Commit Graph

7189 Commits

Author SHA1 Message Date
theluxaz
0e085298e9 Fixed test failures. 2021-10-21 17:25:38 +03:00
Matthias
96f99699e0
Merge pull request #4606 from rextea/add_days_breakdown_to_backtesting_summary
Add days breakdown table to backtesting
2021-10-21 13:56:30 +02:00
Matthias
e458c9867a Styling fixes 2021-10-21 07:45:15 +02:00
Matthias
7b5346b984 Add test for breakdown-stats 2021-10-21 07:11:39 +02:00
Matthias
fa028c2134 Support day/week/month breakdowns 2021-10-21 06:58:40 +02:00
Matthias
7197f4ce77 Don't show daily % profit (it's wrong) 2021-10-20 20:01:31 +02:00
Matthias
de5497c766 backtest_days cannot be below 1 2021-10-20 19:39:37 +02:00
Matthias
1267374c8a Small fixes to tests 2021-10-20 19:21:38 +02:00
theluxaz
905f3a1a50 Removed exit_tag from Trade objects. 2021-10-20 17:58:50 +03:00
Matthias
5454460227 Revert initial_points to 30
closes #5760
2021-10-20 07:46:15 +02:00
theluxaz
1fdc4425dd Changed exit_tag to be represented as sell_reason 2021-10-20 01:26:15 +03:00
Matthias
55b0216180 Allow StaticPairlist in non-first position
closes #5754
2021-10-19 19:48:56 +02:00
Matthias
42a4dfed28 Reallow bitstamp
revert #1984, related to #1983
2021-10-19 19:12:35 +02:00
GluTbl
00406ea7d5
Update backtesting.py
Support for custom entry-prices and exit-prices during backtesting.
2021-10-19 17:15:45 +05:30
theluxaz
5ecdd1d112 Merge branch 'develop' into freqtrade-development 2021-10-19 00:00:15 +03:00
theluxaz
69a59cdf37 Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions 2021-10-18 23:56:41 +03:00
Matthias
7d8cd736b8 Support days-breakdown also for hyperopt results 2021-10-17 16:49:39 +02:00
Matthias
47bba331c1 Merge branch 'develop' into pr/rextea/4606 2021-10-17 16:29:31 +02:00
Matthias
d4d57f0002 Document expansion of --pairs, add download-inactive 2021-10-17 16:09:56 +02:00
Matthias
9bb2dd1851
Merge pull request #5694 from freqtrade/dependabot/pip/develop/fastapi-0.70.0
Bump fastapi from 0.68.1 to 0.70.0
2021-10-17 15:01:28 +02:00
Matthias
e23eb99abf Disable ability to use lookahead-biased vwap
closes #5782
2021-10-17 11:23:58 +02:00
Matthias
fb2c8f7621 Rollback after each request
This closes the transaction and avoids "sticking" transactions.
2021-10-17 10:30:06 +02:00
Matthias
5ba1d66be7 Make sure transactions are reset
closes #5719
2021-10-16 17:57:51 +02:00
Matthias
794862a35a
Merge pull request #5670 from sergeykhliustin/develop
Added min_profit param to PerformanceFilter
2021-10-14 19:57:36 +02:00
Matthias
c02a538187 Add documentation and log to PerformanceFilter 2021-10-14 19:36:34 +02:00
Matthias
0e7d903a6f
Merge pull request #5644 from slyons/develop
Add ability to ignore unparameterized spaces
2021-10-14 08:07:07 +02:00
theluxaz
0bb7ea10ab Fixed minor header for backtesting 2021-10-14 01:34:30 +03:00
theluxaz
ed39b8dab0 fixed profit total calculation 2021-10-14 01:18:16 +03:00
theluxaz
d341d85079 Refixed some files for the pull request 2021-10-14 01:13:28 +03:00
theluxaz
96cab22a8c Fixed some bugs for live sell_tags. 2021-10-14 01:03:15 +03:00
Matthias
3279ea568c Add new parameter to hyperopt docs 2021-10-13 19:57:42 +02:00
Matthias
aed919a05f Simplify "no-space-configured" error handling by moving it to hyperopt_auto 2021-10-13 19:54:35 +02:00
theluxaz
0f670189eb quick typo fix 2021-10-13 02:14:07 +03:00
theluxaz
b151cf032b Merge branch 'develop' of https://github.com/theluxaz/freqtrade into main
# Conflicts:
#	freqtrade/freqtradebot.py
#	freqtrade/optimize/backtesting.py
2021-10-13 02:01:26 +03:00
theluxaz
02243b1a2b minifix 2021-10-13 01:34:29 +03:00
theluxaz
80b71790bc Added some bigfixes for sell_tag 2021-10-13 01:22:53 +03:00
theluxaz
