62ea1a445e
add lines to show_config message
2022-01-20 10:03:26 +09:00
2e537df358
Update strategy_resolver.py
2022-01-20 09:07:59 +09:00
847e8977ca
Merge pull request #6255 from rokups/rk/backtest-result-caching-2
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Rework backtesting --no-cahche to --cache=[none, day, week, month].
2022-01-19 21:01:24 +01:00
afe46a55f7
Add documentation for --cache backtest option
2022-01-19 20:19:17 +01:00
d319204dea
Add note about legacy metadata format
2022-01-19 20:08:09 +01:00
ac93eea585
update
2022-01-19 21:58:24 +09:00
5fffc5033a
Rework backtesting --no-cahche to --cache=[none, day, week, month].
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Fix an issue where config modification during runtime would prevent use of cached results.
2022-01-19 11:44:35 +02:00
5525fdae1a
add max_buy_position_adjustment as attribute
2022-01-19 16:50:13 +09:00
3925e8a7e3
add "# Buys" column to status table
2022-01-19 16:14:21 +09:00
e04956be0e
Merge pull request #6185 from freqtrade/fix_funding_fee_calc
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cleanup funding fee tests
2022-01-19 06:57:44 +01:00
a4dbdb549d
added type spec
2022-01-19 01:37:47 +00:00
407c20412d
Pass dimensions to generate_estimator
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It's needed in order to create isotropic kernels for the GaussianProcessRegressor
2022-01-19 01:07:41 +00:00
1fb48a1f53
Add TODO-lev for "stoploss_from_absolute".
2022-01-18 16:52:34 +01:00
120639e84b
Merge pull request #6228 from clover-es/feat/short
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Stoploss from open for shorts
2022-01-18 16:49:58 +01:00
d918d24f08
Spreadfilter log % fix
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Both the following same
print(f'{3:.3%}')
print(f'{3 *100 :.3}%')
# 300.000%
2022-01-18 14:05:03 +05:30
3c06d31bbf
Merge pull request #6238 from stash86/fix-docs
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Add position adjustment On or Off on startup message
2022-01-17 20:32:27 +01:00
9c9c9f0171
Readd trailing white line
2022-01-17 20:00:35 +01:00
6c7a4230ad
Update comment about funding_fees calculation
2022-01-17 19:20:47 +01:00
3de843ab2c
Add eager-loading for orders. This allows access to trade.orders in all callbacks.
2022-01-17 13:23:37 +02:00
f9a935b9a3
Update rpc_manager.py
2022-01-17 16:37:06 +09:00
b6ad0f52e9
Merge branch 'freqtrade:develop' into fix-docs
2022-01-17 10:59:16 +09:00
edd2ea3699
Update rpc_manager.py
2022-01-17 10:57:10 +09:00
c02497e4b8
Merge pull request #6172 from rokups/rk/backtest-results-caching
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Backtest result reuse
2022-01-16 19:09:37 +01:00
2bcfc0c90c
Add warning about cache problems
2022-01-16 18:01:05 +01:00
d08885ed92
Fix empty "/log" endpoint in certain moments
2022-01-16 15:37:00 +01:00
5bb48eaed0
Replace Nan with 0 or None in backtesting
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part of #6224
2022-01-16 14:49:29 +01:00
69c00db7cd
Only show /balance % improvement if trades have been made
2022-01-16 13:39:50 +01:00
b96b0f89bd
improved unfilledtimeout defaults
2022-01-16 13:17:12 +01:00
6c4b261469
Convert nan to None in get_signal.
2022-01-16 08:04:39 +01:00
062d00e8f2
Fix @informative decorator failing with edge.
2022-01-15 17:31:16 +02:00
2b7405470a
Fix timerange check.
2022-01-15 17:30:40 +02:00
16861db653
Implement previous backtest result reuse when config and strategy did not change.
2022-01-15 17:30:40 +02:00
6684bff963
Dry-run orders should have filled set correctly
2022-01-15 15:25:16 +01:00
d28287880c
Add support for shorts in strategy.stoploss_from_open
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Signed-off-by: Guillermo Rodríguez <guillebep@gmail.com>
2022-01-15 04:30:30 +01:00
93adb436f8
Fix flake8 intention issue.
2022-01-14 20:25:29 +02:00
320c9ccf90
Unify functions and make it easy to get a list of filled buy orders
2022-01-14 20:02:35 +02:00
08cae6f067
Fix horrible whitespace mistake.
2022-01-13 20:44:03 +02:00
ffe69535d8
These could be properties.
2022-01-13 20:31:03 +02:00
13bc5c5d8f
Fine, this does look better.
