Matthias
3f68c3b68e
Update some types
2022-05-24 06:54:16 +02:00
Matthias
7f4161ff78
Add typehints to strategy wrapper
2022-05-24 06:54:16 +02:00
Matthias
07ec3b27fe
Add typing information to retrier decorator
2022-05-24 06:54:16 +02:00
Matthias
42ae8ba6fb
Refactor hyperopt parameters to separate file
2022-05-23 20:18:09 +02:00
robcaulk
5c4014ee62
Change default value of process_only_new_candles to True since False is an uncommon usecase for expert strategy devs
2022-05-23 10:24:58 +02:00
Matthias
eb5fe9e3ae
Merge pull request #6857 from froggleston/develop
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Add support for fudging unavailable funding rates, allowing backtesti…
2022-05-23 06:31:51 +02:00
Matthias
e3beaae8be
update hyperopt typing
2022-05-22 19:32:32 +02:00
Matthias
0b5544ef9e
Stoploss fill should fill as "filled" notification
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Closes #6873
2022-05-22 19:18:12 +02:00
Matthias
938a66511a
Update Documentation for new confirm_trade_exit behavior
2022-05-22 11:28:11 +02:00
Matthias
3692fcd3d5
Improve exit signal sequence
2022-05-22 11:01:18 +02:00
Matthias
ce3bfd59f5
Add explicit should_sell test
2022-05-22 10:31:29 +02:00
Matthias
bdb904e714
Should_exit should return all sell signals
2022-05-22 10:17:49 +02:00
Matthias
1315d02437
Fix startup sending "longed" messages for open stoplosses
2022-05-22 09:01:46 +02:00
Matthias
26d394ca74
Add liquidation Price to api response
2022-05-22 08:54:27 +02:00
Matthias
1ff1e3b43d
Merge pull request #6869 from freqtrade/update_levtiers
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Update leveraged tiers
2022-05-22 08:35:02 +02:00
Matthias
f006978caf
Be more explicit in default value
2022-05-21 17:35:49 +02:00
Matthias
97abcf4b32
Add documentation for leverage_tiers update
2022-05-21 16:10:00 +02:00
Matthias
963cc17c18
Update leveraged tiers
2022-05-21 16:05:00 +02:00
Matthias
0d388b561b
Add test for "combine_funding_and_mark", fix bug
2022-05-21 09:03:30 +02:00
Matthias
2df42a3035
Move "funding fillup" logic to exchange class
2022-05-21 08:50:39 +02:00
Matthias
6bd5535d6c
Use exchange method to combine funding and mark candles
2022-05-21 08:31:34 +02:00
froggleston
c499a92f57
Remove surplus mark columns, and make fillna on funding rate only
2022-05-20 11:48:53 +01:00
Matthias
0138114fc2
Merge pull request #6866 from freqtrade/dry_order_db
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Dry orders from db
2022-05-20 12:10:09 +02:00
Matthias
c3e3188c6a
Rename variable
2022-05-20 11:30:25 +02:00
Matthias
46ea135b6b
Update dry-run considerations
2022-05-19 20:10:11 +02:00
Matthias
219363fffb
Check for both ask and bid in SpreadFilter
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closes #6865
2022-05-19 19:53:23 +02:00
Matthias
56a73575a1
Add explicit test for order_to_ccxt
2022-05-19 19:29:39 +02:00
Matthias
a3d9384bc0
Remove clean-dry-run code
2022-05-19 06:56:34 +02:00
Matthias
0a95ef6ab2
Don't reset open orders in dry-run on restart
2022-05-19 06:42:38 +02:00
froggleston
363098d32d
Fix reversed makr/funding_rate columns
2022-05-18 12:56:43 +01:00
froggleston
736f9f4972
Fix docs and add outer join support for merging funding rates across full timerange
2022-05-18 12:47:37 +01:00
froggleston
37e4ede65c
Fix flake issues
2022-05-17 22:32:17 +01:00
froggleston
bb758da940
Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not
2022-05-17 22:05:33 +01:00
eSeR1805
34684ec86a
Merge branch 'freqtrade:develop' into feat_bt_cancel_entry_reporting
2022-05-17 14:09:57 +03:00
eSeR1805
0585b378b3
BT: Report canceled/replaced orders also.
2022-05-17 14:07:42 +03:00
eSeR1805
6e8f24f6a7
BT: track canceled/replaced orders also.
