e4ca42faec
[SQUASH] Update stoploss_from_absolute to behave more like stoploss_from_open and add a test for it.
2021-09-18 10:48:53 +03:00
7e6aa9390a
[SQUASH] Unconditionally include quote currency when asset is explicitly specified. Added docs suggesting to use string formatting to make strategy independent of configured stake currency.
2021-09-18 10:48:53 +03:00
e88c4701bb
[SQUASH] Address PR comments.
2021-09-18 10:48:53 +03:00
bb6ae682fc
Small simplifications
2021-09-18 10:48:53 +03:00
5dc78a0c66
[SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists.
2021-09-18 10:48:53 +03:00
f81df19b93
[TMP] Make tests not fail for now.
2021-09-18 10:48:53 +03:00
dfa61b7ad2
[SQUASH] Fix informatives for each pair not being created because dataprovider was not available.
...
Fix not being able to have informative dataframe of a pair in whitelist.
2021-09-18 10:48:53 +03:00
f2a1d9d2fc
[SQUASH] Address PR comments.
2021-09-18 10:48:18 +03:00
1fdb656334
Add a decorator which can be used to declare populate_indicators() functions for informative pairs.
2021-09-18 10:48:18 +03:00
d84ef34740
A helper to calculate stoploss value from absolute price.
2021-09-18 10:48:18 +03:00
a89c67787b
Replace some more occurances of 'buy'
2021-09-18 09:23:53 +02:00
4d558879e9
Merge branch 'feat/short' into pr/samgermain/5378
2021-09-17 19:33:35 +02:00
d680fdf33a
Merge branch 'develop' into feat/short
2021-09-17 11:16:37 +02:00
f7bae81d96
Dataframe should be copied after populate_indicator
...
Without that, PerformanceWarnings can appear throughout hyperopt which
are unnecessary and missleading for users
closes #5408
2021-09-15 19:56:12 +02:00
f5b01443ad
buy/short -> entry order, sell/exit_short -> exit order
2021-09-09 02:10:12 -06:00
2e50948699
Fix some tests
2021-09-04 20:23:51 +02:00
ca44d2e092
Merge branch 'feat/short' into pr/samgermain/5378
2021-09-04 19:54:34 +02:00
5184cc7749
Merge branch 'develop' into feat/short
2021-09-02 07:03:14 +02:00
da5f8c87ae
Add stake_currency to strategy interface
...
allows type-completion in editors
2021-08-31 07:18:57 +02:00
6b93c71d15
Small refactorings, use only enter_long columns
2021-08-25 06:49:06 +02:00
b951f59f89
Fix patch_get_signal
2021-08-24 21:03:13 +02:00
6524edbb4e
Simplify should_exit interface
2021-08-24 20:47:54 +02:00
f3b6a0a797
Fix some type errors
2021-08-24 20:40:35 +02:00
9a03cb96f5
Update get_signal
2021-08-24 20:24:51 +02:00
b40f985b13
Add short-exit logic to backtesting
2021-08-24 20:02:40 +02:00
11bd8e912e
Fix some tests
2021-08-24 06:52:28 +02:00
7a977a8eaf
Merge branch 'feat/short' into pr/samgermain/5378
2021-08-24 06:28:16 +02:00
957551ea97
Merge branch 'develop' into feat/short
2021-08-24 06:25:06 +02:00
faf5cfa66d
Update some tests for updated backtest interface
2021-08-23 21:35:28 +02:00
9add3bf808
Add enter_long compatibility layer
2021-08-23 21:12:46 +02:00
0afeb269ad
Removed unnecessary TODOs
2021-08-23 00:15:35 -06:00
5ca3f49cb5
merged with feat/short after feat/short added styling and comment changes PR
2021-08-22 21:37:20 -06:00
a5be535cc9
strategy interface: removed some changes
2021-08-21 17:06:04 -06:00
55c070f1bb
Added interface leverage method
2021-08-18 16:52:34 -06:00
dc4090234d
Added interface leverage method
2021-08-18 16:52:34 -06:00
092780df9d
condensed strategy methods down to 2
2021-08-18 16:52:34 -06:00
d4a7d2d444
Added short and exit_short to strategy
2021-08-18 16:52:20 -06:00
314359dd6e
strategy interface changes to comments to mention shorting
2021-08-18 13:23:04 -06:00
e2d5299116
Name changes for strategy
2021-08-18 13:22:54 -06:00
c456cfc312
Merge branch 'develop' into pr/Axel-CH/5347
2021-08-14 09:13:30 +02:00
cf27968b97
Properly preserve trade's low during backtesting
2021-08-09 19:38:56 +02:00
a5f796bc97
refactor ohlcvdata_to_dataframe to advise_all_indicators
2021-08-09 14:53:18 +02:00
6532aba765
Merge pull request #5360 from freqtrade/hyperopt_protections
...
