Commit Graph

8337 Commits

Author SHA1 Message Date
Sam Germain
30519aa3be Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs 2022-02-01 13:05:40 -06:00
Matthias
64d0c75bbb Fix deprecation warnings 2022-02-01 19:11:51 +01:00
Matthias
45e533fc3e Add leverage/short properties to api responses 2022-02-01 07:08:43 +01:00
Matthias
7dd50f78cf Small finetuning improving a comment 2022-02-01 06:37:13 +01:00
Sam Germain
fc15e14707 Merge branch 'feat/short' into isolated-liq 2022-01-31 14:22:01 -06:00
Sam Germain
ed320bb2ac exchange.get_liquidation_price check length of positions 2022-01-31 14:01:06 -06:00
Sam Germain
9de63412c1 exchange.get_liquidation_price arguments are not optional 2022-01-31 14:00:52 -06:00
Sam Germain
430051275a freqtradebot.leverage_prep moved wallet_balance to a variable 2022-01-31 13:21:27 -06:00
Sam Germain
8190b0d83b binance.get_max_leverage adjustment 2022-01-31 12:49:18 -06:00
Sam Germain
a368f8b322 exchange.get_max_leverage changed variable names, made more effecient 2022-01-31 12:21:12 -06:00
Sam Germain
08e4a4a6dd binance.get_max_leverage_fix 2022-01-31 12:21:12 -06:00
Sam Germain
43db4c34d1 added okex back to unsupported exchanges 2022-01-31 12:18:30 -06:00
Sam Germain
2c1497b348 contracts_to_amount no longer in amount_to_precision 2022-01-31 12:18:30 -06:00
Sam Germain
b8f4cebce7 exchange.liquidation_price methods combined, dry_run check on exchange for liquidation price 2022-01-31 12:18:25 -06:00
Sam Germain
143c37d36f cleaned up liquidation price methods 2022-01-31 12:17:07 -06:00
Sam Germain
ede9012fcc removed TODO-levs about okex liquidation price 2022-01-31 12:17:07 -06:00
Sam Germain
d133a7c789 added isolated, futures to okex trading_mode_collateral_pairs 2022-01-31 12:17:07 -06:00
Sam Germain
88ce66650c Okex and Gateio liquidation_price formula are the same, moved liquidation_price to exchange.exchange class 2022-01-31 12:17:07 -06:00
Sam Germain
7f4894d68e okex.liquidation_price formula update 2022-01-31 12:17:07 -06:00
Sam Germain
fe037aa971 exchange.liquidation_price combined position and position_assets 2022-01-31 12:17:07 -06:00
Sam Germain
0b5c2e97b3 exchange._get_maintenance_ratio_and_amount 2022-01-31 12:17:07 -06:00
Sam Germain
0c13e387fe moved liquidation_price method to exchange classes 2022-01-31 12:16:43 -06:00
Sam Germain
5a97760bd1 binance.get_max_leverage divide by 0 warning 2022-01-31 12:16:43 -06:00
Sam Germain
1f8111d1c6 exchange.get_max_leverage pair is required 2022-01-31 12:16:43 -06:00
Sam Germain
caff7e227f binance.fill_leverage_brackets remove excess bracket 2022-01-31 12:16:43 -06:00
Sam Germain
e4b37c6462 freqtradebot.leverage_prep minor fixes 2022-01-31 12:16:43 -06:00
Sam Germain
1f1ac8ce9d test_get_liquidation_price/test_get_maintenance_ratio_and_amt_binance/fill_leverage_brackets/test_validate_trading_mode_and_collateral TODO comments 2022-01-31 12:16:43 -06:00
Sam Germain
c2f9201512 Added get_liquidation_price check 2022-01-31 12:16:43 -06:00
Sam Germain
bb2b2211d0 exchange.fill_leverage_brackets/get_maintenance_ratio_and_amt docstring and type specification 2022-01-31 12:16:43 -06:00
Sam Germain
b4a0611afc exchange.get_liquidation_price removed irrelevant comment 2022-01-31 12:16:43 -06:00
Sam Germain
0c8205ab3b replace single quote docstrings with double quote docstrings 2022-01-31 12:16:43 -06:00
Sam Germain
7abffee755 liquidation_price formula organize and comment clean up 2022-01-31 12:16:43 -06:00
Sam Germain
387a9fbf36 test_execute_entry liquidation_price test test_get_maintenance_ratio_and_amt_gateio 2022-01-31 12:16:38 -06:00
Sam Germain
2d545a2def fixed breaking tests for liquidation price 2022-01-31 12:15:54 -06:00
Sam Germain
1eee5373b9 gateio.get_maintenance_ratio_and_amt 2022-01-31 12:15:54 -06:00
Sam Germain
8889512887 freqtradebot.leverage_prep gets taker_fee_rate 2022-01-31 12:15:54 -06:00
Sam Germain
bff53c52af rewrite fill_leverage_brackets 2022-01-31 12:15:54 -06:00
Sam Germain
69a6223ca0 implemented binance.get_maintenance_ratio_and_amt 2022-01-31 12:15:54 -06:00
Sam Germain
ba5fc21d84 added isolated futures to supported modes for binance,gateio 2022-01-31 12:15:54 -06:00
Sam Germain
e0df7ee72a Changed variable names in binance.get_max_leverage 2022-01-31 12:15:54 -06:00
Sam Germain
42360592ba trimmed down liquidation_price variable and edited comments 2022-01-31 12:15:54 -06:00
Sam Germain
5796d95a95 Added gateio and okex isolated liquidation formulas 2022-01-31 12:15:54 -06:00
Sam Germain
ba02605d77 Isolated liq branch passes all tests and has the general structure that it is supposed to, but is patchy, and doesnt get the correct maintenance amt and maintenance margin rate yet 2022-01-31 12:15:54 -06:00
Sam Germain
eee7271ab8 Added live isolated-liq get 2022-01-31 12:15:54 -06:00
Arunavo Ray
778e3bcba6 Suppress incompatible type "Optional[float]"; expected "float" as the check exists. 2022-01-31 12:15:54 -06:00
Sam Germain
92c94bb62a added position and wallet_balance to LocalTrade.set_isolated_liq 2022-01-31 12:15:54 -06:00
Arunavo Ray
447312d4c8 Fixed parameter check which failed when 0.0 was passed 2022-01-31 12:15:54 -06:00
Sam Germain
d26a068adf rearanged isolated_liq in models a bit 2022-01-31 12:15:54 -06:00
Arunavo Ray
3709130eb7 Added Tests for Binance Liquidation price, shortened liquidation param names 2022-01-31 12:15:54 -06:00
Arunavo Ray
f9a2d1a71d Binance Liquidation Price Hedge-Mode Removed 2022-01-31 12:15:54 -06:00
Arunavo Ray
7119dc6e41 Converted kwargs to params 2022-01-31 12:15:54 -06:00
Sam Germain
80f4bae3fe Revert "Added Formulas to Calculate Liquidation Price of Binance USDⓈ-M Futures Contracts"
This reverts commit d343e84507.
2022-01-31 12:15:54 -06:00
Sam Germain
b30458f871 Revert "Added Margin Mode Check for Binance."
This reverts commit abcb9729e5.
