Commit Graph

7397 Commits

Author SHA1 Message Date
Matthias 29863ad2bf Fix error when ask_last_balance is not set
closes #5181
2021-10-07 06:51:29 +02:00
sid 46c320513a use profit_abs 2021-10-07 08:07:07 +05:30
sid 93e4cf4006 Merge remote-tracking branch 'upstream/develop' into develop 2021-10-07 08:04:40 +05:30
Matthias 526bdaa2dc Recommend using 0.0.0.0 as listen address for docker 2021-10-06 20:14:59 +02:00
Matthias 57ef25789e Fix style errors 2021-10-06 19:36:41 +02:00
sid 6ba46b38bd fix formatting 2021-10-06 13:46:05 +05:30
sid c0d01dbc26 add max_drawdown loss 2021-10-06 13:24:27 +05:30
Sam Germain 29e582c6d9 Fixed time format for schedule and update_funding_fees conf is mocked better 2021-10-05 01:42:46 -06:00
froggleston 0db5c07314 Fix issues with sysinfo rpc/API code, add SysInfo api_schema 2021-10-05 00:10:39 +01:00
Matthias 92f8f231af Remove ratelimit from kucoin template 2021-10-04 20:22:41 +02:00
Matthias 7f4baab420 Remove explicit rateLimits, improve docs 2021-10-04 20:14:22 +02:00
Matthias f15922a168 Fix custom_stoploss in strategy template
closes #5658
2021-10-04 19:11:35 +02:00
Sergey Khliustin 07750518c3 Added min_profit param to PerformanceFilter 2021-10-04 18:49:57 +03:00
Sam Germain 928c4edace removed side from execute_trade_exit 2021-10-03 23:22:51 -06:00
Sam Germain 9046caa27c fixed test_update_trade_state_sell 2021-10-03 23:13:34 -06:00
Sam Germain 2a2b759419 patch_get_signal test updates 2021-10-03 17:41:01 -06:00
Matthias 1c63d01cec Prevent using market-orders on gateio
GateIo does not support market orders on spot markets
2021-10-03 14:14:16 +02:00
Sam Germain 70db228f24 Merge branch 'feat/short' into funding-fee 2021-10-03 02:15:54 -06:00
Sam Germain 09ef0781a1 switching limit_buy_order_usdt and limit_sell_order_usdt to limit_order(enter_side[is_short]) and limit_order(exit_side[is_short]) 2021-10-03 01:52:58 -06:00
Matthias f5e5203388 Use "round" to 12 digits for TickSize mode
Avoids float rounding problems, fix #5652
2021-10-03 09:49:55 +02:00
Sam Germain 3823ca4162 Merge branch 'test-freqtradebot-usdt' into lev-freqtradebot 2021-10-02 20:26:52 -06:00
Sam Germain 87ff65d31e Fixed failing test_handle_protections 2021-10-02 04:06:22 -06:00
Sam Germain b3656ddfc9 Merge branch 'feat/short' into lev-freqtradebot 2021-10-02 03:36:32 -06:00
Sam Germain e8b4cf6eaa Merge branch 'develop' into feat/short 2021-10-02 03:15:12 -06:00
Sam Germain 9ea2dd05d8 Removed space in retrier 2021-10-01 21:21:59 -06:00
Matthias f69cb39a17 Fix missing comma in kucoin template
closes #5646
2021-10-01 19:26:51 +02:00
Matthias 99e3450d30
Merge pull request #5642 from freqtrade/add_trade_conversion_command
Add trade conversion command
2021-10-01 06:38:42 +02:00
Sam Germain 77d3a8b457 Added bybit funding-fee times 2021-09-30 20:18:56 -06:00
Scott Lyons df45f467c6
Adding ability to ignore unparameterized spaces 2021-09-30 01:11:02 -07:00
Scott Lyons 95227376b6
Adding IUS to optimize args 2021-09-30 00:53:46 -07:00
Scott Lyons 08fcd1a0d4
Adding ignore space errors to Hyperopt CLI 2021-09-30 00:46:56 -07:00
Scott Lyons 5dd1088d8d
Adding ignore unparameterized spaces flag 2021-09-30 00:44:26 -07:00
Matthias 5f23af5802 Rename update_open_trades to clarify it's only called at startup 2021-09-30 07:24:16 +02:00
Sam Germain 157223f6ab datetime.utc -> datetime.now(timezone.utc) 2021-09-29 22:32:02 -06:00
Sam Germain af6afd0ac2 Revert "Replace datetime.utcnow with datetime.now(timezone.utc)"
This reverts commit c4ac876183.
2021-09-29 22:27:21 -06:00
Sam Germain 993dc672b4 timestamp * 1000 in get_funding_fees_from_exchange 2021-09-29 22:18:15 -06:00
Sam Germain c4ac876183 Replace datetime.utcnow with datetime.now(timezone.utc) 2021-09-29 22:16:44 -06:00
Matthias 178db516bf Add documentation for trade-to-ohlcv 2021-09-29 20:00:14 +02:00
Matthias 248c61bb26 Add test for trades-to-ohlcv 2021-09-29 19:39:29 +02:00
Matthias fc511aac44 don't use %default when no default is defined 2021-09-29 19:21:54 +02:00
Matthias 656526c007 Add trades-to-ohlcv command to simplify adding new timeframes 2021-09-29 16:50:05 +02:00
Robert Roman ca973c05d1
Merge branch 'freqtrade:develop' into develop 2021-09-28 10:16:36 -05:00
Sam Germain 545b62d746 Merge branch 'feat/short' into funding-fee 2021-09-27 23:34:09 -06:00
Sam Germain 1a132758d0 merged with feat/short 2021-09-27 23:26:20 -06:00
Robert Roman 626a40252d
resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:33:29 -05:00
Robert Roman c3414c3b78
resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:32:49 -05:00
Matthias 5726886b06 Reduce backtest-noise from "pandas slice" warning 2021-09-27 20:52:19 +02:00
Matthias d7ce9b9f6d Rename sample short strategy 2021-09-27 19:17:19 +02:00
Robert Roman 67e9626da1
fixed isort issue 2021-09-27 12:16:57 -05:00
Robert Roman a1566fe5d7
updated to latest constant.py file 2021-09-27 11:47:03 -05:00
Robert Roman 193b22475d
Merge branch 'freqtrade:develop' into develop 2021-09-27 11:35:34 -05:00
Matthias 3fbf716f85 Fix "sticking" timerange in webserver mode 2021-09-27 17:52:00 +02:00
Matthias 5b7a1f8642 Validate config also in webserver mode 2021-09-27 07:12:40 +02:00
Matthias 6fb0d14f80 changed naming for signal variable 2021-09-27 07:07:49 +02:00
Robert Roman bdca3e2343
Merge branch 'freqtrade:develop' into develop 2021-09-26 15:37:09 -05:00
Matthias a926f54a25 Add "side" parameter to custom_stake_amount 2021-09-26 19:35:54 +02:00
Matthias 84e013de2d Update confirm_trade_entry to support "side" parameter 2021-09-26 19:33:22 +02:00
Matthias 4d49f1a0c7 Reset columns by dropping instead of resetting 2021-09-26 15:39:34 +02:00
Matthias 4fd00db630 Use "combined" enter_tag column 2021-09-26 15:22:37 +02:00
Matthias 6319c104fe Fix unreliable backtest-result when using webserver mode 2021-09-26 15:07:48 +02:00
Robert Roman a77ca22026
Merge branch 'freqtrade:develop' into develop 2021-09-26 02:57:02 -05:00
Matthias 2a678bdbb4 Update buy_tag column to long_tag 2021-09-26 08:37:44 +02:00
Robert Roman 89b7dfda0e
Added Calmar Ratio Daily 2021-09-25 16:34:41 -05:00
Robert Roman 24baad7884
Add Calmar Ratio Daily
This hyper opt loss calculates the daily Calmar ratio.
