6532aba765
Merge pull request #5360 from freqtrade/hyperopt_protections
...
Hyperopt protections and Boolean parameter
2021-08-07 09:42:05 +02:00
b9356a5564
Autopep8 formatting
2021-08-06 16:35:39 -06:00
612b88e993
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into custom_order_price
2021-08-05 18:21:31 -04:00
cb3b0cf311
add custom_exit_price in interface and freqtradebot
2021-08-04 23:09:40 -04:00
f243ad4af0
add custom_exit_price in strategy interface
2021-08-04 19:09:55 -04:00
f9f519fd3c
add custom_exit_price function to interface
2021-08-04 18:54:17 -04:00
d9b9eecd4d
remove entry price reached method
2021-08-04 18:47:14 -04:00
ad0e4a8567
Add BooleanParameter
2021-08-04 20:52:56 +02:00
3c41223333
Add test for protections-hyperopt
2021-08-04 20:01:28 +02:00
544e0da6c2
Add protection parameter space
2021-08-04 06:50:14 +02:00
6410a6528b
Add missing methods to advanced strategy template
2021-08-04 06:46:21 +02:00
b644233ead
rename custom_entry_price kwarg to align it to the interface
2021-08-03 17:03:27 -04:00
b3dafb378e
remove use_custom_entry_price as a config option
2021-08-03 16:54:28 -04:00
00939b63f2
flake 8 fixes
2021-08-03 16:25:18 -04:00
53fb8b05e7
remove short logic in entry_price_reached function
2021-08-03 16:19:29 -04:00
5284112b69
fix in custom entry function output,remove changes related to outdated prices, doc exemple minor changes
2021-08-03 15:57:23 -04:00
f11f5d17e9
add feature custom entry price for live
2021-08-03 15:57:23 -04:00
c981641441
Don't fail if strategy doesn't contain sell signal
2021-08-02 20:30:46 +02:00
138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
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Add buy signal name
2021-07-30 08:23:11 +02:00
aea5da0c73
changes testcase
2021-07-23 11:42:43 +07:00
5fe18be4b5
add note buy_tag and split 3 assignment for get_signal
2021-07-23 01:25:15 +07:00
b84a1d0c92
Don't crash when *_params is not defined in strategy
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closes #5407
2021-07-22 20:21:04 +02:00
643b6b950e
run flake8
2021-07-22 02:23:34 +07:00
25e329623f
change signature
2021-07-22 02:11:54 +07:00
235c1afd09
add buy_tag on telegram
2021-07-22 01:53:15 +07:00
49886874aa
rename to buy_tag
2021-07-21 20:05:35 +07:00
66a7070170
run linter
2021-07-20 23:56:03 +07:00
edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name
2021-07-20 19:19:46 +07:00
ed30c023cd
fix some testcase
2021-07-20 19:08:14 +07:00
104711a9bf
get_signal signature
2021-07-20 05:04:25 +07:00
9e63bdbac9
feat: add buy signal name
2021-07-20 04:58:20 +07:00
0e4466ca1e
Implement strategy-controlled stake sizes. Expose `self.wallet` to a strategy.
2021-07-11 12:38:58 +03:00
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
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automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
3686efa08a
Add range property to CategoricalParameter and DecimalParameter, add their tests.
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At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
2021-07-03 16:02:45 +03:00
645da51b5f
Add test for parameter loading
2021-06-30 06:55:10 +02:00
55f032b18e
Catch trying to read faulty parameter file
2021-06-29 20:51:29 +02:00
a2ccc1526e
Load parameters from file
2021-06-29 07:07:34 +02:00
2310deec53
Update name to get non-optimized parameters
2021-06-29 06:50:47 +02:00
750c780293
Support loading parameters from json file
2021-06-29 06:50:47 +02:00
158cb415a9
Add settings interface to have types available
2021-06-26 17:28:37 +02:00
1067a9f356
Move strategy-override signals to top-level of the config
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closes #2867
2021-06-26 16:06:13 +02:00
d294ef10d7
unexpected docstring params
2021-06-25 23:56:16 +05:30
a46f60bd94
spell corrections
2021-06-25 22:10:04 +05:30
96fbb226c5
Implement better strategy checks
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part of #2696
2021-06-19 19:32:29 +02:00
e1010ff592
Don't load protections from config if strategy defines a property
2021-06-18 19:55:53 +02:00
38ed49cef5
move low to stoploss_reached
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to clarify where which rate is used
2021-06-15 09:05:36 +03:00
6d5fc96714
Implement most pessimistic handling of trailing stoploss.