2022-05-17 14:07:02 +03:00
Matthias
8d46e16c46
Merge pull request #6848 from freqtrade/datahandler_case
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Datahandler case insensitive
2022-05-17 09:34:11 +02:00
Matthias
1cd8ebc8c8
Merge pull request #6847 from freqtrade/use_Precise
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Use precise
2022-05-17 09:33:39 +02:00
Matthias
6fd003c655
Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting
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BT: Reporting canceled trade entries
2022-05-17 07:05:26 +02:00
மனோஜ்குமார் பழனிச்சாமி
7cd0f8a7b1
Merge branch 'develop' into patch-10
2022-05-17 08:07:13 +05:30
eSeR1805
f2e2e57237
Report trade entries canceled by user.
2022-05-17 01:41:31 +03:00
eSeR1805
fb7c0792c0
Track trade entries canceled by user.
2022-05-17 01:41:01 +03:00
Matthias
76637d3939
Simplify timeframe-transition
2022-05-16 20:10:52 +02:00
Matthias
2e65a1793d
Add fallback to load 1M files as well as 1Mo files
2022-05-16 19:48:27 +02:00
Matthias
a1048fb619
Store monthly candles as "Mo"
2022-05-16 19:39:43 +02:00
Matthias
9607d04279
Improve ccxt imports
2022-05-16 19:22:07 +02:00
Matthias
c8e0fc926d
Update to do Builtin Precise math
2022-05-16 19:21:38 +02:00
Matthias
a793cf8f05
Use ccxt's "precise" to do precise math
2022-05-16 19:21:38 +02:00
Matthias
528509f809
Extract get_price_side from get_rate
2022-05-16 19:20:13 +02:00
Stefano Ariestasia
2cb8eecf18
add space
2022-05-16 07:43:36 +09:00
Stefano Ariestasia
e21f6a7787
missing newline
2022-05-16 07:28:40 +09:00
Matthias
3d36d35e30
Merge pull request #6825 from freqtrade/okx_history
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Okx history
2022-05-15 19:27:45 +02:00
Matthias
a0b25938f4
Fix exit_reason assignment in backtesting
2022-05-15 17:41:59 +02:00
Matthias
a8f064a8cb
Fix exit_reason assignment in live mode
2022-05-15 17:41:59 +02:00
Matthias
706994340f
Fix bad docstring
2022-05-15 17:06:40 +02:00
Matthias
ebab02fce3
Merge pull request #6827 from eSeR1805/fix_readjust_entry_bt_sl
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Fix: Refresh SL on entry order replacement
2022-05-15 16:41:18 +02:00
Matthias
18fd3bb333
Update stoploss handling for entry-order adjustment
2022-05-15 15:45:39 +02:00
Matthias
9143e9ecb1
Add some safety measures for new startup_candles verification
2022-05-15 15:12:29 +02:00
Matthias
d60d0f64d2
Revert ohlcv_candle_limit logic for okx
2022-05-14 19:35:06 +02:00
Matthias
116b58e97c
add "date_minus_candles" method
2022-05-14 19:30:42 +02:00
Matthias
3b14439240
Slightly improve performance of order adjusts
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Avoind 2nd call to `get_rate()`.
closes #6821
2022-05-14 16:16:32 +02:00
eSeR1805
c27e0a0a1b
Allow SL refresh only if no filled entry orders.
2022-05-14 16:56:56 +03:00
eSeR1805
1c20fb7638
Refresh open_rate and stoploss on order replacement.