2021-09-25 16:28:36 -05:00
froggleston 097da448e2 Add CPU,RAM sysinfo support to the REST API to help with bot system monitoring 2021-09-25 15:48:42 +01:00
Matthias b59906b117 Update minimum for tradable_balance_ratio to 0.0 2021-09-24 19:24:33 +02:00
Robert Roman 0f29cbc882
added CalmarHyperOptLoss
I added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN variable inside constants.py file
2021-09-23 21:37:28 -05:00
Robert Roman 3b99c84b0a
resolved the total profit issue
I resolved the total profit issue and locally ran flak8 and isort
2021-09-23 21:31:33 -05:00
Matthias 9a6d8977de
Merge pull request #5605 from peterwilli/fix-sell-cancel-webhook-error
fixed webhook "unsupported format string passed to NoneType." error
2021-09-23 20:17:35 +02:00
Peter Willemsen 692e91a26d changed close date from datetime.utcnow() to datetime.now(timezone.utc) 2021-09-23 10:28:15 +02:00
Matthias a0ef89d910 Also support column-transition for V1 strategies 2021-09-22 20:52:55 +02:00
Matthias 0e13d57e57 Update advise_* methods to entry/exit 2021-09-22 20:42:31 +02:00
Matthias 4c6b1cd55b Add very simple short logic to test-strategy 2021-09-22 20:36:03 +02:00
Matthias 5928ba9c88 Test and document leverage strategy callback 2021-09-22 20:14:52 +02:00
Robert Roman c6b684603c
removed trade_count inside if statement
i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
2021-09-22 09:21:43 -05:00
Robert Roman b946f8e7f1
I sorted imports with isort 2021-09-22 09:18:17 -05:00
Robert Roman 3834bb86ff
updated line 42
I removed the minus sign on max drawdown.
2021-09-21 20:25:17 -05:00
Robert Roman 3845d55186
a new hyperopt loss created that uses calmar ratio
This is a new hyperopt loss file that uses the Calmar Ratio.

Calmar Ratio = average annual rate of return / maximum drawdown
2021-09-21 20:04:23 -05:00
Peter Willemsen b0de4d333e fixed webhook error 2021-09-21 23:20:40 +02:00
Matthias 7a5c7e7020 Update some tests to use StrategyV3 2021-09-21 19:33:33 +02:00
Matthias 3ce05c0d54 Add "sane" defaults to protection triggers 2021-09-20 20:16:58 +02:00
Matthias fd23ab3d64 improve formatting, add tests 2021-09-20 19:50:56 +02:00
Matthias dd0db7ee5d Split protection-notification into global and per-pair 2021-09-20 19:23:40 +02:00
Matthias a0fb43c6ca Add pairlock-notification 2021-09-20 19:12:59 +02:00
Sam Germain d7c7448632 merged lev-freqtradebot with lev-strat 2021-09-19 19:06:43 -06:00
Sam Germain 778f0d9d0a Merged feat/short into lev-strat 2021-09-19 17:44:12 -06:00
Sam Germain 60a678fea7 merged with feat/short 2021-09-19 17:02:09 -06:00
Matthias 1da091dea3 ProtectionManager should return the lock just created 2021-09-19 19:41:19 +02:00
Matthias 879bf47b32 Refactor telegram.py to simplify send_msg 2021-09-19 19:25:36 +02:00
Matthias ec03531771 Improve naming of variables 2021-09-19 13:29:09 +02:00
Matthias ab88217186 Improve /balance output to include starting balance and percentual change
closes #5503
2021-09-19 13:17:34 +02:00
Sam Germain ac4f5adfe2 switched since = int(since.timestamp()) from %s 2021-09-19 01:16:22 -06:00
Rokas Kupstys 713e7819f7 [SQUASH] Remove mypy import. 2021-09-18 15:27:58 +03:00
Rokas Kupstys e4ca42faec [SQUASH] Update stoploss_from_absolute to behave more like stoploss_from_open and add a test for it. 2021-09-18 10:48:53 +03:00
Rokas Kupstys 7e6aa9390a [SQUASH] Unconditionally include quote currency when asset is explicitly specified. Added docs suggesting to use string formatting to make strategy independent of configured stake currency. 2021-09-18 10:48:53 +03:00
Rokas Kupstys e88c4701bb [SQUASH] Address PR comments. 2021-09-18 10:48:53 +03:00
Matthias bb6ae682fc Small simplifications 2021-09-18 10:48:53 +03:00
Rokas Kupstys 5dc78a0c66 [SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists. 2021-09-18 10:48:53 +03:00
Rokas Kupstys f81df19b93 [TMP] Make tests not fail for now. 2021-09-18 10:48:53 +03:00
Rokas Kupstys dfa61b7ad2 [SQUASH] Fix informatives for each pair not being created because dataprovider was not available.
