Commit Graph

10128 Commits

Author SHA1 Message Date
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
Matthias a10b2d003f Add freqai timeframe validation (incl. test)
closes #7543
2022-10-09 14:40:25 +02:00
Matthias 4623c3ec1d Improve test resiliance 2022-10-09 10:55:38 +02:00
Matthias db1132bebd ensure required_candle_call_count is always set
closes #7552
2022-10-09 09:29:37 +02:00
Matthias 8e3a4eca41 Remove unused type:ignore 2022-10-09 09:15:11 +02:00
th0rntwig 4daf0000c7 Move check and add log warning 2022-10-08 16:15:48 +02:00
robcaulk 8d7adfabe9 clean RL tests to avoid dir pollution and increase speed 2022-10-08 12:10:38 +02:00
Matthias 9454fb8f7b Fix discord message sending 2022-10-07 20:59:49 +02:00
Matthias df5ae66252 Refactor webhook method 2022-10-07 20:52:52 +02:00
Matthias fb2f2d9a39 Allow webhook message setting directly 2022-10-07 20:44:47 +02:00
Emre e337d4b78a Reset dataframe index after slice 2022-10-07 20:00:05 +02:00
froggleston 8fcb80df69 Add support for dp.send_msg() to webhooks 2022-10-07 16:06:30 +01:00
Matthias d42fb15608 Improve generic exception handler 2022-10-07 16:05:41 +02:00
Matthias a5bf34587a Improve fiat-convert behavior in case of coingecko outage 2022-10-07 15:46:31 +02:00
Matthias fab6b2f105 Align datetime import in fiat_convert 2022-10-07 15:23:32 +02:00
Matthias 6e179c7699 Only store tick refresh time if we cache 2022-10-06 19:35:38 +02:00
th0rntwig a9d5e04a43 Remove constant labels from prediction 2022-10-06 19:26:33 +02:00
initrv 86c781798a Add сatboost train_dir for tensorboard 2022-10-06 19:59:35 +03:00
Matthias 7c702dd106 Add cache eviction 2022-10-06 14:51:52 +00:00
Matthias 92a1d58df8 Evict cache if we didn't get new candles for X hours 2022-10-06 14:51:52 +00:00
Matthias cea017e79f Age out old candles 2022-10-06 14:51:52 +00:00
Matthias b7f26e4f96 Update some formatting issues 2022-10-06 14:51:52 +00:00
Matthias 02e238a944 Combine ohlcv data in exchange class for live mode 2022-10-06 14:51:52 +00:00
Matthias edb942f662 Add typing import to sampleStrategy 2022-10-06 06:30:38 +02:00
robcaulk 488739424d fix reward inconsistency in template 2022-10-05 20:55:50 +02:00
robcaulk 936ca24482 separate RL install from general FAI install, update docs 2022-10-05 15:58:54 +02:00
robcaulk 9c73411ac2 Merge remote-tracking branch 'origin/develop' into dev-merge-rl 2022-10-05 15:21:45 +02:00
Marek Cieplucha 4df533feb0
Add missing comma 2022-10-04 21:16:30 +02:00
Marek Cieplucha 5019300d5c
Fix for #7534 in bot 2022-10-04 20:28:47 +02:00
Marek Cieplucha 3264d7b890
Fix for #7534 in backtesting 2022-10-04 20:27:13 +02:00
Matthias c1d8ade2fa Improve supported exchange check by supporting exchange aliases 2022-10-04 19:28:57 +02:00
Matthias 68db0bc647 move check_exchange to exchange package 2022-10-04 18:25:23 +02:00
Matthias a6296be2f5 Update market_change datatype 2022-10-04 10:27:04 +00:00
Matthias eb8eebe492 Reset open_order_id after trade cancel
Part of #7526
2022-10-04 10:08:58 +00:00
Matthias 016e438468 Calculate market-change in hyperopt
closes #7532
2022-10-04 08:37:07 +00:00
Matthias bc6729f724 Improve readability of "now_is_time_to_refresh" 2022-10-04 06:56:10 +02:00
