Commit Graph

7147 Commits

Author SHA1 Message Date
Stefano Ariestasia ac93eea585 update 2022-01-19 21:58:24 +09:00
Rokas Kupstys 5fffc5033a Rework backtesting --no-cahche to --cache=[none, day, week, month].
Fix an issue where config modification during runtime would prevent use of cached results.
2022-01-19 11:44:35 +02:00
Stefano Ariestasia 5525fdae1a add max_buy_position_adjustment as attribute 2022-01-19 16:50:13 +09:00
Stefano Ariestasia 3925e8a7e3 add "# Buys" column to status table 2022-01-19 16:14:21 +09:00
Italo a4dbdb549d added type spec 2022-01-19 01:37:47 +00:00
Italo 407c20412d Pass dimensions to generate_estimator
It's needed in order to create isotropic kernels for the GaussianProcessRegressor
2022-01-19 01:07:41 +00:00
மனோஜ்குமார் பழனிச்சாமி d918d24f08
Spreadfilter log % fix
Both the following same
print(f'{3:.3%}') 
print(f'{3 *100 :.3}%')
# 300.000%
2022-01-18 14:05:03 +05:30
Matthias 3c06d31bbf
Merge pull request #6238 from stash86/fix-docs
Add position adjustment On or Off on startup message
2022-01-17 20:32:27 +01:00
Matthias 9c9c9f0171 Readd trailing white line 2022-01-17 20:00:35 +01:00
Reigo Reinmets 3de843ab2c Add eager-loading for orders. This allows access to trade.orders in all callbacks. 2022-01-17 13:23:37 +02:00
Stefano Ariestasia f9a935b9a3 Update rpc_manager.py 2022-01-17 16:37:06 +09:00
Stefano Ariestasia b6ad0f52e9
Merge branch 'freqtrade:develop' into fix-docs 2022-01-17 10:59:16 +09:00
Stefano Ariestasia edd2ea3699 Update rpc_manager.py 2022-01-17 10:57:10 +09:00
Matthias c02497e4b8
Merge pull request #6172 from rokups/rk/backtest-results-caching
Backtest result reuse
2022-01-16 19:09:37 +01:00
Matthias 2bcfc0c90c Add warning about cache problems 2022-01-16 18:01:05 +01:00
Matthias d08885ed92 Fix empty "/log" endpoint in certain moments 2022-01-16 15:37:00 +01:00
Matthias 69c00db7cd Only show /balance % improvement if trades have been made 2022-01-16 13:39:50 +01:00
Matthias b96b0f89bd improved unfilledtimeout defaults 2022-01-16 13:17:12 +01:00
Matthias 6c4b261469 Convert nan to None in get_signal. 2022-01-16 08:04:39 +01:00
Rokas Kupstys 062d00e8f2 Fix @informative decorator failing with edge. 2022-01-15 17:31:16 +02:00
Rokas Kupstys 2b7405470a Fix timerange check. 2022-01-15 17:30:40 +02:00
Rokas Kupstys 16861db653 Implement previous backtest result reuse when config and strategy did not change. 2022-01-15 17:30:40 +02:00
Matthias 6684bff963 Dry-run orders should have filled set correctly 2022-01-15 15:25:16 +01:00
Reigo Reinmets 93adb436f8 Fix flake8 intention issue. 2022-01-14 20:25:29 +02:00
Reigo Reinmets 320c9ccf90 Unify functions and make it easy to get a list of filled buy orders 2022-01-14 20:02:35 +02:00
Reigo Reinmets 08cae6f067 Fix horrible whitespace mistake. 2022-01-13 20:44:03 +02:00
Reigo Reinmets ffe69535d8 These could be properties. 2022-01-13 20:31:03 +02:00
Reigo Reinmets 13bc5c5d8f Fine, this does look better. 2022-01-13 20:24:21 +02:00
Reigo Reinmets 678be0b773 Slightly move code. 2022-01-13 20:16:45 +02:00
Matthias faa35cb167 Small minor fixes 2022-01-13 17:18:07 +01:00
Reigo Reinmets c826c9c2b9
Merge branch 'freqtrade:develop' into dca 2022-01-13 10:04:39 +02:00
Wings22Actual a22e1b6500
minor spelling correction
line 89 "Tim"->"Time"
2022-01-13 01:48:38 +00:00
Reigo Reinmets e50b07ecb4 Make code compatible. 2022-01-11 12:05:57 +02:00
Reigo Reinmets 94f2c99989 Temporary fix for lazy loading. Probably we can do it better. 2022-01-11 11:43:32 +02:00
Reigo Reinmets fbf026ac43 Fix sorting of imports. 2022-01-10 20:43:57 +02:00
Reigo Reinmets 3b7167ab07 Fix backtesting missing filled amounts in orders. 2022-01-10 20:30:40 +02:00
Reigo Reinmets 26f2db4777 Fix notify_enter attempting to fetch rate during testing. 2022-01-10 20:30:32 +02:00
Reigo Reinmets 30d293bfec Fix bug with None in backtesting. 2022-01-10 20:16:11 +02:00
Reigo Reinmets 91b89c8c42 Improve docs, fix telegram message to show current rate. 2022-01-08 21:30:42 +02:00
Reigo Reinmets 195d601b8e Fix notification message showing "Current rate" as the initial buy order desired rate. 2022-01-08 17:41:59 +02:00
Reigo Reinmets 0bca07a32a Added min_stake, max_stake. Removed pair as its included in trade. 2022-01-08 17:20:02 +02:00
Reigo Reinmets 813a2cd23b Add useful helper methods for adjust_trade_position implementation 2022-01-08 17:18:37 +02:00
Reigo Reinmets 8e424f7c73
Merge branch 'freqtrade:develop' into dca 2022-01-08 14:57:15 +02:00
Matthias 04976658da Fix crash when using backtesting-show on a old backtestresult 2022-01-07 17:34:47 +01:00
Rokas Kupstys 11ace0f867 Instead of clearing `processed` dict, store `df_analyzed` (one with buy/sell signals) dataframe in it.
It still saves memory because this dataframe is kept by DataProvider.
Fixes #6179.
Amends #6133 (a715083fc0).