2022-01-31 12:15:54 -06:00
Arunavo Ray
1299cff894 Added Margin Mode Check for Binance. 2022-01-31 12:15:54 -06:00
Arunavo Ray
60454334d9 Added Formulas to Calculate Liquidation Price of Binance USDⓈ-M Futures Contracts 2022-01-31 12:15:54 -06:00
Sam Germain
fe5e00361e separated test_leverage into test_interest and test_liquidation_price, and paramaterized tests 2022-01-31 12:15:54 -06:00
Sam Germain
a087d03db9 Added liquidation_price function 2022-01-31 12:15:54 -06:00
Sam Germain
da0d2590b9 Removed PrecisionFilter liquidation price TODO-lev 2022-01-31 12:06:04 -06:00
Matthias
be866f04fa
Merge pull request #6330 from samgermain/market-checks
Removed unnecessary CCXT market checks
2022-01-31 19:01:59 +01:00
Sam Germain
689174ea0d removed TODO-lev comments 2022-01-31 04:12:37 -06:00
Sam Germain
29c5dfd4ca Removed unnecessary CCXT market checks 2022-01-31 02:40:10 -06:00
Matthias
cf7edace2b
Merge pull request #6312 from freqtrade/short_informative_decorator
Short informative decorator
2022-01-30 15:33:52 +01:00
Matthias
cafda31869
Merge pull request #6320 from stash86/pos_adjust
Change new-config message for max_open_trades input
2022-01-30 14:11:20 +01:00
Matthias
7aae9565c7 Only look at buy orders when looking to recalculate trade value 2022-01-30 14:08:42 +01:00
Stefano Ariestasia
da39ca6650 fix new-config 2022-01-30 21:19:05 +09:00
Matthias
000b8ff281
Merge pull request #6306 from freqtrade/short_forceentry
add `/forcelong` and `/forceshort` commands
2022-01-30 07:36:14 +01:00
Matthias
aea84dc117 Limit should default to None when calling pair_candles 2022-01-29 20:16:58 +01:00
Matthias
8a6823deb1 Convert InformativeData to dataclass 2022-01-29 19:59:54 +01:00
Stefano Ariestasia
326ba46bf8
Merge branch 'freqtrade:develop' into fix-docs 2022-01-29 23:20:41 +09:00
Matthias
ab932d8398 Properly detect default candle type 2022-01-29 14:31:58 +01:00
Matthias
d1d520769e Improve status table for position adjust
don't show "/max" if no maximum is set

closes #6317
2022-01-29 14:29:09 +01:00
Matthias
463714832d Merge branch 'develop' into feat/short 2022-01-29 14:19:30 +01:00
Matthias
e7409e74c2 Remove default from position_adjustment (otherwise strategy parameters won't work anymore) 2022-01-28 19:21:42 +01:00
Matthias
c620e38c7d Informative decorator updates for futures 2022-01-28 19:17:46 +01:00
Matthias
fb3c67d86b Accept that keys sometimes are not provided 2022-01-28 17:07:34 +01:00
Matthias
fdea4fcb1b Remove some todo's 2022-01-28 15:52:12 +01:00
Matthias
571ddceaf6
Merge pull request #6310 from Verbalinsurection/perso
Fix ETH duplicate in CoinGecko
2022-01-28 12:35:44 +01:00
Matthias
15d5389564 Update /health endpoint to be in local timezone 2022-01-28 10:33:35 +01:00
Verbalinsurection
660f474ab8 Fix ETH duplicate in CoinGecko 2022-01-28 10:26:31 +01:00
Matthias
5d0c2bcb44 Shift candles after pushing them to dataprovider
this will ensure that the signals are not shifted in callbacks
closes #6234
2022-01-28 07:25:10 +01:00
Matthias
138e867a68 Filter tickers on stake-currency for kraken 2022-01-28 07:20:47 +01:00
Stefano Ariestasia
bd1b991448
Merge branch 'freqtrade:develop' into fix-docs 2022-01-28 06:57:13 +09:00
Matthias
82e193d9f0
Merge pull request #6260 from stash86/pos_adjust
Add max_buy_position_adjustment as attribute
2022-01-27 20:13:51 +01:00
Matthias
108018b30b
Merge pull request #6231 from freqtrade/funding_rate_backtest
Funding rate backtest
2022-01-27 17:01:28 +01:00
Matthias
002226f5fd Update setting to max_entry_position_adjustment 2022-01-27 16:57:50 +01:00
Matthias
c4f71cc103 More forceenter updates 2022-01-27 07:38:11 +01:00
Matthias
6e72effbf0 Update forcebuy telegram tests 2022-01-27 06:31:45 +01:00
Matthias
0a52d79208 Update forcesell to work as forceexit 2022-01-26 20:17:00 +01:00
Matthias
7afaf4b5d4 Add /forceshort command 2022-01-26 19:53:46 +01:00
Matthias
e2ddea79ee Add "market" to /show_config 2022-01-26 19:49:15 +01:00
Matthias
be7ce208dc Update tests to test forceenter endpoint 2022-01-26 19:24:01 +01:00
Matthias
48d8cd82af _rpc_forcebuy 2022-01-26 19:11:01 +01:00
Matthias
4998f3bdd7 Add order_side to forcebuy endpoint 2022-01-26 19:07:44 +01:00
Stefano Ariestasia
396ebebdc1
Merge branch 'freqtrade:develop' into fix-docs 2022-01-26 16:09:11 +09:00
Stefano Ariestasia
ed71f777a3 Merge branch 'fix-docs' of https://github.com/stash86/freqtrade into fix-docs 2022-01-26 07:07:00 +00:00
Stefano Ariestasia
1f26709aca changes 2022-01-26 07:06:52 +00:00
Matthias
67651e013e Add /forceenter endpoint 2022-01-26 07:10:38 +01:00
Matthias
88ccfedd32 Improve wording of "no history found" error 2022-01-26 06:53:00 +01:00
Matthias
b6943f3bca
Merge pull request #6296 from freqtrade/python_37_remove
Update references to remove python 3.7 support
2022-01-25 20:01:14 +01:00
Matthias
12c79967f5
Merge pull request #6258 from italodamato/pass_dimensions_to_generate_estimator
Pass dimensions to generate_estimator
2022-01-25 19:37:22 +01:00
Matthias
13978e9893
Merge pull request #6276 from clover-es/feat/short
Add support for shorts in strategy.stoploss_from_absolute()
2022-01-25 19:11:05 +01:00
Italo
30b27ae736 explicit dtype 2022-01-25 12:29:55 +00:00
Italo
f7a5b2cb71 explicit dimensions, added **kwargs, updated docs 2022-01-25 11:43:40 +00:00
Matthias
d9347e9900 Update references to remove python 3.7 support 2022-01-25 06:43:36 +01:00
Matthias
f7be93aaa6 leverage limits can be None, so we need to check for that 2022-01-25 06:30:03 +01:00
Stefano Ariestasia
0fa7986369
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-25 10:30:18 +09:00
Stefano Ariestasia
7c975df42a
Merge branch 'freqtrade:develop' into fix-docs 2022-01-25 10:30:03 +09:00
Reigo Reinmets
78986a0def I sort managed to fit it on another row. Impressive. 2022-01-24 14:09:23 +02:00
Reigo Reinmets
1d59a6b7e3
Merge branch 'freqtrade:develop' into health 2022-01-24 13:52:53 +02:00
Matthias
194a5ce3cc Update advanced strategy template with missing methods 2022-01-24 07:02:02 +01:00
Matthias
e252830229 Add entry_tag to "entry" callbacks 2022-01-24 07:02:01 +01:00
Reigo Reinmets
bf62fc9b25 Add /health endpoint that returns last_process timestamp, fix issue #6009 2022-01-23 21:58:46 +02:00
Reigo Reinmets
451eca51c8 Optimise the multiple usages of the same timestamp. 2022-01-23 20:58:25 +02:00
Reigo Reinmets
e67a54f7a9 Fix missing order time info in backtesting. 2022-01-23 20:52:35 +02:00
Matthias
daee59f4f1 Reorder interface methods 2022-01-23 19:20:31 +01:00
Matthias
57067ce88d Add tests for max_adjustment_buy handling 2022-01-23 19:07:37 +01:00
Matthias
7429f535c1 Imrpove code by reusing available properties 2022-01-23 18:59:09 +01:00
Matthias
62df044618
Merge pull request #6279 from xataxxx/develop
Fix position adjustment not counting older orders because of missing average field value
2022-01-23 17:42:51 +01:00
Matthias
4b6f9121ca
Merge pull request #6275 from freqtrade/extract_timedout_from_ftbot
Extract timedout from ftbot
2022-01-23 17:28:10 +01:00
Reigo Reinmets
6613e3757a Additional fix 2022-01-23 18:09:57 +02:00
Matthias
09db4bcadd Don't use strings, use methods directly 2022-01-23 17:00:00 +01:00
Reigo Reinmets
51b94889b2 Just in case also check for closed to avoid counting in canceled orders. 2022-01-23 17:56:41 +02:00
Reigo Reinmets
8c79d55739 Fix issue #6268 2022-01-23 17:44:16 +02:00
Stefano Ariestasia
480ed90a02 create to_json function for Order 2022-01-23 11:33:06 +00:00
Matthias
821a9d9cdc Add current_time to check_timeout functions for convenience 2022-01-23 08:10:35 +01:00
Stefano Ariestasia
cc3852daf3 Add defaults to constants.py and update docs 2022-01-23 03:54:58 +00:00
Matthias
ad28543d4d Update kraken calculation 2022-01-22 19:46:11 +01:00
Matthias
a0c0c4dcbe Update funding_fee formula to correctly calculate fees for long trades 2022-01-22 19:46:10 +01:00
Matthias
f26cd19146 Merge index and mark rates as part of dataload 2022-01-22 19:45:46 +01:00
Matthias
82c90c0049 Extract funding and mark mergin to separate method 2022-01-22 19:45:46 +01:00
Matthias
84c6d92d4c calculate_funding_fees is actually a public exchange interface (used in backtesting). 2022-01-22 19:45:46 +01:00
Matthias
e9e7fd749b Support funding-fees while running backtest 2022-01-22 19:45:43 +01:00
Matthias
c6c97efed3 Remove unused method _get_funding_fee 2022-01-22 19:44:20 +01:00
Matthias
ef3a1ea8f2 Split funding fee calculation from Download 2022-01-22 19:44:20 +01:00
Guillermo Rodríguez
17ae6a0c78 Harmonize short parameter name in stoploss_from_open() 2022-01-22 18:01:56 +01:00
Guillermo Rodríguez
40cd478c6d Calculate stoploss_from_absolute for shorts 2022-01-22 18:01:02 +01:00
Matthias
f090dcc597 Merge branch 'develop' into feat/short 2022-01-22 17:56:01 +01:00
Matthias
56daafd6b7 Use realistic date for dry-run orders 2022-01-22 16:31:59 +01:00
Matthias
01b331ee42