Matthias 7f475e37d7 refactor refresh_latest_ohlcv 2022-10-04 06:56:06 +02:00
Matthias 4c83552f3b
Merge pull request #7506 from freqtrade/cancel_partial_sell
Support cancellation partially filled exit orders
2022-10-03 19:36:51 +02:00
robcaulk 292d72d593 automatically handle model_save_type for user 2022-10-03 18:42:20 +02:00
Matthias ca22d857b7 Improve handling of trades that fail to cancel as they are closed 2022-10-03 18:09:53 +02:00
Robert Caulk 3585742b43
remove trailing whitespace 2022-10-03 17:28:45 +02:00
Robert Caulk 265795824b
make default type for close_price and date_pred np.nan 2022-10-03 11:58:22 +02:00
Robert Caulk 6ecd92de4a
Allow updating without changing identifier 2022-10-03 09:55:57 +02:00
robcaulk b70f18f4c3 add close price and date to historic_predictions 2022-10-02 18:33:39 +02:00
Matthias d0b8c8b1a0 improve invalid canceled order response handling 2022-10-02 08:45:41 +02:00
Matthias a5bc75b48c Merge branch 'develop' into cancel_partial_sell 2022-10-02 08:38:18 +02:00
Matthias 9bb061073d Improve tests 2022-10-02 08:36:34 +02:00
Matthias 2c94ed2e59 Decrease message throughput
fixes memory leak by queue raising indefinitely
2022-10-01 21:23:33 +02:00
robcaulk cf882fa84e fix tests 2022-10-01 20:26:41 +02:00
robcaulk 048cb95bd6 Merge remote-tracking branch 'origin/develop' into dev-merge-rl 2022-10-01 17:48:47 +02:00
Robert Caulk 3e34f10e3d
Merge pull request #7508 from aemr3/fix-pca-errors
Fix feature list match for PCA
2022-10-01 16:50:29 +02:00
robcaulk f4c6b99d63 remove commented lines 2022-10-01 14:23:15 +02:00
robcaulk cd514cf15d fix inlier metric in backtesting 2022-10-01 14:18:46 +02:00
robcaulk f2b875483f ensure raw features match when PCA is employed 2022-10-01 13:14:59 +02:00
robcaulk 51556e08c3 Merge branch 'develop' into pr/th0rntwig/7495 2022-10-01 12:45:08 +02:00
Matthias 8f8b5cc28e Disable log spam from analyze_df in webhook/discord 2022-10-01 09:35:21 +02:00
Matthias 201bbbcee6 Okx formatting 2022-10-01 09:32:16 +02:00
Matthias a96aa568bf Add binance futures mode checks
closes #7505
2022-10-01 09:23:41 +02:00
Matthias 545d652352 Update okx exception wording 2022-10-01 09:02:05 +02:00
Emre cdc01a0781
Fix feature list match for pca 2022-09-30 15:22:05 -07:00
Matthias 47ef99f588 Simplify interface to notify_exit_cancel 2022-09-30 17:18:27 +02:00
Matthias 819488c906 Improve exit message wording 2022-09-30 17:04:34 +02:00
Matthias c946d30596 Add partial cancel message 2022-09-30 16:24:16 +02:00
Matthias 649879192b Implement partial sell 2022-09-30 16:24:16 +02:00
Matthias bd664580fb Don't unnecessarily reset order_id 2022-09-30 15:43:23 +02:00
Matthias cc06c60fd8 Fix pandas deprecation warnings from freqAI 2022-09-30 15:43:23 +02:00
Matthias f6a0d677d2 Remove pointless notification assignment 2022-09-30 09:34:00 +02:00
Matthias 7dd984e25e Simplify cancel_entry 2022-09-30 09:34:00 +02:00
Matthias 2d2ff2fff6 remove unnecessary assignments and comments 2022-09-30 09:34:00 +02:00
Matthias 2ce265bed3
Merge pull request #7473 from freqtrade/feat/producerpairlist
Producerpairlist
2022-09-30 06:54:15 +02:00
