Commit Graph

8184 Commits

Author SHA1 Message Date
Sam Germain 8af2ea754f add margin mode to backtesting 2022-02-26 14:11:21 -06:00
Sam Germain 78194559f4 persistence.adjust_stop_loss accounts for leverage 2022-02-26 13:55:37 -06:00
Sam Germain ac433eebfe stoploss in freqtradebot leverage adjustment 2022-02-26 13:55:37 -06:00
Sam Germain 6dbd249570 backtesting._enter_trade get liquidation_price and backtesting._leverage_prep 2022-02-26 13:55:01 -06:00
Matthias 92ad353169 Fix OKX exception 2022-02-26 20:13:24 +01:00
Sam Germain fbcd260bf6 flake8 import issues 2022-02-26 09:05:51 -06:00
Sam Germain f5ea7827e0 removed gateio.get_max_leverage and gateio.get_maint_ratio_and_amt 2022-02-26 09:05:51 -06:00
Sam Germain 6cd01c45d5 exchange.get_leverage_tiers and exchange.get_market_leverage_tiers 2022-02-26 09:05:51 -06:00
Sam Germain c7e87e86e2 added exception handlers to fetch_market_leverage_tiers 2022-02-26 09:05:51 -06:00
Sam Germain b61cfada6d moved okex.load_leverage_tiers to new method 2022-02-26 09:05:51 -06:00
Matthias 79ddc9abaa
Merge pull request #6423 from samgermain/wallet-amt
Futures wallet amount
2022-02-26 15:55:28 +01:00
Matthias 41316abb55 Sort supported exchanges alphabetically 2022-02-26 14:57:17 +01:00
Matthias 14d49e85af Update Huobi stoploss to shared method 2022-02-26 14:57:13 +01:00
Matthias a1f2f6ddeb Updates required for huobi datadownload 2022-02-26 10:33:37 +01:00
Matthias f3421dfa9f Use unified stopPrice argument 2022-02-26 10:33:37 +01:00
Matthias 292c350885 Add stoploss support for huobi 2022-02-26 10:33:36 +01:00
Matthias 9504b3eb05 Improve huobi config generation 2022-02-26 10:33:11 +01:00
Matthias ee7bc55727 Add huobi to Exchange setup 2022-02-26 10:33:11 +01:00
Matthias 2ec1a7b370 Add huobi exchange class 2022-02-26 10:33:11 +01:00
Matthias 3942b30ebf Add kraken TODO 2022-02-26 08:34:23 +01:00
Matthias 6caa5f7131 Update dry-run behaviour 2022-02-26 08:25:42 +01:00
Matthias 0749199097 Add stoploss tests for kucoin 2022-02-26 08:25:42 +01:00
Matthias 768b526c38 Add kucoin stoploss on exchange 2022-02-26 08:25:42 +01:00
Matthias 7ba92086c9 Make stoploss method more flexible 2022-02-26 08:25:42 +01:00
Matthias ea197b79ca Add some more logic to stoploss 2022-02-26 08:25:42 +01:00
Matthias 1d57ce19eb Move stoploss -limit implemenentation to exchange class, as this seems to be used by multiple exchanges. 2022-02-26 08:25:42 +01:00
Matthias 7883160ce0 Update to fstrings 2022-02-26 08:23:13 +01:00
Matthias 018c620057 Fix 0 Division error on exchanges without average
closes #6461
2022-02-26 08:19:45 +01:00
Matthias 551fe7d820
Merge pull request #6440 from clover-es/feat/short
Add leverage strategy to new-strategy command
2022-02-25 15:18:46 +01:00
Matthias 5826698c04 Don't emergencysell partial sold exit
closes #6457
2022-02-25 15:07:35 +01:00
Matthias 3c88b4cf0c Merge pull request #6416 from froggleston/patch-2 2022-02-25 11:58:43 +01:00
Matthias 3b1b66bee8 Prevent backtest starting when not in webserver mode
#6455
2022-02-25 07:40:49 +01:00
Stefano Ariestasia df726a54f8 cater for case where sell limit order expired 2022-02-25 00:20:53 +00:00
Matthias 9901decf0d Rename get_positions to fetch_positions to align with ccxt naming 2022-02-24 20:05:56 +01:00
Matthias 62c42a73e2 Add initial rpc test 2022-02-24 20:05:56 +01:00
Matthias d07a24a54f Update tests for new wallet RPC structure 2022-02-24 20:05:56 +01:00
Matthias 13e74c5693 Add dry-run position wallet calculation 2022-02-24 20:05:56 +01:00
Matthias 6562511137 add trade_direction to trade object 2022-02-24 20:05:56 +01:00