2022-01-07 12:07:49 +02:00
Matthias e540959c27 Remove btdata from generate_strategy_stats 2022-01-07 09:27:07 +01:00
Matthias 1203d08d1e generate_pair_metrics does not need processed dict 2022-01-07 09:27:07 +01:00
Matthias b77943af0d
Merge pull request #6173 from freqtrade/volume_quote_workaround
Selectively convert quote to base volume in volumepairlist
2022-01-07 09:07:16 +01:00
Matthias d64f9030c1 Remove now unused codesegment 2022-01-07 08:04:01 +01:00
Matthias b3a4ecaf77 Remove old backtest format support 2022-01-06 19:49:25 +01:00
Matthias 24ec78b11c Quote-volumelist fix for gateio 2022-01-06 19:07:47 +01:00
Matthias 326e3d1f8e Selectively convert quote to base volume in volumepairlist 2022-01-06 19:07:43 +01:00
Carlo Revelli 7451b60501
increase okex candle limit 2022-01-06 05:31:23 -08:00
Matthias a0f9c1bf7b Avoid failure when calculating max-drawdown
occurs if if no winning trade is recorded.
2022-01-06 13:51:15 +01:00
Matthias e88a1ab209 Improve VolumePairlist behaviour
Filter pairs before downloading ohlcv candles - this will greatly speed up some instances.
2022-01-06 13:49:27 +01:00
Matthias addba6597a
Merge pull request #6165 from freqtrade/drawdown_fixes
Improved drawdown calculation
2022-01-06 09:56:05 +01:00
Matthias 2a2392fd73 Update parameter name in docstring 2022-01-06 09:15:30 +01:00
Matthias 33d95d245e Fix unbounderror
closes #6169
2022-01-06 08:48:30 +01:00
Matthias a9a6cf13f8 Add exit_tag to detail-sells
closes #6159
2022-01-06 08:22:15 +01:00
Matthias 4e2b9203d7 Remove no longer used BT_DATA_COLUMNS_MID 2022-01-05 20:40:59 +01:00
Matthias 6abd6bceb9 Avoid recalculating statistics for comparison line 2022-01-05 20:16:48 +01:00
Matthias 8373a4e713 Small Adjustments to improve compatibility 2022-01-04 19:17:08 +01:00
Matthias 4d9b4ddc28 Update hyperopt-tools to use account drawdown 2022-01-04 17:43:39 +01:00
Matthias 09fae25c94 Fix some tests after drawdown calculation change 2022-01-04 17:07:31 +01:00
Matthias 7a2b50ce8b Update drawdown calculation to account drawdown 2022-01-04 17:07:31 +01:00
Matthias 42579c0268 Drop hyperopt results legacy mode 2022-01-04 17:06:40 +01:00
Matthias 711a6a6dbc Merge branch 'develop' into pr/xataxxx/6079 2022-01-02 22:21:41 +01:00
Matthias 2116b0729f Integration-test for DCA order 2022-01-02 20:20:56 +01:00
Matthias 209ecc8732 Fix typo in bt_progress 2022-01-02 19:38:03 +01:00
Matthias 08ba5b0451 Update docs to include underwaterplot 2022-01-01 16:55:08 +01:00
Matthias fb06a673e0 Add Underwater plot 2022-01-01 14:40:20 +01:00
Matthias 78ba2d3fc7 Add underwaterplot calculation to btanalysis 2022-01-01 14:39:58 +01:00
Matthias a2d97eecfe Add trade parallelism plot
closes #6142
2022-01-01 14:11:51 +01:00
Matthias 9becd20f20 Improve "Missing data" messages 2022-01-01 10:37:58 +01:00
Matthias 670aed06bf Remove loop for hyperopt. 2021-12-31 17:35:08 +01:00
Matthias 0277d93a64 don't use deprecated `asyncio.get_event_loop()` 2021-12-31 17:27:42 +01:00
Matthias c9296dc9a0 Uvloop_helper should use "get_running_loop" 2021-12-31 17:27:42 +01:00
Matthias 550a1eef91 Reduce "cleanup" slowdown in telegram 2021-12-31 12:54:15 +01:00
Matthias 880ee016a4
Merge pull request #6133 from rokups/rk/reduce-memory-usage
Reduce memory usage by not holding on to no longer needed data
2021-12-31 11:36:52 +01:00
Matthias 39f8c5719b Fix exception on exchange shutdown 2021-12-31 11:24:56 +01:00
Rokas Kupstys a715083fc0 Reduce memory usage by not holding on to no longer needed data. 2021-12-31 12:10:01 +02:00
Matthias b1b2eebd11 Change sequence of ROI/sell signal to favor sell-signal 2021-12-30 20:00:58 +01:00
Matthias bd98637ae9 Fail gracefully from plot-profit when no data is provided
closes #6132
2021-12-30 10:14:45 +01:00
Matthias 77afb7b5e2
Merge pull request #6114 from cdimauro/reduce_kucoin_logs
Reduce kucoin logs
2021-12-29 17:33:21 +01:00
Matthias 2b94fbfa74 Avoid using singleton where not necessary 2021-12-29 17:05:53 +01:00
Reigo Reinmets 3d336a736e Improve documentation. 2021-12-29 14:51:57 +02:00
Matthias 5a546855e6 Import TTLCache from cachetools
Importing from cachetools.ttl is deprecated, and will be removed in 5.0
2021-12-27 19:30:17 +01:00
Reigo Reinmets 4b654b2713 Reduce logging. 2021-12-27 19:48:18 +02:00
Reigo Reinmets 2a728c676e Improve documentation. Fix bug. 2021-12-27 19:41:33 +02:00
Matthias 05a488a7a0 Further reduce log verbosity for kucoin 429000 exception 2021-12-27 17:15:30 +01:00
Matthias ef2b326262 Reduce retrier message repetition
by combining messages, we can provide the same information in fewer log messages
2021-12-27 16:47:34 +01:00
Matthias 17f037cec6 Extract order_fee handling from update_trade_state 2021-12-27 16:07:43 +01:00
cdimauro f77b8cbb7a Reduce KuCoin logs only for 429000 error
Only KuCoin messages for 429000 error code are logged once.

