Commit Graph

7397 Commits

Author SHA1 Message Date
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
aezo.teo 92997c85f9 adding sides for rate and 1 more test case 2021-11-14 17:37:31 +08:00
Matthias 4d1d8de9b7 Split /stats messages
closes #5869
2021-11-14 10:20:04 +01:00
Sam Germain e7fad04eb9 Merge branch 'feat/short' into funding-fee-dry-run 2021-11-14 03:15:22 -06:00
Matthias c70fdea886
Merge pull request #5847 from stash86/kucoin-api
Hardcoded temp fix for Kucoin API issue
2021-11-14 10:11:02 +01:00
aezo.teo 8df334515f added logic for is_short and tests 2021-11-14 16:52:38 +08:00
Matthias 8cfc531b32
Merge pull request #5887 from samgermain/common-ccxt-config
Common ccxt config
2021-11-14 09:52:06 +01:00
aezo.teo 30fbe0c79c added is_short and short_trades to schema 2021-11-14 16:51:03 +08:00
Matthias 5b9cbaf277 Use Close value for trade signal calculation 2021-11-14 09:50:04 +01:00
Matthias 33f00d23b9
Merge pull request #5885 from ethanopp/develop
Include more details in _FILL telegram notifications
2021-11-14 09:37:58 +01:00
Stefano Ariestasia 632c1bc0aa Add static workaround for kucoin 429000 issue
closes #5700
2021-11-14 09:31:38 +01:00
Matthias 7c11619924 avoid using replace in messages 2021-11-14 09:19:21 +01:00
Sam Germain 430aa0903f Removed redundent TODO-levs 2021-11-13 19:45:41 -06:00
Sam Germain 01ad65de68 test_rpc_apiserver.py 2021-11-13 19:22:43 -06:00
Sam Germain 099bf7691e Updated bibox to combine parent _ccxt_config and minimized _ccxt_config tests 2021-11-13 16:23:59 -06:00
Sam Germain 3d86b18492 Added property _ft_has_default.ccxt_futures_name and removed subclass ccxt_config properties 2021-11-13 16:23:58 -06:00
ethan c4c1b301cd buy notification code consolidation 2021-11-13 15:46:00 -05:00
ethan 0bc9384451 more notification code consolidation 2021-11-13 14:52:59 -05:00
ethan 7412b7ba51 buy/sell fill notification code consolidation 2021-11-13 10:23:47 -05:00
ethan a177e58dc4 Remove "currency" generating from splitting pair str 2021-11-13 08:49:02 -05:00
Sam Germain 867ac3f82a Removed typing.List from bibox, hitbtc and kucoin 2021-11-13 06:21:17 -06:00
Sam Germain 3c509a1f9b New method for combining all funding fees within a time period 2021-11-13 04:45:23 -06:00
Matthias df27499e19 Improve `/help` output from telegram 2021-11-13 08:46:06 +01:00
ethan 32e3376296 Update buy/sell fill telegram notifications 2021-11-12 21:49:07 -05:00
ethan a237667bc9 Update buy/sell fill telegram notifications 2021-11-12 16:18:04 -05:00
Matthias 6b40792f80
Merge branch 'feat/short' into funding-fee-dry-run 2021-11-12 08:06:29 +01:00
Matthias 8d4163d003 Add compat tests 2021-11-12 07:26:59 +01:00
Sam Germain c8c2d89893 exchange.get_funding_fees returns 0 by default 2021-11-11 19:10:56 -06:00
Sam Germain 9a65f486ed updated exchangeError messages regarding fetch_funding_rate_history 2021-11-11 18:33:46 -06:00
Sam Germain 592b7e0ce3 All test_update_funding_fees tests pass 2021-11-11 17:49:32 -06:00
Matthias 76ced8acf6 Add some documentation to class 2021-11-11 20:34:52 +01:00
Matthias e0fd880c11 Improve some more pct formattings 2021-11-11 16:12:23 +01:00
Matthias 4eb9038358 Some more fixes to % formatting 2021-11-11 15:06:16 +01:00
Matthias 1b271d0840 Improve % outputs to not use explicit "pct" entries 2021-11-11 12:58:38 +01:00
Matthias ce2aa1dc69 Small formatting upgrades 2021-11-11 12:06:18 +01:00
Matthias f8d30abd79 Handle order returns that contain trades directly
binance market orders - and potentially other exchanges
2021-11-10 19:43:36 +01:00
Sam Germain b87f8e7034 Removed unnecessary todo comments 2021-11-10 00:59:53 -06:00
Matthias d3d17f9f8b Only allow min-stake adjustments of up to 30%
fix #5856
2021-11-10 06:57:22 +01:00
Matthias 23a566b478 validate_stake_amount should not be a private method 2021-11-10 06:38:24 +01:00