robcaulk be48131185 make shuffle false in constants 2022-09-30 00:33:08 +02:00
Matthias 578da343dc
Merge pull request #7491 from freqtrade/partial_close_leverage
Partial close leverage
2022-09-29 19:42:16 +02:00
Matthias 00965d8c06 Default to assume stored data only contains complete candles
closes #7468
2022-09-29 19:18:52 +02:00
Robert Caulk 6e74d46660
Ensure 1 thread available 2022-09-29 14:02:00 +02:00
Robert Caulk 7ef56e3029
Ensure at least 1 thread is available 2022-09-29 14:01:22 +02:00
Robert Caulk 555cc42630
Ensure 1 thread is available (for testing purposes) 2022-09-29 14:00:09 +02:00
Matthias 388a572cb3 Version bump develop version 2022-09-29 07:17:38 +02:00
Matthias ac229b7a42 Reduce message consumer verbosity 2022-09-29 07:10:00 +02:00
Wagner Costa Santos 6845a5c6ea backtest_live_models - refactoring after PR review 2022-09-29 01:48:38 -03:00
Matthias 4e920e9c53 Reduce verbosity of sending-message 2022-09-29 06:41:16 +02:00
Robert Caulk dcf6ebe273
Update BaseReinforcementLearningModel.py 2022-09-29 00:37:03 +02:00
robcaulk 83343dc2f1 control number of threads, update doc 2022-09-29 00:10:18 +02:00
th0rntwig 683b084323 Set train-test-split shuffle=False as default and remove stratification 2022-09-28 18:23:56 +02:00
Wagner Costa Santos df0927cdee Merge branch 'develop' into backtest_live_models 2022-09-28 08:49:15 -03:00
Wagner Costa Santos 55ebbeec18 backtest_live models tests refactoring 2022-09-28 08:48:32 -03:00
Matthias fb3d408338 Respect max_open_trades when forceentering
closes #7489
2022-09-28 09:32:07 +00:00
Matthias 7c84edbc23 Avoid online call when asking for `/status`. 2022-09-28 07:21:52 +02:00
Timothy Pogue 099137adac remove hasattr calls 2022-09-27 22:35:15 -06:00
Timothy Pogue 9e36b0d2ea fix formatting 2022-09-27 22:02:33 -06:00
Timothy Pogue caa47a2f47 close subproc env on shutdown 2022-09-28 03:06:05 +00:00
Matthias 42cecb83f2 Disable base64 loading via API
closes severe RCE vulnerability reported privately.
2022-09-27 20:37:16 +02:00
Matthias 30a5bb08dd partial exits should account for leverage 2022-09-27 19:53:55 +02:00
Matthias 6c491ee02e Update missed changes to plot_feature_importance 2022-09-27 18:17:49 +02:00
Wagner Costa Santos 3c002ff752 Merge branch 'develop' into backtest_live_models 2022-09-27 10:27:47 -03:00
Wagner Costa Santos 0be115de9c backtest_live_models - added new tests and refactoring 2022-09-27 10:26:57 -03:00
Matthias 24c1d84982 Fix lineending 2022-09-27 09:26:52 +00:00
Matthias 8c2e473ee5 Fix test warning 2022-09-27 08:53:29 +00:00
Matthias 43e847ff2f Update to pandas 1.5.0 syntax, avoiding warnings 2022-09-27 08:02:51 +00:00
Matthias bc007ce038 Update binance leverage tiers
closes #7485
2022-09-27 07:14:55 +02:00
Wagner Costa Santos 72aa47fc51 backtest_live_models - fix issue with timerange BT and 2 trainings within same candle (no data) 2022-09-27 00:14:12 -03:00
Wagner Costa Santos 14b96aaa38 backtesting live models - fix ci issues 2022-09-26 19:52:59 -03:00
Wagner Costa Santos 290afd9699 backtest_live_models - fix typo 2022-09-26 19:21:53 -03:00
Wagner Costa Santos 0318ca9f12 backtest_live_models - fix typo 2022-09-26 19:08:25 -03:00
