Commit Graph

9259 Commits

Author SHA1 Message Date
Robert Caulk 41eeb99177 load pickle file for writing 2022-07-17 10:05:21 +02:00
Matthias 05a5ae4fcf Update plotting to use entry/exit terminology 2022-07-16 22:28:46 +02:00
Robert Caulk 9d184586f1 fix bug in historic prediction saving 2022-07-16 21:16:59 +02:00
Matthias f6bfd89cef Merge branch 'develop' into feat/freqai 2022-07-16 18:14:34 +02:00
Matthias 423af371c0 Simplify calculation by calling "get_fee" only once 2022-07-16 17:59:05 +02:00
Matthias 4172f92bfc simplify dry-run taker/maker selection 2022-07-16 17:25:13 +02:00
Matthias 8b2535a8da Update Typing for fees 2022-07-16 15:42:17 +02:00
Matthias 8d2e22f009 Merge branch 'develop' into pr/samgermain/6780 2022-07-16 15:35:00 +02:00
Matthias 004bf31142
Merge pull request #7093 from freqtrade/fix/gate_futures_stoposs
gateio futures - several fixes
2022-07-16 15:18:32 +02:00
Matthias 357000c478 Extract exchange validation to separate method 2022-07-16 13:45:26 +02:00
Matthias d03dfb3934 Oder cost is real cost (including leverage) 2022-07-16 13:14:21 +02:00
Matthias ed64e4299b Stoploss orders should also be eligible to update closed fees 2022-07-16 13:14:21 +02:00
Matthias 415780a4fe gateio order cost is not in contracts
closes #7081
2022-07-16 13:14:21 +02:00
Matthias 7b8a5585dd Fetch 2ndary stoploss order once the order triggered. 2022-07-16 13:14:21 +02:00
Matthias 7c4dd4c48c Support fee cost as string
closes #7056
2022-07-16 13:14:21 +02:00
Matthias 40e2da10f3 Add hypeorpt cloudpickle magic
closes #7078
2022-07-16 11:49:33 +02:00
Wagner Costa Santos ca2029a46b fix issue when bot restarts with same identifier, does not load prediction history 2022-07-14 18:55:24 -03:00
Matthias cdc58058d7 Add candletype to notebook example
closes #7084, closes #7073
2022-07-14 19:40:26 +02:00
robcaulk 4141d165ff add BaseTensorFlowModel class 2022-07-12 19:10:09 +02:00
robcaulk ef409dd345 Add ground work for TensorFlow models, add protections from common mistakes 2022-07-12 18:09:17 +02:00
Robert Caulk fea63fba12 Fix saving/loading historic predictions 2022-07-12 10:12:50 +02:00
Robert Caulk 8ce6b18318 start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available. 2022-07-11 22:01:48 +02:00
Matthias 0669d93f56
Merge pull request #7068 from freqtrade/ccxt_ordertype_validations
Ccxt ordertype validations
2022-07-11 19:41:05 +02:00
Matthias 5c164efdb6 Also check for createLimitOrder as optionals 2022-07-11 16:09:12 +02:00
Matthias f9d3775d4c Move "candle" logic for message to telegram
this avoids calling this method unless necessary
2022-07-11 14:09:39 +02:00
Matthias 9a3a2f9013 Simplify adding candle to message 2022-07-11 13:55:32 +02:00
Matthias 8e8f026ea7 Telegram candle message should be configurable 2022-07-11 12:14:19 +02:00
Matthias ed03ef47ef Merge branch 'develop' into pr/SurferAdmin/6916 2022-07-11 11:49:22 +02:00
Matthias ec3179156c Revert unwanted changes. 2022-07-11 11:48:24 +02:00
Matthias 3fc92b1b21 Create BaseRegression model - designed to reduce code duplication across currently available models. 2022-07-11 11:33:59 +02:00
Matthias 6ac1aa15f5 Reenable ccxt order checks 2022-07-11 10:36:19 +02:00
Matthias 523d8a84a8 skip "supports market order" for now until CCXT fixes their assignemnt bugs. 2022-07-11 10:22:51 +02:00
Matthias 7d6b3d0e02 Update hyperopt param docs to be clear that non-conclusive parameters will be ignored 2022-07-11 08:17:16 +02:00
Robert Caulk 607455919e Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!) 2022-07-10 12:35:44 +02:00
Matthias 819cc9c0e4 Fully align LightGBM with Catboost 2022-07-10 11:06:18 +02:00
Matthias 58b18770e3 Fix LightGBM missing argument in predict method 2022-07-10 11:05:35 +02:00
Matthias 9313a2d294 Update leverage tiers to latest version 2022-07-10 10:11:39 +02:00
Matthias 2e1061af64 Fix faulty LightGBM model 2022-07-09 08:21:42 +00:00
Matthias c98e7ea055 Revert allowing empty currency for futures 2022-07-09 08:57:15 +02:00
Matthias b7167ec880 Fix wrong fee calclulation for gateio futures 2022-07-09 08:51:59 +02:00
Matthias 5b733a723d use "fees" for trades responses 2022-07-09 08:51:28 +02:00
Matthias 81f7d77d74 Allow fee currency to be empty for futures 2022-07-09 08:51:28 +02:00
Matthias 2499276fca Refactor calculate_fee_rate to take separate parameters instead of an "Order"
we passed in a trade object anyway
2022-07-09 08:51:28 +02:00
Matthias e52f82b565 Add leverage to custom_stake_amount callback
closes #7047
2022-07-08 19:44:20 +02:00
Matthias b39508f64d remove loadMarkets from "required" section,
it's now implied that all ccxt exchanges provide this method.
