robcaulk 8bdc99a3d6 fix self-imposed bug 2022-11-04 16:41:38 +01:00
robcaulk 19d90b813a improve readibility in start_backtesting() 2022-11-04 16:10:46 +01:00
Wagner Costa Santos 8008c63319 Merge branch 'develop' into backtest_live_models 2022-11-04 09:09:39 -03:00
Wagner Costa Santos a7acfb7ab7 fix dict key error 2022-11-04 09:02:28 -03:00
robcaulk 90c5bfb4b5 add default conv_width 2022-11-03 21:35:12 +01:00
robcaulk 05b309caf2 ensure colon replaced for cached attach 2022-11-03 21:17:48 +01:00
robcaulk 6938ed6584 change default conv_width to 1 2022-11-03 21:11:26 +01:00
robcaulk 444a068481 merge develop into track-current-candle 2022-11-03 21:09:08 +01:00
robcaulk db942321ad fix bug with lightgbm and colons 2022-11-03 21:03:48 +01:00
robcaulk d721b50230 flake8 2022-11-03 19:13:24 +01:00
robcaulk 3ba1e221eb fix typo 2022-11-03 19:08:33 +01:00
robcaulk 6c4bdb8f67 remove special characters from feature names 2022-11-03 18:49:39 +01:00
Wagner Costa Santos 17798b3397 Merge branch 'develop' into backtest_live_models 2022-11-03 13:29:25 -03:00
Wagner Costa Santos 356d79b38a verify mean and std exists in model metadata 2022-11-03 13:27:56 -03:00
Wagner Costa Santos cdf12cc541 Merge branch 'develop' into fix_issue_7666 2022-11-03 08:30:46 -03:00
Matthias ff619edebf Improve explanation comment as to why we're waiting ourselfs 2022-11-03 06:50:18 +01:00
Timothy Pogue b749f3edd6 add latency measure from ping in emc and ws_client 2022-11-02 19:30:35 -06:00
Timothy Pogue 000b0c2198 prevent memory leaks from error in _broadcast_queue_data 2022-11-02 18:00:10 -06:00
Timothy Pogue cbede2e27d refactor channel.send to avoid queue.put 2022-11-02 17:57:11 -06:00
Timothy Pogue 2dc55e89e6 better error handling channel send 2022-11-02 15:25:39 -06:00
Timothy Pogue 55bf195bfb remove debugging log calls 2022-11-02 14:21:34 -06:00
Timothy Pogue c2bdaea84a change exception handling in channel send 2022-11-02 14:19:08 -06:00
Timothy Pogue d848c27283 add task done to broadcast queue method 2022-11-02 13:30:42 -06:00
Timothy Pogue e25dea7e0e update channel disconnecting 2022-11-02 13:26:27 -06:00
robcaulk ce92731132 ensure backwards compatitibility 2022-11-02 20:20:35 +01:00
Wagner Costa Santos 23b6915dde fix issue with different backtesting prediction size 2022-11-02 15:49:51 -03:00
Matthias 2c3c7e1e3a
Merge pull request #7663 from freqtrade/shuffle_list_enhance
Improve ShufflePairlist to shuffle only once per candle
2022-11-02 19:37:48 +01:00
robcaulk 1a38c10fc6 remove old code 2022-11-02 19:37:47 +01:00
robcaulk 255eb71270 start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df 2022-11-02 19:32:22 +01:00
robcaulk 97df232ac6 add a warning to __init__ for get_corr_dataframes 2022-10-31 18:18:00 +01:00
robcaulk 66d8ed6c0b Merge remote-tracking branch 'origin/develop' into reduce-indicator-population 2022-10-31 09:42:01 +01:00
robcaulk d59a7fa2f9 remove analysis_lock and realign example hybrid strat 2022-10-30 17:07:33 +01:00
Matthias 391c3f56f7 Add typehint to corr_pairlist 2022-10-30 13:28:01 +01:00
Mark Regan 7053f81fa8 simplified predict and predict_proba using super(). Added duplicate class label check. 2022-10-30 09:48:30 +00:00
Matthias cf4af2175c
Merge pull request #7662 from markdregan/backtest_extra_returns_fix
Fix missing f-string from PR #7611