Wagner Costa Santos 22bef71d5d backtest_live_models - add function comments and tests 2022-09-26 19:01:24 -03:00
Wagner Costa Santos 182d9e5426 Merge branch 'develop' into backtest_live_models 2022-09-26 17:23:44 -03:00
Matthias ba8c714698 Require kwargs on ohlcv_load 2022-09-26 20:33:49 +02:00
Matthias cf5267a4d3
Merge pull request #7481 from chusri/develop
✏️ fixed typo from StaticPairlist to StaticPairList
2022-09-26 18:11:56 +02:00
Matthias 8e0811d9de Call cleanup explicitly 2022-09-26 09:35:21 +00:00
Matthias cde1d1c2b3
Merge pull request #7474 from wizrds/bugfix-emc
Fix bug in API Server WebSocket
2022-09-26 10:45:44 +02:00
Matthias a1a62681bf add fixes for random test failures 2022-09-26 08:11:00 +00:00
Thaweesak Chusri c4784c6695 ✏️ fixed typo from StaticPairlist to StaticPairList 2022-09-26 11:05:27 +08:00
Wagner Costa Santos ec947ad65c remove commented code - backtest_live_models 2022-09-25 23:47:27 -03:00
Wagner Costa Santos 5880f7a638 backtest_live_models - params validation and get timerange from live models in BT 2022-09-25 23:14:00 -03:00
Wagner Costa Santos f3f3917da3 Merge branch 'develop' into backtest_live_models 2022-09-25 20:05:26 -03:00
Timothy Pogue e54ed5b10e fix runtime error: dict changed size during iteration 2022-09-25 15:05:56 -06:00
robcaulk 48e89e68b9 fix typos 2022-09-25 20:22:19 +02:00
Matthias af59572cb9 prior pairlists should go first 2022-09-25 19:32:39 +02:00
Wagner Costa Santos 0ed7b2bfc3 change start_backtesting to handle backtest_live_models 2022-09-25 10:35:55 -03:00
robcaulk 873d2a5069 no model save backtest, plot features backtest, ensure inlier plays nice, doc 2022-09-25 11:18:10 +02:00
Matthias bd106b4b8e Add tests for Producerpairlist 2022-09-25 10:13:00 +02:00
Matthias 1bb45a2650 Fix crash due to insufficient check 2022-09-25 09:47:57 +02:00
Matthias 30d51b6939 Move "pairlist" logging to manager 2022-09-25 09:43:39 +02:00
Matthias 527fd36134 num_assets should be optional 2022-09-25 09:38:20 +02:00
Matthias 4940fa7be3 Add Producer Pairlist 2022-09-25 09:29:22 +02:00
Matthias 0c810868de Add Dataprovider to pairlist 2022-09-25 09:22:21 +02:00
Matthias f4fac53a13
Merge pull request #7458 from xmatthias/dataformat/feather
new Dataformats feather and Parquet
2022-09-25 09:00:22 +02:00
Wagner Costa Santos 7f116db95e added generic function to get timerange from existent models 2022-09-24 13:01:53 -03:00
Wagner Costa Santos d9c16d4888 Merge branch 'develop' into backtest_live_models 2022-09-24 12:30:55 -03:00
Wagner Costa Santos 3ee7eb63f7 starting backtest live models 2022-09-24 12:28:52 -03:00
Matthias 873eb5f2ca Improve EMC config validations 2022-09-24 16:43:58 +02:00
Matthias 585342f193
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai
Ensure the DF has the same size in backtesting FreqAI
2022-09-24 16:17:39 +02:00
Matthias 8d77ba118c Fix line endings 2022-09-24 16:15:15 +02:00
Matthias 50dfde7048 Remove unnecessary typing import 2022-09-24 16:11:15 +02:00
Matthias 53c8e0923f Improve typing in message_consumer 2022-09-24 16:10:42 +02:00
Matthias 166ae8e3a1 Remove missleading comment 2022-09-24 15:51:20 +02:00