2022-07-07 19:44:54 +02:00
robcaulk d9acdc9767 remove excess, increase no model warning clarity 2022-07-06 18:20:21 +02:00
Matthias dbc3376fe9 Add alias for gate to gateio 2022-07-06 07:12:13 +02:00
robcaulk 514f7d491c change rejected to denied 2022-07-05 12:58:43 +02:00
robcaulk 647f9b5460 replace the word abortion with rejected in log messages 2022-07-05 12:49:09 +02:00
robcaulk 4cac67fd66 Catch infrequent issue associated with grabbing first candle 2022-07-05 12:43:33 +02:00
Matthias 6f0721ae2b Update dry-order-fix to use sqlalchemy internals 2022-07-04 17:17:39 +02:00
Matthias 6da3fa08e4 Update migrations to also support Postgres
closes #7038
2022-07-04 11:14:59 +02:00
robcaulk bd3a6ba2fe update backtesting to handle new output framework 2022-07-03 17:34:44 +02:00
robcaulk 8ac8d53c32 All LGBMRegressor model parameters are now set in config 2022-07-03 16:30:01 +02:00
robcaulk a6077ac7f4 Merge feat/freqai into develop to get new features 2022-07-03 16:17:13 +02:00
Matthias 07aa372e2a Ensure bot_loop_start is called in hyperopt, too
closes #7001
2022-07-03 14:10:59 +02:00
Matthias c5e6520fee Reorder methods in freqtradebot 2022-07-03 13:35:26 +02:00
robcaulk 4ff0ef7359 fix bug returning multiple targets for training 2022-07-03 12:15:59 +02:00
Matthias f2fdc21374 Only use exit_tag if exit_type i exit_signal
closes #7027
2022-07-03 11:07:05 +02:00
robcaulk ffb39a5029 black formatting on freqai files 2022-07-03 10:59:38 +02:00
robcaulk 106131ff0f Rehaul organization of return values 2022-07-02 18:09:38 +02:00
robcaulk 93e1410ed9 first step toward cleaning output and enabling multimodel training per pair 2022-07-01 14:00:30 +02:00
robcaulk 6c7d02cb18 expose nu in the SVM outlier detection via svm_nu in config 2022-06-28 15:12:25 +02:00
robcaulk 7dfbd432d1 fix config saving bug, assign priorities to pairs in scanning, sleep the scanning loop to reduce CPU usage 2022-06-27 11:35:33 +02:00
robcaulk 68bafa9517 archive config to the model folder, filter out features before returning dataframe to strategy (to alleviate frequi issues)` 2022-06-26 23:03:48 +02:00
robcaulk 051b99791d reduce unnecessary verbosity, fix error on first training sweep, add LightGBMPredictionModel 2022-06-26 19:04:23 +02:00
Matthias 2b07d34611 Revert several undesired changes 2022-06-23 20:47:51 +02:00
Matthias 8bf0bf10c5 Merge branch 'develop' into pr/SmartManoj/6859 2022-06-23 20:43:35 +02:00
Surfer 06571e99aa
Merge branch 'freqtrade:develop' into develop 2022-06-22 09:38:23 -04:00
Matthias 53e5483daa Store StopPrice for dry-run orders
closes #6996
2022-06-22 06:31:51 +02:00
Surfer cc4e5b26f0
Merge branch 'freqtrade:develop' into develop 2022-06-21 14:16:03 -04:00
Surfer Admin e2a94d75b4 Merge branch 'develop' of https://github.com/Surfableio/freqtrade into develop 2022-06-21 14:06:56 -04:00
Surfer Admin 405ea74f16 stopPrice 2022-06-21 14:06:41 -04:00
Matthias 3a0f31fe89
Merge pull request #6914 from freqtrade/leverage_tiers_async
Leverage tiers async
2022-06-21 10:18:40 +02:00
Robert Caulk 852706cd6b
Fix default behavior for expiration_hours 2022-06-21 08:12:51 +02:00
robcaulk b35c64b6c0 fix bug in backtest, typo in example strat 2022-06-19 16:41:09 +02:00
Matthias 0d967f93ba Improve performance of some RPC calls
These don't need orders to be loaded. As a side-effect, this will
also reduce the strain on the database.