2021-06-15 09:05:36 +03:00
d4dfdf04fc
Move RPCMessageType to enums
2021-06-09 20:23:17 +02:00
9c34304cb9
Move state enums to enums package
2021-06-08 21:20:35 +02:00
3c149b9b59
Move signalType to enums
2021-06-08 21:09:39 +02:00
89b9915c12
Update imports for SellType in tests
2021-06-08 21:07:16 +02:00
d16a619489
Move SellType Enum to it's own module
2021-06-08 21:04:34 +02:00
d7fdc2114a
allow list-strategies to show if params are hyperoptable
2021-05-29 13:27:08 +02:00
4bc018a456
Change rate back to "open" for custom_sell
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closes #4920
2021-05-14 07:18:10 +02:00
6af4de8fe8
Remove dataframe parameter from docs.
2021-05-08 10:29:47 +03:00
dc6e702fec
Pass current_time to confirm_trade_entry/confirm_trade_exit.
2021-05-08 10:29:47 +03:00
d34da3f981
Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods."
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This reverts commit 595b8735f8
2021-05-08 10:29:47 +03:00
9049d6b779
Reformat hyper to cache parameters
2021-05-02 10:45:21 +02:00
555262b6e1
Only calculate additional indicators if the space is selected
2021-05-01 16:40:29 +02:00
e050ea8dfa
Don't load parameters for other space
2021-05-01 16:21:59 +02:00
f3388ed9aa
fix IStrategy: abstract methods still need to pass through return value
...
otherwise doing something like:
```py
dataframe = super().populate_indicators(dataframe, ...)
```
won't work, because `dataframe` becomes `None`.
This is needed if one of those methods uses dataframe.copy() instead of
just working on reference. e.g. using `merge_informative` in
`populate_indicator` in a nested class hierarchy
2021-04-30 14:39:01 +02:00
55faa6a84a
safe_wrapper should use kwargs to call methods
2021-04-26 20:18:03 +02:00
dbf33271b5
Small doc changes
2021-04-26 19:52:26 +02:00
31a2285eac
Fix mypy complaints.
2021-04-26 10:42:24 +03:00
595b8735f8
Add dataframe parameter to custom_stoploss() and custom_sell() methods.
2021-04-25 09:48:40 +03:00
961b38636f
Remove explicit sell_flag parameter from SellCheckTuple.
2021-04-25 09:48:40 +03:00
bfad4e82ad
Make execute_sell() use SellCheckTuple for sell reason.
2021-04-25 09:48:40 +03:00
a90e795695
Warn and trim custom sell reason if it is too long.
2021-04-25 09:48:40 +03:00
1aad128d85
Support returning a string from custom_sell() and have it recorded as custom sell reason.
2021-04-25 09:48:40 +03:00
1292e08fe4
Use strategy_safe_wrapper() when calling custom_sell().
2021-04-25 09:48:40 +03:00
0fd68aee51
Add IStrategy.custom_sell method which allows per-trade sell signal evaluation.
2021-04-25 09:48:40 +03:00
90476c4287
Add "range" property to IntParameter
2021-04-24 07:00:33 +02:00
9dc7f776d9
Improve log output when loading parameters
2021-04-23 20:35:30 +02:00
e820814809
Default-stoploss-hyperopt should use decimal space, nto real
2021-04-14 20:32:34 +02:00
9804e20114
Don't use _set_value for autoOpt-Spaces
2021-04-10 09:53:48 +02:00
83fbaf16c8
Extract numeric param validation and explosion
2021-04-10 07:59:59 +02:00
ea4b5d675d
Don't explode low/high, but use explicit parameters
2021-04-10 07:12:31 +02:00
5f67400649
Add SKDecimal Space
2021-04-09 21:58:15 +02:00
c51839dc3b
Make the logmessage for loaded parameters clearer
2021-04-05 11:21:20 +02:00
dc406fe19f
Fail in case of name and explicit space name collisions
2021-04-05 10:53:00 +02:00
30e5e92968
Don't allow one parmeter to be in 2 spaces
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use the explicit user wish (given explicitly with "space")
2021-04-03 20:17:48 +02:00
faf40482ef
Fix parameter printing.