Matthias 4efe2e9bc4 use FtPrecise to convert to contracts and back 2022-09-24 14:55:58 +02:00
paranoidandy 2cc00a1a2c
Allow use of --strategy-list with freqai, with warning (#7455)
* Allow use of --strategy-list with freqai, with warning

* ensure populate_any_indicators is identical for resused identifiers

* use pair instead of metadata["pair"]

Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-09-24 13:21:01 +02:00
Matthias 6643d90e64 simplify freqAI start_backtesting 2022-09-24 10:34:14 +02:00
Matthias 5d27d5689f
Merge pull request #7457 from aemr3/add-training-time
Add elapsed time to Freqai training logs
2022-09-24 10:27:08 +02:00
Timothy Pogue 6b5d71049e add sleep 2022-09-23 13:10:45 -06:00
Timothy Pogue 4c7cef570f typo in exception 2022-09-23 12:58:26 -06:00
Timothy Pogue b8e1d29a1b catch connectionclosederror 2022-09-23 12:36:05 -06:00
robcaulk 647200e8a7 isort 2022-09-23 19:30:56 +02:00
robcaulk 77c360b264 improve typing, improve docstrings, ensure global tests pass 2022-09-23 19:17:27 +02:00
Matthias 7e1e388b9c Add feather/parquet docs 2022-09-23 18:24:30 +02:00
robcaulk 9c361f4422 increase test coverage for RL and FreqAI 2022-09-23 18:04:43 +02:00
Matthias 48352b8a37 Update hdf5 handler to reset index on load 2022-09-23 14:49:17 +00:00
Robert Caulk f5cd8f62c6
Remove unused code from BaseEnv 2022-09-23 10:24:39 +02:00
Emre a4eaff4da6
Add training elapsed time 2022-09-23 01:18:34 -07:00
Matthias 044891f543 Add conditional formats depending on mode 2022-09-23 07:18:18 +02:00
Matthias dc2b93228b Add ParquetDataHandler 2022-09-23 07:18:18 +02:00
Matthias 3c0d2c446d Add Feather datahandler (no trade mode yet) 2022-09-23 07:18:18 +02:00
Matthias 1db8421b9d
Merge pull request #7303 from wizrds/feat/externalsignals
Producer/consumer mode
2022-09-23 06:29:58 +02:00
robcaulk 7295ba0fb2 add test for Base4ActionEnv 2022-09-22 23:42:33 +02:00
robcaulk eeebb78a5c skip darwin in RL tests, remove example scripts, improve doc 2022-09-22 21:16:21 +02:00
Matthias 1626eb7f97 Update dataprovider function name to `get_producer_df` 2022-09-22 20:46:40 +02:00
Matthias e6c5c22ea0 Update websocket/follower docs 2022-09-22 20:31:42 +02:00
robcaulk ea8e34e192 Merge branch 'develop' into dev-merge-rl 2022-09-22 19:46:50 +02:00
th0rntwig 71e6c54ea4
Normalise distances before Weibull fit (#7432)
* Normalise distances before Weibull

* Track inlier-metric params
2022-09-22 18:11:50 +02:00
Wagner Costa Santos b1dbc3a65f remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count 2022-09-22 12:13:51 -03:00
Timothy Pogue 6a6ae809f4 fix jwt auth 2022-09-21 18:23:00 -06:00
Timothy Pogue 77ed713232 add catch for invalid message error 2022-09-21 16:04:25 -06:00
Timothy Pogue 128b117af6 support list of tokens in ws_token 2022-09-21 16:02:21 -06:00
Timothy Pogue 0811bca8b4 revise docs, update dp method docstring 2022-09-21 15:50:11 -06:00
Matthias 91dc5e7aa6 Be sure to provide an amount in entry notifications 2022-09-21 21:12:08 +02:00
Matthias 08e183fb55 Add note about okx trading mode 2022-09-21 20:59:12 +02:00
Matthias 923182680e Explicitly define notification defaults 2022-09-21 12:46:58 +00:00