2022-06-19 16:13:04 +02:00
Matthias 0809f9aef6 Add offset to trade response 2022-06-18 19:27:05 +02:00
Matthias bb61250bfe
Merge pull request #6987 from freqtrade/profit_metrics
Profit metrics
2022-06-18 17:20:20 +02:00
Matthias 0168343b76 Add trading-volume to api schema 2022-06-18 16:53:25 +02:00
Matthias 474e6705e6 Add Profit factor to backtesting 2022-06-18 16:35:40 +02:00
Matthias 8c46d19071 Fix backtesting bug
balance was never released on cancelled trades
2022-06-18 16:27:54 +02:00
robcaulk 3599d18ff6 fix bug in follow_mode, thanks @blood4rc 2022-06-18 12:05:28 +02:00
Matthias 40c9abc7e1 Add trading volume to /profit output 2022-06-18 11:40:32 +02:00
Matthias 6a15d36d14 Add Drawdown and profit_factor to /profit
#6816
2022-06-18 11:14:28 +02:00
Matthias d77ce468ea Add "dry" hint to buy/sell messages
part of #6962
2022-06-18 09:40:53 +02:00
Matthias 03815cb81b Use fstrings in telegram messaging 2022-06-18 09:23:16 +02:00
Matthias d62273294d Update /help for /fx to align with actual command name
closes #6985
2022-06-18 09:10:33 +02:00
Matthias 017fd03180 Fix but with late entries in backtesting 2022-06-18 09:05:22 +02:00
Matthias 616bf315cb gateio: futures market orders require IOC to be set. 2022-06-17 23:02:39 +02:00
Matthias fda8248d41 Gateio allow market orders on futures markets 2022-06-17 22:43:24 +02:00
robcaulk 6da7a98857 add docstrings to new functions, remove superceded code 2022-06-17 16:16:23 +02:00
robcaulk f631ae911b add model expiration feature, fix bug in DI return values 2022-06-17 14:55:40 +02:00
Matthias 6bdf9c2a94 Simplify trade profit calculations further 2022-06-17 11:17:05 +00:00
Matthias 91f9818ae3 Simplify trade calculations 2022-06-17 09:53:29 +00:00
Matthias d7770c507b Remove implicit use of certain rates in profit calculations 2022-06-17 07:00:42 +00:00
robcaulk 0b0688a91e ensure scanning purges models 2022-06-16 16:12:38 +02:00
Surfer 36f7315481
Merge branch 'freqtrade:develop' into develop 2022-06-16 08:19:57 -04:00
robcaulk c5de0c49e4 first functional scanning commit 2022-06-16 00:24:18 +02:00
robcaulk 4d472a0ea1 merging datarehaul into scanning branch 2022-06-16 00:22:49 +02:00
Matthias 8f32fa5cb3 Avoid exception on exchange recycling if __init__ fails 2022-06-15 20:13:07 +02:00
Matthias f9e2e87346 Improve some formatting and typehints 2022-06-15 20:03:36 +02:00
Matthias ec40e79362
Merge pull request #6874 from froggleston/buy_reasons
Buy reasons
2022-06-15 19:06:00 +02:00
froggleston 14110bd5ca Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons 2022-06-15 11:25:24 +01:00
froggleston c391ca08de Change backtesting-analysis options to space separated lists 2022-06-15 11:25:06 +01:00
Matthias 29d8aeb9b3 Don't fail on invalid parameter 2022-06-15 07:13:47 +02:00
Matthias 3c62df6b86 Ensure the same timestamp is used for backtest and signal export 2022-06-15 06:53:52 +02:00
froggleston 6bb342f23a Add export-filename support 2022-06-14 16:54:27 +01:00
Matthias 01a68e1060 Remove unnecessary check and condition 2022-06-13 20:48:49 +02:00
Matthias 1ffee96bad Fix protection parameters not loading from parameter file
closes #6978
2022-06-13 19:59:05 +02:00
Matthias d5fd1f9c38 Improve order filled handling 2022-06-13 13:24:48 +00:00
Matthias c981ad4608 Fix missing space 2022-06-12 08:31:02 +02:00
Matthias 75a248cf42 Fstring freqAI sample strategy, remove duplicate features 2022-06-11 19:56:37 +02:00
Matthias 2e1ed132f7
Merge pull request #6964 from freqtrade/rpc_rel_daily
Telegram / api daily relative profit
2022-06-11 19:31:32 +02:00
Matthias 9c65fad73f Merge Pull request #6919 into develop 2022-06-11 17:49:32 +02:00
Matthias 4b70e03daa Add some rudimentary tsts for discord webhook integration 2022-06-11 17:49:23 +02:00
Matthias fdfa94bcc3 make discord notifications fully configurable. 2022-06-11 17:43:46 +02:00
Matthias f816c15e1e Update discord message format 2022-06-11 16:48:28 +02:00
