Commit Graph

5364 Commits

Author SHA1 Message Date
Matthias
f5863a1c6f Fix mypy errors 2020-08-15 08:15:47 +02:00
Matthias
9659e516c8 Remove queue import
Improve tests
2020-08-14 20:35:15 +02:00
Matthias
c4f78203ab Initialize streamhandler early to have it apply to all logs 2020-08-14 20:08:55 +02:00
Matthias
cdfcdb86c9 Increase logfile size 2020-08-14 20:00:09 +02:00
Matthias
122c0e8ddc Readd accidentally dropped StreamHandler 2020-08-14 19:50:56 +02:00
Matthias
9ad8e74247 Add tests for log-endpoints 2020-08-14 19:41:27 +02:00
Matthias
5f79caa307 Implement /logs endpoints in telegram and restAPI 2020-08-14 15:44:36 +02:00
Matthias
b989ba0f82 Simplify setup of handlers 2020-08-14 14:53:21 +02:00
Matthias
48944fd4cb Logging with queueHandler 2020-08-14 14:41:46 +02:00
Matthias
06125df10c Remove unused import 2020-08-14 11:31:02 +02:00
Matthias
d8fdd32b54 FIx migrations 2020-08-14 11:25:40 +02:00
Matthias
cfa352ecf2 Disable refind_lost_order for now 2020-08-14 11:25:20 +02:00
Matthias
552aaf7945 add refind order logic 2020-08-14 10:59:55 +02:00
Matthias
22af82631a Introduce InsufficientFundsError exception 2020-08-14 09:57:13 +02:00
Matthias
a6fc922f28 Introduce insufficientFunds Exception 2020-08-14 09:56:48 +02:00
Matthias
8458a380b8 Improve order catchup 2020-08-14 09:52:47 +02:00
Matthias
95efc0d688 Add open_order_updater 2020-08-14 09:52:47 +02:00
Matthias
c4d7aff5c3 Order should have a "is_open" flag 2020-08-14 09:52:47 +02:00
Matthias
da2a515d0b Add delete cascade to alchemy model 2020-08-14 09:52:46 +02:00
Matthias
1a305ea8b0 Fix migrations to use unique key 2020-08-14 09:52:46 +02:00
Matthias
4434a54d59 Add unique key to order-Model 2020-08-14 09:52:46 +02:00
Matthias
ebd755e36a Improve order handling 2020-08-14 09:52:46 +02:00
Matthias
0af9e913d4 Timestamps are in ms 2020-08-14 09:52:46 +02:00
Matthias
73182bb2dd Update migrations to populate Orders table for open orders 2020-08-14 09:52:46 +02:00
Matthias
396e781bf4 Update orders 2020-08-14 09:52:46 +02:00
Matthias
4924d8487e Extract "update order from ccxt" to it's onw function 2020-08-14 09:52:46 +02:00
Matthias
ed87abd93a Allow selecting only a certain table range in migration 2020-08-14 09:52:46 +02:00
Matthias
171a52b21a Introduce Order database model 2020-08-14 09:52:46 +02:00
Matthias
7d03a067ee Extract migrations ot seperate module 2020-08-14 09:52:46 +02:00
Matthias
044df880e6 Move persistence into it's own submodule 2020-08-14 09:52:46 +02:00
Matthias
93717cfef1
Merge pull request #3008 from yazeed/more_info_hyperopt_fixed
Wins/draws/losses/median profit in hyperopt output
2020-08-14 09:25:12 +02:00
Matthias
b98107375e Improve formatting of result string to be a bit conciser 2020-08-14 07:31:14 +02:00
Matthias
d76ee43246 Show wins / draws / losses in hyperopt table 2020-08-14 07:14:10 +02:00
Matthias
22f6e884ed
Merge pull request #3676 from freqtrade/stoploss_remove_unused_argument
[minor] Cleanup and exception hierarchy documentation
2020-08-14 07:11:56 +02:00
Matthias
05bd099f51 Merge branch 'develop' into pr/yazeed/3008 2020-08-14 06:58:09 +02:00
Matthias
c6741ea6c3 Merge branch 'develop' into fix/broken_getpairs 2020-08-12 20:13:06 +02:00
Matthias
815d88fd4a Fix test after merge, fix forgotten 'amount' 2020-08-12 15:32:56 +02:00
Matthias
9999d0ffb5 Merge branch 'develop' into fix/3579 2020-08-12 15:28:51 +02:00
Matthias
faa2bbb555 Document exception hierarchy 2020-08-12 14:29:14 +02:00