2021-04-03 13:49:24 +03:00
ea43d5ba85
Implement DecimalParameter and rename FloatParameter to RealParameter.
2021-04-02 17:08:16 +03:00
5acdc9bf42
Fix type errors by converting all hyperopt methods to instance methods
2021-04-01 06:47:23 +02:00
5e5b11d4d6
Split "enabled" to "load" and "optimize" parameters.
2021-03-31 12:31:28 +03:00
929f329607
more tests
2021-03-28 19:49:20 +02:00
20f7e9b4b7
Make BaseParameter get_space abstract
2021-03-28 19:31:54 +02:00
71e2134694
Add some simple tests for hyperoptParameters
2021-03-27 11:26:26 +01:00
786ddc6a91
remove unused imports
2021-03-27 10:47:33 +01:00
e934d3ddfb
[SQUASH] Oopsie.
2021-03-26 16:56:24 +02:00
40f5c7853e
[SQUASH] Add a way to temporarily disable a parameter (excludes from parameter loading/hyperopt) and print parameter values when executed.
2021-03-26 16:56:24 +02:00
bbe6ece38d
[SQUASH] Fix parameter configs not loading.
2021-03-26 16:56:24 +02:00
424cd2a914
[SQUASH] Use "space" instead of category.
2021-03-26 16:56:24 +02:00
fd45dfd894
[SQUASH] Make skopt imports optional.
2021-03-26 16:56:24 +02:00
e9f0babe8a
[SQUASH] Use HyperStrategyMixin as part of IStrategy interface.
2021-03-26 16:56:24 +02:00
2d13e5fd50
[SQUASH] Oopsies.
2021-03-26 16:56:24 +02:00
bb89e44e19
[SQUASH] Address PR comments.
...
* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
2021-03-26 16:56:24 +02:00
0a205f52b0
Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts.
2021-03-26 16:56:24 +02:00
ce1ed76269
complete stoploss_from_open and associated test
2021-03-17 22:44:10 +09:00
aee2591490
add stoploss_from_open() as a strategy_helper
2021-03-17 17:58:23 +09:00
e32b2097f0
Use timestamp in UTC timezone for ROI comparisons
2021-02-27 09:32:59 +01:00
642e3be7c5
Fix(strategy/interface.py): comment typo
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`advice_buy` -> `advise_buy`
2021-02-26 23:17:59 +01:00
3d9b4034e6
Use already calculated current_profit for sell_profit_offset comparison
2021-02-02 08:06:19 +01:00
4cc93151c5
Fix a bug when compare sell_profit_offset
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It should be comparing the ratio instead of absolut profit.
Also updated the comment.
2021-01-31 12:14:09 +08:00
6007d5182a
Merge pull request #4147 from hoeckxer/ignore_expired_candle
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Ignoring candles that have expired within timeframe
2021-01-12 19:04:16 +01:00
1f6a71fdd9
Reformat code on new version
2021-01-12 08:24:11 +01:00
71f45021b9
Removed redundant statement
2021-01-12 07:35:30 +01:00
e328182bd7
Changed workings so it only needs to timing-parameter, instead of also requiring a boolean value
2021-01-12 07:30:39 +01:00
63a579dbab
Add sell_profit_offset parameter
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Allows defining positive offsets before enabling the sell signal
2021-01-11 19:30:25 +01:00
5102dfd6df
Merge pull request #4144 from freqtrade/improve_informativepair
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Improve merge_informative_pairs to properly merge correct timeframes
2021-01-09 10:15:59 +01:00
b43ef474ad
Fix expired candle implementation
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Improve and simplify test by passing the current time to the function
2021-01-07 07:51:49 +01:00
c9e477214f
Allow protections to be set in the strategy
2021-01-06 16:37:09 +01:00
65d91a3a58
isort fix
2021-01-05 15:36:34 +01:00
573de1cf08
Fixed flake8 warnings
2021-01-05 15:30:29 +01:00
e3f3f36298
Changes based on review comments
2021-01-05 14:49:35 +01:00
c9ed2137bb
Simplified return statements
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Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
2021-01-05 09:07:46 +01:00
67306d943a
Update interface.py