Matthias 3a06337601 Update API to provide new values. 2022-06-11 11:28:45 +02:00
Matthias 9ba11f7bcc Update docs and tests for new daily command 2022-06-11 11:26:49 +02:00
Matthias 76827b31a9 Add relative profit to daily/weekly commands 2022-06-11 11:18:21 +02:00
robcaulk eb47c74096 merge datarehaul into main freqai branch 2022-06-10 20:26:19 +02:00
Matthias 76f87377ba Reduce decimals on FIAT daily column 2022-06-10 20:18:53 +02:00
Matthias e8f8cd9d36
Merge pull request #6960 from italodamato/opt-ask-force-new-points
remove `random_state` condition when sampling random points
2022-06-10 19:45:36 +02:00
Italo 7142394121 remove random_state condition
otherwise the random sample always draws the same set of points
2022-06-10 09:46:45 +01:00
Matthias ad3c01736e time aggregate to only query for data necessary
improves the query by not creating a full trade object.
2022-06-10 07:26:53 +02:00
Matthias 2218313f5c
Merge pull request #6957 from freqtrade/rpc_consolidate_daily
Rpc consolidate daily
2022-06-10 06:39:59 +02:00
Italo dce9fdd0e4 don't overwrite is_random
this should fix issue #6746
2022-06-09 20:06:23 +01:00
Matthias 8fb743b91d improve variable wording 2022-06-09 20:13:26 +02:00
Matthias dd32127014
Merge pull request #6944 from gaugau3000/develop
give extra info on rate origin for confirm_trade_*
2022-06-09 20:10:29 +02:00
Matthias 1ddd5f1901 Update docstring throughout the bot. 2022-06-09 19:41:08 +02:00
Matthias 88f8cbe172 Update tests to reflect new naming 2022-06-09 19:38:18 +02:00
Matthias a547001601 Reduce Telegram "unit" stats 2022-06-09 07:06:32 +02:00
Matthias d4dd026310 Consolidate monthly stats to common method 2022-06-09 07:06:32 +02:00
Matthias 3cb15a2a54 Combine weekly and daily profit methods 2022-06-09 07:06:32 +02:00
Matthias c550cd8b0d Simplify query in freqtradebot 2022-06-09 07:04:46 +02:00
Matthias 7eacb847b0 Fix backtesting bug when order is not replaced 2022-06-08 20:21:45 +02:00
robcaulk d9b79d94e4 increase candle update flexibility to allow long sequential trainings that may last more than one candle 2022-06-07 20:57:10 +02:00
robcaulk 66800c7a45 ensure newest candles are always appended 2022-06-07 20:24:23 +02:00
robcaulk f8f25e36ef update example config/strat 2022-06-07 19:54:45 +02:00
robcaulk 15d049cffe detect if upper tf candles are new or not, append if so. Correct the epoch for candle update check 2022-06-07 19:49:20 +02:00
Matthias 9534d6cca1 Cancel orders which can no longer be found after several days 2022-06-07 07:03:40 +02:00
robcaulk cab8f517b4 add lock to datadrawer 2022-06-07 01:07:30 +02:00
robcaulk 4b26b6aaec add lock to any historic data access 2022-06-07 00:54:18 +02:00
Robert Caulk 3c2e314ee5
Fix bugs 2022-06-06 16:26:07 -06:00
Robert Caulk e6c5e737a2
Fix other bugs 2022-06-06 16:24:32 -06:00
Robert Caulk bf19055e53
Update function spelling 2022-06-06 15:56:12 -06:00
Robert Caulk 2451ed8c88
Quick bug fix 2022-06-06 15:11:54 -06:00
Matthias 0b806af487 Add orders column to btresult 2022-06-06 10:59:10 +02:00
Matthias 79107fd062 Add minimal order object serialization 2022-06-05 22:12:27 +02:00
Matthias 8369d5bedd Include open orders in json responses 2022-06-05 22:12:27 +02:00
Matthias c0ff554d5b Cleanup old, left open dry-run orders 2022-06-05 22:12:27 +02:00
Matthias f709222943 Properly close out orders in backtesting 2022-06-05 22:12:27 +02:00
Matthias c499bb051f Allow empty unfilledtimeout for webserver mode 2022-06-05 19:41:17 +02:00
Matthias a790bad1e4 Add entry_tag to leverage callback
closes #6929
2022-06-05 10:24:54 +02:00
robcaulk d6b8801f41 fix follower bug 2022-06-05 04:40:58 +02:00
robcaulk e8c0dcf9f3 add debug message to timerange 2022-06-03 17:14:07 +02:00
robcaulk f2762e3b4b fix bug in return_values() 2022-06-03 16:58:51 +02:00