Fix not being able to have informative dataframe of a pair in whitelist.
2021-09-18 10:48:53 +03:00
Rokas Kupstys f2a1d9d2fc [SQUASH] Address PR comments. 2021-09-18 10:48:18 +03:00
Rokas Kupstys 1fdb656334 Add a decorator which can be used to declare populate_indicators() functions for informative pairs. 2021-09-18 10:48:18 +03:00
Rokas Kupstys d84ef34740 A helper to calculate stoploss value from absolute price. 2021-09-18 10:48:18 +03:00
Matthias 11f08b0053
Merge pull request #5582 from sergeykhliustin/develop
Added days parameter to PerformanceFilter
2021-09-18 09:24:14 +02:00
Matthias a89c67787b Replace some more occurances of 'buy' 2021-09-18 09:23:53 +02:00
Matthias 564e0b9a1a Switch performanceFilter to use Minutes lookback resolution
closes #5060
2021-09-18 09:10:25 +02:00
Matthias 12c12d42df Add documentation for days parameter in PerformanceFilter 2021-09-18 08:30:44 +02:00
Matthias 853c3a4433
Merge pull request #5587 from raph92/patch-3
Update prepare_trials_columns() return type
2021-09-18 08:08:18 +02:00
Sergey Khliustin d7395e873b Removed unused OperationalException 2021-09-17 22:05:57 +03:00
raphael 4b2c1a9b8e
Remove trailing whitespace 2021-09-17 14:39:15 -04:00
raphael e715f2a253
Update formatting
Line 302 was too long
2021-09-17 14:23:26 -04:00
raphael 9525a5b96c
Add type to "trials" parameter 2021-09-17 14:10:37 -04:00
Matthias 4d558879e9 Merge branch 'feat/short' into pr/samgermain/5378 2021-09-17 19:33:35 +02:00
raphael 124e97f3b9
Remove ununsed variables from export_csv_file 2021-09-17 11:57:36 -04:00
raphael 5fc993231a
Update HyperoptTools.export_csv_file usage 2021-09-17 11:51:55 -04:00
raphael 3a98fb72a4
Update prepare_trials_columns() return type
Was returning str, updated to pd.DataFrame
2021-09-17 11:42:33 -04:00
sergeykhliustin 982deeedf0
Update freqtrade/persistence/models.py
Co-authored-by: Matthias <xmatthias@outlook.com>
2021-09-17 18:23:13 +03:00
Sergey Khliustin 54ef36a497 Updates after review to PerformanceFilter days param 2021-09-17 13:45:44 +03:00
Matthias d680fdf33a Merge branch 'develop' into feat/short 2021-09-17 11:16:37 +02:00
Sam Germain 0628790da9 merged lev-freqtradebot with feat/short 2021-09-16 23:49:43 -06:00
Sam Germain e78f38c7b6 Merge branch 'feat/short' into funding-fee 2021-09-16 23:32:44 -06:00
Sam Germain dec2f377ff Removed utils, moved get_sides to conftest 2021-09-16 16:25:02 -06:00
Sergey Khliustin 457e738b4a Added days parameter to PerformanceFilter 2021-09-16 14:48:02 +03:00
Sam Germain a8657bb1ce Removed backtesting funding-fee code 2021-09-16 03:50:01 -06:00
Sam Germain 4c91126c49 some short freqtradebot parametrized tests 2021-09-16 03:23:45 -06:00
Sam Germain e827ba1388 finished up funding fee formulas 2021-09-15 23:51:21 -06:00
Matthias 994c3c3a4c Add some errorhandling for custom estimator 2021-09-16 07:13:25 +02:00
Sam Germain 98b00e8daf merged with feat/short 2021-09-15 22:28:10 -06:00
Sam Germain 5fcb69a0b5 Parametrized test_persistence 2021-09-15 18:29:17 -06:00
Matthias c0811ae896 Add possibility to override estimator from within hyperopt 2021-09-15 21:36:53 +02:00
Matthias 90ad178932 Remove verbosity of edge 2021-09-15 21:04:25 +02:00
Matthias 57ea0c322f Rename indicator_space to buy_indicator_space 2021-09-15 20:20:31 +02:00
Matthias f7bae81d96 Dataframe should be copied after populate_indicator
Without that, PerformanceWarnings can appear throughout hyperopt which
are unnecessary and missleading for users

closes #5408
2021-09-15 19:56:12 +02:00
Matthias e4ec5679a1
Merge pull request #5574 from freqtrade/agefilter_cache
Agefilter cache
2021-09-15 06:33:36 +02:00
Sam Germain d604757056 Added is_short to conf tests 2021-09-14 21:10:38 -06:00
Sam Germain d3ab2f887f merged with feat/short 2021-09-14 18:32:08 -06:00
Sam Germain d77ab337bf merged with develop 2021-09-14 18:26:46 -06:00
Sam Germain 5f6384a961 Added tests to freqtradebot 2021-09-14 17:18:57 -06:00
Matthias 315ea1e116
Merge pull request #5566 from freqtrade/remove_hyperopt
Remove legacy hyperopt
2021-09-14 19:20:58 +02:00
Matthias 3ce5197e8d Add Tests for AgeFilter caching
closes #5552
2021-09-14 06:45:26 +02:00
Matthias c9ba52d732 Expire cached pairs in age-filter once per day 2021-09-14 06:30:18 +02:00
Sam Germain 5225bd4a5b Merge branch 'develop' into feat/short 2021-09-13 14:02:23 -06:00
Matthias a12c3ecc9b Remove credentials whenever dry-run is set from within the exchange 2021-09-13 20:27:32 +02:00
Matthias 8afb3c4b70 Move AgeFilter cache to instance level 2021-09-13 19:33:28 +02:00
Matthias 3cdd06f562 Add PeriodicCache 2021-09-13 19:32:51 +02:00
Sam Germain 49acfc887f merged with lev-exchange 2021-09-13 00:00:22 -06:00
Sam Germain 2aaf60205e Merge branch 'feat/short' into lev-exchange 2021-09-12 23:41:34 -06:00
Sam Germain 83e1067af7 leverage to exchange.create_order 2021-09-12 23:39:08 -06:00
Sam Germain 1d7a8f667a Merge branch 'lev-exchange' into lev-freqtradebot 2021-09-12 03:15:32 -06:00
Sam Germain e070bdd161 set leverage more thorough tests 2021-09-12 03:09:51 -06:00