2022-10-30 10:47:06 +01:00
robcaulk a2843165e1 fix leftovers from merge 2022-10-30 10:31:38 +01:00
robcaulk 52e15b2070 Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev 2022-10-30 10:16:39 +01:00
robcaulk d1a0874683 merge develop into feat/freqai-rl-dev 2022-10-30 10:13:03 +01:00
robcaulk fc53054d43 leverage list length knowledge, f-string change 2022-10-30 10:12:14 +01:00
Emre f98c7a2423 Remove loop of normalization from metadata 2022-10-30 10:12:14 +01:00
Matthias 5c14aeddc6 Add "--log-file" alias for "--logfile" 2022-10-30 09:50:54 +01:00
Matthias 5013351143 Rename "shuffle" parameter to "shuffle_freq" 2022-10-30 09:48:55 +01:00
Matthias a323acf343 Improve ShufflePairlist to shuffle only once per candle 2022-10-30 09:46:12 +01:00
Mark Regan c26fda282f fix missing f-string from PR #7611 2022-10-30 08:19:59 +00:00
robcaulk 650bb8b7d7 ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs. 2022-10-29 22:26:49 +02:00
Matthias 352adaf127 Improve readability of is_time_to_refresh function 2022-10-29 19:45:46 +02:00
Matthias c23a9475e6 Move exchange utilities into separate module 2022-10-29 09:29:17 +02:00
Matthias 801e91c39e
Merge pull request #7618 from wizrds/fix/docker-config-record
Update function in FreqAI interface to record FreqAI config params
2022-10-29 08:56:20 +02:00
Matthias 54c7122cc3
Merge pull request #7647 from freqtrade/combine_stop
Combine stop logic
2022-10-28 19:38:40 +02:00
Matthias 777af5517d Version bump develop version to 2022.11-dev 2022-10-28 19:38:19 +02:00
Mark Regan 6ef82dd8b6 minor change to return 2022-10-27 12:41:12 +01:00
Matthias 9e0b39cddc Properly invert sign
fixes 98ba57ff
2022-10-27 06:56:33 +02:00
Matthias 255f38537e Simplify stoploss behavior by combining more commonalities 2022-10-26 07:14:33 +02:00
Matthias 6e0ca058f4 Update function-head for _get_stop_params 2022-10-26 07:12:49 +02:00
Matthias cf6b75a3f3 Use combined stoploss_adjust where possible 2022-10-26 07:12:42 +02:00
Matthias d831d7d317 Rename Freqai hybrid example
closes #7645
2022-10-26 06:47:34 +02:00
Matthias 110db8b241
Merge pull request #7621 from wizrds/fix/channel-api
Improved WebSocketChannel API
2022-10-26 06:31:42 +02:00
Timothy Pogue b9bf9edb02 update rapidjson opts 2022-10-25 14:12:13 -06:00
Timothy Pogue fd5f31368c fix indent in initial df send 2022-10-25 14:08:28 -06:00
Mark Regan 217add70bd add strat and config for testing on PR 2022-10-25 20:07:39 +01:00
Matthias 3fa50077c9 Don't use pydantic to type-verify outgoing messages 2022-10-25 20:00:53 +02:00
Mark Regan 47056eded3 multi target classifier working but not for parallel 2022-10-25 18:24:27 +01:00
Matthias 1ef38f137d
Fix XGBoost regressor "used before assignment" 2022-10-25 13:37:04 +02:00
Timothy Pogue 51be45547f remove np object, make default str 2022-10-24 12:23:54 -06:00
Timothy Pogue 32600a113f fix broadcast 2022-10-24 12:21:17 -06:00
Matthias f93b6eec63 Improve timing for worker throttling 2022-10-24 20:09:13 +02:00
Matthias e969479525
Merge pull request #7619 from freqtrade/stop/usehighlow
Stop/usehighlow
2022-10-24 20:04:36 +02:00
Matthias 6669714a73 Update mal-formatted docstrings 2022-10-24 18:12:17 +02:00
Robert Caulk 137aa1756b
Merge pull request #7593 from th0rntwig/prediction-shape
Fix constant PCA
2022-10-24 08:33:36 +02:00
Matthias 3a40ad87c6