Matthias a2b17882e6 Don't use separate position field in /currency endpoint 2022-02-24 20:05:56 +01:00
Matthias 4b27bd9838 don't fetch free balance if we don't use it 2022-02-24 20:05:56 +01:00
Matthias e54e6a7295 Update wallets to also keep Positions 2022-02-24 20:05:56 +01:00
Matthias ed65692257 add get_position exchange wrapper 2022-02-24 20:05:56 +01:00
Sam Germain 9f4f65e457 exchange.get_balances minor fix 2022-02-24 20:05:56 +01:00
Sam Germain f336e7fc5b exchange.get_balances futures shorts taken out 2022-02-24 20:05:56 +01:00
Sam Germain f67e0bd6dd wallet amount for futures 2022-02-24 20:05:56 +01:00
Matthias fd936e26ae Merge branch 'develop' into feat/short 2022-02-24 19:56:42 +01:00
Matthias 42df65d4ec Make sure backtesting is cleaned up in tests 2022-02-24 14:22:49 +00:00
Matthias d973ba1f5d Add leverage callback to advanced template 2022-02-23 20:19:52 +01:00
Matthias c51603b110 Slightly improve formatting, Point to documentation 2022-02-23 20:16:52 +01:00
Matthias 53452c8d64
Merge pull request #6437 from freqtrade/update_trade
Migrate trade updating to use order model
2022-02-23 19:56:02 +01:00
Matthias 8952829adc Merge branch 'develop' into feat/short 2022-02-23 06:28:15 +01:00
Matthias 5a4f30d1bd Don't specially handle empty results. 2022-02-22 20:07:41 +01:00
Matthias 1f9ed0beff Add test for wal mode 2022-02-22 19:39:55 +01:00
Guillermo Rodríguez 8e3839c74c
Merge branch 'freqtrade:feat/short' into feat/short 2022-02-22 19:34:59 +01:00
Guillermo Rodríguez 95b63ea496 Add short signal to base strategy template 2022-02-22 19:33:52 +01:00
Matthias 02ce0dc02e Set journal mode to wal for sqlite databases
closes #6353
2022-02-22 19:31:58 +01:00
Matthias 70f4305dfa don't allow short trades in spot mode 2022-02-21 19:19:12 +01:00
Matthias fddacfedaa Remove returntype 2022-02-20 16:47:02 +01:00
Matthias a24586cd41 Update migrations for new column 2022-02-20 16:32:04 +01:00
Matthias 6fb5b22a8e Some cleanup 2022-02-20 16:31:44 +01:00
Matthias dc7bcf5dda Update failing test 2022-02-20 14:29:26 +01:00
Matthias db540dc990 Orders should also store fee if in receiving currency 2022-02-20 14:24:27 +01:00
Matthias c3c815e794
Merge pull request #6425 from samgermain/stake-amount
leverage in trade.stake_amount calculation
2022-02-19 20:11:23 +01:00
Matthias e9f451406c Use correct order id 2022-02-19 16:43:38 +01:00
Matthias 874c161f78 Update more tests to use order_obj to update trade 2022-02-19 16:43:38 +01:00
Matthias 508e677d70 Fix some tests to call update_trade with order object 2022-02-19 16:43:38 +01:00
Matthias 1b1216fc87 Rename update_trade method 2022-02-19 16:43:38 +01:00
Matthias c13eed2178 use Order object to update trade 2022-02-19 16:43:38 +01:00
Matthias d610b6305d Improve /balance output by removing trailing zeros 2022-02-19 16:40:30 +01:00
Matthias a7a25bb285 Update "round coin value" to trim trailing zeros 2022-02-19 16:40:26 +01:00
Matthias a32aed2225 Update FTX stoploss code to avoid exception for stoploss-market orders
closes #6430, closes #6392
2022-02-19 10:07:32 +01:00
Matthias 3785f04be7 Handle empty min stake amount as observed on FTX
(closes #6429)
2022-02-19 06:39:43 +01:00
Matthias f0cbc47bb1
Merge pull request #6373 from samgermain/leverage-tiers
Leverage tiers
2022-02-17 20:23:33 +01:00
Matthias e981d644e1 Add toto-lev for order-leverage 2022-02-16 19:24:59 +01:00
Sam Germain a37287d9ba test__get_params 2022-02-16 10:06:27 -06:00
Sam Germain 124532a4b7 maintenanceMarginRatio -> maintenanceMarginRate 2022-02-16 09:04:43 -06:00