Merge pull request #6274 from italodamato/set-stoploss-at-trade-creation
set stoploss at trade creation
2022-01-22 16:17:47 +01:00
Matthias
7bef9a9b3e Extract timeout handling from freqtradebot class 2022-01-22 15:59:10 +01:00
Italo
82f0d4d056 set stoploss at trade creation 2022-01-22 14:03:12 +00:00
Matthias
bd4014e1e6 Small cleanup 2022-01-22 15:01:27 +01:00
Matthias
a35b0b519a Update forcebuy endpoint to support stake-amount
closes #6223
2022-01-22 13:26:02 +01:00
Stefano Ariestasia
fe5f61694b
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-22 21:25:16 +09:00
Matthias
1505ad451c
Merge pull request #6271 from freqtrade/fix/6267
Allow @informative in webserver mode
2022-01-22 10:33:52 +01:00
Matthias
9ecd7400c8 Allow NaN when calculating digests 2022-01-22 08:10:09 +01:00
Stefano Ariestasia
f79decdb9c Merge branch 'fix-docs' of https://github.com/stash86/freqtrade into fix-docs 2022-01-22 06:54:57 +00:00
Stefano Ariestasia
05046b9eef Add more info on status message 2022-01-22 06:54:49 +00:00
Matthias
a43c088448 Allow @informative in webserver mode 2022-01-22 07:11:59 +01:00
Matthias
3d94d7df5c Update migrations for mariadb 2022-01-21 19:31:11 +01:00
Matthias
c265f39323 Update sequences for postgres 2022-01-21 17:19:39 +01:00
Matthias
19948a6f89 Try fix sequence migrations 2022-01-21 16:49:08 +01:00
Matthias
5dca183b7b Combine order and Trade migrations to better facilitate migrations in advanced DB systems 2022-01-21 16:49:08 +01:00
Matthias
bb1d8fb54f Improve message when no hyperopt fie is found
closes #6266
2022-01-21 15:24:26 +01:00
Stefano Ariestasia
3249f9fb98 Add max buys on status table 2022-01-21 08:27:54 +00:00
Stefano Ariestasia
f3a152a5a2
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-21 17:11:36 +09:00
Matthias
730d2e3574
Merge pull request #6259 from stash86/fix-docs
add "# Buys" column to status table
2022-01-21 07:49:21 +01:00
Matthias
d02acb21c2 Add simple test for #buy header 2022-01-21 07:04:25 +01:00
Stefano Ariestasia
748381c5cd Update based on flake8 2022-01-21 00:35:22 +00:00
Italo
e35a1e4a01 fix flake8 2022-01-20 21:00:33 +00:00
Italo
a9f14ac119 show buy_tag only if not None 2022-01-20 18:44:09 +00:00
Italo
4e9f0d89af add buy_tag to trade tooltip in plots 2022-01-20 17:17:58 +00:00
Matthias
a6c7f45545 Update webserver backtseting to reuse prior results 2022-01-20 06:51:48 +01:00
Matthias
e9baabce6f Store results when backtesting via API 2022-01-20 06:35:18 +01:00
Stefano Ariestasia
f30580e5f2 Update freqtradebot.py 2022-01-20 11:40:29 +09:00
Stefano Ariestasia
5fb9511556 fix typo 2022-01-20 10:34:35 +09:00
Stefano Ariestasia
62ea1a445e add lines to show_config message 2022-01-20 10:03:26 +09:00
Stefano Ariestasia
2e537df358 Update strategy_resolver.py 2022-01-20 09:07:59 +09:00
Matthias
847e8977ca
Merge pull request #6255 from rokups/rk/backtest-result-caching-2
Rework backtesting --no-cahche to --cache=[none, day, week, month].
2022-01-19 21:01:24 +01:00
Matthias
afe46a55f7 Add documentation for --cache backtest option 2022-01-19 20:19:17 +01:00
Matthias
d319204dea Add note about legacy metadata format 2022-01-19 20:08:09 +01:00
Stefano Ariestasia
ac93eea585 update 2022-01-19 21:58:24 +09:00
Rokas Kupstys
5fffc5033a Rework backtesting --no-cahche to --cache=[none, day, week, month].
Fix an issue where config modification during runtime would prevent use of cached results.
2022-01-19 11:44:35 +02:00
Stefano Ariestasia
5525fdae1a add max_buy_position_adjustment as attribute 2022-01-19 16:50:13 +09:00
Stefano Ariestasia
3925e8a7e3 add "# Buys" column to status table 2022-01-19 16:14:21 +09:00
Matthias
e04956be0e
Merge pull request #6185 from freqtrade/fix_funding_fee_calc
cleanup funding fee tests
2022-01-19 06:57:44 +01:00
Italo
a4dbdb549d added type spec 2022-01-19 01:37:47 +00:00
Italo
407c20412d Pass dimensions to generate_estimator
It's needed in order to create isotropic kernels for the GaussianProcessRegressor
2022-01-19 01:07:41 +00:00
Matthias
1fb48a1f53 Add TODO-lev for "stoploss_from_absolute". 2022-01-18 16:52:34 +01:00
Matthias
120639e84b
Merge pull request #6228 from clover-es/feat/short
Stoploss from open for shorts
2022-01-18 16:49:58 +01:00
மனோஜ்குமார் பழனிச்சாமி
d918d24f08
Spreadfilter log % fix
Both the following same
print(f'{3:.3%}') 
print(f'{3 *100 :.3}%')
# 300.000%
2022-01-18 14:05:03 +05:30
Matthias
3c06d31bbf
Merge pull request #6238 from stash86/fix-docs
Add position adjustment On or Off on startup message
2022-01-17 20:32:27 +01:00
Matthias
9c9c9f0171 Readd trailing white line 2022-01-17 20:00:35 +01:00
Matthias
6c7a4230ad Update comment about funding_fees calculation 2022-01-17 19:20:47 +01:00
Reigo Reinmets
3de843ab2c Add eager-loading for orders. This allows access to trade.orders in all callbacks. 2022-01-17 13:23:37 +02:00
Stefano Ariestasia
f9a935b9a3 Update rpc_manager.py 2022-01-17 16:37:06 +09:00
Stefano Ariestasia
b6ad0f52e9
Merge branch 'freqtrade:develop' into fix-docs 2022-01-17 10:59:16 +09:00
Stefano Ariestasia
edd2ea3699 Update rpc_manager.py 2022-01-17 10:57:10 +09:00
Matthias
c02497e4b8
Merge pull request #6172 from rokups/rk/backtest-results-caching
Backtest result reuse
2022-01-16 19:09:37 +01:00
Matthias
2bcfc0c90c Add warning about cache problems 2022-01-16 18:01:05 +01:00
Matthias
d08885ed92 Fix empty "/log" endpoint in certain moments 2022-01-16 15:37:00 +01:00
Matthias
5bb48eaed0 Replace Nan with 0 or None in backtesting
part of #6224
2022-01-16 14:49:29 +01:00
Matthias
69c00db7cd Only show /balance % improvement if trades have been made 2022-01-16 13:39:50 +01:00
Matthias
b96b0f89bd improved unfilledtimeout defaults 2022-01-16 13:17:12 +01:00
Matthias
6c4b261469 Convert nan to None in get_signal. 2022-01-16 08:04:39 +01:00
Rokas Kupstys
062d00e8f2 Fix @informative decorator failing with edge. 2022-01-15 17:31:16 +02:00
Rokas Kupstys
2b7405470a Fix timerange check. 2022-01-15 17:30:40 +02:00
Rokas Kupstys
16861db653 Implement previous backtest result reuse when config and strategy did not change. 2022-01-15 17:30:40 +02:00
Matthias
6684bff963 Dry-run orders should have filled set correctly 2022-01-15 15:25:16 +01:00
Guillermo Rodríguez
d28287880c Add support for shorts in strategy.stoploss_from_open
Signed-off-by: Guillermo Rodríguez <guillebep@gmail.com>
2022-01-15 04:30:30 +01:00
Reigo Reinmets
93adb436f8 Fix flake8 intention issue. 2022-01-14 20:25:29 +02:00
Reigo Reinmets
320c9ccf90 Unify functions and make it easy to get a list of filled buy orders 2022-01-14 20:02:35 +02:00
Reigo Reinmets
08cae6f067 Fix horrible whitespace mistake. 2022-01-13 20:44:03 +02:00
Reigo Reinmets
ffe69535d8 These could be properties. 2022-01-13 20:31:03 +02:00
Reigo Reinmets
13bc5c5d8f Fine, this does look better. 2022-01-13 20:24:21 +02:00
Reigo Reinmets
678be0b773 Slightly move code. 2022-01-13 20:16:45 +02:00
Matthias
faa35cb167 Small minor fixes 2022-01-13 17:18:07 +01:00
Reigo Reinmets
c826c9c2b9
Merge branch 'freqtrade:develop' into dca 2022-01-13 10:04:39 +02:00
Wings22Actual
a22e1b6500
minor spelling correction
line 89 "Tim"->"Time"
2022-01-13 01:48:38 +00:00
Reigo Reinmets
e50b07ecb4 Make code compatible. 2022-01-11 12:05:57 +02:00
Reigo Reinmets
94f2c99989 Temporary fix for lazy loading. Probably we can do it better. 2022-01-11 11:43:32 +02:00
Reigo Reinmets
fbf026ac43 Fix sorting of imports. 2022-01-10 20:43:57 +02:00
Reigo Reinmets
3b7167ab07 Fix backtesting missing filled amounts in orders. 2022-01-10 20:30:40 +02:00
Reigo Reinmets
26f2db4777 Fix notify_enter attempting to fetch rate during testing. 2022-01-10 20:30:32 +02:00
Reigo Reinmets
30d293bfec Fix bug with None in backtesting. 2022-01-10 20:16:11 +02:00
Reigo Reinmets
91b89c8c42 Improve docs, fix telegram message to show current rate. 2022-01-08 21:30:42 +02:00
Reigo Reinmets
195d601b8e Fix notification message showing "Current rate" as the initial buy order desired rate. 2022-01-08 17:41:59 +02:00
Reigo Reinmets
0bca07a32a Added min_stake, max_stake. Removed pair as its included in trade. 2022-01-08 17:20:02 +02:00
Reigo Reinmets
813a2cd23b Add useful helper methods for adjust_trade_position implementation 2022-01-08 17:18:37 +02:00
Matthias
2fb9e7940a Improve "missing data" message 2022-01-08 14:39:09 +01:00
Reigo Reinmets
8e424f7c73
Merge branch 'freqtrade:develop' into dca 2022-01-08 14:57:15 +02:00
Matthias
dad080f56f Merge branch 'develop' into feat/short 2022-01-08 10:45:15 +01:00
Sam Germain
c61acb9f19 removed rename todos 2022-01-08 03:09:47 -06:00
Matthias
04976658da Fix crash when using backtesting-show on a old backtestresult 2022-01-07 17:34:47 +01:00
Matthias
522496d9e2 Add Compatibility code for BT_DATA_COLUMNS 2022-01-07 17:17:35 +01:00
Rokas Kupstys
11ace0f867 Instead of clearing processed dict, store df_analyzed (one with buy/sell signals) dataframe in it.