2022-01-13 20:24:21 +02:00
678be0b773
Slightly move code.
2022-01-13 20:16:45 +02:00
faa35cb167
Small minor fixes
2022-01-13 17:18:07 +01:00
c826c9c2b9
Merge branch 'freqtrade:develop' into dca
2022-01-13 10:04:39 +02:00
a22e1b6500
minor spelling correction
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line 89 "Tim"->"Time"
2022-01-13 01:48:38 +00:00
e50b07ecb4
Make code compatible.
2022-01-11 12:05:57 +02:00
94f2c99989
Temporary fix for lazy loading. Probably we can do it better.
2022-01-11 11:43:32 +02:00
fbf026ac43
Fix sorting of imports.
2022-01-10 20:43:57 +02:00
3b7167ab07
Fix backtesting missing filled amounts in orders.
2022-01-10 20:30:40 +02:00
26f2db4777
Fix notify_enter attempting to fetch rate during testing.
2022-01-10 20:30:32 +02:00
30d293bfec
Fix bug with None in backtesting.
2022-01-10 20:16:11 +02:00
91b89c8c42
Improve docs, fix telegram message to show current rate.
2022-01-08 21:30:42 +02:00
195d601b8e
Fix notification message showing "Current rate" as the initial buy order desired rate.
2022-01-08 17:41:59 +02:00
0bca07a32a
Added min_stake, max_stake. Removed pair as its included in trade.
2022-01-08 17:20:02 +02:00
813a2cd23b
Add useful helper methods for adjust_trade_position implementation
2022-01-08 17:18:37 +02:00
2fb9e7940a
Improve "missing data" message
2022-01-08 14:39:09 +01:00
8e424f7c73
Merge branch 'freqtrade:develop' into dca
2022-01-08 14:57:15 +02:00
dad080f56f
Merge branch 'develop' into feat/short
2022-01-08 10:45:15 +01:00
c61acb9f19
removed rename todos
2022-01-08 03:09:47 -06:00
04976658da
Fix crash when using backtesting-show on a old backtestresult
2022-01-07 17:34:47 +01:00
522496d9e2
Add Compatibility code for BT_DATA_COLUMNS
2022-01-07 17:17:35 +01:00
11ace0f867
Instead of clearing `processed` dict, store `df_analyzed` (one with buy/sell signals) dataframe in it.
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It still saves memory because this dataframe is kept by DataProvider.
Fixes #6179 .
Amends #6133 (a715083fc0
2022-01-07 12:07:49 +02:00
46809f08fe
Merge branch 'develop' into feat/short
2022-01-07 10:13:16 +01:00
e540959c27
Remove btdata from generate_strategy_stats
2022-01-07 09:27:07 +01:00
1203d08d1e
generate_pair_metrics does not need processed dict
2022-01-07 09:27:07 +01:00
b77943af0d
Merge pull request #6173 from freqtrade/volume_quote_workaround
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Selectively convert quote to base volume in volumepairlist
2022-01-07 09:07:16 +01:00
d64f9030c1
Remove now unused codesegment
2022-01-07 08:04:01 +01:00
b3a4ecaf77
Remove old backtest format support
2022-01-06 19:49:25 +01:00
24ec78b11c
Quote-volumelist fix for gateio
2022-01-06 19:07:47 +01:00
326e3d1f8e
Selectively convert quote to base volume in volumepairlist
2022-01-06 19:07:43 +01:00
173524ea5b
Merge pull request #6170 from freqtrade/contract_workaround
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contractSize is a string coming from ccxt
2022-01-06 16:25:19 +01:00
7451b60501
increase okex candle limit
2022-01-06 05:31:23 -08:00
431fcdd76f
contractSize is a string comming from ccxt
2022-01-06 13:53:27 +01:00
a0f9c1bf7b
Avoid failure when calculating max-drawdown
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occurs if if no winning trade is recorded.
2022-01-06 13:51:15 +01:00
e88a1ab209
Improve VolumePairlist behaviour
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Filter pairs before downloading ohlcv candles - this will greatly speed up some instances.