Merge pull request #7615 from freqtrade/price_jump_warn
Add price jump warning
2022-10-24 06:27:53 +02:00
robcaulk 4d2b7a74f1 move record params to utils, use rapidjson 2022-10-23 20:51:32 +02:00
Timothy Pogue 07e813dfa0 change param record to only get certain params 2022-10-23 12:09:07 -06:00
Timothy Pogue 94b65a007a fix message typing in channel manager, minor improvements 2022-10-23 11:42:59 -06:00
th0rntwig 49ff51f11f Change storage loc and fix test fail 2022-10-23 16:24:02 +02:00
Matthias 10090a36d5 simplify throttle 2022-10-23 14:52:10 +02:00
Matthias d0571464db Improve test for worker throttle 2022-10-23 14:20:59 +02:00
Matthias c36141594e Simplify "refresh" condition 2022-10-23 13:56:11 +02:00
Timothy Pogue 9cffa3ca2b add comment in channel 2022-10-22 21:03:57 -06:00
Timothy Pogue 4cbea0fd00 Merge branch 'develop' of https://github.com/wizrds/freqtrade into fix/channel-api 2022-10-22 21:03:31 -06:00
Timothy Pogue 3d7a311caa removed sleep calls, better channel sending 2022-10-22 19:02:05 -06:00
Timothy Pogue 2b6d00dde4 initial channel api change 2022-10-22 09:30:18 -06:00
Matthias 3a9853db10 use high/low for custom stoploss evaluation in backtesting 2022-10-22 12:52:13 +02:00
Matthias 84a194bcab Simplify stoploss logic by removing redundant condition 2022-10-22 11:57:59 +02:00
Matthias 547fd28811 Price-jump detection should only run once 2022-10-22 08:43:37 +02:00
Matthias 0ff7a0771d Move price_jump_warn to dataloading
it's not relevant for live data, and should only run when loading data
from disk.
2022-10-22 08:37:30 +02:00
Timothy Pogue 4464e91256 use self.identifier in full path 2022-10-21 19:53:33 -06:00
Timothy Pogue 5ee3b8cbbb update config recording to use all configs, fix tests 2022-10-21 19:48:26 -06:00
Robert Caulk a85826bf24
Merge pull request #7611 from markdregan/backtest_extra_returns
Make extra_returns_per_train data available during backtest
2022-10-21 17:13:22 +02:00
Matthias b715d9c521 Improve fee handling
closes #7586
2022-10-21 16:30:14 +02:00
Robert Caulk 410a744ee9
Merge pull request #7613 from freqtrade/fix_typo_fit_live_predictions_candles
fix typos - live predictions candles
2022-10-21 16:19:40 +02:00
Matthias d1591883a6 add missing datetime conversion in fromJson 2022-10-21 07:01:47 +02:00
Matthias bd424a877b Add Trade from_json method 2022-10-20 20:33:08 +02:00
Matthias 107845afa8 Keep version number in docker versioning 2022-10-20 19:55:42 +02:00
Wagner Costa Santos 6606a0113f refactoring - remove unnecessary config file 2022-10-20 14:53:25 -03:00
Matthias 60cb11a44d Add price jump warning 2022-10-20 19:36:28 +02:00
Wagner Costa Santos 589944055e fix typos - live predictions candles 2022-10-20 12:15:41 -03:00
Wagner Costa Santos 52b60c5cbb Merge branch 'develop' into backtest_live_models 2022-10-20 11:59:37 -03:00
rcaulk a9db668082 avoid redundant indicator population for corr_pair list 2022-10-20 16:30:32 +02:00
Mark Regan 073ce1659e remove un-used f-string 2022-10-20 14:26:10 +01:00
Mark Regan 295ba21389 Make extra_returns_per_train values available during backtest 2022-10-20 12:05:37 +01:00
Matthias 7192ed7be6 Fix bug with dataframe not being 0 indexed 2022-10-19 11:57:18 +02:00
th0rntwig 033c5bd441 Make check constant pred labels agnostic 2022-10-18 12:55:47 +02:00
