Commit Graph

8721 Commits

Author SHA1 Message Date
eSeR1805 ad0c5d9440
Refactor entry adjustment for backtesting. 2022-04-30 13:38:17 +03:00
eSeR1805 f9977c26e7
Full cancel only for non DCA trades. 2022-04-30 12:55:03 +03:00
Matthias 09b74cebce Move edge bot_loop_start to edge_cli
(otherwise it's called twice when running trade mode with edge on).
2022-04-30 08:55:07 +02:00
Sam Germain 8756e7d9a1 flake8 linting 2022-04-29 23:35:08 -06:00
Sam Germain 4a6f1e90c3 Merge branch 'develop' into bot-start 2022-04-29 22:23:42 -06:00
Matthias 43049e0465 Evict cache if parameter file changed
closes #6735
2022-04-29 19:44:17 +02:00
Matthias fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
eSeR1805 09089b160e
Merge branch 'develop' into feat_readjust_entry 2022-04-29 13:02:38 +03:00
Matthias 48ff788e82 Clarify that stoploss is required
closes #6740
2022-04-29 09:53:05 +00:00
Matthias 21df1b0db3 Use ORJSON for http responses 2022-04-29 07:17:31 +02:00
eSeR1805 17650d7e60
Maintain existing order. Update functionality and documentation 2022-04-29 00:10:17 +03:00
eSeR1805 eb23170c43
Merge branch 'develop' into feat_readjust_entry 2022-04-28 23:06:52 +03:00
Matthias d1a61f9c61 Don't start futures backtest if leverage-tiers don't contain pair 2022-04-28 20:05:19 +02:00
Matthias cb5c3316d1 Simplify log output 2022-04-28 19:43:52 +02:00
Matthias e0d86307cb
Merge pull request #6732 from freqtrade/remove_duplicate_liqprice_call
Don't call interest_rate and isolated_liq twice
2022-04-28 07:38:32 +02:00
Matthias 2ef1181e16 Simplify trade __repr__ 2022-04-28 07:33:30 +02:00
Matthias 1e83589641 Fix hyperopt 2022-04-28 06:59:03 +02:00
Matthias ca49821df0 Fix race condition for loop 2022-04-28 06:29:14 +02:00
Matthias 46855221aa Fix rounding issue with contract-sized pairs for dry-run orders 2022-04-27 19:58:19 +02:00
Matthias 2c0a7c5d74 Don't call interest_rate and isolated_liq twice 2022-04-27 17:13:58 +02:00
Matthias 30c9dc6975 Fix exit-signa being assigned when tag is set but no signal is present. 2022-04-27 13:53:11 +02:00
Matthias ad7fbfab1b Slightly improved styling 2022-04-27 13:27:33 +02:00
Matthias 108f11b1d7 Fix docs typos 2022-04-27 06:42:56 +02:00
Rokas Kupstys 6d99222320 Add 'exit_tag' parameter to 'custom_exit_price' callback. 2022-04-26 10:01:51 +03:00
Sam Germain e76c6e8ad3 added bot_start call to edge_positioning.__init__ 2022-04-25 17:48:57 -06:00
Sam Germain e09b4498fa added bot_start call to plot/plotting 2022-04-25 17:48:57 -06:00
Sam Germain 4fd904e0a9 added bot_start to backtesting 2022-04-25 17:48:57 -06:00
Sam Germain d92761b2b1 Revert "strategy callback on_whitelist_update"
This reverts commit 39798dc1192161c3060830dd4684571aa86b7821.