2022-01-06 13:49:27 +01:00
72b2d4ab5f
Update FTX to support new standardized futures format
2022-01-06 11:16:26 +01:00
6ad521a0f7
Update apply_fee_conditional with note about futures
2022-01-06 10:22:28 +01:00
addba6597a
Merge pull request #6165 from freqtrade/drawdown_fixes
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Improved drawdown calculation
2022-01-06 09:56:05 +01:00
2a2392fd73
Update parameter name in docstring
2022-01-06 09:15:30 +01:00
33d95d245e
Fix unbounderror
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closes #6169
2022-01-06 08:48:30 +01:00
a9a6cf13f8
Add exit_tag to detail-sells
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closes #6159
2022-01-06 08:22:15 +01:00
4e2b9203d7
Remove no longer used BT_DATA_COLUMNS_MID
2022-01-05 20:40:59 +01:00
6abd6bceb9
Avoid recalculating statistics for comparison line
2022-01-05 20:16:48 +01:00
3d22497177
add warning for futures dust to freqtradebot.apply_fee_conditional
2022-01-05 00:57:36 -06:00
501f473164
Merge branch 'develop' into feat/short
2022-01-04 22:47:33 -06:00
8373a4e713
Small Adjustments to improve compatibility
2022-01-04 19:17:08 +01:00
4d9b4ddc28
Update hyperopt-tools to use account drawdown
2022-01-04 17:43:39 +01:00
09fae25c94
Fix some tests after drawdown calculation change
2022-01-04 17:07:31 +01:00
7a2b50ce8b
Update drawdown calculation to account drawdown
2022-01-04 17:07:31 +01:00
42579c0268
Drop hyperopt results legacy mode
2022-01-04 17:06:40 +01:00
b2a1124a26
Merge branch 'feat/short' of https://github.com/freqtrade/freqtrade into feat/short
2022-01-04 00:17:42 -06:00
e57c2d64a5
Merge pull request #5888 from samgermain/contract-sizes
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Convert contract size to underlying asset size
2022-01-03 21:55:19 +01:00
d8cb61278f
Simplify contract conversion code
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by reusing "get_contract_size"
2022-01-03 18:12:45 +01:00
707a6507b5
removed redundant todos
2022-01-02 21:46:06 -06:00
711a6a6dbc
Merge branch 'develop' into pr/xataxxx/6079
2022-01-02 22:21:41 +01:00
2116b0729f
Integration-test for DCA order
2022-01-02 20:20:56 +01:00
209ecc8732
Fix typo in bt_progress
2022-01-02 19:38:03 +01:00
7f88f9bf27
Revert unintended double-call of amount conversion
2022-01-02 13:11:29 +01:00
33ab3c1bea
Removed some todo-lev comments
2022-01-01 14:10:24 -06:00
14ae327459
grouped contract methods
2022-01-01 14:08:10 -06:00
3e4912979a
exchange.py: removed get funding rate history
2022-01-01 14:03:26 -06:00
fcded264e6
removed exchange._get_mark_price_history
2022-01-01 13:53:26 -06:00
f92d47a16b
exchange._contracts_to_amount and exchange._amount_to_contracts safe checks
2022-01-01 13:52:06 -06:00
8da596f66d
Implement PR feedback
2022-01-01 13:52:01 -06:00
49a6ebb454
exchange class contract methods safe check for symbol
2022-01-01 13:50:50 -06:00
78d1a267f0
contract-sizes tests
2022-01-01 13:50:50 -06:00
d0a300a2e1
Added TODOs
2022-01-01 13:50:49 -06:00
4f6203e45f
Added conversions from contract size to amount for objects returned from api
2022-01-01 13:50:43 -06:00
e10ceb2362
Amount to precision has _amount_to_contract_size in it
2022-01-01 13:49:09 -06:00
ee63f12236
Revert "Removed leverage param from get_min_pair_stake_amount"
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This reverts commit 096588550ca1de5e5edf63cf7214af037d7bc93b.
2022-01-01 13:49:09 -06:00
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
ef6ad0e6d7
Removed leverage param from get_min_pair_stake_amount
2022-01-01 13:49:09 -06:00
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
ddfbe55e7c
Merge branch 'develop' into feat/short
2022-01-01 19:16:49 +01:00
08ba5b0451
Update docs to include underwaterplot
2022-01-01 16:55:08 +01:00
fb06a673e0
Add Underwater plot
2022-01-01 14:40:20 +01:00
78ba2d3fc7
Add underwaterplot calculation to btanalysis
2022-01-01 14:39:58 +01:00
a2d97eecfe
Add trade parallelism plot
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closes #6142
2022-01-01 14:11:51 +01:00
9becd20f20
Improve "Missing data" messages
2022-01-01 10:37:58 +01:00
670aed06bf
Remove loop for hyperopt.