robcaulk 16b4a5b71f rehaul of backend data management - increasing performance by holding history in memory, reducing load on the ratelimit by only pinging exchange once per candle. Improve code readability. 2022-06-03 15:19:46 +02:00
robcaulk 15a971346d catch infinity values when filtering 2022-06-02 17:13:20 +02:00
Robert Caulk 7d41542f93
process_only_new_candles in examplestrat should be True, thanks @Bloodhunter4rc 2022-06-02 07:24:08 -06:00
robcaulk fea39254d9 fix custom_exit (thanks @paranoidandy) 2022-06-02 14:58:45 +02:00
robcaulk b37c31cc21 fix ta-lib issue with simultaneous method access 2022-06-02 14:37:40 +02:00
robcaulk 4ac6ef2972 make defining period intervals more user friendly and flexible 2022-06-02 13:45:29 +02:00
robcaulk ace951bf7e another queue bug fix for fresh starts 2022-06-02 13:28:06 +02:00
Anuj Shah eb4adeab4d fix flake8 issues 2022-06-02 11:19:29 +05:30
Anuj Shah 45c47bda60 refactor into discord rpc module 2022-06-01 21:14:48 +05:30
Anuj Shah afd8e85835 feat: add support for discord notification 2022-06-01 15:54:32 +05:30
robcaulk 833d25bda0 Save data after queue reorg 2022-06-01 08:05:38 +02:00
robcaulk 0b0dd8dd80 Force high priority pair to be trained before anything else. 2022-06-01 07:55:05 +02:00
Surfer Admin 7fe8b7661d Display the signal candle analyzed in telegram. 2022-05-31 15:46:43 -04:00
Matthias 34a44b9dd2 Fix backtesting bug when canceling orders
closes #6911
2022-05-31 20:32:41 +02:00
Matthias 66edbcd3d5 Fix slight backtesting bug in edge-case scenarios 2022-05-31 20:08:34 +02:00
robcaulk 7523ed825e automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now). 2022-05-31 18:42:27 +02:00
Matthias 3549176370 Update missleading docstring
closes #6913
2022-05-31 17:52:45 +02:00
Matthias 88845f6d88 Fix cancel order deleting trade
if one order was successfully filled, the trade cannot be deleted.

closes #6907
2022-05-31 17:49:51 +02:00
robcaulk 9b3b08a2bb let follower purge old model files 2022-05-31 15:37:38 +02:00
robcaulk bac4ced382 Ensure follower predictions are persistent and uniquely stored 2022-05-31 14:35:04 +02:00
robcaulk 70adf55643 Automatically detect and change follower data_path to accommodate remote systems 2022-05-31 12:35:09 +02:00
robcaulk 0306f5ca13 Add autopurge feature so that FreqAI cleans up after itself when it no longer needs old models on disk 2022-05-31 11:58:21 +02:00
Matthias cce8d1aa4d Update get_market_leverage_tiers to be async 2022-05-31 08:48:34 +00:00
Matthias be6e0813db Remove --strategy from analysis test 2022-05-31 06:53:03 +02:00
robcaulk 45f4f0f603 ensure follower sends back null arrays in case leader hasnt created a model file yet 2022-05-31 01:48:48 +02:00
robcaulk 29d2f59f12 fix PCA bug 2022-05-31 00:40:45 +02:00
robcaulk 606f18e5c1 Add follow_mode feature so that secondary bots can be launched with the same identifier and load models trained by the leader 2022-05-30 21:35:48 +02:00
Matthias c285ad0e2b Remove --strategy parameters, update docs 2022-05-30 20:26:24 +02:00
robcaulk 5b4c649d43 detect variable sized dataframes coming from strat, adjust our stored/returned data accordingly 2022-05-30 13:55:46 +02:00
robcaulk e229902381 fix bug in previous commit 2022-05-30 12:48:22 +02:00
robcaulk a20651efd8 Increase performance by only predicting on most recent candle instead of full strat provided dataframe. Collect predictions and store them so that we can feed true predictions back to strategy (so that frequi isnt updating historic predictions based on newly trained models). 2022-05-30 11:37:05 +02:00
Matthias 8e2c7e1298 extract detect_parameters to separate function 2022-05-30 07:26:26 +02:00
Matthias eaa656f859 Hyperoptable parameters can be instance attributes 2022-05-30 07:07:47 +02:00
Matthias 386d3e0353 Rename stop/roi loading method 2022-05-30 06:52:44 +02:00
Matthias ad8ff10a05 Minor doc changes 2022-05-30 06:32:46 +02:00