Matthias c3d4fb9f1b Simplify backtest calling interface 2022-10-18 06:39:55 +02:00
Matthias c7fff1213c Rate-limit EMC startup to avoid overwelming the queue 2022-10-17 20:46:15 +02:00
Matthias 880ddccaa8
Merge pull request #7590 from freqtrade/list-models
List models
2022-10-17 20:40:41 +02:00
Matthias 441032be25 Fix sys.stdout bug for CatboostRegressorMultiTarget 2022-10-17 19:48:27 +02:00
Matthias b166c04cba Bring back asyncio.sleep to avoid overwelming the a consumer queue 2022-10-17 19:29:30 +02:00
Matthias c8e103e4a4 Adjust typehints to match return value 2022-10-17 10:02:55 +00:00
Matthias c2914feb12 Don't fail contract size repopulation if pair is no longer available 2022-10-17 09:55:18 +00:00
Matthias 6cb14148aa Fix random test failure due to catboost bug
https://github.com/catboost/catboost/issues/2195
2022-10-17 07:00:44 +02:00
Matthias 6252ae466e Convert position_stacking to attribute of backtest 2022-10-17 06:57:26 +02:00
Matthias 8534dfb0d4 Extract backtest 1 candle from main function 2022-10-17 06:57:26 +02:00
Matthias 0e8cf366f5 Keep trade state in LocalTrade 2022-10-17 06:57:26 +02:00
Matthias 23a5a516f9
Merge pull request #7557 from freqtrade/add-metric-tracker
Add metric tracker to FreqAI
2022-10-16 18:20:07 +02:00
Matthias e82baf5f60 Use helper-method to modify trades_open 2022-10-16 16:45:16 +02:00
Evgeniy Vladimirov de9f5660f3 Fix counting available trade slots in backtesting. 2022-10-16 12:56:59 +03:00
Matthias dc50186d5b Merge branch 'develop' into list-models 2022-10-16 09:23:10 +02:00
Matthias b6c096d3bc Simplify backtest condition 2022-10-16 09:22:56 +02:00
th0rntwig 20fc521771 Fix constant PCA 2022-10-15 23:30:12 +02:00
Robert Caulk 62ca822597
Merge pull request #7569 from Silur/develop
Add XGBoost random forest predictors to freqai
2022-10-15 16:09:26 +02:00
Robert Caulk 46ba3bb357
Merge pull request #7585 from aemr3/add-eval-set-catboost
Add eval set to CatboostClassifier
2022-10-15 16:08:13 +02:00
robcaulk 9135e631c0 :Merge branch 'develop' into add-metric-tracker 2022-10-15 15:54:41 +02:00
robcaulk 3b4402aaab Merge branch 'move-disk-writing-to-ram' into add-metric-tracker 2022-10-15 13:52:14 +02:00
robcaulk 99dbba6cad avoid reading from disk to instantiate large objects 2022-10-15 13:50:55 +02:00
robcaulk d81eef0b70 add timestamps to each metric, use rapidjson 2022-10-15 13:23:01 +02:00
Matthias 05ca725e4d Remove no longer needed local state 2022-10-15 12:07:22 +02:00
Matthias c8e6dad9cd use exit_reason to determine left open trades 2022-10-15 12:00:20 +02:00
Matthias 4bfe58706b Generalize "path" variables for resolvers 2022-10-14 19:49:06 +02:00
robcaulk b236e362ba Merge remote-tracking branch 'origin/develop' into add-metric-tracker 2022-10-14 19:00:49 +02:00
Matthias fda3a2827b add list-freqAI models command 2022-10-14 16:20:49 +00:00
Matthias 4a8cb3359b Fix broken tests 2022-10-14 16:07:49 +00:00
Matthias 9d4ba767c4 Update usages of search_all_objects 2022-10-14 14:50:52 +00:00
Matthias 1d8d360a12 update _search_all_objects functioning 2022-10-14 14:32:30 +00:00
Emre 7f05b44376
Add eval set to CatboostClassifier 2022-10-13 23:01:09 +03:00
Wagner Costa Santos 02fc59d473 Merge branch 'develop' into backtest_live_models 2022-10-13 15:52:19 -03:00
Wagner Costa Santos 6919f3aa75 Backtest live models - fix utc date convert issue 2022-10-13 15:03:27 -03:00