It still saves memory because this dataframe is kept by DataProvider.
Fixes #6179.
Amends #6133 (a715083fc0).
2022-01-07 12:07:49 +02:00
Matthias
46809f08fe Merge branch 'develop' into feat/short 2022-01-07 10:13:16 +01:00
Matthias
e540959c27 Remove btdata from generate_strategy_stats 2022-01-07 09:27:07 +01:00
Matthias
1203d08d1e generate_pair_metrics does not need processed dict 2022-01-07 09:27:07 +01:00
Matthias
b77943af0d
Merge pull request #6173 from freqtrade/volume_quote_workaround
Selectively convert quote to base volume in volumepairlist
2022-01-07 09:07:16 +01:00
Matthias
d64f9030c1 Remove now unused codesegment 2022-01-07 08:04:01 +01:00
Matthias
b3a4ecaf77 Remove old backtest format support 2022-01-06 19:49:25 +01:00
Matthias
24ec78b11c Quote-volumelist fix for gateio 2022-01-06 19:07:47 +01:00
Matthias
326e3d1f8e Selectively convert quote to base volume in volumepairlist 2022-01-06 19:07:43 +01:00
Matthias
173524ea5b
Merge pull request #6170 from freqtrade/contract_workaround
contractSize is a string coming from ccxt
2022-01-06 16:25:19 +01:00
Carlo Revelli
7451b60501
increase okex candle limit 2022-01-06 05:31:23 -08:00
Matthias
431fcdd76f contractSize is a string comming from ccxt 2022-01-06 13:53:27 +01:00
Matthias
a0f9c1bf7b Avoid failure when calculating max-drawdown
occurs if if no winning trade is recorded.
2022-01-06 13:51:15 +01:00
Matthias
e88a1ab209 Improve VolumePairlist behaviour
Filter pairs before downloading ohlcv candles - this will greatly speed up some instances.
2022-01-06 13:49:27 +01:00
Matthias
72b2d4ab5f Update FTX to support new standardized futures format 2022-01-06 11:16:26 +01:00
Matthias
6ad521a0f7 Update apply_fee_conditional with note about futures 2022-01-06 10:22:28 +01:00
Matthias
addba6597a
Merge pull request #6165 from freqtrade/drawdown_fixes
Improved drawdown calculation
2022-01-06 09:56:05 +01:00
Matthias
2a2392fd73 Update parameter name in docstring 2022-01-06 09:15:30 +01:00
Matthias
33d95d245e Fix unbounderror
closes #6169
2022-01-06 08:48:30 +01:00
Matthias
a9a6cf13f8 Add exit_tag to detail-sells
closes #6159
2022-01-06 08:22:15 +01:00
Matthias
4e2b9203d7 Remove no longer used BT_DATA_COLUMNS_MID 2022-01-05 20:40:59 +01:00
Matthias
6abd6bceb9 Avoid recalculating statistics for comparison line 2022-01-05 20:16:48 +01:00
Sam Germain
3d22497177 add warning for futures dust to freqtradebot.apply_fee_conditional 2022-01-05 00:57:36 -06:00
Sam Germain
501f473164 Merge branch 'develop' into feat/short 2022-01-04 22:47:33 -06:00
Matthias
8373a4e713 Small Adjustments to improve compatibility 2022-01-04 19:17:08 +01:00
Matthias
4d9b4ddc28 Update hyperopt-tools to use account drawdown 2022-01-04 17:43:39 +01:00
Matthias
09fae25c94 Fix some tests after drawdown calculation change 2022-01-04 17:07:31 +01:00
Matthias
7a2b50ce8b Update drawdown calculation to account drawdown 2022-01-04 17:07:31 +01:00
Matthias
42579c0268 Drop hyperopt results legacy mode 2022-01-04 17:06:40 +01:00
Sam Germain
b2a1124a26 Merge branch 'feat/short' of https://github.com/freqtrade/freqtrade into feat/short 2022-01-04 00:17:42 -06:00
Matthias
e57c2d64a5
Merge pull request #5888 from samgermain/contract-sizes
Convert contract size to underlying asset size
2022-01-03 21:55:19 +01:00
Matthias
d8cb61278f Simplify contract conversion code
by reusing "get_contract_size"
2022-01-03 18:12:45 +01:00
Sam Germain
707a6507b5 removed redundant todos 2022-01-02 21:46:06 -06:00
Matthias
711a6a6dbc Merge branch 'develop' into pr/xataxxx/6079 2022-01-02 22:21:41 +01:00
Matthias
2116b0729f Integration-test for DCA order 2022-01-02 20:20:56 +01:00
Matthias
209ecc8732 Fix typo in bt_progress 2022-01-02 19:38:03 +01:00
Matthias
7f88f9bf27 Revert unintended double-call of amount conversion 2022-01-02 13:11:29 +01:00
Sam Germain
33ab3c1bea Removed some todo-lev comments 2022-01-01 14:10:24 -06:00
Sam Germain
14ae327459 grouped contract methods 2022-01-01 14:08:10 -06:00
Sam Germain
3e4912979a exchange.py: removed get funding rate history 2022-01-01 14:03:26 -06:00
Sam Germain
fcded264e6 removed exchange._get_mark_price_history 2022-01-01 13:53:26 -06:00
Sam Germain
f92d47a16b exchange._contracts_to_amount and exchange._amount_to_contracts safe checks 2022-01-01 13:52:06 -06:00
Matthias
8da596f66d Implement PR feedback 2022-01-01 13:52:01 -06:00
Sam Germain
49a6ebb454 exchange class contract methods safe check for symbol 2022-01-01 13:50:50 -06:00
Sam Germain
78d1a267f0 contract-sizes tests 2022-01-01 13:50:50 -06:00
Sam Germain
d0a300a2e1 Added TODOs 2022-01-01 13:50:49 -06:00
Sam Germain
4f6203e45f Added conversions from contract size to amount for objects returned from api 2022-01-01 13:50:43 -06:00
Sam Germain
e10ceb2362 Amount to precision has _amount_to_contract_size in it 2022-01-01 13:49:09 -06:00
Sam Germain
ee63f12236 Revert "Removed leverage param from get_min_pair_stake_amount"
This reverts commit 096588550ca1de5e5edf63cf7214af037d7bc93b.
