336f4aa6a7
day/week options for Telegram '/profit' command
...
isort fix
2021-05-20 08:17:08 +03:00
6172e67fcd
Update hyperopt.py
2021-05-20 11:56:31 +07:00
c2b9da68e1
fix indent
2021-05-20 11:56:11 +07:00
1b3bfb2e7f
found root cause.
2021-05-20 11:50:15 +07:00
48210170e7
wrap with is not empty
2021-05-20 11:49:25 +07:00
ba106e6c4a
Merge pull request #4975 from Axel-CH/allow_seconds_unfilled_timeout
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Add ability to choose unit in unfilled timeout
2021-05-20 06:43:15 +02:00
586f2a699d
Merge pull request #4953 from freqtrade/value_filter
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max-value change filter
2021-05-20 06:35:34 +02:00
0358b5365f
Add "unfilledtimeout-unit" to full config sample
2021-05-20 06:26:07 +02:00
935ed36433
day/week options for Telegram '/profit' command
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mypy fix
2021-05-20 01:10:22 +03:00
e9841910e9
day/week options for Telegram '/profit' command
2021-05-20 00:33:33 +03:00
082fb11bbe
Avoid having error `cannot set a frame with no defined index and a scalar`
2021-05-20 01:54:48 +07:00
ef4d1c24d7
Merge pull request #4941 from brookmiles/fix-stoploss-above-candle
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prevent backtest stoploss trade price being set above candle high
2021-05-19 06:20:35 +02:00
75f88b466a
add ability to choose unit in unfilled timeout
2021-05-18 19:30:36 -04:00
7a9853bfe1
Fix "Too many open Files" exception
2021-05-18 20:39:55 +02:00
16c22c7b68
Add pair name to stoploss
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helps debugging #4972
2021-05-18 19:16:25 +02:00
36eba0f110
Don't use "r+" memmap, but "r2
2021-05-17 21:05:48 +02:00
6aa574fa2b
Convert ROI result to proper json object
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closes #4952
2021-05-17 20:58:50 +02:00
6659a07079
Add tests for max-value filter
2021-05-17 19:47:57 +02:00
369f19df6b
Add valuefilter to Pricefilters
2021-05-17 19:44:36 +02:00
3006396398
Fix docstring typo
2021-05-17 19:37:22 +02:00
26f5bc6584
Merge pull request #4944 from brookmiles/fix-download-data-end-date
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Add support for timerange end date to `download-data`
2021-05-17 19:35:32 +02:00
459fae6d80
Total row for telegram "/status table" command
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fixes
2021-05-17 16:22:48 +03:00
3ad8fa2f38
Total row for telegram "/status table" command
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moved sum calculation to API
2021-05-17 15:59:03 +03:00
196fde44e0
Total row for telegram "/status table" command
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work around mypy warning
2021-05-17 14:45:54 +03:00
915ff7e1bf
Total row for telegram "/status table" command
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fix mypy warnings
2021-05-17 13:03:20 +03:00
d7479fda1f
Total row for telegram "/status table" command
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fix compiler warnings
2021-05-17 12:53:57 +03:00
0abb9cfe28
Total row for telegram "/status table" command
2021-05-17 12:41:44 +03:00
10ef0f54ac
Total row for telegram "/status table" command
2021-05-17 11:12:11 +03:00
37b71b8cfd
Fix PerformanceFilter failing in test-pairlist mode
2021-05-16 19:55:13 +02:00
0d50e99563
Fix Agefilter checking for > instead of >=
2021-05-16 19:35:30 +02:00
c9ac67e985
Fix some typos
2021-05-16 14:50:25 +02:00
6f38976470
Introduce cancel_stoploss_with_result
2021-05-16 14:15:24 +02:00
380754b8ab
Fix typos in docstrings
2021-05-16 13:20:05 +02:00
0b1dd0d203
Use correct order_id for ftx
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closes #4511
2021-05-16 09:15:25 +02:00
2d7735ba04
Update telegram to sort performance by absolute performance
2021-05-15 19:49:21 +02:00
6b2a38ccfb
Add absolute Profit to apiserver
2021-05-15 19:39:46 +02:00
4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
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Two fixes
2021-05-15 15:11:07 +02:00
db17b1a851
fix indentation
2021-05-15 20:20:36 +09:00
88da1f109b
fix #4412 download-data does not stop downloading at the specified TIMERANGE end date
2021-05-15 20:15:19 +09:00
2d5f465f1b
Fix protections being loaded multiple times for first strategy when backtesting.
2021-05-15 13:37:03 +03:00
29fed37df3
Fix exception when few pairs with no data do not result in aborting backtest.
...
Exception is triggered by backtesting 20210301-20210501 range with BAKE/USDT pair (binance). Pair data starts on 2021-04-30 12:00:00 and after adjusting for startup candles pair dataframe is empty.