Matthias
6dfa159a91 Small comment adjustments in exchange class 2020-08-12 14:11:19 +02:00
Matthias
1f1a819b29 Remove unused 3rd argument to create_stoploss call 2020-08-12 11:21:00 +02:00
Matthias
2fed066e76 Simplify objective code formatting 2020-08-12 10:40:44 +02:00
Matthias
2dc36bb79e Remove inversion of min/max objective selection 2020-08-11 20:52:18 +02:00
Matthias
56655b97cf Refactor hyperopt_filter method 2020-08-11 20:37:01 +02:00
Matthias
77541935a8 Fix small merge mistake 2020-08-11 20:18:49 +02:00
Matthias
688d657fe2 Merge branch 'develop' into pr/yazeed/3091 2020-08-11 20:04:43 +02:00
Matthias
d77c53960d Show API backoff in logs to better investigate eventual problems) 2020-08-11 19:27:25 +02:00
Matthias
c9c43d2f0b Move log-message of retrying before decrementing count
Otherwise the message is always one round "late".
2020-08-11 15:27:41 +02:00
Matthias
064928a0eb Merge branch 'develop' into improve_cancel_order_handling 2020-08-11 15:25:47 +02:00
Matthias
b576e1d463 Merge branch 'develop' into bt_add_maxdrawdown 2020-08-09 10:25:57 +02:00
Matthias
87e4a82041 Merge branch 'develop' into bt_add_maxdrawdown 2020-08-09 08:34:36 +02:00
Matthias
fca41a44bb Also logg timeframe 2020-08-08 20:20:58 +02:00
Matthias
3670be5dd2
Merge pull request #3641 from freqtrade/fix/edgeremovebumps
Fix edge with removebumps enabled
2020-08-08 17:33:08 +02:00
Matthias
2afe1d5b11 Add link to full sample 2020-08-08 17:30:31 +02:00
Matthias
dd430455e4 Enable dataprovier for hyperopt 2020-08-08 17:04:32 +02:00
Matthias
e2643103b6
Merge pull request #3611 from thopd88/telegram-delete-command
Add telegram /delete command
2020-08-08 15:19:40 +02:00
Fredrik81
eba73307e4
Update strategy_methods_advanced.j2
Fix def confirm_trade_exit arguments
2020-08-07 01:13:36 +02:00
Matthias
995d3e1ed5 Don't search internal path for Hyperopt files 2020-08-06 09:07:48 +02:00
Matthias
8b6d10daf1 Move DefaultHyperopt to test folder (aligned to strategy) 2020-08-06 08:50:41 +02:00
Matthias
8ed3b81c61 Implement /delete in rest client 2020-08-04 19:57:28 +02:00
Matthias
075c73b9e3 Improve formatting of telegram message 2020-08-04 19:56:49 +02:00
Matthias
817f5289db /delete should Cancel open orders (and stoploss orders) 2020-08-04 19:43:22 +02:00
Matthias
9163c7f3d3 Improve api response 2020-08-04 19:43:05 +02:00
Matthias
b954af33cf Fix type erorr in callable 2020-08-04 16:01:41 +02:00
Matthias
4b0164770c Add test for /delete 2020-08-04 14:49:59 +02:00
Matthias
215972c68f Implement /delete for api-server 2020-08-04 14:41:22 +02:00
Matthias
c0083c4244 Merge branch 'develop' into pr/thopd88/3611 2020-08-04 07:00:54 +02:00
Matthias
a3688b159f Improve formatting 2020-08-03 19:28:57 +02:00
Matthias
a33346c6b6 Fix testing errors - which surfaced with pytest 6.0.1 2020-08-03 19:22:07 +02:00
Matthias
3915101d2d Add more backoff to fetch_order endpoint 2020-08-02 10:32:17 +02:00
Matthias
6c77feee85 Improve some exchange logs 2020-08-02 10:18:19 +02:00
Matthias
99bfa839eb Improve logging for sell exception 2020-08-02 10:12:15 +02:00
Matthias
071e82043a Better handle cancelled buy orders 2020-08-01 15:59:50 +02:00
Matthias
d1cbc567e4 Fix filtering for bumped pairs 2020-07-28 13:41:09 +02:00
Matthias
aab5596fa6 Convert trade open / close to timestamp
(to allow uniform analysis of backtest and real trade data - while
giving control of date-formatting to the endsystem.