Matthias 877a0750ce
Merge pull request #6417 from freqtrade/fix/6261
Attempt fix for #6261
2022-02-16 15:48:57 +01:00
Sam Germain a65dcc709e leverage in trade.stake_amount calculation 2022-02-16 08:09:43 -06:00
Sam Germain 88a8ff2f4e Merge branch 'feat/short' into leverage-tiers 2022-02-16 08:05:51 -06:00
Matthias de26844578
Merge pull request #6397 from samgermain/todos
edited todo-lev comments
2022-02-16 13:36:17 +01:00
Sam Germain 6697333118 Merge branch 'todos' of https://github.com/samgermain/freqtrade into todos 2022-02-16 05:47:49 -06:00
Sam Germain a9eb8ce1bf added todos back in 2022-02-16 05:47:41 -06:00
Sam Germain c70050e750 fixed test_load_leverage_tiers 2022-02-16 05:26:52 -06:00
Sam Germain 3bfd9186f7 gateio.get_max_leverage small fix 2022-02-16 04:05:27 -06:00
Sam Germain dbd2df6406 Merge branch 'leverage-tiers' of https://github.com/samgermain/freqtrade into leverage-tiers 2022-02-16 03:50:24 -06:00
Sam Germain c9da6f480f gateio get_max_leverage and get_maintenance_ratio_and_amt temporary solution 2022-02-16 03:36:08 -06:00
Matthias ff5b3c323a Fix okx trading mode 2022-02-16 09:13:49 +01:00
Matthias 78a93b6052 noqa 2022-02-15 20:15:03 +01:00
Matthias 3787b747ae Simplify api schema by not using union types 2022-02-15 20:07:02 +01:00
Matthias 7f7c395b10 Add exception handling for lev_prep in okx 2022-02-15 19:30:02 +01:00
Matthias 64b98989d2 Update open candle ROI condition 2022-02-15 19:25:32 +01:00
Matthias 33cc5e0ac7 Use kwargs for set_leverage 2022-02-15 18:56:58 +01:00
Matthias c37f03a638 Update static-markets to include futures pair 2022-02-15 08:04:16 +01:00
Matthias 1bae18c60a Update decorator locations 2022-02-15 07:11:07 +01:00
Matthias 324fdcedb1 Attempt test fix 2022-02-15 06:59:10 +01:00
Sam Germain 5f42ebfa4c
Update candletype.py 2022-02-14 23:53:10 -06:00
Sam Germain ae249a0f97 Merge branch 'leverage-tiers' of https://github.com/samgermain/freqtrade into leverage-tiers 2022-02-14 17:36:47 -06:00
Sam Germain 3753df26fc fixed tests 2022-02-14 17:34:59 -06:00
Sam Germain f4a57b71e7 Filled in test_load_leverage_tiers_okx 2022-02-14 16:53:29 -06:00
Matthias 30f6dbfc40 Attempt fix for #6261 2022-02-14 20:02:38 +01:00
Matthias 513669f834 Be verbose on okex startup to point out delay. 2022-02-14 19:44:05 +01:00
Sam Germain a2b84561fe removed a todo 2022-02-14 10:00:03 -06:00
Sam Germain 19783e0d39 edited todos 2022-02-14 09:02:55 -06:00
Matthias 09cc43b533 Test short trade exiting 2022-02-13 16:33:06 +01:00
Matthias 2523c12c71 Small enhancements and notes 2022-02-13 14:33:37 +01:00
Matthias ad801e05f7 Filter loadable leverage tiers to stake-currency pairs 2022-02-13 13:05:57 +01:00
Matthias 7f0cedc769 Use "is_future" to check for futures markets 2022-02-13 12:54:49 +01:00
Matthias eaf13f96f7 Use exchange_has to check for ccxt properties 2022-02-13 12:48:28 +01:00
Sam Germain 8fe3f0c933 fix breaking tests 2022-02-12 23:08:42 -06:00
Sam Germain 7a0f7da128 okex loads all leverage tiers at beginning, removed get tiers for pair 2022-02-12 23:02:16 -06:00
Sam Germain 8657e99c26 trimmed down get_maintenance_ratio_and_amt, now requires fetchLeverageTiers 2022-02-12 23:02:16 -06:00
Sam Germain 03b3756e4b strengthened and fixed leverage_tier tests 2022-02-12 23:02:16 -06:00
Sam Germain 4a1ed01708 get_maintenance_ratio_and_amt tests 2022-02-12 23:02:16 -06:00
Sam Germain 60a45ff394 exchange.get_max_leverage de-complex 2022-02-12 23:02:16 -06:00
Sam Germain 41ab20d949 get_max_leverage checks if the number of tiers is < 1 2022-02-12 23:02:15 -06:00