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Simplified return value, thereby including the situation where the time simply hasn't expired yet
2021-01-05 07:33:34 +01:00
9a93a0876a
Update interface.py
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Adjusted comment
2021-01-05 07:32:07 +01:00
844df96ec7
Making changes so the build checks are satisified (imports & flake8)
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Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
2021-01-05 07:06:53 +01:00
614a996597
First commit about ignoring expired candle
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Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
2021-01-04 20:49:24 +01:00
07bc0c3fce
Improve merge_informative_pairs to properly merge correct timeframes
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explanation in #4073 , closes #4073
2021-01-04 13:49:38 +01:00
512e163355
change docstring to better reflect what the method is for
2020-12-31 09:48:49 +01:00
9d5961e224
Rename method to custom_stoploss
2020-12-20 11:17:50 +01:00
277342f167
Rename flag to "use_custom_stoposs"
2020-12-20 11:12:22 +01:00
6892c08e9b
Improve docstring
2020-12-19 13:18:06 +01:00
b2c1098316
more docs for dynamic stoploss method
2020-12-19 12:03:18 +01:00
f7b54c2415
Allow and document time-based custom stoploss
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closes #3206
2020-12-19 11:46:49 +01:00
a414b57d54
Experiment with custom stoploss interface
2020-12-18 06:56:56 +01:00
768a24c375
Add stoplossvalue interface
2020-12-18 06:56:56 +01:00
7eab33de08
Merge branch 'develop' into plugins/protections_backtest
2020-12-13 10:31:33 +01:00
f1af2972e2
Ensure non-defined attributes fail correctly
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Remove unnecessary check, as stoploss cannot be none (it's mandatory and
a number)
2020-12-09 07:55:08 +01:00
be57ceb252
Remove confusing entry
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(in this branch of the if statement, candle_date is empty
2020-12-07 08:23:10 +01:00
fefb4b23d0
revise logic in should_sell
2020-11-27 09:24:53 +01:00
81d08c4def
Add detailed backtest test verifying the ROI / trailing stop collision
2020-11-27 08:24:56 +01:00
8e03fee868
Update interface.py
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Changed The should_sell() method, to handle the case where both ROI and trailing stoploss are reached in backtest.
2020-11-06 13:56:46 +01:00
e602ac3406
Introduce Pairlocks middleware
2020-10-27 07:06:06 +01:00
a143f7bc43
Improve pairlock docstrings
2020-10-21 19:35:57 +02:00
7caa6cfe31
Add tests for pairlock
2020-10-20 19:21:13 +02:00
e513871fd5
Persist pairlocks
...
closes #3034
2020-10-20 19:21:13 +02:00
66b77d2f53
Fix some types
2020-10-02 06:52:43 +02:00
253b7b763e
Apply isort to freqtrade codebase
2020-09-28 19:40:46 +02:00
7852feab05
support smaller timeframes
2020-09-07 09:06:43 +02:00
71af64af94
Move comment to the right place
2020-09-04 20:10:43 +02:00
cc684c5141
Correctly handle identical timerame merges
2020-09-04 20:09:02 +02:00
7bc8927914
Add documentation for merge_informative_pair helper
2020-09-04 20:02:31 +02:00
bd4f3d838a
Implement merge_informative_pairs helper
2020-09-04 19:44:35 +02:00
f54fecaeba
Expose helpermethods thorugh freqtrade.strategy
2020-09-02 19:58:26 +02:00
3bb69bc1bd
Add returns statement to docstring
2020-08-24 17:31:00 +02:00
fca11160e4
Improve docstring of is_pair_locked
2020-08-24 17:18:57 +02:00
354a406248
Sort imports in interface.py
2020-08-24 11:45:38 +02:00
c272944834
Lock pair until a new candle arrives
2020-08-24 11:09:09 +02:00
8b767eedfd
Merge branch 'develop' into pr/yazeed/3055
2020-08-24 07:21:48 +02:00
87e4a82041
Merge branch 'develop' into bt_add_maxdrawdown
2020-08-09 08:34:36 +02:00
c4a9a79be0
Apply suggested documentation changes from code review
...