robcaulk 2f1a2c1cd7 allow users to store data in custom formats, update spot config to reflect better target horizon to training period ratio 2022-05-30 02:12:31 +02:00
robcaulk d59eac3321 revert a79032b 2022-05-29 21:33:38 +02:00
robcaulk a79032bf75 fixing bug in training queue 2022-05-29 20:19:32 +02:00
Matthias 056047f635 Fix --help 2022-05-29 20:07:02 +02:00
robcaulk 3f72263278 allow pairs deeper in the queue to get trained if the higher priority pairs dont need training 2022-05-29 20:02:43 +02:00
robcaulk cc6cae47ec allow pairs deeper in the queue to get trained if the higher priority pairs dont need training 2022-05-29 19:49:43 +02:00
robcaulk 4eb4753e20 allow subdaily retraining for backtesting 2022-05-29 17:44:35 +02:00
froggleston 9a068c0b14 Add test for each analysis group, remove default table output if not indicator-list 2022-05-29 16:25:31 +01:00
Matthias e6affcc23e Move parameter file loading to hyper-mixin 2022-05-29 16:39:52 +02:00
Matthias 1ee08d22d2 Delay parameter init
closes #6894
2022-05-29 16:39:52 +02:00
robcaulk 0aa7162055 ensure the prediction is reset in the pair_dict after any trade exit, not just custom_exit 2022-05-29 16:36:46 +02:00
robcaulk fe36b08fce fix key error in example strat 2022-05-29 16:26:34 +02:00
robcaulk ce365eb9e3 improve example strat so that it has dynamic buy and sell logic according to original prediction 2022-05-29 14:45:46 +02:00
froggleston df1c36e5aa Change command name, use load_backtest_stats for strategy resolving 2022-05-29 11:54:27 +01:00
froggleston c59209a01a Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons 2022-05-29 11:20:32 +01:00
froggleston e7c5818d16 First pass changes for cleaning up 2022-05-29 11:20:11 +01:00
Matthias a875a7dc40 Use unified stopPrice for binance 2022-05-29 11:01:01 +02:00
Matthias f64f2b1ad8 Fix /stats Formatting issue in multi-message settings 2022-05-29 10:34:22 +02:00
robcaulk 4eb29c8810 Dont reset pair priority if it doesnt successfully train 2022-05-28 18:34:26 +02:00
robcaulk 83dd453723 catch errors occuring on background thread, and make sure to keep the ball rolling. Improve pair retraining queue. 2022-05-28 18:26:19 +02:00
robcaulk e54614fa2f remove remnants of single threaded version, ensure pair queue priority is checked before retraining 2022-05-28 14:55:07 +02:00
robcaulk 2a4d1e2d64 fix bug in setting new timerange for retraining 2022-05-28 12:23:26 +02:00
robcaulk 7870a86e9a fix live retraining bug 2022-05-28 11:38:57 +02:00
robcaulk 0bf915054d handle key check correctly 2022-05-28 11:22:32 +02:00
robcaulk c5a16e91fb throw user error if user tries to load models but feeds the wrong features (while using PCA) 2022-05-28 11:11:41 +02:00
robcaulk b8f9c3557b dirty dirty, dont look here (hacking a flag to avoid reloading leverage_tiers in dry/live) 2022-05-27 13:56:34 +02:00
robcaulk 891fb87712 give load_cached_data_for_updating the right flags to avoid redownloading data in dry/live 2022-05-27 13:38:22 +02:00
robcaulk 65fdebab75 let load_pairs_histories load futures candles in live 2022-05-27 13:01:33 +02:00
robcaulk c080571b7a help futures go dry/live with auto download feature 2022-05-27 12:23:32 +02:00
Matthias 24cf044646 Fix bybit spot mode 2022-05-27 08:18:04 +00:00
robcaulk 8a501831d6 fix the error logic on previous commit 2022-05-27 01:15:55 +02:00
robcaulk 23c30dbc10 add error for user trying to backtest with backtest_period<1 2022-05-27 00:43:52 +02:00
robcaulk 6193205012 fix bug for target_mean/std array merging in backtesting 2022-05-26 21:07:50 +02:00
Matthias 43b7955fc2 Fully rely on pathlib 2022-05-26 19:37:55 +02:00
Matthias 682daa4e94 Reset logging mixin to avoid random test failure 2022-05-26 18:05:40 +02:00
Stefano Ariestasia e1c6cf5f91 fix typo 2022-05-26 10:12:50 +09:00
Matthias 537d10c627 Improve some typing 2022-05-25 20:43:43 +02:00
Matthias 3e66275c98 Refactor bot_start to separate function
to be reused further ...