Solution: Since there are other pairs with enough data - skip pairs with no data and issue a warning.
Exception:
```
Traceback (most recent call last):
File "/home/rk/src/freqtrade/freqtrade/main.py", line 37, in main
return_code = args['func'](args)
File "/home/rk/src/freqtrade/freqtrade/commands/optimize_commands.py", line 53, in start_backtesting
backtesting.start()
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 502, in start
min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 474, in backtest_one_strategy
results = self.backtest(
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 365, in backtest
data: Dict = self._get_ohlcv_as_lists(processed)
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 199, in _get_ohlcv_as_lists
pair_data.loc[:, 'buy'] = 0 # cleanup from previous run
File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 692, in __setitem__
iloc._setitem_with_indexer(indexer, value, self.name)
File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 1587, in _setitem_with_indexer
raise ValueError(
ValueError: cannot set a frame with no defined index and a scalar
```
2021-05-15 13:37:03 +03:00
e1447f955c
/locks should always respond, even if there's no locks
...
closes #4942
2021-05-15 10:50:00 +02:00
2eac23a15f
if stoploss price is above the candle high, set it to candle open instead. this can occur if stoploss had previously been reached but the sell was prevented by `confirm_trade_exit`
2021-05-15 15:38:51 +09:00
0ace35bf3d
Fix unreferenced error
2021-05-15 08:14:50 +02:00
a6c644161d
Merge pull request #4930 from freqtrade/hyperopt_memory
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Hyperopt memory problems
2021-05-15 07:12:57 +02:00
5e73195b30
Use linux lineseperator at all times
2021-05-15 07:01:32 +02:00
4bc018a456
Change rate back to "open" for custom_sell
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closes #4920
2021-05-14 07:18:10 +02:00
09756e3007
Subplots should always be included in responses
2021-05-14 06:36:50 +02:00
ecee42f561
Read pickle file in mmap mode
2021-05-13 20:13:04 +02:00
1055862bc0
Extract data-load + dump from hyperopt
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(Reduces memory-usage as the dataframes go out of scope)
2021-05-12 21:15:01 +02:00
24a1d5a96f
Change default hyperopt-name to be shorter
2021-05-12 19:06:13 +02:00
3cbe40875d
read hyperopt results from pickle or json
2021-05-12 06:06:30 +02:00
06bf1aa274
Store epochs as json per line
2021-05-12 05:58:25 +02:00
7398ea88e0
Change optimize_reports to convert dates to string earlier
2021-05-11 20:37:49 +02:00
b81f24d9c6
Merge pull request #4851 from rokups/rk/backtest-dataprovider
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Data provider support in backtesting
2021-05-10 19:11:05 +02:00
92186d89a2
Add some changes to strategytemplate
2021-05-09 09:56:36 +02:00
2157923aee
have edge send multiple messages if necessary
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closes #4519
2021-05-08 19:45:34 +02:00
8d8c782bd0
Slice dataframe in backtesting, preventing access to rows past current time.
2021-05-08 18:40:49 +03:00
f1eb653545
Fix strategy protections not being loaded in backtesting.
2021-05-08 10:29:47 +03:00
1b01ad6f85
Make exchange parameter optional and do not use it as parameter in backtesting.
2021-05-08 10:29:47 +03:00
4b6cd69c81
Add test for no-exchange dataprovider
2021-05-08 10:29:47 +03:00
d344194b36
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
9b4f6b41a2
Use correct datetime.
2021-05-08 10:29:47 +03:00
6fb4d83ab3
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
6af4de8fe8
Remove dataframe parameter from docs.
2021-05-08 10:29:47 +03:00
cdfa6adbe5
Store pair datafrmes in dataprovider for backtesting.
2021-05-08 10:29:47 +03:00
dc6e702fec
Pass current_time to confirm_trade_entry/confirm_trade_exit.
2021-05-08 10:29:47 +03:00
d34da3f981
Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods."
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This reverts commit 595b8735f8
2021-05-08 10:29:47 +03:00
513be11fd9
Fix hyperopt output
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closes #4892
2021-05-07 20:23:11 +02:00
554f5f14b6
Raise exception if no data is left
2021-05-07 06:41:15 +02:00
4f529fe424
Don't use Arrow to get min/max backtest dates
2021-05-06 19:43:14 +02:00
32577cc0cd
Merge pull request #4836 from bzed/telegram-locks
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Telegram rpc: split too long /locks messages
2021-05-05 20:15:13 +02:00
431cb5313f
Support informative pairs in edge positioning
2021-05-05 19:58:45 +02:00
da47f4e1a4
Fix Kraken balance update error
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closes #4873
2021-05-05 06:47:26 +02:00
da574e4e69
Small style fixes
2021-05-03 06:30:41 +02:00
fc110ea418
Support csv export for new and old versions
2021-05-02 20:41:45 +02:00
303895b33e
Add support for filters to new hyperopt-results
2021-05-02 20:07:22 +02:00
287b43e999
Output strategy results including non-optimized parameters
2021-05-02 11:30:53 +02:00
d069ad43d8
Small reformatting in hyperopt
2021-05-02 11:01:26 +02:00
8ee0b0d8e8
Store not optimized parameters (if applicable)
2021-05-02 10:46:04 +02:00
9049d6b779
Reformat hyper to cache parameters
2021-05-02 10:45:21 +02:00
46f0f66039
Keep dimensions stored in hyperopt class
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There is no point in regenerating them and it will cause some
overhead as all space classes will be recreated for every epoch.