b898f86364 Added sell_tag and buy/sell telegram performance functions 2021-10-13 00:02:28 +03:00
Matthias
ce9debe9fd Add version argument to freqUI installer 2021-10-12 06:44:07 +02:00
Matthias
cae8ff5949
Merge pull request #5623 from froggleston/rest_sysinfo
Add CPU,RAM sysinfo support to the REST API to help with bot system m…
2021-10-09 15:17:21 +02:00
Matthias
91ceaef02f
Merge pull request #5678 from sidml/develop
Hyperopt loss function using max drawdown
2021-10-09 10:26:40 +02:00
sid
30bc96cf3f simplify expression 2021-10-09 06:36:23 +05:30
Matthias
11ec1d9b06 Revert previous commit 2021-10-08 20:22:07 +02:00
Matthias
482f4418c6 Clarify "required candle" message 2021-10-08 14:36:52 +02:00
Robert Davey
f07eeddda0
Update api_schemas.py
Fix api schema for cpu_pct float List.
2021-10-07 12:04:42 +01:00
Matthias
45b7a0c837 Add Test and docs for MaxDrawDownHyperOptLoss 2021-10-07 07:12:45 +02:00
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
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
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
Matthias
f5e5203388 Use "round" to 12 digits for TickSize mode
Avoids float rounding problems, fix #5652
2021-10-03 09:49:55 +02:00
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
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
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
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
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
Robert Roman
bdca3e2343
Merge branch 'freqtrade:develop' into develop 2021-09-26 15:37:09 -05:00
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
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
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
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
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
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
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
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
Sergey Khliustin
457e738b4a Added days parameter to PerformanceFilter 2021-09-16 14:48:02 +03:00
Matthias
994c3c3a4c Add some errorhandling for custom estimator 2021-09-16 07:13:25 +02:00
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
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
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
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
Matthias
a5f90a409c Small updates to async_history_fetch 2021-09-11 08:18:32 +02:00
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
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
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
Matthias
6bd495a32a Fix 0Exception error
happens when wrong stake-currency is selected and /profit
is called
2021-09-06 19:55:04 +02:00
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
4e049f65f2 Exclude some parts from coverage that can't really be tested 2021-09-05 09:14:44 +02:00
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
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
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
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
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
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
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
Matthias
47f641d12f Remove hyperopt-pickle result support 2021-08-09 07:04:18 +02:00
Matthias
3bd0c3d009 Remove legacy code from export to csv 2021-08-08 11:02:54 +02:00
Matthias
faf16a64e5 Remove legacy hyperopt file support 2021-08-08 10:22:45 +02:00
Matthias
0ae4eccea5 Refactor Hyperopt-list and hyperopt-show to reduce some duplicate code 2021-08-08 10:06:35 +02:00