2022-04-25 17:48:43 -06:00
Sam Germain bf7da35e31 strategy callback on_whitelist_update 2022-04-25 17:48:07 -06:00
Sam Germain 0b90e1d309 Added bot_start callback to strategy interface 2022-04-25 17:47:12 -06:00
Matthias 44000ae0b3 Fix CAGR missing for old results 2022-04-25 17:37:25 +02:00
Matthias 246a336f56
Merge pull request #6726 from froggleston/bt_concat
Move df append to pd concat
2022-04-25 16:03:27 +02:00
Matthias e38c4883dc
Merge pull request #6725 from freqtrade/cagr
Add CAGR calculation to backtesting
2022-04-25 16:02:39 +02:00
Matthias 9a5a57d848
Merge pull request #6724 from freqtrade/pre-commit-additional_updates
Check pre-commit verison updates
2022-04-25 14:57:45 +02:00
froggleston 431c539cbd Fix isort import order 2022-04-25 10:42:24 +01:00
Matthias 4444259078 Fix hyperopt-loss interface to enforce kwargs 2022-04-25 11:33:18 +02:00
froggleston 580da21dda Move df append to pd concat 2022-04-25 10:31:19 +01:00
Matthias 500fdc2759 run mypy also against tests 2022-04-25 11:12:35 +02:00
Matthias 4143ebbeae Add CAGR calculation to backtesting 2022-04-25 10:51:11 +02:00
Matthias 7b02114ad2 Restrict trading pairs with too low precision
closes #6606
2022-04-25 09:49:51 +02:00
Matthias 86b3aac9ba Fix FTX not fetching the very latest data 2022-04-25 08:38:02 +02:00
Matthias 9bc6bbe472 Improve test for max_drawdown calculations 2022-04-25 07:23:16 +02:00
Matthias 562e36c3ec Remove Interface V1 support 2022-04-25 07:01:27 +02:00
Nicolas Papp e8aec967dd Update on note 2022-04-24 17:42:52 -03:00
Nicolas Papp 086cc6be93 Correction on tests 2022-04-24 17:37:09 -03:00
Matthias 4de0fdbfca Minor edits found during review 2022-04-24 14:43:30 +02:00
Matthias 6623192108 improve doc wording 2022-04-24 14:39:13 +02:00
Matthias 737bdfe844 Use "side" parameter when calling Pairlocks 2022-04-24 14:33:24 +02:00
Matthias b0a8bf3025 Show lock side 2022-04-24 14:33:24 +02:00
Matthias 4942d73693 update pairlock tests 2022-04-24 14:33:24 +02:00
Matthias 845f960a4e realign pairlock naming to side 2022-04-24 14:33:24 +02:00
Matthias fc201bb4ff implement pairlock side further 2022-04-24 14:33:24 +02:00
Matthias 7c79d937e0 Properly type "side" parameter 2022-04-24 14:33:24 +02:00
Matthias b7cada1edd Convert ProtectionReturn to dataclass 2022-04-24 14:33:24 +02:00
Matthias 9e199165b4 Update protection-interface to support per-side locks 2022-04-24 14:33:24 +02:00
Matthias 6ff3b178b0 Add direction column to pairlocks 2022-04-24 14:33:24 +02:00
Matthias 25c6c5e326 Update backtest sell terminology to exit 2022-04-24 14:30:50 +02:00
Matthias 3c17409bd7 Update buy to entry in backtesting 2022-04-24 14:28:15 +02:00
Nicolas Papp 0f943c482b PEP8 code compliance 2022-04-23 13:15:14 -03:00
Matthias 8cac0a47cc Fix joblib being in wrong requirements 2022-04-23 17:08:34 +02:00
Matthias d4e12371c2
Merge pull request #6558 from samgermain/recursive-strategy-folder
Recursively search subdirectories in config['user_data_dir']/strategies for a strategy
2022-04-23 14:23:53 +02:00
Matthias b1ca47e3d6
Merge pull request #6707 from koradiyakaushal/develop
Ref: timeseries friendly merge_ordered in merge_informative_pair func…
2022-04-23 14:22:23 +02:00
Matthias f2912f8815 Improve mypy runs 2022-04-23 11:31:12 +02:00
Matthias 84f5a4d5bc Fix indentation 2022-04-23 10:51:24 +02:00
Matthias 89f16ad3a5
Merge pull request #6543 from froggleston/v3_fixes
Add support for storing buy candle indicator rows in backtesting results
2022-04-23 09:45:11 +02:00
Matthias 5a90d5ece6 Fix docstring quotes 2022-04-23 09:44:04 +02:00
Matthias 7328553c0b
Merge pull request #6563 from italodamato/opt-ask-force-new-points
Optimize only new points
2022-04-23 09:43:33 +02:00
Matthias 580a2c6545 Don't repeat backtest-storing 2022-04-23 09:23:53 +02:00
