b41c234440
Extract Closed profit calculation to trade object
2021-07-12 06:54:06 +02:00
8b78a3bde2
Quick fix for trades opening below min-trade amount
2021-07-11 21:01:12 +02:00
38296e8689
Merge pull request #5189 from rokups/rk/custom-stake
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Implement strategy-controlled stake sizes
2021-07-11 19:45:43 +02:00
7ea0a74c53
Default to proposed stake
2021-07-11 14:11:41 +02:00
0e4466ca1e
Implement strategy-controlled stake sizes. Expose `self.wallet` to a strategy.
2021-07-11 12:38:58 +03:00
f658cfa349
Remove Slack
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As the community is mostly active on discord, there's little point in
linking people to Slack as well
2021-07-11 11:13:27 +02:00
e4e2340f91
Fix bug where currencies are duplicated
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in case there is dust
2021-07-10 10:02:05 +02:00
6129c5ca9e
Fix deprecation warnings from pandas 1.3.0
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closes #5251
2021-07-09 20:46:38 +02:00
2f33b97b95
Validate startup candles for backtesting correctly
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closes #5250
2021-07-09 07:20:43 +02:00
fb25130588
Merge pull request #5244 from octaviusgus/develop
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fix daily profit data bug and daily profit curve example
2021-07-09 07:06:14 +02:00
d96d6024f4
Merge pull request #5252 from kevinjulian/agefilter-max-days-listed
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Fix Agefilter cannot appear on startup messages
2021-07-08 20:29:06 +02:00
2a4a980855
Merge branch 'agefilter-max-days-listed' of https://github.com/kevinjulian/freqtrade into agefilter-max-days-listed
2021-07-08 19:25:32 +07:00
863391122f
fix short desc not appear
2021-07-08 13:42:52 +07:00
225522762b
Merge pull request #5231 from nightshift2k/enhancement/range-based-volumefilter
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Range based VolumeFilter
2021-07-08 07:22:37 +02:00
76e51cddba
Merge pull request #5246 from nightshift2k/feature/offsetfilter
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new filter OffsetFilter for offsetting incoming pairlists
2021-07-07 21:06:23 +02:00
682f880630
Slightly simplify if statement, add additional test
2021-07-07 20:05:56 +02:00
8248d1acd1
run flake8
2021-07-07 22:10:22 +07:00
00a1931f40
fix test
2021-07-07 21:24:44 +07:00
3c3772703b
changed quoteVolume to be built over a
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rolling period using lookback_period
to avoid pair_candles being larger
than requested lookback_period
2021-07-07 09:46:05 +02:00
d1104bd434
fix daily profit data and daily profit curve example
2021-07-06 22:47:39 +02:00
0f3d34eaf4
Merge branch 'develop' into agefilter-max-days-listed
2021-07-06 19:47:18 +07:00
502c69dce3
change short desc
2021-07-06 19:36:42 +07:00
dec523eef0
Display verison of installed FreqUI
2021-07-06 07:20:05 +02:00
1e87225e91
added `test_VolumePairList_range` to test_pairlist.py
2021-07-05 20:59:27 +02:00
10998eb0fa
Remove further usages of int(int_timestamp)
2021-07-05 19:51:14 +02:00
1682578a39
Merge pull request #5234 from nightshift2k/fixups/pairlists
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fixup pairlist filters, change float_timestamp to int_timestamp
2021-07-05 19:45:35 +02:00
346d66748b
first version of OffsetFilter
2021-07-05 12:50:56 +02:00
5626ca5a06
removed unnecessary casting to int()
2021-07-05 10:39:22 +02:00
eb3ead4930
Merge pull request #5229 from kevinjulian/telegram-balance
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compact low balance currencies
2021-07-05 06:56:35 +02:00
7ac55e5415
AgeFilter, RangeStabilityFilter, VolatilityFilter
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changed `float_timestamp` to `int_timestamp`
2021-07-04 21:08:42 +02:00
85c7b55750
improvements:
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- `float_timestamp` switched to `int_timestamp`
- added documentation to pairlists.md
2021-07-04 20:46:24 +02:00
c5489d530a
Reexport File to docs to have this available as documentation too
2021-07-04 19:50:44 +02:00
c3cf71bba8
sort import
2021-07-04 22:04:39 +07:00
2d5ced7801
fix testcase
2021-07-04 21:59:59 +07:00
558bcc7959
Jupyter notebook snippet: Plotting daily profit / equity line
2021-07-04 15:56:55 +02:00
4aa2ae37bd
add daily_profit_list
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added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook
```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd
# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"
stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]
equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
equity_daily.append(equity)
equity += float(dp)
dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])
df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})
fig = px.line(df, x="dates", y="equity_daily")
fig.show()
```
2021-07-04 14:38:17 +02:00
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
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automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
9919061c78
PEP8 compliance
2021-07-04 11:40:45 +02:00
348dbeff3f
added meaningful logging of used lookback range
2021-07-04 11:16:33 +02:00
77293b1f1e
Remove Zero duration Trades
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after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
2021-07-04 10:50:10 +02:00
a4096318e0
Provide full backtest-statistics to Hyperopt loss functions
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closes #5223
2021-07-04 10:15:19 +02:00
7efa228d73
add dust balance
2021-07-04 03:08:29 +07:00
dbdd7f38a8
add plural
2021-07-04 02:56:05 +07:00
b722e12350
compact low balance currencies
2021-07-04 02:44:48 +07:00
f6511c3e3f
fix typo and add blocker
2021-07-04 02:20:53 +07:00
b72bbebccb
fix flake8
2021-07-04 01:46:51 +07:00
3d9f3eeb07
feat(agefilter): add max_days_listed
2021-07-03 23:58:04 +07:00
3686efa08a
Add range property to CategoricalParameter and DecimalParameter, add their tests.
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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
53f963dd73
fixed `self._tf_in_secs` to `self._tf_in_sec`
2021-07-03 11:49:05 +02:00
62da4b452c
code cleanup and comments
2021-07-03 11:47:17 +02:00
Matthias
Rokas Kupstys
kevinjulian
nightshift2k
octaviusgus
octaviusgus