Matthias
6532aba765
Merge pull request #5360 from freqtrade/hyperopt_protections
Hyperopt protections and Boolean parameter
2021-08-07 09:42:05 +02:00
Sam Germain
b9356a5564 Autopep8 formatting 2021-08-06 16:35:39 -06:00
axel
612b88e993 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into custom_order_price 2021-08-05 18:21:31 -04:00
axel
84d082033b fix default retval for strategy custom_entry_price 2021-08-05 18:00:31 -04:00
axel
cb3b0cf311 add custom_exit_price in interface and freqtradebot 2021-08-04 23:09:40 -04:00
axel
f243ad4af0 add custom_exit_price in strategy interface 2021-08-04 19:09:55 -04:00
axel
f9f519fd3c add custom_exit_price function to interface 2021-08-04 18:54:17 -04:00
axel
d9b9eecd4d remove entry price reached method 2021-08-04 18:47:14 -04:00
Matthias
ad0e4a8567 Add BooleanParameter 2021-08-04 20:52:56 +02:00
Matthias
b73768acd1 Fix bug in property overwriting prevention 2021-08-04 20:21:56 +02:00
Matthias
3c41223333 Add test for protections-hyperopt 2021-08-04 20:01:28 +02:00
Matthias
a661e0db6e Deprecate protections from config 2021-08-04 19:43:16 +02:00
Matthias
a6454cfc39 Autoenable protections when protection-space is selected 2021-08-04 07:17:29 +02:00
Matthias
091bf7c4d2 Output protection space 2021-08-04 06:50:14 +02:00
Matthias
544e0da6c2 Add protection parameter space 2021-08-04 06:50:14 +02:00
Matthias
800b2eeaf0 Load protections as part of backtest()
this enables different values in hyperopt per epoch
2021-08-04 06:50:14 +02:00
Matthias
6410a6528b Add missing methods to advanced strategy template 2021-08-04 06:46:21 +02:00
axel
b644233ead rename custom_entry_price kwarg to align it to the interface 2021-08-03 17:03:27 -04:00
axel
b3dafb378e remove use_custom_entry_price as a config option 2021-08-03 16:54:28 -04:00
axel
16146357b3 reuse buy_limit_requested as rate input for custom entry price 2021-08-03 16:39:35 -04:00
axel
42e24d8b4b remove price change cancel reason in contants, will be added in another PR 2021-08-03 16:35:16 -04:00
axel
00939b63f2 flake 8 fixes 2021-08-03 16:25:18 -04:00
axel
53fb8b05e7 remove short logic in entry_price_reached function 2021-08-03 16:19:29 -04:00
axel
5284112b69 fix in custom entry function output,remove changes related to outdated prices, doc exemple minor changes 2021-08-03 15:57:23 -04:00
axel
f11f5d17e9 add feature custom entry price for live 2021-08-03 15:57:23 -04:00
Matthias
dfc17f2bd1 Fix ci failure 2021-08-03 07:21:11 +02:00
Matthias
4ab03f7e37 Don't load fallback methods for autohyperopt 2021-08-02 21:17:56 +02:00
Matthias
e70a742005 Reorder space methods in hyperopt 2021-08-02 21:12:10 +02:00
Matthias
adb33e763b
Merge pull request #5350 from freqtrade/environment_vars
Add environment variable support
2021-08-02 20:48:23 +02:00
Matthias
c981641441 Don't fail if strategy doesn't contain sell signal 2021-08-02 20:30:46 +02:00
Matthias
d8d8261f1b
Merge pull request #5318 from samgermain/combined_exchange_buy_sell
combined exchange.buy and exchange.sell
2021-08-02 20:11:09 +02:00
Matthias
5ead95b06b
Merge pull request #5245 from sauces1313/RangeStabilityFilterMax
Range stability filter max
2021-08-02 08:06:36 +02:00
Matthias
b63eda3a2b Some minor cleanup and improved test coverage 2021-08-02 07:15:09 +02:00
sauces1313
059c32b067 Check for and default to 'None' 2021-08-02 02:49:49 +00:00
Matthias
056bc93bc6 backtesting needs startup_candle_count
fixes informative-pair loading  being different between --strategy-list and
--strategy.
2021-08-01 19:17:52 +02:00
Matthias
e9ef9a6d28 Use .view() to convert dates to enums
part of #5314 - fixing deprecation warning.