Sam Germain e713f5188f Merge branch 'funding-fee-dry-run' of https://github.com/samgermain/freqtrade into funding-fee-dry-run 2021-11-09 14:45:50 -06:00
Sam Germain 45e4354906 Merge branch 'feat/short' into funding-fee-dry-run 2021-11-09 14:45:10 -06:00
Matthias 4a67b33cb3 Fix some formatting 2021-11-09 19:40:42 +01:00
Matthias e69a100c64 Merge branch 'feat/short' into pr/samgermain/5779 2021-11-09 19:34:57 +01:00
Matthias d5438ed0a8 Fix docstring indents 2021-11-09 19:22:29 +01:00
Matthias 6267678ca9 Use doublequotes for docstrings 2021-11-09 10:40:01 +00:00
Matthias f9e5a25b36 Add docstring style to Contributing 2021-11-09 07:48:25 +00:00
Sam Germain fbe9e73c5d better param for funding_fee_cutoff 2021-11-09 01:17:29 -06:00
Sam Germain 6c8501dadc Removed docstring indents 2021-11-09 01:00:57 -06:00
Matthias ae0e72a945 Provide strategy with copied objects
avoids accidental modification of crucial elements in a trade object
part of #5828
2021-11-08 19:59:29 +01:00
Matthias e4cca63163 Align sell_reason assignment location
trade mode sets it after "exit confirmation" - so should backtesting
detected in #5828
2021-11-08 19:32:13 +01:00
Matthias f2be820f73
Merge pull request #5855 from freqtrade/multi_ohlcv_calls
Provide more historic data in trade mode
2021-11-08 19:30:40 +01:00
Sam Germain d0b91b334e Merge branch 'feat/short' into funding-fee-dry-run 2021-11-08 04:44:57 -06:00
Sam Germain 090b3d29b7 Updated kraken._get_funding_fee docstring with notification that it won't work in the bot yet 2021-11-08 01:58:23 -06:00
Sam Germain 01229ad631 updated exchange.get_funding_fee_dates with better names 2021-11-08 01:58:23 -06:00
Sam Germain bea37e5ea3 moved dry run check for funding fees to exchange 2021-11-08 01:58:09 -06:00
Matthias c11e1a84e4 Fix wrong logging
detected in #5856
2021-11-07 15:41:04 +01:00
Matthias de4bc7204d Update documentation to clarify new behaviour 2021-11-07 15:36:43 +01:00
Matthias a08dd17bc1 Use startup_candle-count to determine call count 2021-11-07 13:10:40 +01:00
Matthias 9fa64c2647 Allow multiple calls to get more candles in live-run 2021-11-07 11:31:59 +01:00
Matthias fb6ba62158 Add default to "is_new_pair" 2021-11-07 11:08:30 +01:00
Matthias 1dd6872b80
Merge pull request #5843 from Theagainmen/patch-2
Update warning message open trades
2021-11-07 11:07:16 +01:00
Matthias 4595c1e73c Slightly reformat to simplify new change 2021-11-07 10:55:11 +01:00
Matthias 6cc3f65a83 Add --trading-mode parameter 2021-11-07 10:52:20 +01:00
Matthias 11b77cf94c Update test to new list-pairs format 2021-11-07 10:43:00 +01:00
Matthias 0dd9a277d3 improve market_is_tradable tests 2021-11-07 10:43:00 +01:00
Matthias 3fac5c5bcd Update list-markets to work for futures/margin as well 2021-11-07 10:43:00 +01:00
Sam Germain 252e45ebf2 Merge branch 'feat/short' into funding-fee-dry-run 2021-11-06 22:46:00 -06:00
Sam Germain 04dc14a74c Added okex exchange class futures properties 2021-11-06 22:43:02 -06:00
Sam Germain 0c2501e11b Safer keys for funding_rate and mark_price dictionaries, based on rounding down the hour 2021-11-06 22:31:38 -06:00
Sam Germain 8bfcf4ee09 Fixed breaking exchange tests from _get_funding_fee_dates, and commented out kraken get_funding_fees tests 2021-11-06 22:05:38 -06:00
Sam Germain b88482b2e9 Fixed millisecond timestamp issue errors with funding fees 2021-11-06 21:45:35 -06:00
Sam Germain 48b34c8fd0 Fixed issues with funding-fee being miscalculated on trade objects in freqtradebot 2021-11-06 21:03:18 -06:00
Sam Germain f795288d90 Fixed timestamp/datetime issues for mark price, funding rate and _get_funding_fee_dates 2021-11-06 20:48:03 -06:00
Sam Germain 6e912c1053 Updated _get_funding_fee method names, added kraken._get_funding_fee 2021-11-06 17:39:21 -06:00