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-07-04 09:43:49 +02:00
1339479882
Have sell_type stringify correctly
2020-07-03 06:58:27 +02:00
eef3c01da7
Fix function header formatting
2020-06-18 19:49:05 +02:00
f1993fb2f4
Pass analyzed dataframe to get_signal
2020-06-18 08:09:52 +02:00
48225e0d80
Improve interface docstrings for analyze functions
2020-06-18 07:54:00 +02:00
f2a778d294
Combine tests for empty dataframe
2020-06-18 07:03:30 +02:00
8b186dbe0e
Add additional test scenarios
2020-06-18 06:50:06 +02:00
84329ad2ca
Add confirm_trade* methods to abort buying or selling
2020-06-18 06:50:06 +02:00
910100f1c8
Improve docstring comment
2020-06-18 06:50:06 +02:00
c047e48a47
Add errorsupression to safe wrapper
2020-06-18 06:50:06 +02:00
bc821c7c20
Add documentation for bot_loop_start
2020-06-18 06:50:06 +02:00
77056a3119
Add bot_loop_start callback
2020-06-18 06:50:06 +02:00
8166b37253
Explicitly check if dp is available
2020-06-18 06:50:06 +02:00
55fa514ec9
Adapt most tests
2020-06-18 06:50:05 +02:00
273aaaff12
Introduce .analyze() function for Strategy
...
Fixing a few tests along the way
2020-06-18 06:50:05 +02:00
95f3ac08d4
Update some comments
2020-06-18 06:50:05 +02:00
fd97ad9b76
Cache analyzed dataframe
2020-06-18 06:50:05 +02:00
a8005819c9
Add class-level attributes to hyperopt and strategy
2020-06-02 10:19:27 +02:00
09fe3c6f5e
create compatibility code
2020-06-02 09:52:30 +02:00
cadc50ce9b
Replace more occurances of ticker_interval with timeframe
2020-06-01 20:49:40 +02:00
ea5daee505
Allow changing severity of strategy-validations to log only.
2020-05-29 19:37:18 +02:00
27e0c2604c
Add comment to ensure we're not accidentally removing this again
2020-05-26 16:58:29 +02:00
9f573481a8
Fix #3378
2020-05-26 13:54:45 +03:00
046202fdda
Fix typing circular dependency
2020-05-22 20:56:34 +02:00
8bf38443c2
Merge branch 'develop' into verify_date_on_new_candle_on_get_signal
2020-05-20 14:05:21 +03:00
a8b1dcf3c8
Minor: cleanup in get_signal()
2020-05-19 22:20:53 +03:00
7b2bb73a12
Merge branch 'develop' into verify_date_on_new_candle_on_get_signal
2020-05-19 21:34:58 +03:00
115586a50f
Introduce freqtrade.typing
2020-05-18 21:59:50 +03:00
627c5059f0
Move create_pair_list to pairlistmanager
2020-05-18 13:54:21 +03:00
f8b01f5a43
Make flake happy
2020-05-16 12:27:56 +03:00
bf25746965
Introduce datatype for informative pairs
2020-05-16 12:27:56 +03:00
431b244f43
Merge branch 'develop' into interface_ordertimeoutcallback
2020-04-19 06:58:44 +02:00
c465552df4
Update comment to mention .copy() usage
2020-04-02 20:17:54 +02:00
3fcd531eac
Copy dataframe in interfac.py (reduces memory consumption)
2020-04-02 19:30:59 +02:00
cd2e738e35
Add test for assert error
2020-03-29 11:40:13 +02:00
3ef568029f
different exception messages
2020-03-26 07:05:30 +01:00
0f53e646fd
check that the strategy dataframe matches the one given by the bot
2020-03-24 14:08:34 +01:00
a1bbeaa668
Merge branch 'develop' into interface_ordertimeoutcallback
2020-03-15 14:56:14 +01:00
1395f65872
meh
2020-03-11 17:29:22 +01:00
c442913feb
final
2020-03-11 17:28:03 +01:00
ba596af636
final?
2020-03-11 17:26:57 +01:00
d25cf1395b
fixed log message
2020-03-11 17:23:22 +01:00
7754742459
fix tests
2020-03-11 17:13:39 +01:00
a82cdf0add
fixed test
2020-03-11 17:04:51 +01:00
4e45abbf13
added return false, false
2020-03-11 16:44:45 +01:00
54bde6ac11
verify date on new candle before producing signal
2020-03-11 16:34:23 +01:00
3208faf7ed
Do not use ticker where it's not a ticker
2020-03-08 20:47:02 +03:00
Matthias
Sam Germain
axel
kevinjulian
Rokas Kupstys
aayush-jain18
Joe Schr
Brook Miles
JoeSchr
Pan Long
hoeckxer
Erwin Hoeckx
radwayne
hroff-1902
hroff-1902
orehunt
Yazeed Al Oyoun