2021-08-01 10:31:35 +02:00
Matthias
6f8519d0a3 Add environment variable support 2021-07-31 19:26:56 +02:00
Matthias
c5e3348b89 Migrations for indexes should run in a seperate session
closes #5349
2021-07-31 16:36:28 +02:00
Matthias
1ccc89d1e9 Store fully analyzed dataframe 2021-07-31 10:00:24 +02:00
Matthias
b1cbc75e93 Properly cache pair dataframe in backtesting (without startup-range). 2021-07-31 08:45:04 +02:00
Matthias
138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
Add buy signal name
2021-07-30 08:23:11 +02:00
Matthias
aa34889c04 Don't run migrations twice 2021-07-30 07:14:35 +02:00
Matthias
71838dc51a
Merge pull request #5285 from freqtrade/backtest_startup_afte_populates
Remove startup-candles after populating buy/sell signals
2021-07-30 07:01:26 +02:00
Matthias
dad98d43be
Merge pull request #5287 from GeorgeMurAlkh/develop
Dataprovider caching and trimming of historical informative.
2021-07-29 20:43:40 +02:00
Matthias
03064731ac Version bump 2021.7 2021-07-29 19:49:19 +02:00
Matthias
d0528a6213 Merge branch 'stable' into new_release 2021-07-29 19:49:04 +02:00
Matthias
8768df647a
Merge pull request #5312 from raph92/patch-3
Fix code to get Bittrex US-restricted markets
2021-07-29 07:13:42 +02:00
Matthias
cf4d1875dd Use prohibitedIn instead of isRestricted 2021-07-29 06:56:37 +02:00
Sam Germain
25c527ee67 combined exchange.buy and exchange.sell, Adding dummy mock to create_order in tests in test_freqtradebot 2021-07-28 14:55:06 -06:00
Sam Germain
05f74bdf53 Changed log ouput to debug in exchange.get_rate 2021-07-25 16:13:04 -06:00
sauces1313
4675d85b90
Merge branch 'freqtrade:develop' into RangeStabilityFilterMax 2021-07-25 02:37:56 -05:00
sauces1313
34c8a5afaf remove second filter, add max option 2021-07-25 07:24:55 +00:00
Sam Germain
b42afb9dae get_rate checks if side is buy for some console output 2021-07-24 17:14:54 -06:00
kevinjulian
aea5da0c73 changes testcase 2021-07-23 11:42:43 +07:00
kevinjulian
5fe18be4b5 add note buy_tag and split 3 assignment for get_signal 2021-07-23 01:25:15 +07:00
Matthias
b84a1d0c92 Don't crash when *_params is not defined in strategy
closes #5407
2021-07-22 20:21:04 +02:00
kevinjulian
b01daa8bbc expose buy_tag to api 2021-07-22 13:09:05 +07:00
kevinjulian
dd809f756b run mypy 2021-07-22 02:34:20 +07:00
kevinjulian
643b6b950e run flake8 2021-07-22 02:23:34 +07:00
kevinjulian
25e329623f change signature 2021-07-22 02:11:54 +07:00
kevinjulian
235c1afd09 add buy_tag on telegram 2021-07-22 01:53:15 +07:00
kevinjulian
f5a660f845 caps BUY_TAG_IDX 2021-07-21 20:19:56 +07:00
kevinjulian
49886874aa rename to buy_tag 2021-07-21 20:05:35 +07:00
GeorgeMurAlkh
759a350d73
Merge branch 'freqtrade:develop' into develop 2021-07-21 00:09:35 +03:00
George Muravei-Alkhavoi
1ea29a918a Fix webserver timerange problem. 2021-07-21 00:09:09 +03:00
kevinjulian
66a7070170 run linter 2021-07-20 23:56:03 +07:00
kevinjulian
5d04d6ffa7 fix edge testcase 2021-07-20 23:40:32 +07:00
kevinjulian
cbfedf8b29 fix backtest testcase 2021-07-20 23:25:00 +07:00
kevinjulian
c558fc0b17 fix feedback 2021-07-20 20:40:32 +07:00
Kevin Julian
edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name 2021-07-20 19:19:46 +07:00
kevinjulian
ed30c023cd fix some testcase 2021-07-20 19:08:14 +07:00
kevinjulian
7d04005218 add test and migration 2021-07-20 16:14:48 +07:00
Matthias
e4b42b2b5b