2022-01-01 13:49:09 -06:00
Sam Germain
2df5993812 _contract_size_to_amount only impacts limits.amount and not limits.cost, put _get_stake_amount_considering_leverage back in 2022-01-01 13:49:09 -06:00
Sam Germain
ef6ad0e6d7 Removed leverage param from get_min_pair_stake_amount 2022-01-01 13:49:09 -06:00
Sam Germain
3f75531105 added methods _contract_size_to_amount and _amount_to_contract_size, added _amount_to_contract_size to create_order, added contract_size_to_amount to get_min_leverage 2022-01-01 13:49:09 -06:00
Matthias
ddfbe55e7c Merge branch 'develop' into feat/short 2022-01-01 19:16:49 +01:00
Matthias
08ba5b0451 Update docs to include underwaterplot 2022-01-01 16:55:08 +01:00
Matthias
fb06a673e0 Add Underwater plot 2022-01-01 14:40:20 +01:00
Matthias
78ba2d3fc7 Add underwaterplot calculation to btanalysis 2022-01-01 14:39:58 +01:00
Matthias
a2d97eecfe Add trade parallelism plot
closes #6142
2022-01-01 14:11:51 +01:00
Matthias
9becd20f20 Improve "Missing data" messages 2022-01-01 10:37:58 +01:00
Matthias
670aed06bf Remove loop for hyperopt. 2021-12-31 17:35:08 +01:00
Matthias
0277d93a64 don't use deprecated asyncio.get_event_loop() 2021-12-31 17:27:42 +01:00
Matthias
c9296dc9a0 Uvloop_helper should use "get_running_loop" 2021-12-31 17:27:42 +01:00
Matthias
c06496e66f Update some more TODO-lev's 2021-12-31 16:49:47 +01:00
Sam Germain
9a220f6cfe removed a few todos 2021-12-31 07:30:01 -06:00
Sam Germain
46072be011 models.__init__ exception for no interest_rates on Margin trading 2021-12-31 06:20:00 -06:00
Sam Germain
867483170a binance.funding_fee_cutoff removed TODO-lev 2021-12-31 06:11:43 -06:00
Matthias
550a1eef91 Reduce "cleanup" slowdown in telegram 2021-12-31 12:54:15 +01:00
Matthias
880ee016a4
Merge pull request #6133 from rokups/rk/reduce-memory-usage
Reduce memory usage by not holding on to no longer needed data
2021-12-31 11:36:52 +01:00
Matthias
39f8c5719b Fix exception on exchange shutdown 2021-12-31 11:24:56 +01:00
Rokas Kupstys
a715083fc0 Reduce memory usage by not holding on to no longer needed data. 2021-12-31 12:10:01 +02:00
Matthias
b1b2eebd11 Change sequence of ROI/sell signal to favor sell-signal 2021-12-30 20:00:58 +01:00
Matthias
4b79d435ad
Merge pull request #6084 from aezomz/lev-telegram
Telegram and Webhook updates
2021-12-30 19:17:58 +01:00
Matthias
3c4eda14b1 Remove unused test parameter 2021-12-30 17:34:45 +01:00
Matthias
2395988bf8 Leverage defaults to 1.0, which should not be shown. 2021-12-30 17:32:36 +01:00
Matthias
45ac3b3562 Change formatting slightly 2021-12-30 17:18:46 +01:00
Aezo Teo
fa12098bff changed to suggestion 2021-12-30 20:05:17 +08:00
Matthias
bd98637ae9 Fail gracefully from plot-profit when no data is provided
closes #6132
2021-12-30 10:14:45 +01:00
Matthias
1871165d21
Merge pull request #6127 from wadedyck/download_data_futures_fix
Download data futures fix
2021-12-29 19:08:38 +01:00
Matthias
77afb7b5e2
Merge pull request #6114 from cdimauro/reduce_kucoin_logs
Reduce kucoin logs
2021-12-29 17:33:21 +01:00
Matthias
2b94fbfa74 Avoid using singleton where not necessary 2021-12-29 17:05:53 +01:00
Matthias
043218cc7e Version bump to 2021.12 2021-12-29 16:18:14 +01:00
Matthias
c3e9ef27f6 Merge branch 'stable' into new_release 2021-12-29 16:17:56 +01:00
Aezo Teo
ee7cbcd69f fixed flake8 and mypy errors 2021-12-29 21:48:50 +08:00
Aezo Teo
b6092e2e3c amended L/S for status table 2021-12-29 21:30:31 +08:00
Aezo Teo
1f773671ed updated tests and telegram 2021-12-29 21:24:12 +08:00
Reigo Reinmets
3d336a736e Improve documentation. 2021-12-29 14:51:57 +02:00
Wade Dyck
5bb2d3baea Revert "Remove the guards against downloading data in futures mode."
This reverts commit 82cdfba494.
2021-12-28 11:35:17 -07:00
Wade Dyck
60dfadf446 Don't attempt to calculate funding fees when the initial timeframe hasn't been exceeded. 2021-12-27 16:51:47 -07:00
Wade Dyck
a26c82b7cc Also check candle_type_def when creating the pairlist and getting the ohlcv. 2021-12-27 16:51:02 -07:00
Wade Dyck
5743b3a0b7 When getting analyzed dataframes, use candle_type_def in the pair_key as that's how they're cached. 2021-12-27 13:29:25 -07:00
Wade Dyck
82cdfba494 Remove the guards against downloading data in futures mode. 2021-12-27 12:48:42 -07:00
Wade Dyck
3d9360bb8c When backtesting, pass the candle_type to load_data. 2021-12-27 11:46:05 -07:00
Matthias
5a546855e6 Import TTLCache from cachetools
Importing from cachetools.ttl is deprecated, and will be removed in 5.0
2021-12-27 19:30:17 +01:00
Wade Dyck
5b3f907b0c Fixes a download_data bug when in futures mode.
When specifying multiple pairs to download, the json filenames were
inconsistent due to the reassignment of candle_type. Also adds the
candle_type being downloaded to a log message.
2021-12-27 11:16:38 -07:00
Reigo Reinmets
4b654b2713 Reduce logging. 2021-12-27 19:48:18 +02:00
Reigo Reinmets
2a728c676e Improve documentation. Fix bug. 2021-12-27 19:41:33 +02:00
Matthias
05a488a7a0 Further reduce log verbosity for kucoin 429000 exception 2021-12-27 17:15:30 +01:00
Matthias
ef2b326262 Reduce retrier message repetition
by combining messages, we can provide the same information in fewer log messages
2021-12-27 16:47:34 +01:00
Matthias
17f037cec6 Extract order_fee handling from update_trade_state 2021-12-27 16:07:43 +01:00
cdimauro
f77b8cbb7a Reduce KuCoin logs only for 429000 error
Only KuCoin messages for 429000 error code are logged once.

Logs functions are also simplified and optimized.

test_remove_logs_for_pairs_already_in_blacklist is simplified as well.
2021-12-26 21:09:25 +01:00
Reigo Reinmets
bc8fc3ab09 We can actually call recalc_open_trade_value less since it's being called eventually anyway. 2021-12-26 20:09:18 +02:00
Reigo Reinmets
bd5520bee2 Adjust comments, fix stoploss_on_exchange for slower closed orders. 2021-12-26 20:03:10 +02:00
Reigo Reinmets
099dc07baf No longer needed since recalc_trade_from_orders always calls it. 2021-12-26 20:02:20 +02:00
Reigo Reinmets
817a65b656 This is not needed since backtesting does not have open orders. 2021-12-26 20:01:48 +02:00
Matthias
d3f3c49b13 Fix minor "gotchas" 2021-12-26 15:29:10 +01:00
cdimauro
fbaf46901e Reduce more KuCoin logs on retrier decorator
More logs are reduced, for KuCoin, on the retrier_async decorator:

_async_get_candle_history() returned exception
retrying _async_get_candle_history() still for
Giving up retrying: _async_get_candle_history()
Applying DDosProtection backoff delay
2021-12-26 09:06:26 +01:00
cdimauro
96fbf63d0b Reduce KuCoin logs on DDosProtection error messages
KuCoin APIs generate A LOT of error messages.
Consequently, logs are flooded with lines like:
2021-12-25 22:30:23 freqtrade.exchange.common: WARNING -
_async_get_candle_history() returned exception:
"kucoin GET https://openapi-v2.kucoin.com/api/v1/market/candles?
symbol=PDEX-USDT&type=5min&startAt=1640317818&endAt=1640467818
429 Too Many Requests {"code":"429000","msg":"Too Many Requests"}"
2021-12-25 22:30:23 freqtrade.exchange.common: WARNING -
retrying _async_get_candle_history() still for 3 times
2021-12-25 22:30:23 freqtrade.exchange.common: WARNING -
Kucoin 429 error, avoid triggering DDosProtection backoff delay.
2 tries left before giving up
2021-12-25 22:30:24 freqtrade.exchange.common: WARNING -
_async_get_candle_history() returned exception:
"kucoin GET https://openapi-v2.kucoin.com/api/v1/market/candles?
symbol=UBX-USDT&type=5min&startAt=1640317821&endAt=1640467821
429 Too Many Requests {"code":"429000","msg":"Too Many Requests"}"

Messages like:
Kucoin 429 error, avoid triggering DDosProtection backoff delay.
are logged only once for a certain period of time (default is 3600 seconds).