Hyperopt protections and Boolean parameter
2021-08-07 09:42:05 +02:00
b9356a5564
Autopep8 formatting
2021-08-06 16:35:39 -06:00
612b88e993
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into custom_order_price
2021-08-05 18:21:31 -04:00
cb3b0cf311
add custom_exit_price in interface and freqtradebot
2021-08-04 23:09:40 -04:00
f243ad4af0
add custom_exit_price in strategy interface
2021-08-04 19:09:55 -04:00
f9f519fd3c
add custom_exit_price function to interface
2021-08-04 18:54:17 -04:00
d9b9eecd4d
remove entry price reached method
2021-08-04 18:47:14 -04:00
ad0e4a8567
Add BooleanParameter
2021-08-04 20:52:56 +02:00
3c41223333
Add test for protections-hyperopt
2021-08-04 20:01:28 +02:00
544e0da6c2
Add protection parameter space
2021-08-04 06:50:14 +02:00
6410a6528b
Add missing methods to advanced strategy template
2021-08-04 06:46:21 +02:00
b644233ead
rename custom_entry_price kwarg to align it to the interface
2021-08-03 17:03:27 -04:00
b3dafb378e
remove use_custom_entry_price as a config option
2021-08-03 16:54:28 -04:00
00939b63f2
flake 8 fixes
2021-08-03 16:25:18 -04:00
53fb8b05e7
remove short logic in entry_price_reached function
2021-08-03 16:19:29 -04:00
5284112b69
fix in custom entry function output,remove changes related to outdated prices, doc exemple minor changes
2021-08-03 15:57:23 -04:00
f11f5d17e9
add feature custom entry price for live
2021-08-03 15:57:23 -04:00
c981641441
Don't fail if strategy doesn't contain sell signal
2021-08-02 20:30:46 +02:00
138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
...
Add buy signal name
2021-07-30 08:23:11 +02:00
aea5da0c73
changes testcase
2021-07-23 11:42:43 +07:00
5fe18be4b5
add note buy_tag and split 3 assignment for get_signal
2021-07-23 01:25:15 +07:00
b84a1d0c92
Don't crash when *_params is not defined in strategy
...
closes #5407
2021-07-22 20:21:04 +02:00
643b6b950e
run flake8
2021-07-22 02:23:34 +07:00
25e329623f
change signature
2021-07-22 02:11:54 +07:00
235c1afd09
add buy_tag on telegram
2021-07-22 01:53:15 +07:00
49886874aa
rename to buy_tag
2021-07-21 20:05:35 +07:00
66a7070170
run linter
2021-07-20 23:56:03 +07:00
edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name
2021-07-20 19:19:46 +07:00
ed30c023cd
fix some testcase
2021-07-20 19:08:14 +07:00
104711a9bf
get_signal signature
2021-07-20 05:04:25 +07:00
9e63bdbac9
feat: add buy signal name
2021-07-20 04:58:20 +07:00
0e4466ca1e
Implement strategy-controlled stake sizes. Expose `self.wallet` to a strategy.
2021-07-11 12:38:58 +03:00
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
...
automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
3686efa08a
Add range property to CategoricalParameter and DecimalParameter, add their tests.
...