Sam Germain fa2c9fc51f replaced mmr_key with unified maintenanceMarginRate 2022-02-12 23:02:15 -06:00
Sam Germain e987e0e2a9 exchange minor fixes 2022-02-12 23:02:15 -06:00
Sam Germain f3cb7e90e0 moved get_leverage_tiers_for_pair to be with other leverage_tier methods 2022-02-12 23:02:15 -06:00
Sam Germain 5f07546b86 moved leverage_tier caching to get_leverage_tiers_for_pair 2022-02-12 23:02:15 -06:00
Sam Germain eb72e5cc42 Added some exchange leverage tier tests 2022-02-12 23:02:15 -06:00
Sam Germain 18b4d0be95 fixed error with exchange.fill_leverage_tiers 2022-02-12 23:02:14 -06:00
Sam Germain 41d8330fbc freqtrade.exchange edited load_leverage_tiers 2022-02-12 23:02:14 -06:00
Sam Germain 0b717fbace okex.load_leverage_tiers 2022-02-12 23:02:14 -06:00
Sam Germain 42e36f44f8 replaced "leverage" with "tiers" 2022-02-12 23:02:14 -06:00
Sam Germain 6b9915bc73 moved fill_leverage_brackets and get_max_leverage to base exchange class, wrote parse_leverage_tier and load_leverage_brackets 2022-02-12 23:02:14 -06:00
Sam Germain a99cf2eeed redid get_max_leverage 2022-02-12 23:02:07 -06:00
Sam Germain 720a86778e okex.get_max_pair_stake_amount 2022-02-12 23:01:39 -06:00
Sam Germain a5aba4813d moved get_maintenance_ratio_and_amt to base.exchange. Wrote get_leverage_tiers. Added mmr_key to exchange._ft_has 2022-02-12 23:01:30 -06:00
Sam Germain fc2d3649a1 edited todos 2022-02-12 16:23:14 -06:00
Matthias c769e9757d Improve "order refind" to also work for stoploss orders 2022-02-12 20:13:12 +01:00
Matthias 119d4d5204 select_order should use ft_order_side, not the exchange specific one 2022-02-12 17:06:03 +01:00
Matthias ee5f05208e
Merge pull request #6394 from samgermain/todos
todo removal
2022-02-12 15:44:42 +01:00
Matthias fad243e28d
Keep short edge support as regular TODO 2022-02-12 15:43:52 +01:00
Matthias 08803524bd align variable naming to use current_time 2022-02-12 15:21:46 +01:00
Sam Germain ca993c83ea todo removal 2022-02-11 23:37:31 -06:00
Sam Germain 6ae85f9be1 fixed liq-buffer tests 2022-02-11 19:38:59 +01:00
Sam Germain fb3a6e2ce8 added liquidation_buffer to constants.py 2022-02-11 19:38:59 +01:00
Sam Germain 3c3675ea1a moved liquidation_buffer to exchange class, add check for valid liquidation_buffer values 2022-02-11 19:38:59 +01:00
Sam Germain e5d68f12d2 Added liquidation_buffer to freqtradebot 2022-02-11 19:38:58 +01:00
Matthias d0adc4ee62
Merge pull request #6391 from lukasgor/lg/feat/add-buy-tag-to-forcebuy
feature: add buy tag to forcebuy
2022-02-11 19:37:46 +01:00
Matthias c9cfc246f1 Sort /forcebuy pairs alphabetically, add cancel button
closes #6389
2022-02-11 19:37:35 +01:00
Matthias 0c6d92a7a6 Merge branch 'develop' into feat/short 2022-02-11 17:02:04 +01:00
lukasgor 6511b3bec2 fix: rename buy_tag to entry_tag 2022-02-11 15:31:15 +01:00
lukasgor d563bfc3d0 feature: add buy tag to forcebuy 2022-02-11 13:38:33 +01:00
Matthias 6a59103869 update wallets in backtesting to ensure a fresh wallet is used
closes #6388
2022-02-10 19:40:36 +01:00
Sam Germain 553da850ce binance futures stoploss 2022-02-10 09:43:32 -06:00
Matthias be84a028c1 Avoid mixed types in the api for /stats 2022-02-10 07:03:19 +01:00
Matthias af984bdc0d Update comment regarting NaT replacement 2022-02-09 09:32:53 +01:00
Matthias 2e41d80a2c
Merge pull request #6340 from TheJoeSchr/frequi-datetime
freqUI: fix can't import backtest with missing datetime data
2022-02-09 07:21:30 +01:00
Matthias 9f47853661
Merge pull request #6235 from freqtrade/backtest_order_timeout
Backtest order timeout
2022-02-09 07:12:35 +01:00