2021-12-25 22:32:22 +01:00
Reigo Reinmets
aa54592ec7
Merge branch 'freqtrade:develop' into dca 2021-12-25 21:06:26 +02:00
Matthias
2917cc1f2e Bitpanda's "fetch_my_trades" requires "to" argument
closes #4938
2021-12-25 14:28:22 +01:00
Reigo Reinmets
ad247b2f07
Merge branch 'freqtrade:develop' into dca 2021-12-24 12:39:09 +02:00
Reigo Reinmets
de79d25caf Refactoring to use strategy based configuration 2021-12-24 12:38:43 +02:00
Matthias
61dbb6206f Slightly reduce verbosity when reload_conf is issued
part of #6095
2021-12-23 20:33:13 +01:00
Reigo Reinmets
ac690e9215 Remove unnecessary returns. 2021-12-23 18:49:11 +02:00
Reigo Reinmets
ace0a83c0c Allow forcebuy to also buy more when trade is already open. 2021-12-23 11:57:53 +02:00
Reigo Reinmets
2e23e88fc1 Re-add back the log i accidentally removed. 2021-12-22 11:49:43 +02:00
Reigo Reinmets
d70ddeef9a Remove whitespace. Darn IntelliJ. 2021-12-22 11:43:48 +02:00
Reigo Reinmets
e439ae1fea Update wallet balance on every order close, not only trade close 2021-12-22 11:20:03 +02:00
Reigo Reinmets
76e7bf6cd2
Merge branch 'freqtrade:develop' into dca 2021-12-22 02:24:21 +02:00
Reigo Reinmets
7df3e7ada4 Add base_stake_amount_ratio config param to support unlimited stakes. 2021-12-22 02:19:11 +02:00
Matthias
f88b6af26f
Merge pull request #6070 from cdimauro/suppress_logs
Suppress additional logs for pairs in blacklist
2021-12-21 21:07:15 +01:00
Matthias
e5aaef6440 Fix CI failure 2021-12-21 19:20:09 +01:00
cdimauro
6ba8b17fdd Use LoggingMixin.log_once to remove/reduce logs on pairlists 2021-12-21 09:11:57 +01:00
Reigo Reinmets
c9243fb4f6 Use buy side for price since mostly used for DCA. 2021-12-20 22:45:46 +02:00
Reigo Reinmets
f6d36ce56b Fix the dca order not being counted bug. 2021-12-20 22:07:42 +02:00
Reigo Reinmets
d9f5694965
Merge branch 'freqtrade:develop' into dca 2021-12-20 22:05:58 +02:00
Matthias
40036bc710 Force dry-run for webserver backtest mode
closes #6094
2021-12-20 19:41:33 +01:00
Matthias
a557451eee Okex uses 4h mark candle timeframe 2021-12-19 16:47:44 +01:00
Aezo Teo
ea418bc9ac added stats for long short 2021-12-19 23:24:46 +08:00
Reigo Reinmets
5da38f3613 Fix typo. Make sure trade is market open. 2021-12-19 10:36:47 +02:00
Reigo Reinmets
3aca3a7133 Use parentheses instead of backslash 2021-12-18 18:55:47 +02:00
Matthias
ddce28c12d Update data downloading to include funding_fee downloads 2021-12-18 15:32:02 +01:00
Reigo Reinmets
db2f0660fa Some more compatibility fixes. 2021-12-18 11:15:59 +02:00
Reigo Reinmets
b094430c26 Restructure for less complexity. Flake8 2021-12-18 11:01:06 +02:00
Reigo Reinmets
30673f84f9 Flake8 compatibility 2021-12-18 11:00:25 +02:00
Reigo Reinmets
cc28f73d7f Hopefully fix orders being left lingering and trade not updating once they are complete 2021-12-17 22:29:41 +02:00
Reigo Reinmets
d10fb95fce Fix typo 2021-12-17 22:27:10 +02:00
Reigo Reinmets
cea023399e
Merge branch 'freqtrade:develop' into dca 2021-12-17 21:59:58 +02:00
Reigo Reinmets
462270bc5a Fix a case where the amount was not recalculated. Added additional temporary logging. 2021-12-16 22:57:56 +02:00
Matthias
ea38b58081 Add base_currency to allowed webhook fields
closes #6075
2021-12-16 20:18:01 +01:00
Reigo Reinmets
337af44901
Merge branch 'freqtrade:develop' into dca 2021-12-16 20:02:14 +02:00
Matthias
b2fc3e814e
Merge pull request #6055 from freqtrade/blacklist_delete
Add Blacklist delete
2021-12-16 13:41:18 +01:00
Matthias
39f0a17e62 Fix formatting 2021-12-16 07:11:35 +01:00
Reigo Reinmets
7200659b35
Merge branch 'freqtrade:develop' into dca 2021-12-15 23:17:44 +02:00
Matthias
f9aa36f291 Don't hard-fail when executing emergency sell fails
closes #6068
2021-12-15 19:37:35 +01:00
Reigo Reinmets
a7c67e8c7c
Merge branch 'freqtrade:develop' into dca 2021-12-15 08:32:12 +02:00
Reigo Reinmets
9be29c6e92 Theoretically fix second order timeout/canceling deleting the whole order. 2021-12-13 20:44:18 +02:00
Reigo Reinmets
468076cf54 This has to be reset since otherwise it will not handle live limit orders after first buy. 2021-12-13 20:32:13 +02:00
Matthias
793d090561 Improve log message wording for rejected stake amounts
closes #6064
2021-12-13 19:29:07 +01:00
Reigo Reinmets
d4b31263ca Fix open rate being None formatting error. 2021-12-13 13:54:01 +02:00
Reigo Reinmets
6f6e7467f5 Fix potential problem. 2021-12-13 11:17:24 +02:00
Reigo Reinmets
1362bd9626 Fix potential problem. 2021-12-13 02:46:37 +02:00
Reigo Reinmets
2c3e5fa080 Remove extra logging. 2021-12-13 02:30:29 +02:00
Reigo Reinmets
1017b68af9 Fix some unit-tests. Use common trade entry code. 2021-12-13 02:27:09 +02:00
Reigo Reinmets
98255c18cf
Merge branch 'freqtrade:develop' into dca 2021-12-13 02:10:13 +02:00
Matthias
3398469e55 Update PerformanceFilter to have min_profit as ratio again.
closes #6056
2021-12-12 13:21:36 +01:00
cdimauro
8dd3128ed4 Add type annotation to new logs suppression code 2021-12-12 12:32:09 +01:00
cdimauro
5b998aeca7 Remove unused import
Remove the import from copy, since deepcopy() isn't used anymore
(list.copy() is used instead).
2021-12-12 10:21:54 +01:00
cdimauro
878e16545d Suppress additional logs for pairs in blacklist
Every time that there's freqtrade "ticks", pairs in the blacklist are
checked and a warning message is displayed.
So, the logs are continuously flooded with the same warnings.

For example:
2021-07-26 06:24:45 freqtrade.plugins.pairlistmanager: WARNING -
Pair XTZUP/USDT in your blacklist. Removing it from whitelist...
2021-07-26 06:24:45 freqtrade.plugins.pairlistmanager: WARNING -
Pair SUSHIUP/USDT in your blacklist. Removing it from whitelist...
2021-07-26 06:24:45 freqtrade.plugins.pairlistmanager: WARNING -
Pair XTZDOWN/USDT in your blacklist. Removing it from whitelist...
2021-07-26 06:24:50 freqtrade.plugins.pairlistmanager: WARNING -
Pair XTZUP/USDT in your blacklist. Removing it from whitelist...
2021-07-26 06:24:50 freqtrade.plugins.pairlistmanager: WARNING -
Pair SUSHIUP/USDT in your blacklist. Removing it from whitelist...
2021-07-26 06:24:50 freqtrade.plugins.pairlistmanager: WARNING -
Pair XTZDOWN/USDT in your blacklist. Removing it from whitelist...

This patch shows the warning only the first time, by keeping track
of which pairs in the blacklist were already logged.