2022-05-14 16:37:04 +03:00
Matthias
5767d652bf
Add explicit test and document behavior
2022-05-14 14:18:51 +02:00
Matthias
2a1368d508
Offsetfilter: add number_assets parameter
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closes #6824
2022-05-14 14:16:13 +02:00
Matthias
bb1b283d95
Update some ohlcv_candle_limit calls
2022-05-14 13:44:10 +02:00
Matthias
111b04c9e6
Okx - conditional candle-length
2022-05-14 09:51:44 +02:00
Matthias
64668b11da
add ohlcv_has_history - disabling kraken downloads
2022-05-14 09:10:38 +02:00
மனோஜ்குமார் பழனிச்சாமி
64670726a6
flake8 fix
2022-05-13 21:52:26 +05:30
மனோஜ்குமார் பழனிச்சாமி
71a80cab3a
fixed variable naming style
2022-05-13 21:19:40 +05:30
மனோஜ்குமார் பழனிச்சாமி
8a3c2c6cad
Corrected docstring
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Discussed in Discord
2022-05-13 19:32:52 +05:30
Matthias
c299601ece
Add warning about OKX futures backtesting data
2022-05-13 07:03:18 +02:00
Matthias
5444f4ee6f
Merge pull request #6793 from mkavinkumar1/log
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logged balance details
2022-05-12 19:11:28 +02:00
Matthias
891900c186
Merge pull request #6812 from freqtrade/db_migrate
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Db migrate
2022-05-11 19:54:31 +02:00
Matthias
1fc041d0d6
Fix formatting issue
2022-05-11 19:39:56 +02:00
Matthias
ae463fcdf2
Merge pull request #6792 from mkavinkumar1/rpc
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consistent exchange name
2022-05-11 19:23:36 +02:00
Matthias
f374c9da70
PR cleanup
2022-05-11 06:30:40 +02:00
Matthias
044afdf7af
Add better test scenario
2022-05-10 20:27:24 +02:00
Matthias
31cce741ac
Add sequence migration
2022-05-10 07:13:51 +02:00
Matthias
269630e755
Add preliminary documentation for database conversion
2022-05-10 07:13:42 +02:00
Matthias
0958c06b84
Implement database migration to other system
2022-05-09 20:58:40 +02:00
Matthias
c3b0f6b64b
Add feature shell for database conversion
2022-05-09 20:58:40 +02:00
Matthias
0f499469fc
Merge pull request #6796 from freqtrade/model_reorg
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Model reorg
2022-05-09 20:15:45 +02:00
Matthias
30d6eeffd0
Fix migration bug
2022-05-08 17:49:13 +02:00
Matthias
b58e811b14
Move trade/order Models to their own class
2022-05-08 17:45:20 +02:00
Matthias
af1a5e0449
Extract base and Pairlock from models file
2022-05-08 17:38:06 +02:00
Matthias
3221726d85
Update migration to use boolean value
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closes #6794
2022-05-08 17:29:42 +02:00
Matthias
ab91758c7e
Merge pull request #6790 from eSeR1805/profit_reporting
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Report profit only on filled entries.
2022-05-08 17:25:42 +02:00
Matthias
4a7515e66a
Add test for 0.0 case
2022-05-08 16:04:06 +02:00
மனோஜ்குமார் பழனிச்சாமி
f43ae0ea43
logged balance details
2022-05-08 13:53:07 +05:30
மனோஜ்குமார் பழனிச்சாமி
d79b90a98f
consistent exchange name
2022-05-08 12:46:58 +05:30
Matthias
45b328af2e
explicitly call cleanup when cleaning backtest
2022-05-08 08:11:39 +02:00
eSeR1805
bfc7898654
Report profit only on filled entries.
2022-05-07 21:56:22 +03:00
Matthias
c9498d0117
Merge pull request #6692 from eSeR1805/feat_readjust_entry
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Feature: Readjust Entry Order
2022-05-07 20:11:20 +02:00
Matthias
277e07589e
update/fix some comments and docs
2022-05-07 17:47:37 +02:00
Matthias
f5f599c7f0
Add LowProfitPairs only_per_side option
2022-05-07 15:25:15 +02:00
Matthias
dc0c1bf87d
Only fetch accounts when authenticated.
2022-05-07 13:17:27 +02:00
Matthias
149704e748
Fix wrong type
2022-05-07 11:39:47 +02:00
Matthias
6fdcf3a10a
Support both position modes on OKX
2022-05-07 10:58:41 +02:00
Matthias
2da284b921
Properly type side for create_order
2022-05-07 10:02:54 +02:00
Matthias
5b3eaa3003
Ensure advanced strategy template is runnable
2022-05-06 06:42:08 +02:00
Matthias
d11c44940e
Slightly reword docs
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remove some Note-boxes - people tend to skip these.
2022-05-06 06:42:01 +02:00
Matthias
2d9be6dace
move open_rate updating to close_bt_order
2022-05-05 19:50:16 +02:00
eSeR1805
29f1edbde7
Cleanup. Remove stray new line.
2022-05-05 12:24:32 +03:00
eSeR1805
495708df76
Merge branch 'develop' into feat_readjust_entry
2022-05-05 12:20:09 +03:00
eSeR1805
2bed0eab0c
BT: Update trade open_rate on first filled order.
2022-05-05 12:19:05 +03:00
eSeR1805
25c74e26d1
Models:Trade: Revert trade open_rate update.
2022-05-05 12:18:19 +03:00
Matthias
1a37c6ff42
Bump ccxt to 1.81.43
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fixes bug in okx live liquidation pricing
2022-05-05 07:05:00 +02:00
eSeR1805
ae01afdd0f
Models:Trade: Fix open_rate updates.