2021-12-31 17:35:08 +01:00
0277d93a64
don't use deprecated `asyncio.get_event_loop()`
2021-12-31 17:27:42 +01:00
c9296dc9a0
Uvloop_helper should use "get_running_loop"
2021-12-31 17:27:42 +01:00
c06496e66f
Update some more TODO-lev's
2021-12-31 16:49:47 +01:00
9a220f6cfe
removed a few todos
2021-12-31 07:30:01 -06:00
46072be011
models.__init__ exception for no interest_rates on Margin trading
2021-12-31 06:20:00 -06:00
867483170a
binance.funding_fee_cutoff removed TODO-lev
2021-12-31 06:11:43 -06:00
550a1eef91
Reduce "cleanup" slowdown in telegram
2021-12-31 12:54:15 +01:00
880ee016a4
Merge pull request #6133 from rokups/rk/reduce-memory-usage
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Reduce memory usage by not holding on to no longer needed data
2021-12-31 11:36:52 +01:00
39f8c5719b
Fix exception on exchange shutdown
2021-12-31 11:24:56 +01:00
a715083fc0
Reduce memory usage by not holding on to no longer needed data.
2021-12-31 12:10:01 +02:00
b1b2eebd11
Change sequence of ROI/sell signal to favor sell-signal
2021-12-30 20:00:58 +01:00
4b79d435ad
Merge pull request #6084 from aezomz/lev-telegram
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Telegram and Webhook updates
2021-12-30 19:17:58 +01:00
3c4eda14b1
Remove unused test parameter
2021-12-30 17:34:45 +01:00
2395988bf8
Leverage defaults to 1.0, which should not be shown.
2021-12-30 17:32:36 +01:00
45ac3b3562
Change formatting slightly
2021-12-30 17:18:46 +01:00
fa12098bff
changed to suggestion
2021-12-30 20:05:17 +08:00
bd98637ae9
Fail gracefully from plot-profit when no data is provided
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closes #6132
2021-12-30 10:14:45 +01:00
1871165d21
Merge pull request #6127 from wadedyck/download_data_futures_fix
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Download data futures fix
2021-12-29 19:08:38 +01:00
77afb7b5e2
Merge pull request #6114 from cdimauro/reduce_kucoin_logs
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Reduce kucoin logs
2021-12-29 17:33:21 +01:00
2b94fbfa74
Avoid using singleton where not necessary
2021-12-29 17:05:53 +01:00
ee7cbcd69f
fixed flake8 and mypy errors
2021-12-29 21:48:50 +08:00
b6092e2e3c
amended L/S for status table
2021-12-29 21:30:31 +08:00
1f773671ed
updated tests and telegram
2021-12-29 21:24:12 +08:00
3d336a736e
Improve documentation.
2021-12-29 14:51:57 +02:00
5bb2d3baea
Revert "Remove the guards against downloading data in futures mode."
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This reverts commit 82cdfba494
2021-12-28 11:35:17 -07:00
60dfadf446
Don't attempt to calculate funding fees when the initial timeframe hasn't been exceeded.
2021-12-27 16:51:47 -07:00
a26c82b7cc
Also check candle_type_def when creating the pairlist and getting the ohlcv.
2021-12-27 16:51:02 -07:00
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
82cdfba494
Remove the guards against downloading data in futures mode.
2021-12-27 12:48:42 -07:00
3d9360bb8c
When backtesting, pass the candle_type to load_data.
2021-12-27 11:46:05 -07:00
5a546855e6
Import TTLCache from cachetools
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Importing from cachetools.ttl is deprecated, and will be removed in 5.0
2021-12-27 19:30:17 +01:00
5b3f907b0c
Fixes a download_data bug when in futures mode.
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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
4b654b2713
Reduce logging.
2021-12-27 19:48:18 +02:00
2a728c676e
Improve documentation. Fix bug.
2021-12-27 19:41:33 +02:00
05a488a7a0
Further reduce log verbosity for kucoin 429000 exception
2021-12-27 17:15:30 +01:00
ef2b326262
Reduce retrier message repetition
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by combining messages, we can provide the same information in fewer log messages
2021-12-27 16:47:34 +01:00
17f037cec6
Extract order_fee handling from update_trade_state
2021-12-27 16:07:43 +01:00
f77b8cbb7a
Reduce KuCoin logs only for 429000 error
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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
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
bd5520bee2
Adjust comments, fix stoploss_on_exchange for slower closed orders.
2021-12-26 20:03:10 +02:00
099dc07baf
No longer needed since recalc_trade_from_orders always calls it.
2021-12-26 20:02:20 +02:00
817a65b656
This is not needed since backtesting does not have open orders.