2020-07-27 07:20:40 +02:00
Matthias
977a6d4e9c Add profit_total to results line 2020-07-26 16:10:48 +02:00
Matthias
454046f745 Add stake_currency and max_opeN_trades to backtest result 2020-07-26 15:55:54 +02:00
Matthias
8d0f338bf2 Timestamps should be in ms 2020-07-26 15:23:21 +02:00
Matthias
9ed5fed887 Fix output format to be of an identical type 2020-07-26 15:17:54 +02:00
Matthias
902e8fa62f Fix wrong spelling in one subcomponent 2020-07-26 14:39:00 +02:00
Matthias
bad89307dd Fix mypy error 2020-07-25 17:19:41 +02:00
Matthias
119bf2a8ea Document hdf5 dataformat 2020-07-25 17:06:58 +02:00
Matthias
db8f3a9e9b
Merge pull request #3609 from thopd88/develop
Add telegram /trades command
2020-07-25 16:45:09 +02:00
Matthias
0a28818b46 Add some tests for hdf5 2020-07-24 19:37:37 +02:00
Matthias
861e7099cc Rename hdf5handler to hdf5DataHandler 2020-07-24 19:23:37 +02:00
Matthias
3171ad33b7 Add blosc compression 2020-07-24 17:44:29 +02:00
Matthias
0f08addfbe Don't store empty arrays 2020-07-24 17:37:07 +02:00
Matthias
31df42e737 Implement get_available_data 2020-07-24 17:31:43 +02:00
Matthias
d4540c846a Add trades_load method 2020-07-23 19:33:23 +02:00
Matthias
55591e287c First version of hdf5handler - no proper support for trades yet 2020-07-23 19:33:23 +02:00
Matthias
0614e59966 Add tables dependency 2020-07-23 19:33:23 +02:00
Matthias
e0c14e6214 Add /trades to help (so users know about it) 2020-07-23 07:56:05 +02:00
Matthias
fdc84eef59 /trades shall only return closed trades 2020-07-23 07:50:45 +02:00
Matthias
0f18b2a0d4 Add test and fix case where no trades were closed yet 2020-07-23 07:12:14 +02:00
thopd88
0bad55637e fix flake8 indent error 2020-07-23 10:12:52 +07:00
thopd88
a3daf8e41c Fix line too long 2020-07-23 09:47:53 +07:00
thopd88
0502fe0496 New /trades 3 columns and exclude open trades 2020-07-23 09:36:05 +07:00
hroff-1902
c78199d3d9 Add checks for parameters of PriceFilter 2020-07-22 22:45:46 +03:00
hroff-1902
5213abf510 AgeFilter is always enabled 2020-07-22 21:44:39 +03:00
hroff-1902
f6bde8bd9c Improve exception message wordings 2020-07-22 21:43:15 +03:00
Matthias
7e980037a4
Merge pull request #3554 from jblestang/Fix_#3544
Adding a dataprovider to the strategy before plotting
2020-07-22 15:56:16 +02:00
Matthias
f5f529cace Use correct initialization of DataProvider 2020-07-22 15:17:45 +02:00
Matthias
6a10c715fa Fix 0 division (if last = 0, something went wrong!) 2020-07-21 20:34:29 +02:00
hroff-1902
d8fa17cee8
Merge pull request #3614 from freqtrade/info_message_hyperopt
[minor] Reduce severity of hyperopt "does not provide" messages
2020-07-21 00:14:18 +03:00
Matthias
7d6708fc6a Reduce severity of hyperopt "does not provide" messages
closes #3371
2020-07-20 20:04:23 +02:00
Matthias
21dcef1134 Add trade_id to webhooks
allowing for easier corelation of different messages
2020-07-20 19:57:05 +02:00
Matthias
4774896169 Evaluate average before price in order returns 2020-07-20 19:39:12 +02:00
Matthias
4c97527b04 FIx failing test 2020-07-20 19:11:15 +02:00
hroff-1902
b7c6f868b2
Merge pull request #3478 from hroff-1902/exchange-cosmetics-5
Minor: Exchange cosmetics
2020-07-20 18:58:46 +03:00
thopd88
eaa7370174 add /delete command 2020-07-20 11:08:18 +07:00
thopd88
28f4a1101e Revert "Add telegram /delete command to delete tradeid"
This reverts commit 08fdd7d863.