Matthias 02f2096fc3 Reverse and fix rangestability conditions
closes #7447
2022-09-21 06:53:07 +02:00
Matthias 8f41f943b4 Fix 0.0 amount message wording 2022-09-21 06:42:55 +02:00
Matthias 3b0874eb37 Update exit message handling to gracefully handle kucoins "empty" responses
closes #7444
2022-09-20 20:00:08 +02:00
Matthias 0c01b23cba Capture exceptions in send_msg calls 2022-09-20 18:09:14 +02:00
Matthias 0bd6ad55a1 Always show freqtrade version 2022-09-20 14:14:54 +00:00
Matthias 8a91c8e220 Sort and dedup pairs before data conversion 2022-09-20 13:36:28 +00:00
Matthias 914eccecec Merge branch 'develop' into pr/wizrds/7303 2022-09-20 06:56:15 +02:00
Matthias 3274bb0751 Remove msgpack for now 2022-09-20 06:55:22 +02:00
robcaulk b5fd11f91b protect against unforeseen issues in scanning thread 2022-09-19 21:18:31 +02:00
Matthias 703bcc099a Fix list-pair regex to also support 1INCH/USDT 2022-09-19 20:32:54 +02:00
Matthias eb9ac9cbda add --exchange to convert-trade-data 2022-09-19 20:29:28 +02:00
robcaulk 42c75b4a7b combine log messages 2022-09-19 19:16:32 +02:00
Robert Caulk 9b66297cc0
Fix append 2022-09-19 12:47:20 +02:00
Robert Caulk 995396c775
Add useful log info 2022-09-19 11:42:56 +02:00
Robert Caulk ad652817ef
Ensure train ordering after restart
Ensure lowest timestamps get trained first after restart
2022-09-19 11:11:23 +02:00
Robert Caulk f9460c80c2
Merge pull request #7434 from freqtrade/improve-train-queue
improve train queue system in FreqAI
2022-09-19 10:55:53 +02:00
Matthias ea58c29ded Add plot_feature_importance to schema definition 2022-09-19 08:13:54 +00:00
Matthias 225f7cd5f8
Merge pull request #7431 from initrv/add-plot-feature-importance
Add plot feature importance
2022-09-19 08:41:10 +02:00
Matthias 4a0a0c307c Use json_load to load leverage tiers 2022-09-19 07:23:26 +02:00
Matthias d930931000 Bring back sleep - it'll ensure we give up control over the thread. 2022-09-19 07:14:33 +02:00
Matthias 8116ca847b move trades_get_pairs to parent class 2022-09-18 19:40:03 +02:00
Matthias a06eee300a move ohlcv_get_pairs to parent class 2022-09-18 19:36:23 +02:00
Matthias 584b2381d1 Fix Imports 2022-09-18 19:36:11 +02:00
robcaulk 470d5d8405 ensure full new pairlist is in the queue 2022-09-18 17:08:07 +02:00
robcaulk eaa43337d2 improve train queue system, ensure crash resilience in train queue. 2022-09-18 17:00:55 +02:00
robcaulk 95457d23ca escape freqai-specific characters from file naming 2022-09-18 13:59:30 +02:00
Matthias 994c1c5ea0 use Config typing in more places 2022-09-18 13:31:52 +02:00
Matthias 667853c504 Use Alias to type config objects 2022-09-18 13:20:55 +02:00
robcaulk 188f75d8ec set model in models dict 2022-09-18 12:50:44 +02:00
Matthias 9f23588154 strategy template - remove pointless noqa's 2022-09-18 08:58:33 +02:00
Matthias 7a73adb955 Improve default strategy template 2022-09-18 08:57:26 +02:00
Matthias faf84295a5 Separate strategy subtemplates for better overview 2022-09-18 08:52:53 +02:00
Matthias ab78fb373a Improve freqAI strategy formatting and readability 2022-09-18 08:45:24 +02:00
Matthias 4634936265 additional support for --data-dir 2022-09-18 08:39:03 +02:00