Sam Germain ad44048e29 customized set_leverage for different exchanges 2021-09-12 02:42:13 -06:00
Sam Germain bc102d57c9 Updated set leverage to check trading mode 2021-09-12 02:09:31 -06:00
Sam Germain 0c1e5afc91 Added set leverage to create_order 2021-09-12 02:02:10 -06:00
Sam Germain 09418938fe Updated kraken fill leverage brackets and set_leverage 2021-09-12 01:51:09 -06:00
Sam Germain 1344c9f7fc _apply_leverage_to_min_stake_amount 2021-09-12 01:31:15 -06:00
Matthias 0017b3438e Remove list-hyperopts 2021-09-12 08:18:17 +02:00
Matthias 3675df8344 Update documentation regarding Legacy Hyperopt 2021-09-12 08:18:17 +02:00
Matthias fd6bf591f8 Update some tests to remove explicit hyperopt interface 2021-09-12 08:18:13 +02:00
Matthias dad4a49e81 Remove legacy hyperopt interface from hyperopt.py 2021-09-12 08:18:13 +02:00
Matthias ebb0b8aa3f Remove new-hyperopt command 2021-09-12 08:18:13 +02:00
Matthias 432c3df17e Add documentation for Bittex/Gemini with VolumePairlist
closes #5565
2021-09-12 08:04:22 +02:00
Sam Germain 5b84298e03 kraken._apply_leverage_to_stake_amount 2021-09-12 00:03:02 -06:00
Matthias a5f90a409c Small updates to async_history_fetch 2021-09-11 08:18:32 +02:00
Sam Germain b1067cee6c minor changes 2021-09-11 00:03:01 -06:00
Sam Germain 02521b4010 Merge branch 'lev-exchange' into lev-freqtradebot 2021-09-10 23:59:45 -06:00
Sam Germain 84c121652a Added more todos 2021-09-10 23:42:16 -06:00
Sam Germain 9de946fdac added collateral and trading mode to freqtradebot and leverage prep 2021-09-10 23:39:31 -06:00
Sam Germain 694460c8e0 merged with feat/short 2021-09-10 23:16:12 -06:00
Sam Germain 8e83cb4d64 temp commit message 2021-09-10 16:28:34 -06:00
Sam Germain b0e05b92d3 Added minor changes from lev-exchange review 2021-09-10 13:39:42 -06:00
Sam Germain cb155764eb Short side options in freqtradebot 2021-09-10 11:47:27 -06:00
Matthias 8c9159f596 Improve comments 2021-09-10 19:46:38 +02:00
Matthias a19c33ba54 Don't blindly create coroutines, but fire them off in batches 2021-09-10 19:37:07 +02:00
Matthias 7251a3ab19
Merge pull request #5544 from freqtrade/new_pair_download
New pair download improvement
2021-09-10 19:36:45 +02:00
Matthias 982534ddc7 Add gate.io to list of supported exchanges 2021-09-10 19:32:20 +02:00
Sam Germain 9f16464b12 Removed unnecessary TODOs 2021-09-10 10:32:46 -06:00
Sam Germain 83bd674ba7 Added side to execute_trade_exit 2021-09-10 03:25:54 -06:00
Sam Germain d582ccd2e6 merged with lev-exchange 2021-09-10 03:05:13 -06:00
Sam Germain 6486b904b5 merged with feat/short 2021-09-10 02:57:17 -06:00
Sam Germain 77aa372909 Fixed test_ftx patch 2021-09-10 02:09:27 -06:00
Sam Germain 2c7cf794f5 Test for short exchange.stoploss exchange.stoploss_adjust 2021-09-09 15:47:49 -06:00
Sam Germain 785b71aec1 formatting 2021-09-09 15:47:49 -06:00
Sam Germain 9f96b977f6 removed interest method from exchange, will create a separate interest PR 2021-09-09 15:47:49 -06:00
Sam Germain 93da13212c test_fill_leverage_brackets_kraken and test_get_max_leverage_binance now pass but test_fill_leverage_brackets_ftx does not if called after test_get_max_leverage_binance 2021-09-09 15:47:49 -06:00
Sam Germain 9e73d02663 Added validating checks for trading_mode and collateral on each exchange 2021-09-09 15:47:49 -06:00
Sam Germain d1c4030b88 fill_leverage_brackets usinge self.markets.items instead of self._api.markets.items 2021-09-09 15:47:49 -06:00
Sam Germain 619ecc9728 Added exceptions to exchange.interest_rate 2021-09-09 15:47:49 -06:00
Sam Germain 97d1306e34 Added retrier to exchange functions and reduced failing tests down to 2 2021-09-09 15:47:49 -06:00
Sam Germain 0232f0fa18 Added failing fill_leverage_brackets test to test_kraken 2021-09-09 15:47:49 -06:00
Sam Germain 8d74233aa5 ftx.fill_leverage_brackets test 2021-09-09 15:47:49 -06:00
Sam Germain 8264cc546d Wrote dummy tests for exchange.get_interest_rate 2021-09-09 15:47:49 -06:00
Sam Germain 5708fee0e6 Wrote failing tests for exchange.set_leverage and exchange.set_margin_mode 2021-09-09 15:47:49 -06:00
Sam Germain e6c9b8ffe5 completed set_margin_mode 2021-09-09 15:47:49 -06:00
Sam Germain 39fe381473 set margin mode exchange function 2021-09-09 15:47:49 -06:00
Sam Germain 3a4d247b64 Changed stoploss side on some tests 2021-09-09 15:47:49 -06:00
Sam Germain 8a5bad7c3e exchange - kraken - minor changes 2021-09-09 15:47:49 -06:00
Sam Germain 5748c9bc13 Added short functionality to exchange stoplss methods 2021-09-09 15:47:49 -06:00
Sam Germain 4ef1f0a977 Changed ftx set_leverage implementation 2021-09-09 15:47:49 -06:00
Sam Germain 16db8d70a5 Added error handlers to api functions and made a logger warning in fill_leverage_brackets 2021-09-09 15:47:49 -06:00
Sam Germain c256dc3745 Removed some outdated TODOs and whitespace 2021-09-09 15:47:49 -06:00
Sam Germain 134a7ec59b Implemented fill_leverage_brackets get_max_leverage and set_leverage for binance, kraken and ftx. Wrote tests test_apply_leverage_to_stake_amount and test_get_max_leverage 2021-09-09 15:47:49 -06:00