2020-07-20 10:54:17 +07:00
thopd88
08fdd7d863 Add telegram /delete command to delete tradeid
code inspired from _rpc_forcesell
2020-07-19 22:10:59 +07:00
thopd88
dd3a2675b5 Add telegram trades command to list recent trades 2020-07-19 22:02:53 +07:00
Alex Pham
3271c773a7
Fix SQL syntax error when compare pair strings
First happens in Postgres
2020-07-19 21:30:55 +07:00
Matthias
ea1ddeb87d
Merge pull request #3570 from gambcl/develop
Added range checks to min_days_listed in AgeFilter
2020-07-19 09:37:17 +02:00
Matthias
de46744aa9 Use filled before amount for order data
closes #3579
2020-07-15 21:08:16 +02:00
Matthias
98f2e79f27 Adjust tests to use correctly trimmed amount 2020-07-15 20:55:33 +02:00
Matthias
3721736aaf Convert to real amount before placing order
to keep the correct amount in the database
2020-07-15 20:28:07 +02:00
Matthias
eafab38db3 Complete implementation of amount_requested 2020-07-15 20:20:14 +02:00
Matthias
c826f7a707 Add amount_requested to database 2020-07-15 20:15:29 +02:00
Matthias
d13cb4c055 Introduce safe_value_fallback_2 2020-07-15 19:50:09 +02:00
Matthias
5cebc9f39d Move stoploss_on_exchange_limit_ratio to configuration schema 2020-07-15 19:28:40 +02:00
Matthias
c1191400a4 Allow 0 fee value by correctly checking for None 2020-07-15 19:20:20 +02:00
gambcl
1051ab917a Replaced logging with OperationalException when AgeFilter given invalid parameters 2020-07-15 12:40:54 +01:00
Matthias
82c68f07cd Add stoploss-distance (to current price) to /status output 2020-07-14 20:16:18 +02:00
Matthias
bdf611352e Update summary-metrics output 2020-07-14 19:34:01 +02:00
hroff-1902
0f4fc67b83
Merge pull request #3582 from freqtrade/data/list
List available backtesting data
2020-07-14 19:38:32 +03:00
Matthias
0228b63418 Don't print empty table 2020-07-14 16:42:47 +02:00
Matthias
62c55b1863 Enhance formatting, Add pair filter 2020-07-14 06:55:34 +02:00
Matthias
01f325a9e4 Send timeframe min and ms in show_config response 2020-07-13 21:15:33 +02:00
Matthias
0b36693acc Add filter for stoploss_on_exchange_limit_ratio to constants 2020-07-13 19:48:21 +02:00
Matthias
6ee6e51ab4 Merge branch 'develop' into pr/hroff-1902/3478 2020-07-13 07:22:43 +02:00
Matthias
b035d9e267 Update return type comment 2020-07-12 10:23:09 +02:00
Matthias
02afde857d Add list-data command 2020-07-12 09:57:00 +02:00
Matthias
d4fc52d2d5 Add tests for ohlcv_get_available_data 2020-07-12 09:56:46 +02:00
Matthias
422825ea1b Add ohlcv_get_available_data to find available data 2020-07-12 09:50:53 +02:00
Matthias
40bdc93653 Add test for short_desc of priceFilter 2020-07-10 20:28:29 +02:00
gambcl
14eab9be04 Added min_price, max_price to PriceFilter 2020-07-08 22:02:04 +01:00
gambcl
2e45859aef Added range checks to min_days_listed in AgeFilter 2020-07-08 18:06:30 +01:00
hroff-1902
839b3340e6
