Commit Graph

4108 Commits

Author SHA1 Message Date
Antonio Della Fortuna f2fa476dc6 max_open_trades should be an integer
Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity
2023-01-04 16:09:27 +01:00
Wagner Costa ed2b1b1ed1 Merge branch 'develop' into freqai_feature_engineering_functions 2023-01-04 10:40:20 -03:00
Antonio Della Fortuna ce661cb58b Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-04 10:35:09 +01:00
Antonio Della Fortuna 5fd85368a9 Added support for max_open_trades hyperopting 2023-01-04 10:34:44 +01:00
Matthias 74b924471a type ccxt_compat tests 2022-12-31 10:59:42 +01:00
robcaulk b2bab68fba move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies 2022-12-30 13:02:39 +01:00
Wagner Costa 2e30bdb9b2 freqai bt - fix tests 2022-12-29 16:35:11 -03:00
Matthias c78b2080cc Add exception test for interest function 2022-12-28 17:42:35 +01:00
Matthias 149539d3f9 Merge branch 'stable' into new_release 2022-12-28 15:42:29 +01:00
Matthias 32bbe603cb Fix sortino std calculation 2022-12-28 14:59:49 +01:00
robcaulk 6f7eb71bbb ensure RL works with new naming scheme 2022-12-28 14:52:33 +01:00
Matthias f21185d1c4 Add tests for new metrics 2022-12-28 14:05:04 +01:00
robcaulk c2936d551b improve doc, update test strats, change function names 2022-12-28 13:25:40 +01:00
Matthias cd4faa9c59 keep max_stake_amount through backtests 2022-12-27 18:08:20 +01:00
Matthias 62c4675e29 Remove some deprecated fields from the API 2022-12-27 14:28:07 +01:00
Matthias cb66663fd2 show max_stake_amount in API 2022-12-27 14:28:07 +01:00
Matthias 55001bf321 Keep max_stake_amount (only relevant for DCA orders). 2022-12-27 14:28:07 +01:00
Matthias 6f2c3e2528 Split migration and persistence tests 2022-12-27 14:28:07 +01:00
Matthias 882e68c68b Rename backtest-result from new to "not new". 2022-12-26 15:33:14 +01:00
Matthias 6a15a9b412 Update backtest-result_new
fixing the calculation of profit_abs - which was incorrect previously.
2022-12-26 15:33:14 +01:00
Matthias ce13ce4b10 Update binance stoploss order types
closes #7927
an update to the most recent ccxt version (>2.4.55) would have the same effect.
2022-12-25 09:05:53 +01:00
Matthias 4601705814
Merge pull request #7923 from freqtrade/freqai_backtest
Freqai backtest
2022-12-23 19:17:12 +01:00
Matthias 524da3c7ab Don't actually load models to avoid random failures 2022-12-23 16:19:12 +01:00
Matthias ad0d7c9a9e Don't allow DCA trades to go beyond max order size
closes  #7924
2022-12-23 16:09:35 +01:00
Matthias 256fac2a2b Add test for freqaimodels endpoint 2022-12-20 07:24:54 +01:00
Matthias 3012c55ec5
Merge pull request #7867 from Bloodhunter4rc/remotepairlist
Add Remotepairlist
2022-12-19 19:28:49 +01:00
Matthias a119fbd895 Small error-message finetuning 2022-12-19 18:19:55 +01:00
Bloodhunter4rc 43f5a16006 parse exception handling, remove info, cache change 2022-12-19 15:36:28 +01:00
Robert Caulk cc30210b3f
Merge pull request #7908 from freqtrade/add-3action-rl-env
Add 3 Action RL Env
2022-12-19 14:47:57 +01:00
robcaulk a276ef4b06 ensure long only RL is tested 2022-12-19 11:49:31 +01:00