Sam Germain 455bcf5389 Added TODOs to test files 2021-09-09 15:47:49 -06:00
Sam Germain add7e74632 Added set_leverage function to exchange 2021-09-09 15:47:49 -06:00
Sam Germain d262af35ca Removed setup leverage and transfer functions from exchange 2021-09-09 15:47:49 -06:00
Sam Germain f4e26a616f Exchange stoploss function takes side 2021-09-09 15:47:49 -06:00
Sam Germain ebf5310817 Added get_interest template method in exchange 2021-09-09 15:47:48 -06:00
Sam Germain 54dd9ce7ad Add prep functions to exchange 2021-09-09 15:47:48 -06:00
Sam Germain 1f38088d7b Merged with develop 2021-09-09 13:56:46 -06:00
Sam Germain ee874f461c Removed TODO: change to exit-reason, exit_order_status 2021-09-09 13:14:48 -06:00
Sam Germain f5b01443ad buy/short -> entry order, sell/exit_short -> exit order 2021-09-09 02:10:12 -06:00
Sam Germain 232d10f300 removed leverage/funding_fees 2021-09-09 01:45:57 -06:00
Sam Germain dfb9937436 Added tests and docstring to exchange funding_fee methods, removed utils 2021-09-09 01:43:55 -06:00
Sam Germain d54117990b Added funding_fee method headers to exchange, and implemented some of the methods 2021-09-09 01:19:34 -06:00
Sam Germain d559b6d6c6 changed add_funding_fees template 2021-09-08 19:34:54 -06:00
Sam Germain 3eb0e6ac09 removed leverage/funding_fees 2021-09-08 19:31:27 -06:00
Sam Germain 36b8c87fb6 Added funding fee calculation methods to exchange classes 2021-09-08 19:31:04 -06:00
Sam Germain cdefd15b28 separated hours_to_time to utils folder 2021-09-08 14:54:48 -06:00
Sam Germain 8bcd444775 real-time updates to funding-fee in freqtradebot 2021-09-08 14:15:25 -06:00
Sam Germain 2f4b566d99 reverted back exchange.get_funding_fees method 2021-09-08 13:46:52 -06:00
Sam Germain af4a6effb7 added pair to fetch_funding_rate 2021-09-08 13:44:59 -06:00
Sam Germain baaf516aa6 Added funding_times property to exchange 2021-09-08 13:44:42 -06:00
Sam Germain 695a8fc73b comment updates, formatting, TODOs 2021-09-08 03:09:39 -06:00
Sam Germain 1379ec7402 Updated log messages for freqtradebot 2021-09-08 03:04:01 -06:00
Sam Germain b2f289e404 Fixed freqtradebot failing tests 2021-09-08 02:16:25 -06:00
Sam Germain a1c9a4d619 freqtradebot local name changes 2021-09-08 02:09:36 -06:00
Sam Germain 362dc20406 notify_buy -> notify_enter, notify_sell -> notify_exit 2021-09-08 02:06:01 -06:00
Sam Germain e1f846f22f sell_lock -> exit_lock 2021-09-08 02:04:31 -06:00
Sam Germain e0092a85e9 handle_cancel_buy/sell -> handle_cancel_enter/exit 2021-09-08 02:04:20 -06:00
Sam Germain be93c75e44 reupdate_buy_order_fees -> reupdate_enter_order_fees 2021-09-08 02:03:40 -06:00
Sam Germain aac05029e1 safe_sell_amount -> safe_exit_amount 2021-09-08 02:03:24 -06:00
Sam Germain 5dda227342 comment change 2021-09-08 01:53:42 -06:00
Sam Germain 53006db2b7 Updated log messages for freqtradebot 2021-09-08 01:48:22 -06:00
Sam Germain 3057a5b9b8 freqtradebot local name changes 2021-09-08 01:40:22 -06:00
Sam Germain 786dcb50eb safe_sell_amount -> safe_exit_amount 2021-09-08 01:20:52 -06:00
Sam Germain 323683d44f some more TODOs 2021-09-08 01:18:53 -06:00
Sam Germain 8ad53e99ce reupdate_buy_order_fees -> reupdate_enter_order_fees 2021-09-08 01:14:16 -06:00
Sam Germain 3656625747 comment updates, formatting, TODOs 2021-09-08 01:12:08 -06:00
Sam Germain 88a5a30a50 handle_cancel_buy/sell -> handle_cancel_enter/exit 2021-09-08 00:53:09 -06:00
Sam Germain 528d1438c9 sell_lock -> exit_lock 2021-09-08 00:49:04 -06:00
Sam Germain 8f38d6276f notify_buy -> notify_enter, notify_sell -> notify_exit 2021-09-08 00:45:55 -06:00
Sam Germain 763a6af224 sample strategy has short 2021-09-08 00:24:32 -06:00
Sam Germain d811a73ec0 new rpc message types 2021-09-08 00:20:40 -06:00
Sam Germain f8248f3771 comments, formatting 2021-09-08 00:19:21 -06:00
Sam Germain e13b0414d8 Merge branch 'lev-strat' into lev-freqtradebot 2021-09-08 00:00:53 -06:00
Sam Germain dc83e04f9b Merge branch 'feat/short' into lev-exchange 2021-09-07 22:13:20 -06:00
Sam Germain ff790e8fd3 merged with caplog-clear-freqtradebot 2021-09-07 22:12:49 -06:00
Matthias 2d66987ac7 Add test for "pair-startdate" detection 2021-09-07 20:27:49 +02:00
Matthias 8c83c258a5 Move "first-pair_getting" to binance subclass 2021-09-07 19:32:32 +02:00
Matthias 71ff214adf Support "initial_call" for download-data of new pairs 2021-09-07 07:14:40 +02:00
Sam Germain f5248be043 Changed funding fee tracking method, need to get funding_rate and open prices at multiple candles 2021-09-06 15:47:24 -06:00
Matthias 6bd495a32a Fix 0Exception error
happens when wrong stake-currency is selected and /profit
is called
2021-09-06 19:55:04 +02:00
Sam Germain 8822b73f9c test_fill_leverage_brackets_kraken and test_get_max_leverage_binance now pass but test_fill_leverage_brackets_ftx does not if called after test_get_max_leverage_binance 2021-09-05 22:27:14 -06:00
lenik terenin 1d24d3d5ee
case insensitive blacklist
Allow "btc/usdt" pairs in blacklist to match to "BTC/USDT" pairs that come from the exchange.