2021-12-12 10:20:08 +01:00
Reigo Reinmets
8dacd987b9
Merge branch 'freqtrade:develop' into dca 2021-12-12 08:31:38 +02:00
Matthias
c12f2378db
Merge pull request #6045 from freqtrade/trade_fee_fallback_value
Add unknown_fee_rate parameter
2021-12-11 20:00:01 +01:00
Matthias
b90c5e56fb Fix webserver schema bug when running in webserver mode 2021-12-11 19:46:35 +01:00
Matthias
8fdef2900e Increment API version to let clients know this is now available 2021-12-11 19:41:30 +01:00
Reigo Reinmets
71147d2899 Attempt to support limit orders for position adjustment. 2021-12-11 18:25:05 +02:00
Matthias
857f4ec125 Remove exception-handlers which catch exceptions that are never raised 2021-12-11 16:20:09 +01:00
Reigo Reinmets
f11a40f144 Improve documentation on adjust_trade_position and position_adjustment_enable 2021-12-11 17:14:04 +02:00
Matthias
8da79d0ab2 Add blacklist-control to telegram 2021-12-11 16:12:24 +01:00
Matthias
cc96db76f0 Add possibility to delete pairs from the pairlist via api 2021-12-11 15:53:44 +01:00
Matthias
e729fad99c Add unknown_fee_rate parameter 2021-12-11 15:26:08 +01:00
Matthias
17bd990053 Update funding_fee freqtradebot test 2021-12-11 09:49:48 +01:00
Reigo Reinmets
f97662e816 Add position_adjustment_enable config keyword to enable it. 2021-12-11 00:28:12 +02:00
Reigo Reinmets
b7bf3247b8 Only adjust stoploss if it's set. 2021-12-10 23:17:12 +02:00
Reigo Reinmets
1e3fc5e984 Slight code touchup 2021-12-10 22:48:00 +02:00
Matthias
6948414e47 Remove no longer necessary method _get_mark_price_history 2021-12-10 19:54:49 +01:00
Matthias
a87d2d62bb Remove no longer needed method get_funding_rate_history 2021-12-10 19:52:02 +01:00
Matthias
aabca85a5f Update _calculate_funding_fees to reuse existing async infrastructure 2021-12-10 19:50:58 +01:00
Reigo Reinmets
c179951cca Expect stake_amount, not actual amount of pair from strategy for DCA. 2021-12-10 20:42:24 +02:00
Matthias
35f9549e98 Expose drop_incomplete from refresh_latest_ohlcv 2021-12-10 07:36:25 +01:00
Reigo Reinmets
b2c2852f86 Initial backtesting support. This does make it rather slow. 2021-12-09 23:21:35 +02:00
Reigo Reinmets
00366c5c88 Additional unit-tests 2021-12-09 20:03:41 +02:00
Reigo Reinmets
fde6779873 Some code improvements. Still some bugs. 2021-12-09 14:47:44 +02:00
Reigo Reinmets
88792852e4 Merge branch 'develop' of github.com:freqtrade/freqtrade into dca 2021-12-09 14:33:14 +02:00
Matthias
edd80c3006 Merge branch 'develop' into feat/short 2021-12-09 06:34:07 +01:00
Matthias
be6b1f6f83 Import from enums, not submodules 2021-12-09 06:18:21 +01:00
Matthias
2679744228 Explicit test for candletype get_default 2021-12-08 16:20:26 +01:00
Matthias
35afc7b478 Fix wrong tradingMOde comparison 2021-12-08 16:07:27 +01:00
Matthias
25e1142f89 Update Enum imports 2021-12-08 15:59:20 +01:00
Matthias
d079b444a6 Add optional "has" (as comment for now) 2021-12-08 14:48:56 +01:00
Matthias
9b9d61c6d6 Remove SPOT_ candletype 2021-12-08 14:38:09 +01:00
Matthias
d89cbda7b8 Use candle_type_def where possible 2021-12-08 14:15:54 +01:00
Matthias
222c293602 Add "defaultCandletype" 2021-12-08 13:17:20 +01:00
Matthias
dda7283f3e Remove unnecessary default parameters 2021-12-08 11:32:58 +01:00
Matthias
ac2fb08aea Small updates while reviewing 2021-12-07 20:21:49 +01:00
Matthias
f1c5a4d065 Use pair-reconstruction method wherever possible 2021-12-07 20:12:44 +01:00
Matthias
5b67be06c2 Update description of --candletypes 2021-12-07 20:00:12 +01:00
Matthias
b4d27973b1 Update ohlcv_get_pairs test 2021-12-07 19:57:18 +01:00
Reigo Reinmets
fd875786fd Initial very crude DCA implementation attempt. Very alpha.
No backtesting support.
2021-12-07 11:16:11 +02:00
Matthias
a870e0962a Fix some obtruse (test)bugs 2021-12-07 07:25:00 +01:00
Matthias
a58c2c4f6c Update ccxt_compat tests to also test funding_rate 2021-12-07 06:31:39 +01:00
Matthias
9d79501c13 Add candletypes argument for convert-data 2021-12-05 10:26:00 +01:00
Matthias
a80c3f6a1b Use exchange-dependant timeframe/candletype to get mark/index candles 2021-12-05 10:01:44 +01:00
Matthias
243e59cabb
Merge pull request #5929 from dvdmchl/develop
Telegram and log prints strategy version.
2021-12-04 15:16:42 +01:00
Matthias
c981cc335d Remove wrong comment 2021-12-04 14:51:55 +01:00
Matthias
d0467b30ba Add strategy_version to API response 2021-12-04 14:49:45 +01:00
Matthias
848a2d5383 Merge branch 'develop' into pr/dvdmchl/5929 2021-12-04 14:40:15 +01:00
Matthias
2080bf0952 Fix some formatting errors, add test for strategy version 2021-12-04 14:40:05 +01:00
Matthias
68ac8008ec Call custom_exit_price only for sell_signal and custom_sell 2021-12-04 14:14:22 +01:00
Matthias
86910b58dc Bracket entry/exit prices to low/high of the candle 2021-12-03 17:44:53 +01:00
Matthias
d1209fe415 Merge branch 'develop' into pr/GluTbl/5756 2021-12-03 17:37:44 +01:00
Matthias
5b779fd68b Update missing candle_type params 2021-12-03 16:44:05 +01:00
Matthias
d09a30cc67 OrderTypeValues should be in enums 2021-12-03 15:34:28 +01:00
Matthias
e75f31ee86 Create correct Type for PairWithTimeFrame 2021-12-03 15:20:18 +01:00
Matthias
bead867940 Improve some typehints 2021-12-03 15:08:00 +01:00
Matthias
69f371bf63 Update download-data to download necessary data for futures 2021-12-03 14:43:49 +01:00
Matthias
d30aaaeaaa Tests should also use CandleType 2021-12-03 14:27:04 +01:00
Matthias
2f17fa2765 Update more to use candleType 2021-12-03 14:15:35 +01:00
Matthias
5493212672 More candletype changes 2021-12-03 13:04:31 +01:00
Matthias
f33643cacf Add candletype from string 2021-12-03 12:46:18 +01:00
Matthias
f9cf59bb4d Candle_type to enum 2021-12-03 12:32:12 +01:00
Matthias
a87e256737 Add candleType enum 2021-12-03 12:12:33 +01:00
Matthias
e0e4369c8e list-available-pairs should be tradingmode dependent 2021-12-03 08:09:32 +01:00
Matthias
b578e31255 Align tests to have futures data in futures/ directory 2021-12-03 07:20:43 +01:00
Matthias
7baf11a497 Futures candles should go into a subdirectory 2021-12-03 07:04:53 +01:00
Matthias
fae7167bf3 Merge branch 'feat/short' into pr/samgermain/5780 2021-12-02 20:25:30 +01:00
Matthias
fb1599d21b Merge branch 'develop' into feat/short 2021-12-02 20:20:35 +01:00
Matthias
ad5c8f601c Simplify datahandler classes by exploiting commonalities 2021-12-02 20:19:22 +01:00
Matthias
d3ad4fb52e Don't crash dry-run if orderbook side is empty
closes #6018
2021-12-02 19:17:47 +01:00
Matthias
f4d0abc51a Merge branch 'feat/short' into pr/samgermain/5780 2021-12-02 07:09:37 +01:00
Matthias
f71b7a4e76 Merge branch 'develop' into feat/short 2021-12-02 06:53:15 +01:00
Matthias
c1fed8a077
Merge pull request #6014 from freqtrade/double_notifications
Double notifications
2021-12-02 06:39:18 +01:00
Matthias
0375a08302 use to_hdf instead of HDFStore 2021-12-01 20:32:23 +01:00
Matthias
5ce1eeecf5 Reorder messages to be sent in correct order
buy first, then buy fill,
sell first, then sell fill.
2021-12-01 19:57:24 +01:00
Matthias
77443d5abc
Merge pull request #6011 from freqtrade/lev/backtesting
correctly apply leverage to backtesting
2021-12-01 19:49:40 +01:00
Matthias
67f3570bf3 Merge branch 'develop' into feat/short 2021-12-01 07:21:36 +01:00
Matthias
c22f381dfe Fix Schema issue
closes #6010
2021-11-30 20:46:47 +01:00
Matthias
a2a974fc6d correctly apply leverage to backtesting 2021-11-30 20:32:34 +01:00
Matthias
542963c7a6 Reduce code complexity by combining buy and buy_fill methods 2021-11-30 19:45:20 +01:00
Matthias
f0abe218a2 Batch ohlcv requests to not overwelm ccxt's async throttler
closes #6003
2021-11-30 07:10:12 +01:00
Matthias
231b1e2f57 Improve Async error message content 2021-11-30 07:10:12 +01:00
Matthias
de7e1e6bf7
Merge pull request #5980 from incrementby1/ShuffleFilterDetectLiveMode
Shuffle filter use seed only in backtesting mode
2021-11-30 06:37:35 +01:00
incrementby1
60eca8b1f1
revert to random object 2021-11-29 20:35:43 +01:00
Matthias
06d8217e62
Merge pull request #5983 from PostmanSpat/webhook-raw-retry
Added raw config and retry config to webhook
2021-11-29 20:30:06 +01:00
Matthias
dfb148f8d7 Fix formatting 2021-11-29 19:54:54 +01:00
Matthias
f8cb3d2901 Restore openAPI functioning 2021-11-29 19:52:40 +01:00
Spat
018407852a Added missing webhook config params to constants 2021-11-29 18:17:59 +11:00
Spat
29180a1d2b Moved retry config to constants 2021-11-29 10:48:35 +11:00
Spat
0fa5bf54cd Changed comment 2021-11-29 10:30:41 +11:00
Matthias
cf5ff9257d Add plotconfig as property documentation and sample 2021-11-28 19:39:43 +01:00
incrementby1
c7d10e2c7e
delete unneeded comment 2021-11-28 19:05:02 +01:00
Matthias
cb4efa6d56 Revert unnecessary formatting changes 2021-11-28 15:53:13 +01:00
Matthias
c20157e64f Add compatibility code for existing informative_pairs implementation 2021-11-28 15:43:04 +01:00
Matthias
0d6c933935 Improve and fix pair detection from available data 2021-11-28 15:25:57 +01:00
Matthias
0d1324718c Don't replace "-" when writing pair files 2021-11-28 15:08:02 +01:00
Matthias
7faa7539b4 Further enhance pair retrieval 2021-11-28 15:03:55 +01:00
Matthias
8d70672bee Enhance Regex to work for mark candles 2021-11-28 14:37:54 +01:00
Matthias
c096c7f5cb Add explicit tests for ohlcv regex 2021-11-28 14:34:46 +01:00
Matthias
2414c0bd9f
Merge pull request #5982 from stash86/fix-docs
add weekly and monthly to valid keys
2021-11-28 08:28:13 +01:00
Spat
fb6ae174b9 Added raw config and retry config to webhook 2021-11-28 11:42:57 +11:00
Stefano Ariestasia
fd9bf2adb0 add weekly and monthly to valid keys 2021-11-28 08:23:02 +09:00
Matthias
6429205d39 Improve Notebook documentation to include Dataprovider
fix #5975
2021-11-27 19:53:37 +01:00
Matthias
2b3e7eeb21 Use Enum values within bot code 2021-11-27 19:41:36 +01:00
Matthias
409a801763 Fix caching problem in refresh_ohlcv
closes #5978
2021-11-27 19:31:39 +01:00
incrementby1
b90303c9a3
Update ShuffleFilter.py
random.Random() is deprecated since 3.9
2021-11-27 18:26:30 +01:00
Matthias
cb95b362ec
Merge pull request #5976 from freqtrade/forcebuy
allow force options with ordertype
2021-11-27 17:01:18 +01:00
Matthias
107e124f60 Fix bug in exchange causing candles not to download 2021-11-27 17:00:06 +01:00
Matthias
bf8f1045ca Map binanceusdm to ft binance class 2021-11-27 16:46:17 +01:00
Matthias
504efbd6d4 Add futures argument to download-data command 2021-11-27 16:36:59 +01:00