Merge pull request #5284 from samgermain/merge_get_buy_sell_rate
Merge get_buy_rate and get_sell_rate
2021-07-20 06:54:47 +02:00
kevinjulian
104711a9bf get_signal signature 2021-07-20 05:04:25 +07:00
kevinjulian
9e63bdbac9 feat: add buy signal name 2021-07-20 04:58:20 +07:00
Sam Germain
b0bfbb6558 removed buy and sell merge, updated strategy name, removed default side for get_rate 2021-07-19 11:37:52 -06:00
George Muravei-Alkhavoi
ab786abf7f Fix intendation. 2021-07-19 00:47:51 +03:00
George Muravei-Alkhavoi
f705293353 Dataprovider caching and trimming to timerange of historical informative. 2021-07-19 00:25:24 +03:00
Matthias
365479f5e0 Remove startup-candles after populating buy/sell signals
closes #5242
2021-07-18 11:06:41 +02:00
Matthias
7b7d9c02d7
Merge pull request #5243 from freqtrade/feat/webservermode_progress
Introduce webserver mode subcommand
2021-07-18 10:48:55 +02:00
Sam Germain
44df5eeacf Adjusted docstring, and conditional near end of buy_rate 2021-07-18 00:00:18 -06:00
Sam Germain
7c27525bd8 Merge get_buy_rate and get_sell_rate 2021-07-17 22:51:20 -06:00
Rokas Kupstys
53a8c693b8
Honor skip_pair_validation setting when downloading pairs. 2021-07-17 09:21:03 +03:00
Matthias
d652e6fcc4 Don't log from wallet in backtest mode 2021-07-16 19:57:49 +02:00
Matthias
2e95df4d8d Update docs for /profit output 2021-07-15 20:12:44 +02:00
Matthias
c9c7f84e8c Calculate relative profit based on assumed starting balance 2021-07-14 20:55:11 +02:00
Matthias
f5c47767cb Provide available capital to api 2021-07-14 20:51:42 +02:00
Matthias
3451687135
Merge pull request #5255 from freqtrade/improve_dynamic_stake
Improve dynamic stake with multiple bots on the same exchange
2021-07-14 06:45:48 +02:00
anasyusef
c78b2075d8 feat: add one additional asterisk 2021-07-12 12:27:59 +00:00
anasyusef
6a53e2c764 feat: apply censoring to logging 2021-07-12 12:08:01 +00:00
anasyusef
f94dbcd085 feat: censor password from logs 2021-07-12 12:02:10 +00:00
Matthias
40db424363 Add documentation for available capital setting 2021-07-12 07:11:56 +02:00
Matthias
7863746904 Add available_capital parameter 2021-07-12 06:54:06 +02:00
Matthias
b41c234440 Extract Closed profit calculation to trade object 2021-07-12 06:54:06 +02:00
Matthias
8b78a3bde2 Quick fix for trades opening below min-trade amount 2021-07-11 21:01:12 +02:00
Matthias
38296e8689
Merge pull request #5189 from rokups/rk/custom-stake
Implement strategy-controlled stake sizes
2021-07-11 19:45:43 +02:00
Matthias
7ea0a74c53 Default to proposed stake 2021-07-11 14:11:41 +02:00
Rokas Kupstys
0e4466ca1e Implement strategy-controlled stake sizes. Expose self.wallet to a strategy. 2021-07-11 12:38:58 +03:00
Matthias
f658cfa349 Remove Slack
As the community is mostly active on discord, there's little point in
linking people to Slack as well
2021-07-11 11:13:27 +02:00
Matthias
52ae95b2a5 Improve naming of apiserver variables 2021-07-10 11:20:21 +02:00
Matthias
ad26b0dad0 Don't void backtest object when not necessary 2021-07-10 10:59:00 +02:00
Matthias
e4e2340f91 Fix bug where currencies are duplicated
in case there is dust
2021-07-10 10:02:05 +02:00
Matthias
6129c5ca9e Fix deprecation warnings from pandas 1.3.0
closes #5251
2021-07-09 20:46:38 +02:00
Matthias
2f33b97b95 Validate startup candles for backtesting correctly
closes #5250
2021-07-09 07:20:43 +02:00
Matthias
fb25130588