2021-09-05 22:41:58 +09:00
Matthias c519ecf8df Exclude more untestable sections from coverage 2021-09-05 15:40:21 +02:00
Matthias b752516f65 Edge should use new columns, too 2021-09-05 15:23:27 +02:00
Matthias 4e049f65f2 Exclude some parts from coverage that can't really be tested 2021-09-05 09:14:44 +02:00
Matthias 68b75af08e Fix bug with inversed sell signals in backtesting 2021-09-05 08:59:18 +02:00
Sam Germain 23ba49fec2 Added validating checks for trading_mode and collateral on each exchange 2021-09-04 22:02:08 -06:00
Sam Germain 7eab855476 Merge branch 'feat/short' into lev-exchange 2021-09-04 20:15:36 -06:00
Sam Germain d4389eb07d fill_leverage_brackets usinge self.markets.items instead of self._api.markets.items 2021-09-04 19:58:42 -06:00
Sam Germain 6ec2e40736 Added exceptions to exchange.interest_rate 2021-09-04 19:47:04 -06:00
Sam Germain 61fdf74ad9 Added retrier to exchange functions and reduced failing tests down to 2 2021-09-04 19:16:17 -06:00
Sam Germain 92e630eb69 Added get_funding_fees method to exchange 2021-09-04 16:40:53 -06:00
Sam Germain d6d5bae2a1 New funding fee methods 2021-09-04 16:33:06 -06:00
Sam Germain b854350e8d Changed funding fee implementation 2021-09-04 16:31:09 -06:00
Sam Germain 194bb24a55 Miscellaneous funding fee changes. Abandoning for a new method of tracking funding fee 2021-09-04 16:20:25 -06:00
Sam Germain b7891485b3 Created FundingFee class and added funding_fee to LocalTrade and freqtradebot 2021-09-04 16:20:07 -06:00
Matthias 2e50948699 Fix some tests 2021-09-04 20:23:51 +02:00
Matthias ca44d2e092 Merge branch 'feat/short' into pr/samgermain/5378 2021-09-04 19:54:34 +02:00
Sam Germain c5d97d07a8 Added failing fill_leverage_brackets test to test_kraken 2021-09-03 20:29:46 -06:00
Sam Germain 01263663be ftx.fill_leverage_brackets test 2021-09-03 19:56:53 -06:00
Sam Germain 9d398924c6 Wrote dummy tests for exchange.get_interest_rate 2021-09-03 19:56:13 -06:00
Sam Germain 1b20b4f3c7 Wrote failing tests for exchange.set_leverage and exchange.set_margin_mode 2021-09-03 19:00:04 -06:00
Sam Germain c7a2e6c2c6 completed set_margin_mode 2021-09-03 18:11:39 -06:00
Matthias 493fb35073 Fix uvicorn not working properly on windows 2021-09-03 22:05:40 +02:00
Matthias b4130dfabb Use volumePairlist instead of staticPairlist in generated config 2021-09-03 09:23:26 +02:00
Matthias c489e6825c Simplify binance blacklist 2021-09-03 09:18:15 +02:00
Matthias 68f13173bc Update new-config templates to use USDT by default 2021-09-03 08:59:43 +02:00
Matthias e64ccd8fc1 Add new_config section for kucoin 2021-09-03 08:57:53 +02:00
Matthias 19ad165483 Add time_in_force for kucoin 2021-09-03 08:48:53 +02:00
Matthias 93c1dff71b Allow adding new additional headers 2021-09-02 21:02:45 +02:00
Sam Germain 073426f25c set margin mode exchange function 2021-09-01 23:40:32 -06:00
Matthias 5184cc7749 Merge branch 'develop' into feat/short 2021-09-02 07:03:14 +02:00
Matthias b0c4f079c2 Merge branch 'develop' into feat/backtest_detail 2021-08-31 20:16:42 +02:00
Matthias da5f8c87ae Add stake_currency to strategy interface
allows type-completion in editors
2021-08-31 07:18:57 +02:00
Matthias ab9a4375cc
Merge pull request #5504 from pan-long/unlimited-quote
Surround "unlimited" by double quotes in build config.