Matthias 86b30d2d66 Improve emc test resiliancy 2022-12-19 07:01:32 +01:00
Matthias bad6fe77d3 Remove deprecated trade property 2022-12-18 17:21:50 +01:00
Emre e604047158
Enable RL tests on arm mac 2022-12-16 22:57:55 +03:00
Emre a8c9aa01fb
Add 3ac test 2022-12-16 22:31:44 +03:00
robcaulk c9bc91c75b add shuffle_after_split option 2022-12-16 11:20:37 +01:00
Matthias 935275010f Remove some unused fixtures 2022-12-16 06:46:54 +01:00
Sam Germain 32d57f624e delisted bibox following ccxt PR https://github.com/ccxt/ccxt/pull/16067 2022-12-15 15:00:27 -05:00
Matthias 2828255435
Merge pull request #7842 from wizrds/feat/refactor-emc
Change to broadcasting single candles in Producer/Consumer
2022-12-15 19:47:29 +01:00
Matthias 6fa3db3a1d Fix failing tests 2022-12-15 19:36:21 +01:00
Bloodhunter4rc cd1b8b9cee single space removed for the unit test to pass.. 2022-12-15 18:14:37 +01:00
Bloodhunter4rc 9e20d13e50
Merge branch 'freqtrade:develop' into remotepairlist 2022-12-15 17:38:56 +01:00
Bloodhunter4rc 1d5c66da3b + Unit Tests 2022-12-15 17:38:21 +01:00
Matthias ca2a878b86 Update test naming 2022-12-14 20:06:55 +01:00
Matthias 97fee37072 Improve emc test 2022-12-14 07:22:51 +01:00
Bloodhunter4rc d52c1c7554 Add unit tests 2022-12-13 20:21:06 +01:00
Matthias c042d0146e Don't run gc_setup during tests 2022-12-13 17:14:28 +00:00
Matthias 1c0c4fd420 Improve test 2022-12-12 22:47:35 -07:00
Matthias 96edd31458 Test add_external_candle 2022-12-12 22:47:35 -07:00
Timothy Pogue f1ebaf4730 fix tests 2022-12-12 22:47:35 -07:00
Matthias abc3badfb5 Improve shutdown behavior
closes #7882
2022-12-12 20:01:54 +01:00
Emre 272c3302e3
Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling 2022-12-11 13:12:45 +03:00
Matthias 1da8ad69d9 improve more tests by freezing time 2022-12-08 14:33:16 +01:00
Matthias bbedc4b63e Stop clock to avoid random failures on slow CI runs 2022-12-08 14:15:29 +01:00
Matthias 74e623fe5b Improve kraken test resiliance 2022-12-08 08:33:07 +01:00
Robert Caulk b9f6911a6a
Merge pull request #7843 from smarmau/develop
freqai RL agent info during training
2022-12-06 20:06:41 +01:00
Emre 26a61afa15
Move base tf logic to config validation 2022-12-05 23:54:15 +03:00
Emre bc48099e48
Revert changes 2022-12-05 23:52:48 +03:00
robcaulk 62c69bf2b5 fix custom_info 2022-12-05 20:22:54 +01:00
Matthias 72472587dd Increase test range for api version test 2022-12-05 20:19:01 +01:00
Matthias 687eefa06e Improve emit_df testcase 2022-12-05 18:19:19 +01:00
Emre 730fba956b
Ensure base tf included in include_timeframes 2022-12-05 16:16:17 +03:00
Matthias 05424045b0 Temporarily disable since binance blocks US 2022-12-02 06:12:21 +01:00
Wagner Costa 26e8a5766f Merge branch 'develop' into backtest_fitlivepredictions 2022-11-30 08:29:28 -03:00
Wagner Costa 17cf3c7e83 bug fixes and removed fillna from fit_live_predictions 2022-11-30 08:28:45 -03:00
Matthias 3c322bf7df Improve forceenter validation messages 2022-11-29 18:27:08 +01:00
Matthias e6b8cb8ea9
Merge pull request #7795 from froggleston/entry_exit_date_print
Add date selection arguments to backtest-analysis printout