Merge pull request #5244 from octaviusgus/develop
fix daily profit data bug and daily profit curve example
2021-07-09 07:06:14 +02:00
Matthias
d96d6024f4
Merge pull request #5252 from kevinjulian/agefilter-max-days-listed
Fix Agefilter cannot appear on startup messages
2021-07-08 20:29:06 +02:00
kevinjulian
2a4a980855 Merge branch 'agefilter-max-days-listed' of https://github.com/kevinjulian/freqtrade into agefilter-max-days-listed 2021-07-08 19:25:32 +07:00
kevinjulian
863391122f fix short desc not appear 2021-07-08 13:42:52 +07:00
Matthias
225522762b
Merge pull request #5231 from nightshift2k/enhancement/range-based-volumefilter
Range based VolumeFilter
2021-07-08 07:22:37 +02:00
Matthias
76e51cddba
Merge pull request #5246 from nightshift2k/feature/offsetfilter
new filter OffsetFilter for offsetting incoming pairlists
2021-07-07 21:06:23 +02:00
Matthias
682f880630 Slightly simplify if statement, add additional test 2021-07-07 20:05:56 +02:00
kevinjulian
8248d1acd1 run flake8 2021-07-07 22:10:22 +07:00
kevinjulian
00a1931f40 fix test 2021-07-07 21:24:44 +07:00
sauces1313
8b0a02db8e Correct exception messages 2021-07-07 08:11:13 +00:00
nightshift2k
3c3772703b changed quoteVolume to be built over a
rolling period using lookback_period
to avoid pair_candles being larger
than requested lookback_period
2021-07-07 09:46:05 +02:00
user
638bed3dac Add RangeStabilityFilterMax pairlist filter 2021-07-07 06:46:51 +00:00
octaviusgus
d1104bd434 fix daily profit data and daily profit curve example 2021-07-06 22:47:39 +02:00
Matthias
005da97183 extract backtesting abort functionality 2021-07-06 19:48:28 +02:00
Matthias
5474d5ee64 Move webserver start command to seperate file 2021-07-06 19:48:28 +02:00
Matthias
e5b1657ab3 Properly remove rpc handler 2021-07-06 19:48:28 +02:00
Matthias
2ec22f1d97 Add Sorting to available pair list 2021-07-06 19:48:28 +02:00
Matthias
830b2548bc Add backtest stopping 2021-07-06 19:48:28 +02:00
Matthias
129c7b02d0 Not all config values are mandatory in webserver mode 2021-07-06 19:48:28 +02:00
Matthias
17b3cc2097 Return numeric value, not empty string 2021-07-06 19:48:28 +02:00
Matthias
b44d215b90 Add test for backtest via APII 2021-07-06 19:48:28 +02:00
Matthias
804d99cce9 Move backtesting api to it's own file 2021-07-06 19:48:28 +02:00
Matthias
8566306010 Add test for start_websever 2021-07-06 19:48:28 +02:00
Matthias
134c61126e Properly track bt progress ... 2021-07-06 19:48:28 +02:00
Matthias
03140a0ecb Run webserver in main thread when using webserver mode 2021-07-06 19:48:28 +02:00
Matthias
37b15e830a Add trade count to progress 2021-07-06 19:48:28 +02:00
Matthias
048008756f Add progress tracking for backtesting 2021-07-06 19:48:28 +02:00
Matthias
06b6726029 Support compounding key 2021-07-06 19:48:28 +02:00
Matthias
f96d7dfe6d Allow backtesting to reuse data
Allow activating / deactivating protections dynamically
2021-07-06 19:48:28 +02:00
Matthias
edb8c4f0e5 Fix tests for webserver mode 2021-07-06 19:48:28 +02:00
Matthias
5c18c8726d Implement backtesting with fastapi 2021-07-06 19:48:28 +02:00
Matthias
df55259737 Add start_trading endpoint 2021-07-06 19:48:28 +02:00
Matthias
02b84bd018 Introduce webserver mode for fastapi 2021-07-06 19:48:28 +02:00
Matthias
800e314bfd Store backtesting results in backtest instance 2021-07-06 19:48:28 +02:00
Matthias
97e8ec91f0 Save configuration file paths 2021-07-06 19:48:28 +02:00