incrementby1
8c52ba3360
ShuffleFilterDetectLiveMode
# Apply seed in backtesting mode to get comparable results,
        # but not in live modes to get a non-repeating order of pairs during live modes.
2021-11-27 16:21:23 +01:00
Sam Germain
392128013f Updated ohlcv_get_available_data to recognize swap and futures pairs 2021-11-27 03:11:44 -06:00
Sam Germain
8761649fd7 Added candle_type in doc strings 2021-11-27 02:55:42 -06:00
Matthias
7e1eedd7df Version bump to 2021.11 2021-11-27 09:55:00 +01:00
Matthias
a9cdb428d0 Version bump to 2021.10 2021-11-27 09:53:34 +01:00
Matthias
3f10430eb5 Version bump to 2021.9 2021-11-27 09:53:34 +01:00
Matthias
6ca6f62509 Remove duplicate code in optimize_reports 2021-11-27 09:39:10 +01:00
Matthias
bc52b3db56 Properly handle None values via API 2021-11-27 09:26:14 +01:00
Matthias
80ed5283b2 Add forcesell market/limit distinction 2021-11-27 09:10:18 +01:00
Matthias
450293878f
Merge pull request #5964 from stash86/fix-docs
Add more words on VolumePairlist backtest error message
2021-11-26 07:48:24 +01:00
Matthias
897788de17 Reformulate exception to be "nicer" 2021-11-26 07:02:50 +01:00
Matthias
cc9ea1d466
Merge pull request #5935 from freqtrade/short_buy_tag_compat
Short buy tag compat
2021-11-26 06:29:56 +01:00
Stefano Ariestasia
5307d2bf3b Trimming the sentence 2021-11-25 17:04:04 +09:00
Stefano Ariestasia
0d1e84cf55 Add more words
Because apparently, we get at least 1 question about this everyday in Discord
2021-11-25 16:00:10 +09:00
Matthias
338fe333a9 Allow forcebuy to specify order_type 2021-11-24 20:20:58 +01:00
Matthias
51e54a666c Merge branch 'feat/short' into pr/samgermain/5780 2021-11-23 19:01:07 +01:00
Matthias
db16098981 Fix Tests 2021-11-23 17:43:37 +01:00
Sam Germain
586ca3b2fa removed is_market_future from binance and ftx 2021-11-23 11:09:31 +01:00
Sam Germain
70751b942c market_is_future fix 2021-11-23 01:50:23 -06:00
Matthias
ce0593c0e1 Merge branch 'develop' into feat/short 2021-11-23 07:35:26 +01:00
Matthias
b8cefd687e Add api_version to botresponse 2021-11-23 07:08:55 +01:00
Rokas Kupstys
78a00f2518 Use market data to get base and quote currencies in @informative() decorator. 2021-11-22 09:27:45 +02:00
Matthias
64e34f382e Sell-fill should include open-rate 2021-11-22 07:13:22 +01:00
Sam Germain
920151934a Added candle_type to a lot of methods, wrote some tests 2021-11-21 17:48:14 -06:00
Sam Germain
e2f98a8dab replaced candle_type: Optional[str] = '' with candle_type: str = '' 2021-11-21 17:48:14 -06:00
Sam Germain
64a6abc541 Added candle type to ohlcv_get_available_data 2021-11-21 17:48:14 -06:00
Sam Germain
b4029533ec removed candle type from idatahandler.py 2021-11-21 17:48:14 -06:00
Sam Germain
843ca22a56 mark price test ohlcv_get_pairs 2021-11-21 17:48:14 -06:00
Sam Germain
12060a2d2c fixed error with fetch_ohlcv candndle_type 2021-11-21 17:48:14 -06:00
Sam Germain
a657707ca3 Added timedelta to exchange 2021-11-21 17:48:14 -06:00
Sam Germain
3d95533bf9 Removed candletype from converter methods 2021-11-21 17:48:14 -06:00
Sam Germain
ee2ad8ca97 updated historic data filenames to include the candle type 2021-11-21 17:48:14 -06:00
Sam Germain
c8162479d6 Added price as param to fetch_ohlcv 2021-11-21 17:48:14 -06:00
Matthias
c26c0b6822 Merge branch 'feat/short' into short_buy_tag_compat 2021-11-21 19:31:59 +01:00
Matthias
aad37bb8f3
Merge pull request #5924 from freqtrade/feat/leverage
call leverage methods
2021-11-21 19:30:27 +01:00
Matthias
63d94aa585 short should be allowed for all non-spot modes 2021-11-21 19:29:08 +01:00
Matthias
fb519a5b39 Add comment with reasoning to ignore leverage in min_amount calculation 2021-11-21 10:28:40 +01:00
Matthias
192ac88314 Update optimize-reports to enter_tag wording 2021-11-21 10:20:09 +01:00
Matthias
2a84526f04 Remove more buy_tag references 2021-11-21 10:05:56 +01:00
Matthias
36deced00b Remove more buy_tag references 2021-11-21 09:55:10 +01:00
Matthias
7d77aff289 Add some compatibility around buy_tag 2021-11-21 09:24:20 +01:00
Matthias
97ff7d1223 Merge branch 'develop' into feat/short 2021-11-21 09:13:53 +01:00
Matthias
7a8978abbb Make ohlcv data endpoint work correctly with new interface 2021-11-20 20:09:37 +01:00
Dardon
d4fd13bf50 Telegram and log prints strategy version. 2021-11-20 16:26:07 +00:00
Matthias
f8f7d81fc2 Update strategy template to use parameters 2021-11-20 11:39:21 +01:00
Sam Germain
54ef52692f Trade.has_no_leverage makes more sense 2021-11-20 01:06:10 -06:00
Matthias
9aed76ba17 Integrate leverage() to freqtradebot 2021-11-19 19:23:48 +01:00
Matthias
6247608cc6 top/bottom cap leverage 2021-11-19 07:11:19 +01:00
Matthias
021d1b518c Call "leverage" to determine leverage to be used. 2021-11-18 20:55:45 +01:00
Matthias
5a8824171c Add short/long metrics to backtest result 2021-11-18 20:42:43 +01:00
Matthias
0a50017c84 Add long/short support to backtesting 2021-11-18 20:34:59 +01:00
Matthias
f40221dd9f Merge branch 'develop' into feat/short 2021-11-18 20:20:01 +01:00
Matthias
8638e6fe47 Simplify tradingmode parsing 2021-11-18 19:58:44 +01:00
Matthias
4f0a73010a
Merge pull request #5890 from aezomz/todo-rpc
Todo-lev RPC tests and model
2021-11-17 06:58:07 +01:00
aezo.teo
c17c1611bd removed short_trades, updated schema, tests 2021-11-16 14:03:33 +08:00
Matthias
75eccea88d Improve futures detection, add ccxt-compat test 2021-11-15 19:57:36 +01:00
Matthias
4e9b83e170 Merge branch 'feat/short' into futures_pairlist 2021-11-15 19:12:36 +01:00
Sam Germain
f101419a47 Merge branch 'feat/short' into todo-rpc 2021-11-14 20:48:55 -06:00
Matthias
1b058d882d Simplify date rounding logic 2021-11-14 19:55:56 +01:00
aezo.teo
a08572e907 Merge remote-tracking branch 'upstream/feat/short' into todo-rpc 2021-11-14 21:21:59 +08:00