2021-08-30 20:33:21 +02:00
Matthias 2a0c95a2e7
Update freqtrade/commands/build_config_commands.py 2021-08-30 20:00:52 +02:00
Pan Long 20878290a0 Surround "unlimited" by double quotes in build config. 2021-08-30 01:02:48 +08:00
Matthias 1895230afe Clarify exception on load when markets could not be loaded
closes #5498
2021-08-29 09:18:46 +02:00
Pan Long 482e65453f Remove extra comma after the last element in binance pair_blacklist. 2021-08-28 21:57:54 +08:00
Matthias ac0dada962 Update Version to develop again 2021-08-28 10:43:49 +02:00
Matthias a38b72af91 Merge branch 'develop' into new_release 2021-08-27 20:18:37 +02:00
Matthias ef9c1addcf Add expired to list of canceled statuses 2021-08-27 19:54:53 +02:00
Matthias b3a4b0fbde Version bump to 2021.8 2021-08-27 07:10:13 +02:00
Matthias 3e10f7e2d8 Merge branch 'stable' into new_release 2021-08-27 07:09:59 +02:00
Matthias 2ce458810b rename default_hyperopt_loss file 2021-08-26 19:39:57 +02:00
Matthias 58ecb34a66 Allow DefaultHyperopts as hyperopt name 2021-08-26 07:13:18 +02:00
Matthias 1f3ccc2587 DefaultStrategy does not need to be limited 2021-08-26 07:00:15 +02:00
Matthias c4be52d1c3 rename execute_sell to execute_trade_exit 2021-08-26 06:53:42 +02:00
Matthias 63844d39f6 Rename execute_buy to execute_entry 2021-08-26 06:48:26 +02:00
Matthias 053d6d8ee1 Merge branch 'feat/short' into pr/samgermain/5378 2021-08-25 20:34:52 +02:00
Matthias e1c3b7fd8c Merge branch 'develop' into feat/short 2021-08-25 20:31:40 +02:00
Matthias 7fb570cc58 hyperopt Fallback methods should not be used. 2021-08-25 20:28:55 +02:00
Matthias 23d21d8ace Fix wrong message if protection-space is missing
closes #5480
2021-08-25 19:57:10 +02:00
Matthias 8a9407bac9 Don't hard-fail when fetch_ticker doesn't return a value
closes #5477
2021-08-25 07:13:59 +02:00
Matthias cb4889398b Fix backtesting bug 2021-08-25 07:03:48 +02:00
Matthias 6b93c71d15 Small refactorings, use only enter_long columns 2021-08-25 06:49:06 +02:00
Matthias b951f59f89 Fix patch_get_signal 2021-08-24 21:03:13 +02:00
Matthias 6524edbb4e Simplify should_exit interface 2021-08-24 20:47:54 +02:00
Matthias f3b6a0a797 Fix some type errors 2021-08-24 20:40:35 +02:00
Matthias f9f32a15bb Update plotting tests for new strategy interface 2021-08-24 20:30:42 +02:00
Matthias 9a03cb96f5 Update get_signal 2021-08-24 20:24:51 +02:00
Matthias 46285cd77e Fix some namings in freqtradebot 2021-08-24 20:07:39 +02:00
Matthias b40f985b13 Add short-exit logic to backtesting 2021-08-24 20:02:40 +02:00
Matthias eb71ee847c Rename backtest index constants 2021-08-24 06:56:06 +02:00
Matthias 11bd8e912e Fix some tests 2021-08-24 06:52:28 +02:00
Matthias 7a977a8eaf Merge branch 'feat/short' into pr/samgermain/5378 2021-08-24 06:28:16 +02:00
Matthias 957551ea97 Merge branch 'develop' into feat/short 2021-08-24 06:25:06 +02:00
Matthias faf5cfa66d Update some tests for updated backtest interface 2021-08-23 21:35:28 +02:00
Matthias 7373b39015 Initial support for backtesting with short 2021-08-23 21:16:26 +02:00
Matthias 3e8164bfca Use proper exchange name in backtesting 2021-08-23 21:13:47 +02:00
Matthias 9add3bf808 Add enter_long compatibility layer 2021-08-23 21:12:46 +02:00
Sam Germain 07de5d11ca Removed a bug causing errors from freqtradebot 2021-08-23 00:25:08 -06:00
Sam Germain 61ad38500a Reverted freqtrade/templates/*hyperopt* files back to no shorting 2021-08-23 00:18:15 -06:00
Sam Germain 53b51ce8cf Reverted freqtrade/templates/sample_strategy back to no shorting, and created a separate sample short strategy 2021-08-23 00:17:20 -06:00
Sam Germain 0afeb269ad Removed unnecessary TODOs 2021-08-23 00:15:35 -06:00
Sam Germain 9f6b6f04b4 Added False to self.strategy.get_signal 2021-08-22 23:55:34 -06:00
Sam Germain e5b2b64a3f Changed stoploss side on some tests 2021-08-22 23:36:36 -06:00
Sam Germain 5ca3f49cb5 merged with feat/short after feat/short added styling and comment changes PR 2021-08-22 21:37:20 -06:00
Sam Germain 488d729574 Merge branch 'feat/short' into lev-exchange 2021-08-22 20:59:33 -06:00
Sam Germain 70ebf09871 exchange - kraken - minor changes 2021-08-22 20:58:22 -06:00
Matthias 3026583ed4 Reduce verbosity of "is in blacklist" logging 2021-08-22 19:40:43 +02:00
Matthias 56759cea7b Add "high fee rate" blocker to fees from trades
part of #5415 (potentially fixing this)
2021-08-22 14:37:45 +02:00
Sam Germain 6ac0ab0233 Added short functionality to exchange stoplss methods 2021-08-21 21:10:03 -06:00
Sam Germain a5be535cc9 strategy interface: removed some changes 2021-08-21 17:06:04 -06:00
Sam Germain 4ac2237937 Changed ftx set_leverage implementation 2021-08-21 16:26:04 -06:00
Sam Germain f5fd8dcc05 Added error handlers to api functions and made a logger warning in fill_leverage_brackets 2021-08-21 01:13:51 -06:00
Sam Germain 84bc4dd740 Removed some outdated TODOs and whitespace 2021-08-20 18:50:02 -06:00
Sam Germain 97bb555d41 Implemented fill_leverage_brackets get_max_leverage and set_leverage for binance, kraken and ftx. Wrote tests test_apply_leverage_to_stake_amount and test_get_max_leverage 2021-08-20 18:23:21 -06:00
Masoud Azizi 40ad451019 Download-data log process added
Download-data log process added

pytest assert solved
2021-08-20 14:52:56 +00:00
Matthias 695a1e21bf Set gate.io download limit to 1000 candles 2021-08-20 06:51:04 +02:00
Sam Germain 55c070f1bb Added interface leverage method 2021-08-18 16:52:34 -06:00
Sam Germain dc4090234d Added interface leverage method 2021-08-18 16:52:34 -06:00
Sam Germain 092780df9d condensed strategy methods down to 2 2021-08-18 16:52:34 -06:00
Sam Germain d4a7d2d444 Added short and exit_short to strategy 2021-08-18 16:52:20 -06:00