2022-11-29 16:56:58 +01:00
Wagner Costa df979ece33 Merge branch 'develop' into backtest_fitlivepredictions 2022-11-29 09:39:15 -03:00
Matthias f4025ee5de
Merge pull request #7289 from freqtrade/feat/freqai-rl-dev
Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
Matthias 2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail
backtesting - use full detail timeframe
2022-11-27 16:09:23 +01:00
Matthias 3fc367f536
Merge pull request #7771 from wizrds/feat/refactor-ws
Refactor WebSocket API for performance
2022-11-27 15:49:34 +01:00
Matthias 178e5a195a Merge branch 'stable' into new_release 2022-11-27 15:33:45 +01:00
froggleston 1a3f88c7b9 Replace separate start/end date option with usual timerange option 2022-11-27 11:30:13 +00:00
froggleston 706bc9ebea Merge branch 'entry_exit_date_print' of github.com:froggleston/freqtrade into entry_exit_date_print 2022-11-26 16:59:27 +00:00
froggleston 4790aaaae1 Implement cli options for backtesting-analysis date filtering 2022-11-26 16:58:56 +00:00
robcaulk 81fd2e588f ensure typing, remove unsued code 2022-11-26 12:11:59 +01:00
Matthias 756921b16a Update fthypt file 2022-11-25 17:05:49 +01:00
Matthias 79c041b62d Update tests for new export format 2022-11-25 16:57:58 +01:00
Matthias 0f97ef0d7b Reset stoploss_order_id when order is canceled
closes #7766
2022-11-25 16:08:33 +01:00
Matthias 5e6cda11ef Update method name for trade fee updating 2022-11-25 14:43:56 +01:00
Timothy Pogue bcc8063eeb Merge branch 'develop' into feat/refactor-ws 2022-11-24 13:42:57 -07:00
robcaulk 00d2a01bf0 isort 2022-11-24 18:57:01 +01:00
robcaulk 4894d772ed merge develop into feat/freqai-rl-dev 2022-11-24 18:50:11 +01:00
robcaulk 8855e36f57 reduce freqai testing time by reducing retrain frequency and number of features 2022-11-24 18:16:33 +01:00
Matthias c963fd720b Slightly change test setup for dry_run_order_fill 2022-11-23 18:17:14 +01:00
Wagner Costa d09157efb8 update code to use one prediction file / pair 2022-11-22 15:15:42 -03:00
Wagner Costa 91779bb28b Merge branch 'develop' into backtest_fitlivepredictions 2022-11-22 13:09:48 -03:00
Wagner Costa c01f25ddc9 update code to freqai_backtest_live_models only from historic predictions 2022-11-22 13:09:09 -03:00
Timothy Pogue d9d7df70bf fix tests, log unknown errors 2022-11-21 12:21:40 -07:00
Matthias 12b471c64b Prevent 2 parallel open orders through forceentry
this leads to forgetting the prior order

closes #7765
2022-11-20 09:28:14 +01:00
Wagner Costa Santos fdc82af883 fix tests - update code to backtest with historic_predictions 2022-11-19 22:27:58 -03:00
Wagner Costa Santos 80d070e9ee update code to use historic_predictions for freqai_backtest_live_models 2022-11-19 14:15:58 -03:00
robcaulk 387c905a86 merge develop into RL 2022-11-17 21:59:07 +01:00
robcaulk 60fcd8dce2 fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc 2022-11-17 21:50:02 +01:00
robcaulk 91df79ff44 merge dev into backtest-live-predictions 2022-11-17 21:20:47 +01:00
Matthias 1975e942d6 Add test for no remaining
(kucoin case - https://github.com/freqtrade/freqtrade/issues/7757).
