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4630 Commits

Author SHA1 Message Date
Janne Sinivirta
639b6bc4f6 set and create default datadir based on used exchange 2018-06-04 14:27:42 +03:00
Janne Sinivirta
6891054b84 use folder user_data/data/exchangename by default and pick pairs.json from that folder by default 2018-06-04 12:37:06 +03:00
Janne Sinivirta
e10279b7b4 show default exchange in download_backtest_data.py 2018-06-04 11:50:33 +03:00
Janne Sinivirta
a0c79bd727 make --pairs-file required 2018-06-04 11:47:27 +03:00
Anton
3030bf9778 Fix types 2018-06-04 01:52:54 +03:00
Anton
87f750da35 Merge with develop 2018-06-04 01:50:10 +03:00
Anton
daa9c0c026 Fix review comments 2018-06-04 01:48:26 +03:00
xmatthias
e3227a741c add --export-filename for backtesting 2018-06-03 19:36:53 +02:00
Gerald Lonlas
43696eff5c Add __main__.py to improve how to launch the bot 2018-06-03 08:57:13 -07:00
Janne Sinivirta
20815771ab Merge pull request #817 from gcarq/feature/gdax 
Enable Backtesting with GDAX and allow trading with EUR/USD
 2018-06-03 17:49:20 +03:00
xmatthias
3a158faa30 Refactor fiat-list to constants 2018-06-03 13:47:36 +02:00
xmatthias
50fc5f91ca Merge branch 'develop' into mypy_typecheck 2018-06-03 10:35:56 +02:00
Gerald Lonlas
e8a59f4c20 Add a test to check the behavior when converting two FIAT 2018-06-03 00:13:48 -07:00
Gerald Lonlas
638d98735f Allow fiat_convert to use same symbol for Crypto and FIAT 2018-06-03 00:13:48 -07:00
Gerald Lonlas
c9e49ed7b4 Sort ticker_history 
CCXT does not sort the ticker history from exchanges.
Bittrex and Binance are sorted ASC (oldest first, newest last) when
GDAX is sorted DESC (newest first, oldest last).

Because of that the get_ticker_history() fall in a very long loop
when the tickers are sorted DESC. Means it downloads more than
needed.

This commit enable exhanges like GDAX and unify the ticker_history
list across all exchanges.
 2018-06-03 00:13:48 -07:00
Gerald Lonlas
acbfe91f13 Allow EUR / USD as stake_currency 
It will enable to trade with FIAT on exhanges like GDAX or Kraken.
 2018-06-03 00:13:48 -07:00
Janne Sinivirta
7edafbb772 Merge pull request #823 from creslinux/timerange_unixtime_argument 
Timerange unixtime argument
 2018-06-03 07:22:41 +03:00
Janne Sinivirta
a657e3d24a Merge pull request #826 from gcarq/fix/hyperopt-stake_currency 
Fix stake_currency returned by Hyperopt  …
 2018-06-03 07:19:24 +03:00
Janne Sinivirta
2cd8782a88 Merge pull request #825 from gcarq/fix/hyperopt-in-progress 
Fix the in-progress dot that does not show up during a Hyperopt run
 2018-06-03 07:16:39 +03:00
Gerald Lonlas
fe8ff1b929 Fix stake_currency return by Hyperopt 
Hyperopt had BTC hard coded in the result. This commit  will display
the real stake_currency used.

If you used `"stake_currency": "USDT",` in your config file.
Before this commit you saw a message like:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 BTC (0.0027Σ%). Avg duration 142.5 mins."

Now with the commit, we fix the wrong BTC currency:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 USDT (0.0027Σ%). Avg duration 142.5 mins."
 2018-06-02 14:07:31 -07:00
Gerald Lonlas
127cf5d619 Backtesting: Add the Interval required when data is missing 
Change the message:
"No data for pair ETH/BTC, use --refresh-pairs-cached to download the data"
for:
"No data for pair: "ETH/BTC", Interval: 5m. Use --refresh-pairs-cached to download the data"

The message structure is unified with the download message:
"Download the pair: "ETH/BTC", Interval: 5m"
 2018-06-02 13:55:05 -07:00
creslinux
94e586c049 Added unit test to check posix time arguments passed to timerange 
Here is the pass report:
freqtrade_new creslin$ pytest freqtrade/tests/test_arguments.py
==================================================================== test session starts =====================================================================
platform darwin -- Python 3.6.5, pytest-3.6.0, py-1.5.3, pluggy-0.6.0
rootdir: /Users/creslin/PycharmProjects/freqtrade_new, inifile:
plugins: mock-1.10.0, cov-2.5.1
collected 19 items

freqtrade/tests/test_arguments.py ...................                                                                                                  [100%]

================================================================= 19 passed in 2.37 seconds ==================================================================
 2018-06-02 22:46:54 +03:00
Gerald Lonlas
dc65753a64 Fix the in-progress dot that does not show up during a Hyperopt run 2018-06-02 12:35:07 -07:00
creslin
43ba02afc6 Per feed back, kept the stype as date. 
Use a tuple to keep as epoch int or process via arrow to timestamp.

I'll look at the test file also.
 2018-06-02 21:59:18 +03:00
xmatthias
9537f17dd4 Fix test 2018-06-02 20:06:29 +02:00
Raymond Luo
2791d543ea Make backtesting report markdown shareable 
Small tweak to make the backtesting report markdown ready and much easier to share reports on many markdown publishing tools and editors that already support Markdown Extra with just a copy and paste

Example:
![Example](https://i.imgur.com/HXlNkfm.png)
 2018-06-02 19:52:16 +02:00
creslin
6ca375a397 Extend timerange to accept unix timestamps. 
This gives greater granularity over backtest, parsing tickerfiles.