Matthias 25fcab0794 Enhance /show_config endpoint 2021-11-06 16:20:18 +01:00
Matthias fef7da03b2
Merge pull request #5850 from freqtrade/timeout_forcesell
multiple exit-timeouts can trigger emergencysell
2021-11-06 16:20:06 +01:00
Matthias ebc38159b8 Merge branch 'develop' into feat/short 2021-11-06 15:24:52 +01:00
Antoine Merino d0e192e20f
Fix naive timezone for /daily command 2021-11-06 13:14:15 +01:00
Matthias f7dc47b1c8 Add test for exit_timeout_count 2021-11-06 13:10:41 +01:00
Antoine Merino 3c33b48fd5
Fix naive timezones 2021-11-06 13:09:15 +01:00
Sam Germain cb97c6f388 Updated time to utc in test_update_funding_fees, some funding rate key errors because a timestamp is likely not in utc 2021-11-06 05:56:58 -06:00
Matthias 7a907a7636 Add Emergencyselling after X timeouts have been reached 2021-11-06 11:48:49 +01:00
Antoine Merino 8eabdd659f
Fix missing CallbackQueryHandler
Signed-off-by: Antoine Merino <antoine.merino.dev@gmail.com>
2021-11-05 22:51:35 +01:00
Antoine Merino 70253258f0
Test /monthly & clean
Signed-off-by: Antoine Merino <antoine.merino.dev@gmail.com>
2021-11-05 22:33:06 +01:00
Antoine Merino 459ff9692d
Add /weekly and /monthly to Telegram RPC
/weekly now list weeks starting from monday instead of rolling weeks.
/monthly now list months starting from the 1st.

Signed-off-by: Antoine Merino <antoine.merino.dev@gmail.com>
2021-11-05 21:07:28 +01:00
Antoine Merino 5f40158c0b
WIP Add /weekly and /monthly to Telegram RPC
Related to "Show average profit in overview" (#5527)

Signed-off-by: Antoine Merino <antoine.merino.dev@gmail.com>
2021-11-05 21:07:19 +01:00
Matthias d99eaccb5a Fix exception when using okex
closes #5842
2021-11-05 19:47:13 +01:00
Matthias 60a5ded532 Don't convert telegram chat_id
closes #5840
2021-11-05 19:27:54 +01:00
Theagainmen 2115a3ed12
Update warning message open trades
This shouldn't confuse user when just reloading their bot.
2021-11-05 18:49:10 +01:00
Matthias 781f8a059c
Merge pull request #5835 from freqtrade/okex_support
Add official Okex support
2021-11-04 20:03:19 +01:00
raphael ae2343db93
Update optimize_reports
Update show_backtest_reults() to preserve backwards compatibility by fixing KeyError: 'results_per_buy_tag' for older hyperopt result files.
2021-11-04 10:25:13 -04:00
Sam Germain 8a4236198f Added test_update_funding_fees in freqtradebot, test currently fails 2021-11-03 22:52:37 -06:00
Matthias 431b96de98 Merge branch 'develop' into pr/theluxaz/5710 2021-11-03 19:43:36 +01:00
Matthias 437e5f0645 Fix officially supported exchange list 2021-11-03 19:20:39 +01:00
Matthias f60d101076 Some finetuning for OKEX 2021-11-03 07:12:42 +01:00
Matthias e78df59e30 Configure candle length for OKEX 2021-11-02 19:49:53 +01:00
Sam Germain 3de42da29a All funding fee test_exchange tests pass 2021-11-01 07:52:40 -06:00
Matthias a16328f372 Don't force timeframe in config in config generator 2021-11-01 13:44:26 +01:00
Sam Germain ba95172d07 Finished test_calculate_funding_fees 2021-11-01 06:28:03 -06:00
Matthias 4249fcefba
Merge pull request #5150 from cryptomeisternox/backtesting-filter
Adding command for Filtering and print trades
2021-11-01 09:43:49 +01:00
Sam Germain 33b0778c0a updated exchange.calculate_funding_fees to have default close_date 2021-11-01 01:13:37 -06:00
Sam Germain edfc3377c5 Updated exchange._get_funding_fee_dates to use new method funding_fee_cutoff 2021-11-01 01:09:11 -06:00
Sam Germain 5c52b21346 Added tests for funding_fee_dry_run 2021-10-31 22:24:27 -06:00
Matthias 6b90b4a144 Test "get-signal" 2021-10-31 10:53:30 +01:00
Matthias dffe76f109 Don't double-loop to generate profits 2021-10-31 10:49:56 +01:00
Matthias c15f73aa1f Rename command to backtesting-show 2021-10-31 10:13:11 +01:00