2022-05-25 20:01:21 +02:00
robcaulk ff531c416f reduce `complexity` inside start_download_data() in an effort to appease flake8 2022-05-25 15:31:50 +02:00
robcaulk d79983c791 try to pass flake8 2022-05-25 14:55:19 +02:00
robcaulk 7593339c14 small cleanup 2022-05-25 14:42:46 +02:00
robcaulk b79d4e8876 Allow user to go live and start from pretrained models (after a completed backtest) by simply reusing the `identifier` config parameter while dry/live. 2022-05-25 14:40:32 +02:00
robcaulk 7486d9d9e2 proper validation of freqai config parameters 2022-05-25 12:37:25 +02:00
Matthias b2968df5dc Fix some type problems 2022-05-25 10:13:37 +00:00
robcaulk 7ff3258607 remove assertions, log error if user has not assigned freqai in config, fix stratify bug 2022-05-25 11:43:45 +02:00
robcaulk 35bed842cb cleanup, add clarity to comments and docstrings 2022-05-25 11:31:03 +02:00
froggleston 2873ca6d38 Add cleanup, adjust _print_table for indicators, add rsi to test output 2022-05-25 09:57:12 +01:00
froggleston 3adda84b96 Update docs, add test 2022-05-24 20:27:15 +01:00
Matthias d6773bc32c
Merge pull request #6886 from freqtrade/fix/typing
Fix/typing
2022-05-24 19:41:59 +02:00
Matthias a8ee77cd5e Simplify backtesting typechecking 2022-05-24 19:13:35 +02:00
robcaulk 58b5abbaa6 improve multithreaded training queue system 2022-05-24 15:28:38 +02:00
robcaulk 31ae2b3060 alleviate FutureWarning in sklearn about ensuring svm model features are passed with identical order 2022-05-24 14:46:16 +02:00
froggleston 8c03ebb78f Fix group 0 table, add pathlib.Path use 2022-05-24 12:48:13 +01:00
robcaulk 255d35976e add priority metadata to pairs to avoid a sync of train time + train period 2022-05-24 12:58:53 +02:00
froggleston 80c6190c05 Fix analyze_commands setup 2022-05-24 11:47:26 +01:00
froggleston ae1ede58da Fix import order 2022-05-24 11:47:26 +01:00
froggleston a1a09a802b Add analyze_commands 2022-05-24 11:47:25 +01:00
froggleston 9488e8992d First commit for integrating buy_reasons into FT 2022-05-24 11:47:25 +01:00
robcaulk 059c285425 paying closer attention to managing live retraining on separate thread without affecting prediction of other coins on master thread 2022-05-24 12:01:01 +02:00
Matthias 7f3853bbcd
Merge pull request #6883 from freqtrade/makeProcessCandlesTrue
Change default value of process_only_new_candles to True since False …
2022-05-24 07:03:14 +02:00
Matthias 904f094b80 Don't reassign method, but implement it properly 2022-05-24 06:59:54 +02:00
Matthias 23e089061b
Merge pull request #6870 from freqtrade/should_exit_list
Should exit list
2022-05-24 06:57:50 +02:00
Matthias 0a713faca8 Fix some type errors 2022-05-24 06:54:16 +02:00
Matthias f1a72e448a Align interfaces and strategy templates 2022-05-24 06:54:16 +02:00
Matthias 3f68c3b68e Update some types 2022-05-24 06:54:16 +02:00
Matthias 7f4161ff78 Add typehints to strategy wrapper 2022-05-24 06:54:16 +02:00
Matthias 07ec3b27fe Add typing information to retrier decorator 2022-05-24 06:54:16 +02:00
robcaulk b0d2d13eb1 improve data persistence/mapping for live/dry. This accommodates quick reloads after crash and handles multi-pair cleanly 2022-05-23 21:05:05 +02:00
Matthias 42ae8ba6fb Refactor hyperopt parameters to separate file 2022-05-23 20:18:09 +02:00
robcaulk e1c068ca66 add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params. 2022-05-23 12:07:09 +02:00
robcaulk 5c4014ee62 Change default value of process_only_new_candles to True since False is an uncommon usecase for expert strategy devs 2022-05-23 10:24:58 +02:00
robcaulk dede128648 set process_only_new_candles to true in example strat 2022-05-23 10:15:59 +02:00
robcaulk ee3cdd0ffe more cleanup 2022-05-23 09:55:58 +02:00
Matthias eb5fe9e3ae