Matthias
ef137546fe Add webserver entrypoint 2021-07-06 19:48:28 +02:00
Kevin Julian
0f3d34eaf4
Merge branch 'develop' into agefilter-max-days-listed 2021-07-06 19:47:18 +07:00
kevinjulian
502c69dce3 change short desc 2021-07-06 19:36:42 +07:00
Matthias
dec523eef0 Display verison of installed FreqUI 2021-07-06 07:20:05 +02:00
nightshift2k
1e87225e91 added test_VolumePairList_range to test_pairlist.py 2021-07-05 20:59:27 +02:00
Matthias
10998eb0fa Remove further usages of int(int_timestamp) 2021-07-05 19:51:14 +02:00
Matthias
1682578a39
Merge pull request #5234 from nightshift2k/fixups/pairlists
fixup pairlist filters, change  float_timestamp to int_timestamp
2021-07-05 19:45:35 +02:00
nightshift2k
346d66748b first version of OffsetFilter 2021-07-05 12:50:56 +02:00
nightshift2k
5626ca5a06 removed unnecessary casting to int() 2021-07-05 10:39:22 +02:00
Matthias
eb3ead4930
Merge pull request #5229 from kevinjulian/telegram-balance
compact low balance currencies
2021-07-05 06:56:35 +02:00
nightshift2k
7ac55e5415 AgeFilter, RangeStabilityFilter, VolatilityFilter
changed `float_timestamp` to `int_timestamp`
2021-07-04 21:08:42 +02:00
nightshift2k
85c7b55750 improvements:
- `float_timestamp` switched to `int_timestamp`
- added documentation to pairlists.md
2021-07-04 20:46:24 +02:00
Matthias
c5489d530a Reexport File to docs to have this available as documentation too 2021-07-04 19:50:44 +02:00
kevinjulian
c3cf71bba8 sort import 2021-07-04 22:04:39 +07:00
kevinjulian
2d5ced7801 fix testcase 2021-07-04 21:59:59 +07:00
octaviusgus
558bcc7959 Jupyter notebook snippet: Plotting daily profit / equity line 2021-07-04 15:56:55 +02:00
octaviusgus
4aa2ae37bd
add daily_profit_list
added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook

```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)

from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd

# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"

stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]

equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
    equity_daily.append(equity)
    equity += float(dp)

dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])

df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})

fig = px.line(df, x="dates", y="equity_daily")
fig.show()

```
2021-07-04 14:38:17 +02:00
Matthias
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
nightshift2k
9919061c78 PEP8 compliance 2021-07-04 11:40:45 +02:00
nightshift2k
348dbeff3f added meaningful logging of used lookback range 2021-07-04 11:16:33 +02:00
Matthias
77293b1f1e Remove Zero duration Trades
after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
2021-07-04 10:50:10 +02:00
Matthias
a4096318e0 Provide full backtest-statistics to Hyperopt loss functions
closes #5223
2021-07-04 10:15:19 +02:00
kevinjulian
7efa228d73 add dust balance 2021-07-04 03:08:29 +07:00
kevinjulian
dbdd7f38a8 add plural 2021-07-04 02:56:05 +07:00
kevinjulian
b722e12350 compact low balance currencies 2021-07-04 02:44:48 +07:00
kevinjulian
f6511c3e3f fix typo and add blocker 2021-07-04 02:20:53 +07:00
kevinjulian
b72bbebccb fix flake8 2021-07-04 01:46:51 +07:00
kevinjulian
3d9f3eeb07 feat(agefilter): add max_days_listed 2021-07-03 23:58:04 +07:00
Rokas Kupstys
3686efa08a Add range property to CategoricalParameter and DecimalParameter, add their tests.