Matthias f1f4846053 Merge branch 'develop' into pr/samgermain/6558 2022-04-23 09:16:28 +02:00
Matthias ba92e09b7b list-strategies should find recursively as well 2022-04-23 09:11:50 +02:00
Matthias c6927a1501 Fix argument spelling 2022-04-23 09:10:40 +02:00
Matthias dff9d52b30 Remove hints on no longer used option, add very primitive test 2022-04-23 08:51:52 +02:00
froggleston 2fc4e5e117 Fix weird removal of comma 2022-04-22 18:54:02 +01:00
froggleston 767592a1d6 Add signals enum to 'export' cli option 2022-04-22 18:46:12 +01:00
Patel Kaushal ba305e93ed
Ref: timeseries friendly merge_ordered in merge_informative_pair function 2022-04-21 18:35:41 +05:30
froggleston f92997d378 Move signal candle generation into separate function 2022-04-20 14:05:33 +01:00
froggleston b3cb722646 Use joblib instead of pickle, add signal candle read/write test, move docs to new Advanced Backtesting doc 2022-04-20 13:38:52 +01:00
froggleston aa5984930d Fix filename generation 2022-04-19 13:00:09 +01:00
froggleston 165f59325f Merge branch 'v3_fixes' of github.com:froggleston/freqtrade into v3_fixes 2022-04-19 12:48:29 +01:00
froggleston 84f486295d Add tests for new storing of backtest signal candles 2022-04-19 12:48:21 +01:00
Robert Davey 4b0f168e52
Merge branch 'freqtrade:develop' into v3_fixes 2022-04-19 12:10:30 +01:00
eSeR1805 76558f284f
Fix user cancellation functionality. 2022-04-19 13:33:37 +03:00
eSeR1805 cea4f663d5
Merge branch 'develop' into feat_readjust_entry 2022-04-18 21:22:19 +03:00
eSeR1805 d24ee9032a
Update usage in backtest. No functional update. 2022-04-18 21:21:38 +03:00
eSeR1805 d9f838a65f
Update template usage to reflect changes. 2022-04-18 21:20:50 +03:00
eSeR1805 3166739ec9
Update strategy callback params and description. 2022-04-18 21:17:39 +03:00
eSeR1805 95e009b9cb
Update adjustment functionality and add cancelation option 2022-04-18 21:16:45 +03:00
eSeR1805 2cac1b7dcc
Add new (user cancellation) reason. 2022-04-18 21:14:35 +03:00
eSeR1805 17da4ca099
Use order_date_utc 2022-04-17 12:11:30 +03:00
Sam Germain 591a2fb7fc switch notionalFloor -> minNotional and notionalCap -> maxNotional 2022-04-16 21:47:44 -06:00
froggleston 34fb8dacd7 Fix isort complaints 2022-04-16 17:03:24 +01:00
froggleston b738c4e695 Fix flake8 complaints 2022-04-16 16:49:20 +01:00
froggleston 7210a11730 Fix flake8 complaints 2022-04-16 16:37:06 +01:00
froggleston a63affc5f1 Fix flake8 complaints 2022-04-16 16:32:04 +01:00
froggleston f55a9940a7 Fix line spacing 2022-04-16 16:15:04 +01:00
froggleston b1bcf9f33c Fix backtest_enable typo 2022-04-16 14:58:17 +01:00
froggleston 8990ba2709 Fix store signal candles 2022-04-16 14:49:53 +01:00
froggleston 21734c5de7 Add pickle import 2022-04-16 14:46:30 +01:00
froggleston 26ba899d7d Add constant, boolean check, rename option to fit with other x_enable, check that RunMode is BACKTEST 2022-04-16 14:37:36 +01:00
Robert Davey afd3a32883
Merge branch 'develop' into v3_fixes 2022-04-16 14:23:13 +01:00
eSeR1805 d65b64a46f
Merge branch 'develop' into feat_readjust_entry 2022-04-16 15:20:50 +03:00
eSeR1805 452f44206a
Add new callback to advanced template. 2022-04-16 15:08:09 +03:00
eSeR1805 bf5799ef9e
Add new functionality to backtesting. 2022-04-16 15:07:18 +03:00
eSeR1805 f8a7fdd5ed
Add new callback to strategy interface. 2022-04-16 15:04:22 +03:00
eSeR1805 317c1e0746
Add option to handle_cancel_enter to prevent closing trade. 2022-04-16 15:03:44 +03:00
eSeR1805 76c545ba0d
Reorganize, rename, redescribe and add new functionality 2022-04-16 15:03:09 +03:00
eSeR1805 e5d4f7766e
Add new cancel reason for when replacing orders. 2022-04-16 14:44:41 +03:00
Matthias 4019c05fee Update entry/exit timeout documentation
the type of order is now an Order, no longer a dictionary.