At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
2021-07-03 16:02:45 +03:00
645da51b5f
Add test for parameter loading
2021-06-30 06:55:10 +02:00
55f032b18e
Catch trying to read faulty parameter file
2021-06-29 20:51:29 +02:00
a2ccc1526e
Load parameters from file
2021-06-29 07:07:34 +02:00
2310deec53
Update name to get non-optimized parameters
2021-06-29 06:50:47 +02:00
750c780293
Support loading parameters from json file
2021-06-29 06:50:47 +02:00
158cb415a9
Add settings interface to have types available
2021-06-26 17:28:37 +02:00
1067a9f356
Move strategy-override signals to top-level of the config
...
closes #2867
2021-06-26 16:06:13 +02:00
d294ef10d7
unexpected docstring params
2021-06-25 23:56:16 +05:30
a46f60bd94
spell corrections
2021-06-25 22:10:04 +05:30
96fbb226c5
Implement better strategy checks
...
part of #2696
2021-06-19 19:32:29 +02:00
e1010ff592
Don't load protections from config if strategy defines a property
2021-06-18 19:55:53 +02:00
38ed49cef5
move low to stoploss_reached
...
to clarify where which rate is used
2021-06-15 09:05:36 +03:00
6d5fc96714
Implement most pessimistic handling of trailing stoploss.
2021-06-15 09:05:36 +03:00
d4dfdf04fc
Move RPCMessageType to enums
2021-06-09 20:23:17 +02:00
9c34304cb9
Move state enums to enums package
2021-06-08 21:20:35 +02:00
3c149b9b59
Move signalType to enums
2021-06-08 21:09:39 +02:00
89b9915c12
Update imports for SellType in tests
2021-06-08 21:07:16 +02:00
d16a619489
Move SellType Enum to it's own module
2021-06-08 21:04:34 +02:00
d7fdc2114a
allow list-strategies to show if params are hyperoptable
2021-05-29 13:27:08 +02:00
4bc018a456
Change rate back to "open" for custom_sell
...
closes #4920
2021-05-14 07:18:10 +02:00
6af4de8fe8
Remove dataframe parameter from docs.
2021-05-08 10:29:47 +03:00
dc6e702fec
Pass current_time to confirm_trade_entry/confirm_trade_exit.
2021-05-08 10:29:47 +03:00
d34da3f981
Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods."
...
This reverts commit 595b8735f8
2021-05-08 10:29:47 +03:00
9049d6b779
Reformat hyper to cache parameters
2021-05-02 10:45:21 +02:00
555262b6e1
Only calculate additional indicators if the space is selected
2021-05-01 16:40:29 +02:00
e050ea8dfa
Don't load parameters for other space
2021-05-01 16:21:59 +02:00
f3388ed9aa
fix IStrategy: abstract methods still need to pass through return value
...
otherwise doing something like:
```py
dataframe = super().populate_indicators(dataframe, ...)
```
won't work, because `dataframe` becomes `None`.
This is needed if one of those methods uses dataframe.copy() instead of
just working on reference. e.g. using `merge_informative` in
`populate_indicator` in a nested class hierarchy
2021-04-30 14:39:01 +02:00
55faa6a84a
safe_wrapper should use kwargs to call methods
2021-04-26 20:18:03 +02:00
dbf33271b5
Small doc changes
2021-04-26 19:52:26 +02:00
31a2285eac
Fix mypy complaints.
2021-04-26 10:42:24 +03:00
595b8735f8
Add dataframe parameter to custom_stoploss() and custom_sell() methods.
2021-04-25 09:48:40 +03:00
961b38636f
Remove explicit sell_flag parameter from SellCheckTuple.
2021-04-25 09:48:40 +03:00
bfad4e82ad
Make execute_sell() use SellCheckTuple for sell reason.
2021-04-25 09:48:40 +03:00
a90e795695
Warn and trim custom sell reason if it is too long.
2021-04-25 09:48:40 +03:00
1aad128d85
Support returning a string from custom_sell() and have it recorded as custom sell reason.
2021-04-25 09:48:40 +03:00
1292e08fe4
Use strategy_safe_wrapper() when calling custom_sell().
2021-04-25 09:48:40 +03:00
0fd68aee51
Add IStrategy.custom_sell method which allows per-trade sell signal evaluation.