2022-11-17 19:07:47 +00:00
Matthias 48e5a45856 rpc_test: dont replicate whole response,
updating  what's changed improves readability
2022-11-17 19:07:47 +00:00
Robert Caulk cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
Simplify timerange handling
2022-11-17 19:57:48 +01:00
Wagner Costa Santos 3903b04d3f save_live_data_backtest - added docs and tests 2022-11-17 15:20:07 -03:00
Matthias 0a7f4fd3cc fix httpx test warning 2022-11-17 10:36:24 +00:00
Matthias 097af973d2 improve RPC testcase to cover open orders 2022-11-17 07:10:47 +01:00
Matthias 30b467906c Delist FTX, following ccxt's delisting. 2022-11-14 19:40:57 +01:00
Matthias 95fd4072fa
Merge pull request #7701 from freqtrade/add-single-precision-freqai
add option to force single precision
2022-11-14 07:02:35 +01:00
robcaulk 1e9e7887aa fix constants.py, fix freqai test 2022-11-13 15:38:35 +01:00
robcaulk af9e400562 add test coverage, fix bug in base environment. Ensure proper fee is used. 2022-11-13 15:31:37 +01:00
Matthias a59d61472b Add test for dataframe footprint reduction 2022-11-13 15:29:37 +01:00
robcaulk e45d791c19 Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev 2022-11-13 13:00:16 +01:00
Matthias 535c365b4a Disable ftx ccxt_compat tests
Their API is down due to being insolvent ...
2022-11-13 10:33:54 +01:00
robcaulk 259f87bd40 fix rl test; 2022-11-12 19:01:40 +01:00
Matthias ee0e59157c Update join relationship of orders table to selectin
closes #6791 by slightly improving performance in this area.
2022-11-12 16:34:00 +01:00
robcaulk 6ff0e66ddf ensure strat tests are updated 2022-11-12 11:13:31 +01:00
robcaulk 7a4bb040a5 merge develop into feat/freqai-rl-dev 2022-11-12 10:54:34 +01:00
robcaulk 214c622475 move dataframe converter to converter.py 2022-11-12 10:38:25 +01:00
robcaulk 9617d8143d Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai 2022-11-12 10:21:38 +01:00
Robert Caulk 833578716c
Merge pull request #7644 from markdregan/multi-target-classifier
Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
robcaulk 790ff2a84b merge develop into add-single-prec 2022-11-11 18:08:51 +01:00
robcaulk 66514e84e4 add LightGBMClassifierMultiTarget. add test 2022-11-11 17:45:53 +01:00
Matthias 0f9c5f8d41 Simplify timerange handling 2022-11-10 18:28:18 +01:00
Matthias 3e676dbaa4 Add properties to simplify timerange handling 2022-11-10 16:33:57 +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 6559384286 Merge branch 'develop' into backtest_live_models 2022-11-07 15:14:10 -03:00
Matthias 5ba012c592 Disable "tick" in test_update_funding_fees_schedule
we only want to test run frequency, not time progression.
2022-11-07 07:18:09 +00:00
Matthias 2068a44fd0 Add test for new behavior 2022-11-06 11:17:25 +01:00
Matthias d48a9ae96d Add leverage to backtest results
closes #7574
2022-11-06 09:40:44 +01:00
Matthias ded57fb301 Remove no longer valid test part 2022-11-05 20:32:31 +01:00
Matthias 5bd3e54b17 Add test for detail backtesting 2022-11-05 20:01:05 +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
Matthias 29ba263c3c Update some test parameters 2022-11-05 17:02:27 +01:00
Matthias 25b8d34fe2 Update backtesting test
Had bad behavior before, and didn't properly test what it was supposed to
2022-11-05 17:02:18 +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 444a068481 merge develop into track-current-candle 2022-11-03 21:09:08 +01:00
Wagner Costa Santos 17798b3397 Merge branch 'develop' into backtest_live_models 2022-11-03 13:29:25 -03:00
robcaulk b3b756ec14 ensure test pass 2022-11-02 20:30:04 +01:00
Matthias 09e0a8d4df
Merge pull request #7689 from freqtrade/add-pca-dbscan-tests
add integrated tests for PCA and DBSCAN
2022-11-02 19:41:37 +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 63458a6130 isort 2022-11-02 18:40:13 +01:00
robcaulk 2afa185dc6 add integrated tests for PCA and DBSCAN 2022-11-02 18:34:56 +01:00