closes #6691
2022-04-16 06:48:12 +02:00
Matthias a4ec8984cd
Merge pull request #6685 from freqtrade/bt_load_history
Backtesting load history
2022-04-15 16:06:20 +02:00
kokimame d23d830346 Avoid ignoring the case precision amount = 0 2022-04-15 00:35:11 +09:00
Italo 1153e65b3e fix flake8 2022-04-14 14:34:04 +01:00
Italo 340c0ea391 update is_random before asked_non_tried
is_random depends on asked_non_tried and needs to be updated first
2022-04-14 14:15:11 +01:00
Matthias 4acb77305a Don't break when running hyperopt-x tools on old resuts 2022-04-13 19:33:27 +02:00
Matthias b1a6db8d29 Fix bad usage of base_currency 2022-04-13 19:24:21 +02:00
Italo 35cea6dcfa fix unique_list 2022-04-13 09:36:46 +01:00
Matthias f89b64c972 Improve test by having multistrat.meta file available 2022-04-13 07:09:26 +02:00
Matthias 4ac54a76af Add strategy as mandatory argument 2022-04-13 06:47:39 +02:00
Italo fa298d6f1c fix unique_list logic 2022-04-12 23:57:40 +01:00
Nicolas Papp c8e4687833 Plots and hyperopt 2022-04-11 16:41:48 -03:00
Matthias 85e7deb2cd Add loading of historic backtest result 2022-04-11 20:04:47 +02:00
Matthias d9039152ba Add "get backtest historic results" endpoint 2022-04-11 19:44:47 +02:00
Nicolas Papp 178240aa6c Merge branch 'develop' of https://github.com/nicolaspapp/freqtrade into feat/relative-drawdown 2022-04-11 14:42:10 -03:00
Matthias baefda80d1 Enable flake8 E226 rule 2022-04-11 18:02:06 +02:00
Sam Germain c876d42e36 safe check for recursive_strategy_search in strategy_resolver 2022-04-10 18:50:51 -06:00
Sam Germain 9070114417 Merge branch 'recursive-strategy-folder' of https://github.com/samgermain/freqtrade into recursive-strategy-folder 2022-04-10 18:45:09 -06:00
Sam Germain d5ce868f1a removed 1 letter alias for recursive-strategy-folder 2022-04-10 18:44:33 -06:00
Nicolas Papp 47a6ef4f00 Max relative drawdown 2022-04-10 12:53:47 -03:00
Matthias 68fe7476c9 Update more terminology to forceexit 2022-04-10 15:56:29 +02:00
Matthias 77c840c2a4 Fix syntax-error in exit_reason migration 2022-04-10 15:10:13 +02:00
Matthias 9556af1e6c Improve documentation for config imports 2022-04-10 10:14:34 +02:00
Matthias cd2e49bb60 Simplify downloading futures data code 2022-04-10 09:53:33 +02:00
Matthias 95f69a8c3b Remove some outdated TODO's 2022-04-10 09:53:33 +02:00
Matthias 2653d83fee Merge branch 'develop' into pr/cyberjunky/6615 2022-04-10 09:24:53 +02:00
Matthias 54633e90a7 Merge branch 'develop' into pr/italodamato/6563 2022-04-10 09:16:31 +02:00
Matthias a99cbe459c
Merge pull request #6671 from freqtrade/custom_exit_profit
Custom exit - call it independent of profit
2022-04-10 09:09:45 +02:00
Matthias 282804463c Add Documentation for /forceexit without parameter 2022-04-10 09:07:51 +02:00
Matthias ffff45e76b simplify exit message 2022-04-10 08:44:49 +02:00
Matthias 850760bc00 Remove migration from very old database
(database without Orders table)
2022-04-10 08:43:30 +02:00