Merge pull request #3497 from freqtrade/keep_dataframe_noapi
Analyze dataframe and keep it until the next analysis
2020-07-05 13:46:02 +03:00
Matthias
c4a9a79be0
Apply suggested documentation changes from code review
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-07-04 09:43:49 +02:00
Matthias
1fc4451d2f Avoid \ linebreak 2020-07-03 20:32:04 +02:00
Matthias
ea5e47657a Remove ticker_interval from jupyter notebook 2020-07-03 20:27:32 +02:00
Matthias
0d15a87af8 Remove old store_backtest method 2020-07-03 20:21:32 +02:00
Matthias
987188e41f Add avgduration for winners and losers 2020-07-03 19:58:02 +02:00
Matthias
8e0ff4bd86 Add Win / draw / losing days 2020-07-03 19:45:45 +02:00
Matthias
42868ad24a Add best / worst day to statistics 2020-07-03 19:30:29 +02:00
Matthias
d56f9655e2 Update notebook with new statistics example 2020-07-03 07:20:43 +02:00
Matthias
619eb183fe Allow strategy for plot-profit
to allow loading of multi-backtest files
2020-07-03 07:03:43 +02:00
Matthias
16a842f9f6 Have plotting support folder-based exportfilename 2020-07-03 06:58:27 +02:00
Matthias
d999fa2a7e Test autogetting result filename 2020-07-03 06:58:27 +02:00
Matthias
7c5587aeaa exportfilename can be a file or directory 2020-07-03 06:58:27 +02:00
Matthias
2ed808da1f Extract .last_result.json to constant 2020-07-03 06:58:27 +02:00
Matthias
59e0ca0aaa Add pairlist to backtest-result 2020-07-03 06:58:27 +02:00
Matthias
afefe92523 Add multi-strategy loading logic 2020-07-03 06:58:27 +02:00
Matthias
c13ec4a1d4 implement fallback loading for load_backtest_data 2020-07-03 06:58:27 +02:00
Matthias
1339479882 Have sell_type stringify correctly 2020-07-03 06:58:27 +02:00
Matthias
04eaf2c39c Add test for get_last_backtest_Result 2020-07-03 06:58:27 +02:00
Matthias
7727292861 Rename duration to trade_duration 2020-07-03 06:58:27 +02:00
Matthias
f368aabcc7 Add amount to backtest-result 2020-07-03 06:58:27 +02:00
Matthias
6e94734678 Add fee to backtestresult 2020-07-03 06:58:27 +02:00
Matthias
03ab61959b Add test for generate_backtest_stats 2020-07-03 06:58:27 +02:00
Matthias
af9a9592b7 Remove unnecessary statement 2020-07-03 06:58:27 +02:00
Matthias
075eb0a161 Fix sequence of saving 2020-07-03 06:58:27 +02:00
Matthias
dacb40a976 Add get_latest_backtest_filename 2020-07-03 06:58:27 +02:00
Matthias
0fa56be9d2 remove openIndex and closeIndex from backtest-report 2020-07-03 06:58:27 +02:00
Matthias
04cbc2cde5 Shorten variable 2020-07-03 06:58:27 +02:00
Matthias
b068e7c564 Rename open_time and close_time to *date 2020-07-03 06:58:27 +02:00
Matthias
415853583b Save backtest-stats 2020-07-03 06:58:27 +02:00
Matthias
81c8e8677d use 0 as profit mean, not nan 2020-07-03 06:58:27 +02:00
Matthias
480c5117f1 Handle empty return strings 2020-07-03 06:58:27 +02:00
Matthias
5fce7f3b22 Add market Change
closes #2524 and #3518