Sam Germain 314359dd6e strategy interface changes to comments to mention shorting 2021-08-18 13:23:04 -06:00
Sam Germain e2d5299116 Name changes for strategy 2021-08-18 13:22:54 -06:00
Matthias f7087feeb1
Merge pull request #5347 from Axel-CH/custom_order_price
Custom order price
2021-08-18 20:59:40 +02:00
Matthias 9951f51079 Update test to ensure direction of movement is correct 2021-08-18 20:24:19 +02:00
axel 2fb9f6e2f4 rename custom price max distance option in config, update formula and test associated 2021-08-18 05:07:37 -04:00
Matthias 4164f93853 Simplify fiat_convert and handle multi-mappings 2021-08-17 20:50:52 +02:00
Matthias 37e3d20357 Fix no-event-loop available
closes #5433
2021-08-17 06:54:10 +02:00
Matthias 9758bed250 Fix refresh_latest_ohlcv bug 2021-08-17 06:44:36 +02:00
axel 6ab99369f2 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into custom_order_price 2021-08-16 23:26:29 -04:00
axel 17daba321b add custom_price_max_distance_percent config option in constants 2021-08-16 23:09:30 -04:00
axel 3ea4b2ba00 add custom_price_max_distance_percent security to get_valid_price, update tests 2021-08-16 15:18:57 -04:00
slowy07 f24a951ec5 fix: typo spelling grammar 2021-08-16 19:16:24 +07:00
Matthias 4115121c24 Fix missing return statement in is_Relative_to 2021-08-16 07:26:58 +02:00
Matthias 4b65206e6b Add compat code for is_relative_to 2021-08-16 07:09:05 +02:00
Matthias 6b2ef36a56 Prevent directory traversal in UI Serving
Checking for directory base

closes #5427
2021-08-16 06:47:53 +02:00
Matthias 322ea2481e Add log-message for edge-case 2021-08-15 19:28:36 +02:00
Matthias ed6776c5cd Fix disappearing pairlist bug 2021-08-15 17:06:16 +02:00
Matthias 4f10a88529 Reduce verbosity when incompatible pairs are detected 2021-08-15 15:14:57 +02:00
Matthias fa4ec9f83e Add explicit test for get_sell_trade_entry 2021-08-15 14:52:24 +02:00
Matthias 3406b889b6 First test 2021-08-14 17:06:28 +02:00
Matthias 8405ccc15e Seperate detail data loading from regular backest-data loading 2021-08-14 16:33:01 +02:00
Matthias 88172fab82 Allow "detailed" backtesting timeframe to look into the candle 2021-08-14 16:04:23 +02:00
Matthias 123971d271 Don't change passed in parameter variable 2021-08-14 16:02:31 +02:00
Matthias c456cfc312 Merge branch 'develop' into pr/Axel-CH/5347 2021-08-14 09:13:30 +02:00
Matthias c7147311f8 Fix json syntax error in config template 2021-08-13 17:14:38 +02:00
axel 20cc60bfde update get_valid_price function and test cases to handle inputs with try catch 2021-08-13 11:06:15 -04:00
axel dbf7f34ecb add unit test to function get_valid_price 2021-08-12 15:30:49 -04:00
axel b098ce4e76 add function get_valid_price to validate type of custom entry or exit price and use default proposed price if invalid 2021-08-12 15:13:14 -04:00
axel ae11be3970 manage None or string value returned by custom_entry_price and add unit test for those cases 2021-08-12 14:47:01 -04:00
Matthias e03784d98d Fix filled exception
closes #5404
2021-08-12 05:02:56 +00:00
Matthias bfc3968ab3
Merge pull request #5400 from freqtrade/limit_dry_market_slippage
Add max-slippage limiting for dry-run orders to avoid insane market o…
2021-08-12 06:54:55 +02:00
Matthias bdbac37be7
Merge pull request #5399 from rokups/rk/fix-buy-tag-backtest
Fix buy_tag not being saved to trade object.
2021-08-12 06:36:33 +02:00
Rokas Kupstys f6267c7514 Fix buy_tag not being saved to trade object.
Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
2021-08-11 15:21:23 +03:00
Matthias 61c076563f Add max-slippage limiting for dry-run orders to avoid insane market order fills 2021-08-11 12:11:29 +02:00
Sam Germain 180d92f879 Merge branch 'feat/short' into lev-exchange 2021-08-11 01:46:41 -06:00
ipqhjjybj 65d025923d add code 2021-08-11 14:35:16 +08:00
Matthias 0b6aedbc4c
Merge pull request #5395 from freqtrade/fix/hyperopt-show
Stream hyperopt-result in small batches
2021-08-10 19:54:02 +02:00
Matthias 039d6384ed Stream hyperopt-result in small batches
Avoiding memory-exhaustion on huge hyperopt results

closes #5305
closes #5149
2021-08-10 10:12:57 +02:00
Matthias 3f160c7144 Cache dataframe before cutting the first candle
This allows providing the "current closed" candle in all cases.
2021-08-10 09:14:29 +02:00
Matthias cf27968b97 Properly preserve trade's low during backtesting 2021-08-09 19:38:56 +02:00
Matthias 5bfb9edf02 Only query date once from list 2021-08-09 15:42:17 +02:00
Matthias 895b912c71 Fix recently introduced lookahead bias in backtesting
closes #5388
2021-08-09 14:54:47 +02:00
Matthias a5f796bc97 refactor ohlcvdata_to_dataframe to advise_all_indicators 2021-08-09 14:53:18 +02:00
Matthias f17942b68f Fix random test failure 2021-08-09 11:18:18 +02:00
Sam Germain de4b0d1f7c Merged with feat/short 2021-08-09 00:24:25 -06:00
Sam Germain 06206335d9 Added tests for interest_function 2021-08-09 00:00:50 -06:00
Sam Germain 0733d69cda Added TODOs to test files 2021-08-08 23:24:38 -06:00
Sam Germain 53a6ce881c Added set_leverage function to exchange 2021-08-08 23:24:03 -06:00
Sam Germain 4ca1d25db1 Removed setup leverage and transfer functions from exchange 2021-08-08 23:24:03 -06:00
Sam Germain 2c0077abc7 Exchange stoploss function takes side 2021-08-08 23:24:03 -06:00
Sam Germain b48b768757 Added get_interest template method in exchange 2021-08-08 23:24:03 -06:00
Sam Germain 120cad88af Add prep functions to exchange 2021-08-08 23:24:03 -06:00
Matthias 47f641d12f Remove hyperopt-pickle result support 2021-08-09 07:04:18 +02:00
Sam Germain 8e941e6836 Changed interest implementation 2021-08-08 17:09:17 -06:00
Sam Germain 0545a0ed3c Replaced the term margin with leverage when it should say leverage 2021-08-08 17:04:24 -06:00