2021-05-02 09:48:37 +02:00
ced5cc7ce2
Don't recalculate min/max date - they won't change between epochs
2021-05-02 09:46:27 +02:00
ecdfb6e5ed
Fix output of % for new format
2021-05-02 09:46:27 +02:00
881cba336a
Show backtesting result in hyperopt-show
2021-05-02 09:46:27 +02:00
420e75af65
Extract show_backtest_result for one strategy
2021-05-02 09:46:27 +02:00
97478abb9d
Move format explanation string to HyperoptTools
2021-05-02 09:46:27 +02:00
f2e182002d
Simplify calling backtesting by returning the proper result
2021-05-02 09:46:27 +02:00
e2e1d34828
Extract stake_currency param from hyperopt-explanationstring
2021-05-02 09:46:27 +02:00
6aaaad29d7
Use backtesting output for hyperopt results
2021-05-02 09:46:27 +02:00
545cba7fd8
Refactor optimize_report
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we should not calculate non-daily statistics in the daily stats method
2021-05-02 09:46:27 +02:00
9994fce577
Extract generation of report for one strategy to it's own method
2021-05-02 09:46:27 +02:00
b125c975c7
Rename strategy_comparison method
2021-05-02 09:46:27 +02:00
ac2e1eb3d7
Don't import joblib for regular strategies
2021-05-02 08:44:16 +02:00
0e359dcb7a
Merge pull request #4788 from saeedrss/develop
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fetch live data from hitbtc exchange #4778
2021-05-01 19:13:00 +02:00
bdd0184f0b
Small stylistic fixes
2021-05-01 17:44:43 +02:00
1cb430f59b
Remove encoding specifics, gitattributes to echeckout as utf8
2021-05-01 17:41:40 +02:00
0b280a59bc
Support per exchange params for OHLCV endpoint
2021-05-01 17:29:53 +02:00
e0ca3c014c
Don't completely remove encode/decode
2021-05-01 17:12:48 +02:00
30da307d13
Remove encode/decode for hyperopt
2021-05-01 17:01:52 +02:00
555262b6e1
Only calculate additional indicators if the space is selected
2021-05-01 16:40:29 +02:00
e381df9098
extract has_space to Hyperopt-Tools
2021-05-01 16:36:35 +02:00
e050ea8dfa
Don't load parameters for other space
2021-05-01 16:21:59 +02:00
401f31e86b
Merge pull request #4841 from JoeSchr/fix/istrategy-return-value
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fix IStrategy: abstract methods still need to pass through return value
2021-04-30 20:13:11 +02:00
856b65206b
Reduce log-frequency of AgeFilter
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closes #4840
2021-04-30 19:42:41 +02:00
f3388ed9aa
fix IStrategy: abstract methods still need to pass through return value
...
otherwise doing something like:
```py
dataframe = super().populate_indicators(dataframe, ...)
```
won't work, because `dataframe` becomes `None`.
This is needed if one of those methods uses dataframe.copy() instead of
just working on reference. e.g. using `merge_informative` in
`populate_indicator` in a nested class hierarchy
2021-04-30 14:39:01 +02:00
cf03daa0fd
Fix bug in running hyperopt in windows 10
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with preferred encoding in locale differrent from
utf-8
2021-04-30 00:28:42 +03:00
3be7bc509c
Telegram: send locks as chunks of 25.
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Producing easily readable messages, hopefully always below the message lenght limit
2021-04-29 22:21:04 +02:00
4d1613a432
Add chunks function.
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Implementing a generator to split Lists into chunks.