Matthias 46c18dfce2
Merge pull request #6670 from freqtrade/store_asset
store base and quote currency separately in the database
2022-04-10 08:42:28 +02:00
Matthias 6ebd30db88
Merge pull request #6665 from freqtrade/config_from_config
Allow recursive loading of configuration files
2022-04-09 17:18:51 +02:00
Matthias 114591048c Always call custom_sell - also when there's a new enter signal 2022-04-09 17:17:49 +02:00
Matthias 139b65835c Only show long/short signals on telegram for non-spot markets 2022-04-09 17:09:17 +02:00
Matthias ef18d09161 Call custom_exit also when the trade is not in profit and exit_profit_only is set. 2022-04-09 16:50:38 +02:00
Matthias 8e98a2ff9f api - provide assset_currency via API 2022-04-09 16:42:18 +02:00
Matthias ebcb530d4f Log if no stake-amount is left for trade 2022-04-09 09:58:03 +02:00
Matthias ddfc68d533 Add test case for interactive telegram exit 2022-04-09 09:41:01 +02:00
Matthias 9cd92ed48c Fix forceexit to work 2022-04-09 09:24:20 +02:00
Matthias 40eb3f274f Fix merge mistake 2022-04-09 08:36:22 +02:00
Matthias 392967a26f Update formatting 2022-04-08 18:07:01 +02:00
Matthias 967bbe99bb Merge branch 'develop' into pr/cyberjunky/6615 2022-04-08 18:05:27 +02:00
Matthias 16e64ddf97 Update docs for multi-config loading 2022-04-08 17:59:16 +02:00
Matthias 238ff6c9fe Use better naming 2022-04-08 17:30:23 +02:00
Matthias 1435d26996 store config-file loading paths 2022-04-08 17:26:51 +02:00
Matthias 3427df0653 Add simple test for recursive loading 2022-04-08 16:11:18 +02:00
Matthias 1ea49ce864 Support nested configurations 2022-04-08 15:50:44 +02:00
Matthias aee0cfd17a forcebuy_enable -> force_entry_enable 2022-04-08 13:39:41 +02:00
Italo 1559692e47 Update hyperopt.py
remove duplicates from list of asked points
2022-04-08 11:44:42 +01:00
Matthias ef2f8be526
Merge pull request #6653 from mkavinkumar1/renaming-forceentry-forceexit
renamed forceentry forceexit
2022-04-08 12:31:48 +02:00
Matthias 075fc6d35e
Apply suggestions from code review 2022-04-08 11:45:03 +02:00
மனோஜ்குமார் பழனிச்சாமி 0e9b348868 Update api_v1.py 2022-04-08 11:08:11 +05:30
மனோஜ்குமார் பழனிச்சாமி ca400b8195 Updated requested changes in PR #6653 2022-04-08 10:45:05 +05:30
மனோஜ்குமார் பழனிச்சாமி f7020df097 Updating requested changes in PR #6653 2022-04-08 07:07:51 +05:30
மனோஜ்குமார் பழனிச்சாமி 9417bb01dc
Merge branch 'develop' into renaming-forceentry-forceexit 2022-04-08 00:01:51 +05:30
Matthias 1347107c1e extract load_from_files to load_config 2022-04-07 20:15:06 +02:00
Matthias 673b3034ee Simplify load_from_files 2022-04-07 20:05:51 +02:00
Matthias ea1c55b161 Update backtesting to use row instead of sell_row 2022-04-07 19:43:34 +02:00
Matthias 890694da08
Merge pull request #6661 from SmartManoj/patch-5
Update fiat_convert.py
2022-04-07 19:25:58 +02:00
Matthias 3188d036a6 improve trading_mode handling
Ensure trading_mode is set by new-config
handle empty strings to default to spot.