Sam Germain f6924aca40 removed get_funding_rate_history from gateio 2021-10-31 01:24:02 -06:00
Sam Germain 2bfc812618 moved mark_ohlcv_price in _ft_has 2021-10-31 00:53:36 -06:00
Matthias c094ac5762 Merge branch 'develop' into feat/short 2021-10-30 19:45:19 +02:00
Matthias 20904f1ca4 Add tests for new command 2021-10-30 19:43:42 +02:00
Matthias 72ecb45d86 Add test for backtest_show logic 2021-10-30 16:53:48 +02:00
Matthias 650d6c276a Add documentation 2021-10-30 16:40:03 +02:00
Matthias d60001e886 Stoploss cannot be below candle low
fix #5816
2021-10-30 16:14:13 +02:00
Matthias 851062ca46 Rename backtest-filter to backtest_show 2021-10-30 10:53:18 +02:00
Matthias f472709438 Add option to show sorted pairlist
Allows easy copy/pasting of the pairlist to a configuration
2021-10-30 10:50:40 +02:00
Matthias 0f3809345a Remove backtest-path parameter 2021-10-30 10:28:12 +02:00
Matthias 6f1e719216 Merge branch 'develop' into pr/cryptomeisternox/5150 2021-10-30 10:26:05 +02:00
Matthias c34b8a95d7
Merge pull request #5798 from incrementby1/personal-branch
Add function to unlock PairLocks by reason
2021-10-30 10:15:21 +02:00
Matthias c579fcfc19 Add tests and documentation for unlock_reason 2021-10-30 09:51:09 +02:00
Sam Germain 0ea8957ccc removed ftx get_mark_price_history, added variable mark_ohlcv_price, used fetch_ohlcv instead of fetch_mark_ohlcv inside get_mark_price_history 2021-10-29 20:07:24 -06:00
Sam Germain a4892654da Removed params from _get_mark_price_history 2021-10-29 19:37:02 -06:00
Matthias 201fe108bc
Merge pull request #5607 from TreborNamor/develop
a new hyperopt loss created that uses calmar ratio
2021-10-29 09:20:44 +02:00
Matthias 5cdae2ce3f Remove CalmarDaily hyperopt loss 2021-10-29 06:53:40 +02:00
incrementby1 e9d71f26b3 small changes 2021-10-29 00:03:20 +02:00
incrementby1 658006e7ee removed wrong use of map and filter function 2021-10-28 23:29:26 +02:00
theluxaz 560802c326 Added tests for the new rpc/telegram functions 2021-10-28 21:39:42 +03:00
Sam Germain 02ab3b1697 Switched mark_price endTime to until 2021-10-28 07:26:36 -06:00
Sam Germain 0b12107ef8 Updated error message in fetchFundingRateHistory 2021-10-28 07:22:47 -06:00
Sam Germain 44d9a07acd Fixed _get_funding_fee_dates method 2021-10-28 07:20:45 -06:00
Sam Germain 956352f041 Removed name_for_futures_market 2021-10-28 07:19:46 -06:00
incrementby1 02e69e1667 Changes to unlock_reason:
- introducing filter
	- replaced get_all_locks with a query for speed
	. removed logging in backtesting mode for speed
	. replaced for-loop with map-function for speed

Changes to models.py:
	- changed string representation of Pairlock to also contain reason and active-state
2021-10-28 15:16:07 +02:00
incrementby1 dc605e29aa removed empty lines for flake8 2021-10-27 21:04:08 +02:00
incrementby1 2eb33707c9 Undo changes 2021-10-27 15:58:41 +02:00
incrementby1 a50bde10de Merge https://github.com/freqtrade/freqtrade into personal-branch 2021-10-27 15:52:10 +02:00
Matthias f80d3d48e4 Add default to minimal_roi to avoid failures
closes #5796
2021-10-27 06:33:49 +02:00
Sam Germain a2b1838c60 Merge branch 'feat/short' into funding-fee-dry-run 2021-10-25 22:00:09 -06:00
incrementby1 c3f3bdaa2a Add "allow_position_stacking" value to config, which allows rebuys of a pair
Add function unlock_reason(str: pair) which removes all PairLocks with reason
Provide demo strategy that allows buying the same pair multiple times
2021-10-26 00:04:40 +02:00
theluxaz b51f946ee0 Fixed models and rpc performance functions, added skeletons for tests. 2021-10-25 23:43:22 +03:00
Matthias 20a61e03da
Merge pull request #5786 from SimonEbner/clean_up_file_handles
Clean up file handles
2021-10-25 19:49:07 +02:00
Robert Roman 88b96d5d1b
Update hyperopt_loss_calmar.py 2021-10-25 00:45:10 -05:00