Matthias f019471051 Don't round prices if no custom prices have been used
closes #7573
2022-10-13 19:51:42 +02:00
Wagner Costa Santos 93fe2b6446 Merge branch 'develop' into backtest_live_models 2022-10-13 11:22:58 -03:00
Matthias 2045780810 Reinstate default of 1000% for roi
closes #7583
2022-10-13 11:58:32 +00:00
Matthias e3ca740704
Merge pull request #7558 from wizrds/feat/queue-per-client-ws
Refactor broadcasting in Message Websocket
2022-10-13 09:52:29 +02:00
Matthias 75f1a123eb Move "tickers_needed" check to pairlistmanager to cover all pairlists 2022-10-13 06:58:17 +00:00
Matthias 39c27cfc37 Don't fail if fetchTickers is not availlable 2022-10-13 06:58:02 +00:00
Matthias a6f6a17393 Type fetch_ticker 2022-10-11 21:42:48 +02:00
Matthias 52e9528361 Improve ticker type 2022-10-11 19:33:07 +00:00
Matthias 35f3f988d4 Improve price handling in priceFilter 2022-10-11 19:33:05 +00:00
Matthias afaca2167c use Type Alias for Ticker result to improve keyerror resiliancy 2022-10-11 19:33:02 +00:00
robcaulk 1e31be562e remove whitespace 2022-10-11 21:05:42 +02:00
robcaulk dba1b573bc remove tensorboard dir from other pred models 2022-10-11 19:49:24 +02:00
robcaulk 5b5bb8aab5 catboost tensorboard bugfix 2022-10-11 19:05:46 +02:00
Timothy Pogue eb8c89fe31 move send delay to relay 2022-10-10 23:32:10 -06:00
Timothy Pogue 5ada5eb540 fix error message, update exception import 2022-10-10 23:30:43 -06:00
Matthias 28f0a35e73
Merge pull request #7549 from froggleston/discord_sendmsg
Add support for dp.send_msg() to webhooks
2022-10-11 06:35:29 +02:00
Robert Caulk 2e34aa9f04
Merge pull request #7544 from th0rntwig/prediction-shape
Remove constant labels from prediction
2022-10-10 21:24:25 +02:00
Robert Caulk 7bcb7d9a1a
Merge pull request #7554 from initrv/add-catboost-tensorboard
Add tensorboard for catboost
2022-10-10 21:03:45 +02:00
Wagner Costa Santos 88418d524a Merge branch 'develop' into backtest_live_models 2022-10-10 15:14:59 -03:00
Wagner Costa Santos 3081e73f8a Merge branch 'develop' into backtest_live_models 2022-10-10 14:53:45 -03:00
Matthias ee0d90d1aa Automatically create freqai models directory 2022-10-10 18:04:54 +02:00
Matthias 002a46c5a0 Fix typo in docstring 2022-10-10 14:16:37 +00:00
silur 2ad086dd7a add XGBoost random forest predictors to freqai 2022-10-10 14:38:43 +02:00
Matthias eaae9c9e03 Update docstring format 2022-10-10 12:19:29 +00:00
Matthias 60de192d47 Update Classifier docstrings 2022-10-10 12:13:41 +00:00
Matthias d3b2b2972e Update pairlist docstring to be less missleading 2022-10-10 12:01:39 +00:00
Timothy Pogue db8cf6c957 disable ping interval in client 2022-10-09 18:51:52 -06:00
Timothy Pogue 71bbffd10a update ws channel send to add data to queue 2022-10-09 18:49:04 -06:00
Timothy Pogue 2c76dd9e39 change wait timeout to 30 seconds to better support reverse proxies 2022-10-09 15:23:56 -06:00
Timothy Pogue 2f64a08623 set channel queue maxsize to 32 2022-10-09 15:11:58 -06:00
Timothy Pogue 3e8d8fd1b0 refactor broadcasting to a queue per client 2022-10-09 15:04:52 -06:00
robcaulk a4aa1b972c isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality 2022-10-09 21:11:37 +02:00
robcaulk 76b33359a9 add an optional metric tracker to collect train timings, inference timings, and cpu load data 2022-10-09 20:22:42 +02:00