2020-07-03 06:58:27 +02:00
Matthias
cf044d166e Tests should use new Datetime format too 2020-07-03 06:58:27 +02:00
Matthias
fbddfaeacf Introduce DatetimePrintFormat 2020-07-03 06:58:27 +02:00
Matthias
cbcf3dbb43 Add more metrics to summarytable 2020-07-03 06:58:27 +02:00
Matthias
6922fbc3aa Add max_drawdown error handler 2020-07-03 06:58:27 +02:00
Matthias
455b26ea48 Add max drawdown to backtesting 2020-07-03 06:58:27 +02:00
Jean-Baptiste LE STANG
20e8a29262 Adding a dataprovider to the strategy before plotting
Fix flake8
2020-07-02 21:14:31 +02:00
Theagainmen
99ac2659f3 Init FIAT converter in api_server.py 2020-07-02 11:27:33 +02:00
Theagainmen
81850b5fdf AgeFilter add actual amount of days in log message (debug info) 2020-07-02 11:26:52 +02:00
Matthias
cf1bbb1afb
Merge pull request #3517 from freqtrade/rpc/winlossratio
Show winning vs. losing trades
2020-06-30 07:48:18 +02:00
Matthias
cf26ab1dd8
Merge pull request #3527 from Theagainmen/Warning_message2
Warning message bot is stopped and left open trades
2020-06-30 07:48:02 +02:00
Matthias
c2a6f70b4c Merge branch 'develop' into keep_dataframe_noapi 2020-06-30 07:46:52 +02:00
hroff-1902
8a2f631ddd
Merge pull request #3531 from freqtrade/exchange_errorhandling
Improve exchange errorhandling and API backoff
2020-06-30 07:53:09 +03:00
hroff-1902
02c0488d45
Merge pull request #3453 from freqtrade/fix/3363
Backtesting should load pairlists after the strategy
2020-06-29 21:53:33 +03:00
Matthias
b95065d701 Log backoff 2020-06-29 20:00:42 +02:00
Matthias
4d9ecf137b Fix failing test in python 3.7
can't use Magicmock in 3.7 (works in 3.8 though).
2020-06-28 20:38:28 +02:00
Matthias
c6124180fe Fix bug when fetching orders fails 2020-06-28 19:45:42 +02:00
Matthias
6362bfc36e Fix calculate_backoff implementation 2020-06-28 19:41:21 +02:00
Matthias
cbcbb4bdb5 Rename get_stoploss_order to fetch_stoploss_order (align with fetch_order) 2020-06-28 16:30:24 +02:00
Matthias
92c70fb903 Rename get_order to fetch_order (to align to ccxt naming) 2020-06-28 16:27:35 +02:00
Matthias
e040c518ca Dynamic backoff on DDos errors 2020-06-28 16:19:12 +02:00
Matthias
bf61bc9d83 Introduce ExchangeError 2020-06-28 16:01:40 +02:00
Matthias
e74d2af857 Have TemporaryError a subCategory of DependencyException
so it's safe to raise out of the exchange
2020-06-28 15:44:58 +02:00
Matthias
5bd4798ed0 Add retrier to stoploss calls (but without retrying) 2020-06-28 11:56:29 +02:00
Matthias
2c45114a64 Implement DDos backoff (1s) 2020-06-28 11:17:06 +02:00
Theagainmen
118f051171 Added message in cleanup and fixes 2020-06-28 11:02:50 +02:00
Theagainmen
e5676867a8 Trying to fix flake8 errors 2020-06-27 21:53:12 +02:00
Theagainmen
b938c536fa Trying to fix flake8 errors 2020-06-27 21:46:53 +02:00
Theagainmen
48289e8ca7 Added exchange name, removed capital letters 2020-06-27 20:24:50 +02:00