Merge pull request #6857 from froggleston/develop
Add support for fudging unavailable funding rates, allowing backtesti…
2022-05-23 06:31:51 +02:00
robcaulk 3587bd82e1 cleanup superceded code 2022-05-23 00:10:36 +02:00
robcaulk af0cc21af9 Enable hourly/minute retraining in live/dry. Suppress catboost folder output. Update config + constants + docs to reflect updates. 2022-05-23 00:06:26 +02:00
Matthias e3beaae8be update hyperopt typing 2022-05-22 19:32:32 +02:00
Matthias 0b5544ef9e Stoploss fill should fill as "filled" notification
Closes #6873
2022-05-22 19:18:12 +02:00
robcaulk 42d95af829 Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs 2022-05-22 17:51:49 +02:00
Matthias 938a66511a Update Documentation for new confirm_trade_exit behavior 2022-05-22 11:28:11 +02:00
Matthias 3692fcd3d5 Improve exit signal sequence 2022-05-22 11:01:18 +02:00
Matthias ce3bfd59f5 Add explicit should_sell test 2022-05-22 10:31:29 +02:00
Matthias bdb904e714 Should_exit should return all sell signals 2022-05-22 10:17:49 +02:00
Matthias 1315d02437 Fix startup sending "longed" messages for open stoplosses 2022-05-22 09:01:46 +02:00
Matthias 26d394ca74 Add liquidation Price to api response 2022-05-22 08:54:27 +02:00
Matthias 1ff1e3b43d
Merge pull request #6869 from freqtrade/update_levtiers
Update leveraged tiers
2022-05-22 08:35:02 +02:00
Matthias f006978caf Be more explicit in default value 2022-05-21 17:35:49 +02:00
Matthias 97abcf4b32 Add documentation for leverage_tiers update 2022-05-21 16:10:00 +02:00
Matthias 963cc17c18 Update leveraged tiers 2022-05-21 16:05:00 +02:00
Matthias 0d388b561b Add test for "combine_funding_and_mark", fix bug 2022-05-21 09:03:30 +02:00
Matthias 2df42a3035 Move "funding fillup" logic to exchange class 2022-05-21 08:50:39 +02:00
Matthias 6bd5535d6c Use exchange method to combine funding and mark candles 2022-05-21 08:31:34 +02:00
froggleston c499a92f57 Remove surplus mark columns, and make fillna on funding rate only 2022-05-20 11:48:53 +01:00
Matthias 0138114fc2
Merge pull request #6866 from freqtrade/dry_order_db
Dry orders from db
2022-05-20 12:10:09 +02:00
Matthias c3e3188c6a Rename variable 2022-05-20 11:30:25 +02:00
robcaulk c5ecf94177 move live retraining to separate thread. 2022-05-19 21:15:58 +02:00
Matthias 46ea135b6b Update dry-run considerations 2022-05-19 20:10:11 +02:00
Matthias 219363fffb Check for both ask and bid in SpreadFilter
closes #6865
2022-05-19 19:53:23 +02:00
Matthias 56a73575a1 Add explicit test for order_to_ccxt 2022-05-19 19:29:39 +02:00
robcaulk 1fae6c9ef7 keep model accessible in memory to avoid loading objects from disk during live/dry 2022-05-19 19:27:38 +02:00
robcaulk 67eb94c69d download-data will now check if freqai is active in config, and if so will also download data for corr_pairlist 2022-05-19 17:55:00 +02:00
robcaulk 89eacf2f47 Retrain model if FreqAI found a pretrained model but user strategy is not passing the expected features (user has changed the features in the strategy but has passed a the same config[freqai][identifier]). Logger warning output to user. 2022-05-19 17:15:50 +02:00
Matthias a3d9384bc0 Remove clean-dry-run code 2022-05-19 06:56:34 +02:00
Matthias 0a95ef6ab2 Don't reset open orders in dry-run on restart 2022-05-19 06:42:38 +02:00
froggleston 363098d32d Fix reversed makr/funding_rate columns 2022-05-18 12:56:43 +01:00
froggleston 736f9f4972 Fix docs and add outer join support for merging funding rates across full timerange 2022-05-18 12:47:37 +01:00
மனோஜ்குமார் பழனிச்சாமி 2b61aa282a Removed None in dict.get()
https://stackoverflow.com/a/12631641

Extra Changes: freqtrade\freqtradebot.py:70
freqtrade\plugins\pairlistmanager.py:31
2022-05-18 03:41:10 +05:30