2021-04-25 09:48:40 +03:00
90476c4287
Add "range" property to IntParameter
2021-04-24 07:00:33 +02:00
9dc7f776d9
Improve log output when loading parameters
2021-04-23 20:35:30 +02:00
e820814809
Default-stoploss-hyperopt should use decimal space, nto real
2021-04-14 20:32:34 +02:00
9804e20114
Don't use _set_value for autoOpt-Spaces
2021-04-10 09:53:48 +02:00
83fbaf16c8
Extract numeric param validation and explosion
2021-04-10 07:59:59 +02:00
ea4b5d675d
Don't explode low/high, but use explicit parameters
2021-04-10 07:12:31 +02:00
5f67400649
Add SKDecimal Space
2021-04-09 21:58:15 +02:00
c51839dc3b
Make the logmessage for loaded parameters clearer
2021-04-05 11:21:20 +02:00
dc406fe19f
Fail in case of name and explicit space name collisions
2021-04-05 10:53:00 +02:00
30e5e92968
Don't allow one parmeter to be in 2 spaces
...
use the explicit user wish (given explicitly with "space")
2021-04-03 20:17:48 +02:00
faf40482ef
Fix parameter printing.
2021-04-03 13:49:24 +03:00
ea43d5ba85
Implement DecimalParameter and rename FloatParameter to RealParameter.
2021-04-02 17:08:16 +03:00
5acdc9bf42
Fix type errors by converting all hyperopt methods to instance methods
2021-04-01 06:47:23 +02:00
5e5b11d4d6
Split "enabled" to "load" and "optimize" parameters.
2021-03-31 12:31:28 +03:00
929f329607
more tests
2021-03-28 19:49:20 +02:00
20f7e9b4b7
Make BaseParameter get_space abstract
2021-03-28 19:31:54 +02:00
71e2134694
Add some simple tests for hyperoptParameters
2021-03-27 11:26:26 +01:00
786ddc6a91
remove unused imports
2021-03-27 10:47:33 +01:00
e934d3ddfb
[SQUASH] Oopsie.
2021-03-26 16:56:24 +02:00
40f5c7853e
[SQUASH] Add a way to temporarily disable a parameter (excludes from parameter loading/hyperopt) and print parameter values when executed.
2021-03-26 16:56:24 +02:00
bbe6ece38d
[SQUASH] Fix parameter configs not loading.
2021-03-26 16:56:24 +02:00
424cd2a914
[SQUASH] Use "space" instead of category.
2021-03-26 16:56:24 +02:00
fd45dfd894
[SQUASH] Make skopt imports optional.
2021-03-26 16:56:24 +02:00
e9f0babe8a
[SQUASH] Use HyperStrategyMixin as part of IStrategy interface.
2021-03-26 16:56:24 +02:00
2d13e5fd50
[SQUASH] Oopsies.
2021-03-26 16:56:24 +02:00
bb89e44e19
[SQUASH] Address PR comments.
...
* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
2021-03-26 16:56:24 +02:00
0a205f52b0
Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts.
2021-03-26 16:56:24 +02:00
ce1ed76269
complete stoploss_from_open and associated test
2021-03-17 22:44:10 +09:00
aee2591490
add stoploss_from_open() as a strategy_helper
2021-03-17 17:58:23 +09:00
e32b2097f0
Use timestamp in UTC timezone for ROI comparisons
2021-02-27 09:32:59 +01:00
642e3be7c5
Fix(strategy/interface.py): comment typo
...
`advice_buy` -> `advise_buy`
2021-02-26 23:17:59 +01:00
3d9b4034e6
Use already calculated current_profit for sell_profit_offset comparison
2021-02-02 08:06:19 +01:00
4cc93151c5
Fix a bug when compare sell_profit_offset
...
It should be comparing the ratio instead of absolut profit.
Also updated the comment.
2021-01-31 12:14:09 +08:00
6007d5182a
Merge pull request #4147 from hoeckxer/ignore_expired_candle
...
Ignoring candles that have expired within timeframe
2021-01-12 19:04:16 +01:00
1f6a71fdd9
Reformat code on new version
2021-01-12 08:24:11 +01:00
71f45021b9
Removed redundant statement
2021-01-12 07:35:30 +01:00
e328182bd7
Changed workings so it only needs to timing-parameter, instead of also requiring a boolean value
2021-01-12 07:30:39 +01:00
Rokas Kupstys
Matthias
Sam Germain
axel
kevinjulian
aayush-jain18
Joe Schr
Brook Miles
JoeSchr
Pan Long
hoeckxer