At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
2021-07-03 16:02:45 +03:00
nightshift2k
53f963dd73 fixed self._tf_in_secs to self._tf_in_sec 2021-07-03 11:49:05 +02:00
nightshift2k
62da4b452c code cleanup and comments 2021-07-03 11:47:17 +02:00
nightshift2k
055229a44a first iteration of volume pairlist with range lookback 2021-07-03 11:39:14 +02:00
Matthias
9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2
Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
Matthias
fbd91cd3f8 Improve formatting to avoid backslash newlines 2021-07-03 08:22:21 +02:00
Matthias
b25ad68c44 Fix np.bool_ not outputting correctly 2021-07-02 20:52:25 +02:00
Matthias
b8de3270fa Plotting: Fix hover mode options after plotly update
closes #5209
2021-06-30 20:11:11 +02:00
Matthias
15e36a20e1 Improve naming of default hyperopt serializer 2021-06-30 19:48:34 +02:00
Rokas Kupstys
bc0742ae67 Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop. 2021-06-30 09:10:50 +03:00
Matthias
0809225a0a Update documentation to mention parameter strategy files 2021-06-30 07:05:20 +02:00
Matthias
645da51b5f Add test for parameter loading 2021-06-30 06:55:10 +02:00
Matthias
dcf53ac3ff Add test for try_eport_params 2021-06-30 06:33:40 +02:00
Matthias
84703080b8 Extract hyperopt_defaults_serializer to hyperopt_tools 2021-06-29 20:51:29 +02:00
Matthias
55f032b18e Catch trying to read faulty parameter file 2021-06-29 20:51:29 +02:00
Matthias
62cdbdc26a Automatically export hyperopt parameters 2021-06-29 20:51:25 +02:00
Matthias
af04c8e2da
Merge pull request #5205 from barisengez/develop
Added timerange and max open trades info above multiple strategy backtest result summary table
2021-06-29 16:49:17 +02:00
barbarius
a8117c6e0b Refactored to use results variable from for loop 2021-06-29 11:24:49 +02:00
Matthias
a2ccc1526e Load parameters from file 2021-06-29 07:07:34 +02:00
Matthias
8ca0076332 Fix small typos 2021-06-29 06:50:47 +02:00
Matthias
d4514f5f16 Introduce File versions to hyperopt result files 2021-06-29 06:50:47 +02:00
Matthias
a7e9e362b7 Simplify printing logic for non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
8b7010fc9a Update pprint name 2021-06-29 06:50:47 +02:00
Matthias
aa5181ca81 Properly export non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
34e6ce431f Print non-optimized parameters (also stop / roi) 2021-06-29 06:50:47 +02:00
Matthias
2310deec53 Update name to get non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
8cdd1e3aef Fix some type errors 2021-06-29 06:50:47 +02:00
Matthias
2bf17f71e7 Dump parameters from hyperopt-show 2021-06-29 06:50:47 +02:00
Matthias
750c780293 Support loading parameters from json file 2021-06-29 06:50:47 +02:00
Eugene Schava
d54de72471 "/profit N" command should print best pair for the same period of time, not for all trades 2021-06-28 23:42:09 +03:00
barbarius
a0f28f4a15 Added max open trades to strategy summary first line 2021-06-28 17:05:12 +02:00
barbarius
2e5b719de8 Added timerange above multiple strategy backtest result summary table 2021-06-28 10:54:54 +02:00
barbarius
c99ae3b419 Added timerange above multiple strategy backtest result summary table 2021-06-28 10:20:34 +02:00
Matthias
ab07fb5b3f
Merge pull request #5188 from freqtrade/move_config_settings
Move ask_strategy config settings to root level
2021-06-27 11:30:50 +02:00
Matthias
34448fb87c Expose default currency precision to API 2021-06-26 20:46:54 +02:00
Matthias
00a7097b9e Reduce verbosity of getting sell-rate from orderbook 2021-06-26 20:09:52 +02:00
Matthias
3f669147f1 Simplify strategy-resolver moving 2021-06-26 17:55:31 +02:00
Matthias
158cb415a9 Add settings interface to have types available 2021-06-26 17:28:37 +02:00
Matthias
b7f01a08f3 Update sequence of process_deprecated_setting parameters 2021-06-26 17:03:51 +02:00
Matthias
1067a9f356 Move strategy-override signals to top-level of the config
closes #2867
2021-06-26 16:06:13 +02:00
Matthias
60c7308126
Merge pull request #5183 from freqtrade/remove_order_book_max
Remove order book max
2021-06-26 14:56:10 +02:00
Matthias
1cb057bda7 Version bump 2021.6 2021-06-26 14:01:23 +02:00