2021-12-26 20:01:48 +02:00
d3f3c49b13
Fix minor "gotchas"
2021-12-26 15:29:10 +01:00
fbaf46901e
Reduce more KuCoin logs on retrier decorator
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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
96fbf63d0b
Reduce KuCoin logs on DDosProtection error messages
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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
aa54592ec7
Merge branch 'freqtrade:develop' into dca
2021-12-25 21:06:26 +02:00
2917cc1f2e
Bitpanda's "fetch_my_trades" requires "to" argument
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closes #4938
2021-12-25 14:28:22 +01:00
ad247b2f07
Merge branch 'freqtrade:develop' into dca
2021-12-24 12:39:09 +02:00
de79d25caf
Refactoring to use strategy based configuration
2021-12-24 12:38:43 +02:00
61dbb6206f
Slightly reduce verbosity when reload_conf is issued
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part of #6095
2021-12-23 20:33:13 +01:00
ac690e9215
Remove unnecessary returns.
2021-12-23 18:49:11 +02:00
ace0a83c0c
Allow forcebuy to also buy more when trade is already open.
2021-12-23 11:57:53 +02:00
2e23e88fc1
Re-add back the log i accidentally removed.
2021-12-22 11:49:43 +02:00
d70ddeef9a
Remove whitespace. Darn IntelliJ.
2021-12-22 11:43:48 +02:00
e439ae1fea
Update wallet balance on every order close, not only trade close
2021-12-22 11:20:03 +02:00
76e7bf6cd2
Merge branch 'freqtrade:develop' into dca
2021-12-22 02:24:21 +02:00
7df3e7ada4
Add base_stake_amount_ratio config param to support unlimited stakes.
2021-12-22 02:19:11 +02:00
f88b6af26f
Merge pull request #6070 from cdimauro/suppress_logs
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Suppress additional logs for pairs in blacklist
2021-12-21 21:07:15 +01:00
e5aaef6440
Fix CI failure
2021-12-21 19:20:09 +01:00
6ba8b17fdd
Use LoggingMixin.log_once to remove/reduce logs on pairlists
2021-12-21 09:11:57 +01:00
c9243fb4f6
Use buy side for price since mostly used for DCA.
2021-12-20 22:45:46 +02:00
f6d36ce56b
Fix the dca order not being counted bug.
2021-12-20 22:07:42 +02:00
d9f5694965
Merge branch 'freqtrade:develop' into dca
2021-12-20 22:05:58 +02:00
40036bc710
Force dry-run for webserver backtest mode
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closes #6094
2021-12-20 19:41:33 +01:00
a557451eee
Okex uses 4h mark candle timeframe
2021-12-19 16:47:44 +01:00
ea418bc9ac
added stats for long short
2021-12-19 23:24:46 +08:00
5da38f3613
Fix typo. Make sure trade is market open.
2021-12-19 10:36:47 +02:00
3aca3a7133
Use parentheses instead of backslash
2021-12-18 18:55:47 +02:00
ddce28c12d
Update data downloading to include funding_fee downloads
2021-12-18 15:32:02 +01:00
db2f0660fa
Some more compatibility fixes.
2021-12-18 11:15:59 +02:00
b094430c26
Restructure for less complexity. Flake8
2021-12-18 11:01:06 +02:00
30673f84f9
Flake8 compatibility
2021-12-18 11:00:25 +02:00
cc28f73d7f
Hopefully fix orders being left lingering and trade not updating once they are complete
2021-12-17 22:29:41 +02:00
d10fb95fce
Fix typo
2021-12-17 22:27:10 +02:00
cea023399e
Merge branch 'freqtrade:develop' into dca
2021-12-17 21:59:58 +02:00
462270bc5a
Fix a case where the amount was not recalculated. Added additional temporary logging.
2021-12-16 22:57:56 +02:00
ea38b58081
Add base_currency to allowed webhook fields
...
closes #6075
2021-12-16 20:18:01 +01:00
337af44901
Merge branch 'freqtrade:develop' into dca
2021-12-16 20:02:14 +02:00
b2fc3e814e
Merge pull request #6055 from freqtrade/blacklist_delete
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Add Blacklist delete
2021-12-16 13:41:18 +01:00
39f0a17e62
Fix formatting
2021-12-16 07:11:35 +01:00
7200659b35
Merge branch 'freqtrade:develop' into dca
2021-12-15 23:17:44 +02:00
f9aa36f291
Don't hard-fail when executing emergency sell fails
...
closes #6068
2021-12-15 19:37:35 +01:00
Stefano Ariestasia
Matthias
Rokas Kupstys
Italo
மனோஜ்குமார் பழனிச்சாமி
Reigo Reinmets
Guillermo Rodríguez
Wings22Actual
Sam Germain
Carlo Revelli
Aezo Teo
Wade Dyck
cdimauro