Example runs using date and unix time below.

/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /Users/creslin/PycharmProjects/freqtrade/scripts/report_correlation.py --timerange=20180528-20180529
2018-06-02 18:44:58,829 - freqtrade.configuration - INFO - Log level set to INFO
2018-06-02 18:44:58,830 - freqtrade.configuration - INFO - Using max_open_trades: 200 ...
2018-06-02 18:44:58,831 - freqtrade.configuration - INFO - Parameter --timerange detected: 20180528-20180529 ...
2018-06-02 18:44:58,831 - freqtrade.configuration - INFO - Parameter --datadir detected: freqtrade/tests/testdata ...
   BasePair      Pair  Correlation  BTC % Change  Pair % USD Ch  Pair % BTC Ch  Gain % on BTC        Start         Stop  BTC Volume
1  BTC_USDT   ETC_USD        0.965        -2.942         -4.070         -1.163      -1.128585  05-28 00:00  05-29 00:00      335.19
0  BTC_USDT   SNT_USD        0.943        -2.942         -5.857         -3.004      -2.915585  05-28 00:00  05-29 00:00      496.01
3  BTC_USDT  DASH_USD        0.902        -2.942         -9.034         -6.277      -6.092432  05-28 00:00  05-29 00:00      751.41
2  BTC_USDT   MTH_USD        0.954        -2.942         -9.290         -6.541      -6.348708  05-28 00:00  05-29 00:00       23.00
4  BTC_USDT   TRX_USD        0.951        -2.942        -13.647        -11.029     -10.704957  05-28 00:00  05-29 00:00    14544.57

Process finished with exit code 0

/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /Users/creslin/PycharmProjects/freqtrade/scripts/report_correlation.py --timerange=1527595200-1527618600
2018-06-02 18:47:40,382 - freqtrade.configuration - INFO - Log level set to INFO
2018-06-02 18:47:40,382 - freqtrade.configuration - INFO - Using max_open_trades: 200 ...
2018-06-02 18:47:40,383 - freqtrade.configuration - INFO - Parameter --timerange detected: 1527595200-1527618600 ...
2018-06-02 18:47:40,383 - freqtrade.configuration - INFO - Parameter --datadir detected: freqtrade/tests/testdata ...
   BasePair      Pair  Correlation  BTC % Change  Pair % USD Ch  Pair % BTC Ch  Gain % on BTC        Start         Stop  BTC Volume
0  BTC_USDT   SNT_USD        0.680           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    68866.30
1  BTC_USDT   ETC_USD        0.857           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30   227514.17
2  BTC_USDT   MTH_USD        0.790           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    12103.96
3  BTC_USDT  DASH_USD        0.862           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    72982.78
4  BTC_USDT   TRX_USD        0.178           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30  1258316.95

Process finished with exit code 0
 2018-06-02 19:45:08 +03:00
Matthias
81bb128cf7 Merge pull request #822 from gcarq/fix/misleading_log 
change misleading logging for datadir
 2018-06-02 14:50:27 +02:00
xmatthias
a8bf5092e8 add ignore explanation 2018-06-02 14:18:57 +02:00
xmatthias
f88729f0e8 add ignore comment 2018-06-02 14:14:28 +02:00
xmatthias
3447e4bb97 comment on ignore hint 2018-06-02 14:13:17 +02:00
xmatthias
884395415f remove type:ignore 2018-06-02 14:10:15 +02:00
xmatthias
0007002c80 fix test failure 2018-06-02 14:07:54 +02:00
xmatthias
0a595190a3 fix last typechecks 2018-06-02 13:59:35 +02:00
xmatthias
32300f6d5f don't initialize with None where it's not necessary 2018-06-02 13:55:06 +02:00
xmatthias
d9e951447f remove _init function in backtesting (and according test) 2018-06-02 13:54:22 +02:00
xmatthias
6fc21e30e5 remove unused import 2018-06-02 13:52:55 +02:00
xmatthias
6106822d10 typing 2018-06-02 13:44:41 +02:00
xmatthias
4a322abd4d Typecheck improvements 2018-06-02 13:44:05 +02:00
Janne Sinivirta
b5c41ca0fc Merge pull request #820 from gcarq/fix/backtesting_hint 
Fix wrong hint '--update-pairs-cached' from Backtesting/Hyperopt
 2018-06-02 11:39:09 +03:00
Janne Sinivirta
a82a31341b change misleading logging for datadir 2018-06-02 11:32:05 +03:00
Gérald LONLAS
0980e7e82d Merge pull request #766 from pan-long/forcesell-amount 
Sell filled amount or an open limit buy order in forcesell.
 2018-06-01 19:51:38 -07:00
Gerald Lonlas
792dd556a1 Fix wrong hint '--update-pairs-cached' from Backtesting/Hyperopt 2018-06-01 19:46:53 -07:00
xmatthias
e28973c50a fix flake8 2018-05-31 22:17:46 +02:00
xmatthias
3fb1dd02f1 add typehints and type: ignores 2018-05-31 22:00:46 +02:00
xmatthias
cf34b84cf1 add attributes with typehints 2018-05-31 21:59:22 +02:00
xmatthias
f4f821e88e add typehints 2018-05-31 21:44:18 +02:00
xmatthias
c0cef7250d typing - avoid variable reuse with differen ttype 2018-05-31 21:22:46 +02:00
xmatthias
2976a50c58 fix typing 2018-05-31 21:10:15 +02:00
xmatthias
69006b8fe8 flake8 2018-05-31 21:08:26 +02:00