2021-04-29 22:21:04 +02:00
a3d2e68312
Merge pull request #4750 from rokups/rk/custom_sell
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Add IStrategy.custom_sell method which allows per-trade sell signal evaluation
2021-04-29 06:50:56 +02:00
aab020c9a2
Merge pull request #4818 from freqtrade/cleanup_models
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Move static Trade functions to right class
2021-04-28 21:18:55 +02:00
7c8a367442
Update docs to not promote stoploss / take-profit
2021-04-28 20:36:06 +02:00
63c28b6519
Remove obsolete get_balance method
2021-04-28 16:00:12 +02:00
6eb947ae09
Move static Trade functions to right class
2021-04-28 06:37:40 +02:00
55faa6a84a
safe_wrapper should use kwargs to call methods
2021-04-26 20:18:03 +02:00
2061162d79
Convert trade-opendate to python datetime
2021-04-26 20:01:13 +02:00
dbf33271b5
Small doc changes
2021-04-26 19:52:26 +02:00
3f84c37a79
Fix wallet calls
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closes #4810 #4812
2021-04-26 14:12:52 +02:00
31a2285eac
Fix mypy complaints.
2021-04-26 10:42:24 +03:00
bb7ef2f804
Cache pairlist in pairlist, not globally
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closes #4797 closes #4689
2021-04-25 20:10:47 +02:00
7448a05f15
Use correct variable in pairlist_manager
2021-04-25 11:01:04 +02:00
fd3afdc230
plot-profit should use absolute values
2021-04-25 10:10:09 +02:00
98f6fce2ec
Use correct sell reason in case of custom sell reason.
2021-04-25 09:48:40 +03:00
595b8735f8
Add dataframe parameter to custom_stoploss() and custom_sell() methods.
2021-04-25 09:48:40 +03:00
961b38636f
Remove explicit sell_flag parameter from SellCheckTuple.
2021-04-25 09:48:40 +03:00
bfad4e82ad
Make execute_sell() use SellCheckTuple for sell reason.
2021-04-25 09:48:40 +03:00
a90e795695
Warn and trim custom sell reason if it is too long.
2021-04-25 09:48:40 +03:00
1aad128d85
Support returning a string from custom_sell() and have it recorded as custom sell reason.
2021-04-25 09:48:40 +03:00
1292e08fe4
Use strategy_safe_wrapper() when calling custom_sell().
2021-04-25 09:48:40 +03:00
0fd68aee51
Add IStrategy.custom_sell method which allows per-trade sell signal evaluation.
2021-04-25 09:48:40 +03:00
869a45a031
Merge pull request #2 from freqtrade/develop
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update develop from base repo
2021-04-25 05:50:03 +02:00
2eda25426f
fix typo in sample_strategy.py
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fix copy-paste issue in populate_sell_trend docstring
2021-04-25 05:47:59 +02:00
e855530483
hdf5 handler should include the end-date
2021-04-24 20:26:37 +02:00
cb86c90d3e
Remove obsolete TODO's
2021-04-24 19:16:54 +02:00
88f26971fa
Use defaultdict for backtesting
2021-04-24 19:15:09 +02:00
8e85b63b3d
Merge pull request #4792 from JoeSchr/add-distribution-graph-to-example-notebook
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add distribution graph to example notebook
2021-04-24 16:14:48 +02:00
f12e002686
Merge pull request #4775 from freqtrade/fix_wallet_unlimited
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Fix wallet unlimited
2021-04-24 15:54:06 +02:00
31b0e3b5e8
add distribution graph to example notebook
2021-04-24 13:29:59 +02:00
90476c4287
Add "range" property to IntParameter
2021-04-24 07:00:33 +02:00
9dc7f776d9
Improve log output when loading parameters
2021-04-23 20:35:30 +02:00
37d8e3c758
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into develop
2021-04-23 22:28:33 +04:30
191a31db30
NameErrors should not stop loading a different strategy
2021-04-23 19:36:26 +02:00
df16fbd742
Add "dataload complete" message to backtest + hyperopt
2021-04-23 19:22:41 +02:00
b69a9134f5
fixing support for HitBTC #4778
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hitbtc by default send candle from beginning (not most recently)
this change fixed
2021-04-23 21:27:13 +04:30
4005708f85
Handle edge with volumepairlist and empty pair_whitelist
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closes #4779
2021-04-23 06:50:39 +02:00
406c1267a2
Remove superfluss space
2021-04-22 20:01:08 +02:00
f5f0bf53af
Merge pull request #4780 from rokups/rk/new-pairs-days
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Add --new-pairs-days parameter for download-data command.
2021-04-22 19:55:25 +02:00
ccaf5764da
Small adjustments
2021-04-22 19:41:01 +02:00
0d2457cd47
Add lock_reason to per-pair lock
2021-04-22 19:28:50 +02:00
f2d5f476d4
Merge pull request #4777 from c0d5x/informative-global-pairlock-msg
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Add the reason why there is a global pairlock when lock is available
2021-04-22 19:24:13 +02:00
Eugene Schava
Kamontat Chantrachirathumrong
Matthias
axel
Brook Miles
Rokas Kupstys
Joe Schr
Antreas Gribas
Bernd Zeimetz
wr0ngc0degen
saeedrss