2022-05-04 22:05:53 +03:00
eSeR1805
496bf84e3a
Merge branch 'develop' into feat_readjust_entry
2022-05-04 21:43:41 +03:00
eSeR1805
dbecc097df
Models:Trade: Update trade open_rate based on lastest order.
2022-05-04 21:34:45 +03:00
Mark Regan
ce035a5947
Add bot_loop_start() call in plotting.py
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plotting.py was missing a call to strategy.bot_loop_start() resulting in strategies using this callback to not work.
Made changes and confirmed plotting now works for strategies using bot_loop_start() callback.
LMK if anything else needed for PR.
2022-05-03 23:34:12 +01:00
Matthias
2705096ce6
Merge pull request #6777 from freqtrade/fix/contractsizefee
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Fix fee handling for futures trades
2022-05-03 20:34:37 +02:00
Matthias
091cb4fb8d
Reduce no stake amount verbosity
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closes #6768
2022-05-03 19:42:17 +02:00
Matthias
eb996a152a
Fix fee handling for futures trades
2022-05-03 19:06:17 +02:00
Matthias
88c8fe5570
Merge pull request #6715 from nicolaspapp/feat/relative-drawdown
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Add relative drawdown
2022-05-02 21:09:14 +02:00
Matthias
3f64c6307f
Maintain compatibility with old backtest results
2022-05-02 20:01:44 +02:00
Matthias
1e2523af61
Fix some assumptions on the data
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available_capital is not guaranteed to be available, while dry-run-wallet is.
2022-05-02 19:44:14 +02:00
eSeR1805
52d510c331
Merge branch 'develop' into feat_readjust_entry
2022-05-02 18:30:05 +03:00
eSeR1805
4c74601073
Freqtradebot: Cleanup stray debug messages.
2022-05-02 18:22:41 +03:00
eSeR1805
59397cdd19
Freqtradebot: Fix full cancel logging location.
2022-05-02 18:09:28 +03:00
Matthias
2a6efab8a2
Don't use deprecated abstractclassmethod decorator
2022-05-02 06:24:52 +00:00
eSeR1805
04c51d2d1a
Merge branch 'develop' into feat_readjust_entry
2022-05-01 21:42:15 +03:00
Nicolas Papp
f9244aad92
Fix on max drawdown formula to match tests
2022-05-01 12:25:53 -03:00
eSeR1805
4e43194dfe
BT: Refactor open order management.
2022-05-01 18:06:20 +03:00
Matthias
582e30bca6
Merge pull request #6716 from freqtrade/pairlocks_direction
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Pairlocks direction
2022-05-01 17:04:20 +02:00
Matthias
910addd02b
Merge pull request #6753 from freqtrade/download_prepend
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Download prepend
2022-05-01 15:15:16 +02:00
Matthias
995c48b642
Merge branch 'develop' into pairlocks_direction
2022-05-01 14:59:04 +02:00
eSeR1805
9d205132d0
Revert unintended comment change.
2022-05-01 12:10:11 +03:00
eSeR1805
8c19953cdd
Quick exit when order should be maintained.
2022-05-01 12:08:19 +03:00
Matthias
53a2f55cf0
Merge branch 'develop' into pr/nicolaspapp/6715
2022-05-01 10:03:10 +02:00
Matthias
d5fc923dcb
Properly validate stoploss existence for optimize commands
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closes #6740
2022-05-01 09:53:46 +02:00
Matthias
5c1ac3cf95
Fix caching bug with freqUI backtesting
2022-04-30 19:55:13 +02:00
Matthias
8b5d454b50
Fix subtle bug in trades download
2022-04-30 17:44:57 +02:00
Matthias
e49b3ef051
Improve message formatting
2022-04-30 17:35:11 +02:00
Matthias
f6a7e6b785
Add prepend option to download-data
2022-04-30 17:32:50 +02:00
Matthias
11d447cd5a
Add support for download-data "until"
2022-04-30 15:42:41 +02:00
Matthias
4580127fa8
Small refactor
2022-04-30 14:51:57 +02:00
Matthias
c6c569b772
chore: split BTAnalyais to metrics
2022-04-30 14:47:27 +02:00
Matthias
4262f84744
Merge branch 'develop' into pr/nicolaspapp/6715
2022-04-30 14:22:18 +02:00
Matthias
2acb68e6e2
Move hyperopt-loss functions to their own package
2022-04-30 13:59:23 +02:00
eSeR1805
3be2afdd88
Merge branch 'develop' into feat_readjust_entry
2022-04-30 13:39:23 +03:00
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
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(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
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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