closes #6663
2022-04-07 08:45:45 +00:00
மனோஜ்குமார் பழனிச்சாமி 7bf3475fbd
Update fiat_convert.py 2022-04-07 10:28:55 +05:30
Matthias 299dd84cfe
Merge pull request #6656 from freqtrade/use_sell_signal
Use sell signal -> use_exit_signal
2022-04-06 19:46:46 +02:00
Matthias 916764d4f2
Merge pull request #6658 from mkavinkumar1/rename-enter-side
renamed enter-side
2022-04-06 19:32:55 +02:00
Matthias 28b58712fb Add compatibility shim for trade.entry_trade 2022-04-06 19:13:46 +02:00
Matthias d5ec79c0b9 Update deprecated settings to support non-nested transitions 2022-04-06 19:09:34 +02:00
Matthias 146d6e7c6c Add UAH to supported fiat currencies
closes #6657
2022-04-06 06:43:06 +02:00
மனோஜ்குமார் பழனிச்சாமி aa76191636 fixed tests 2022-04-06 07:19:00 +05:30
மனோஜ்குமார் பழனிச்சாமி 28f4a3b373 updated for PR #6653 2022-04-06 07:05:43 +05:30
மனோஜ்குமார் பழனிச்சாமி 7e97e58820 renamed enter-side 2022-04-06 06:32:13 +05:30
Matthias 8d95e76d26 Add tests for new naming definitions 2022-04-05 20:43:39 +02:00
Matthias 82e9f62381 Add missing setting in arguments.py 2022-04-05 20:27:32 +02:00
Matthias b1378efdeb ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal 2022-04-05 20:21:39 +02:00
Matthias 4897731030 use_sell_signal -> use_exit_signal 2022-04-05 20:10:20 +02:00
Matthias 5ce5c70be6 sell_profit_offset -> exit_profit_offset 2022-04-05 20:03:27 +02:00
Matthias bba9629a2a Rename sell_profit_only to exit_profit_only 2022-04-05 20:00:35 +02:00
மனோஜ்குமார் பழனிச்சாமி 8442fb915f renamed 2022-04-05 16:01:53 +05:30
Matthias 2a46e6a214 Change some sell terminology 2022-04-05 06:50:44 +02:00
Matthias 4cd4edf08b Update exit_reasons while migrating the database 2022-04-04 19:52:26 +02:00
Matthias 0db5d9f7fa Update telegram message formatting 2022-04-04 19:37:23 +02:00
Matthias 7d3116f9fb webhookbuy -> webhookentry 2022-04-04 19:32:27 +02:00
Matthias eff636ba53 Update RPC message types to ENTRY 2022-04-04 19:29:15 +02:00
Matthias 125dff1dad Properly deprecate webhook settings (with transition) 2022-04-04 19:21:13 +02:00
Matthias 5ecb695e50 Update deprecated notification settings 2022-04-04 19:17:11 +02:00
Matthias 129a7c632c Update method names 2022-04-04 19:14:21 +02:00
Matthias 8a9839fb6d Update telegram notification settings 2022-04-04 19:10:44 +02:00
Matthias 0b88185c2c Sell-fill -> exit_fill 2022-04-04 19:08:50 +02:00
Matthias 8b33d9cdb2 sell_cancel -> exit_cancel 2022-04-04 19:07:20 +02:00
Matthias 6a0110aa3c Update webhook configuration 2022-04-04 19:05:36 +02:00
Matthias 6d9218cb34 sell_signal -> exit_signal 2022-04-04 17:11:11 +02:00
Matthias 1917527179 custom_sell -> custom_exit 2022-04-04 17:04:43 +02:00
Matthias cd146bfa8f emergency_sell -> emergency_exit 2022-04-04 17:03:27 +02:00
Matthias 54ad130bb9 Update force_sell to force_exit 2022-04-04 16:59:27 +02:00