robcaulk 162056a362 fix flake8 2022-10-31 18:23:35 +01:00
robcaulk a49edfbaee add tests for CatboostClassifier 2022-10-30 18:08:10 +01:00
robcaulk d1a0874683 merge develop into feat/freqai-rl-dev 2022-10-30 10:13:03 +01:00
Matthias a323acf343 Improve ShufflePairlist to shuffle only once per candle 2022-10-30 09:46:12 +01:00
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 a56465e049 Merge branch 'stable' into new_release 2022-10-28 19:34:15 +02:00
Matthias 255f38537e Simplify stoploss behavior by combining more commonalities 2022-10-26 07:14:33 +02:00
Matthias cf6b75a3f3 Use combined stoploss_adjust where possible 2022-10-26 07:12:42 +02:00
Matthias f70c00dd4c Improve variance around worker timing test 2022-10-25 06:14:42 +00:00
Matthias f93b6eec63 Improve timing for worker throttling 2022-10-24 20:09:13 +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
Timothy Pogue bb06745227 fix tests 2022-10-23 12:25:39 -06:00
th0rntwig 49ff51f11f Change storage loc and fix test fail 2022-10-23 16:24:02 +02:00
Matthias d0571464db Improve test for worker throttle 2022-10-23 14:20:59 +02:00
Timothy Pogue c4a2ee05e7 fix freqai test 2022-10-22 09:31:55 -06:00
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 5ee3b8cbbb update config recording to use all configs, fix tests 2022-10-21 19:48:26 -06:00
Matthias b715d9c521 Improve fee handling
closes #7586
2022-10-21 16:30:14 +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 0aa840792b Move persistence tests to package 2022-10-20 20:05:15 +02:00
Matthias f4814a7d59 Improve test resiliance to small roundings 2022-10-20 19:57:56 +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 52b60c5cbb Merge branch 'develop' into backtest_live_models 2022-10-20 11:59:37 -03:00
Matthias 6e95b6667d Modify test ensuring we always have a 0 index 2022-10-19 11:57:05 +02:00
Matthias c3d4fb9f1b Simplify backtest calling interface 2022-10-18 06:39:55 +02:00
Matthias 880ddccaa8
Merge pull request #7590 from freqtrade/list-models
List models
2022-10-17 20:40:41 +02:00
Matthias c2914feb12 Don't fail contract size repopulation if pair is no longer available 2022-10-17 09:55:18 +00:00
Matthias 6252ae466e Convert position_stacking to attribute of backtest 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
Evgeniy Vladimirov 82d75d8914 Fix tests that failed due to new strategy. 2022-10-16 14:59:55 +03:00
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
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
robcaulk 9135e631c0 :Merge branch 'develop' into add-metric-tracker 2022-10-15 15:54:41 +02:00
Matthias 498289728d Fix catboost tests polluting CWD 2022-10-15 08:48:41 +02:00
Matthias 93ad3810fd Add test for list-freqaimodels 2022-10-15 08:20:06 +02:00
robcaulk b236e362ba Merge remote-tracking branch 'origin/develop' into add-metric-tracker 2022-10-14 19:00:49 +02:00
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
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 7672586de9 Fix unreliable hyperopt test 2022-10-13 19:43:37 +02:00
Wagner Costa Santos 93fe2b6446 Merge branch 'develop' into backtest_live_models 2022-10-13 11:22:58 -03:00
Matthias 28be784c2e Fix kucoin live test failure 2022-10-13 12:17:53 +00:00
Matthias 39c27cfc37 Don't fail if fetchTickers is not availlable 2022-10-13 06:58:02 +00:00
robcaulk 88b8f18639 add test for metric tracker 2022-10-11 19:24:47 +02:00
silur 30a45bb597 add XGBoostRF models to freqai test interface 2022-10-11 13:17:21 +02:00
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
robcaulk c9eee2eba4 revert syntax 2022-10-10 20:50:54 +02:00
Wagner Costa Santos 01e3507e4c fix freqai backtest live models 2022-10-10 15:15:43 -03:00
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 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 4f967fed97 Improve ccxt tests 2022-10-09 10:52:01 +02:00