Logs functions are also simplified and optimized.

test_remove_logs_for_pairs_already_in_blacklist is simplified as well.
2021-12-26 21:09:25 +01:00
Reigo Reinmets bc8fc3ab09 We can actually call recalc_open_trade_value less since it's being called eventually anyway. 2021-12-26 20:09:18 +02:00
Reigo Reinmets bd5520bee2 Adjust comments, fix stoploss_on_exchange for slower closed orders. 2021-12-26 20:03:10 +02:00
Reigo Reinmets 099dc07baf No longer needed since recalc_trade_from_orders always calls it. 2021-12-26 20:02:20 +02:00
Reigo Reinmets 817a65b656 This is not needed since backtesting does not have open orders. 2021-12-26 20:01:48 +02:00
Matthias d3f3c49b13 Fix minor "gotchas" 2021-12-26 15:29:10 +01:00
cdimauro fbaf46901e Reduce more KuCoin logs on retrier decorator
More logs are reduced, for KuCoin, on the retrier_async decorator:

_async_get_candle_history() returned exception
retrying _async_get_candle_history() still for
Giving up retrying: _async_get_candle_history()
Applying DDosProtection backoff delay
2021-12-26 09:06:26 +01:00
cdimauro 96fbf63d0b Reduce KuCoin logs on DDosProtection error messages
KuCoin APIs generate A LOT of error messages.
Consequently, logs are flooded with lines like:
2021-12-25 22:30:23 freqtrade.exchange.common: WARNING -
_async_get_candle_history() returned exception:
"kucoin GET https://openapi-v2.kucoin.com/api/v1/market/candles?
symbol=PDEX-USDT&type=5min&startAt=1640317818&endAt=1640467818
429 Too Many Requests {"code":"429000","msg":"Too Many Requests"}"
2021-12-25 22:30:23 freqtrade.exchange.common: WARNING -
retrying _async_get_candle_history() still for 3 times
2021-12-25 22:30:23 freqtrade.exchange.common: WARNING -
Kucoin 429 error, avoid triggering DDosProtection backoff delay.
2 tries left before giving up
2021-12-25 22:30:24 freqtrade.exchange.common: WARNING -
_async_get_candle_history() returned exception:
"kucoin GET https://openapi-v2.kucoin.com/api/v1/market/candles?
symbol=UBX-USDT&type=5min&startAt=1640317821&endAt=1640467821
429 Too Many Requests {"code":"429000","msg":"Too Many Requests"}"

Messages like:
Kucoin 429 error, avoid triggering DDosProtection backoff delay.
are logged only once for a certain period of time (default is 3600 seconds).
2021-12-25 22:32:22 +01:00