Commit Graph

8872 Commits

Author SHA1 Message Date
Matthias
648e969a7a Realign entry_pricing fields 2022-03-29 19:07:29 +02:00
Italo
a1816434b7
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-03-29 17:24:40 +01:00
Jason Risch
6b57be35e9
Update kucoin candle limit 2022-03-29 07:23:45 -07:00
Matthias
2d740230f7 price_last_balance renaming 2022-03-28 19:53:55 +02:00
Matthias
d7c6520268 Update remaining tests 2022-03-28 19:30:14 +02:00
Matthias
cee09493be Update market order validation 2022-03-28 19:25:46 +02:00
Matthias
440967e483 Update some tests 2022-03-28 19:17:22 +02:00
adriance
d6082c33a7 fix type error 2022-03-28 21:29:50 +08:00
adriance
a0971a3e2c fix using future data to fill when use timeout 2022-03-28 21:00:05 +08:00
Matthias
f70166270d Update pricing to use entry/exit pricing 2022-03-28 07:07:46 +02:00
Matthias
9f863369bd Migrate bid/ask strategy to entry/exit pricing 2022-03-27 18:58:46 +02:00
Matthias
bcf326a035 Initial steps to change bid/ask pricing to enter/exit 2022-03-27 18:03:49 +02:00
Matthias
d1f61c4cf9 Use proper fee for DCA entries 2022-03-27 17:00:45 +02:00
Matthias
30cff1bd2c Update hdf5 to not raise naturalNaming warnings 2022-03-27 16:39:34 +02:00
Matthias
d244391860 no need to "abs" cost will be fixed in ccxt 2022-03-26 19:06:37 +01:00
Matthias
f509959bd4 Update 2022-03-26 16:26:31 +01:00
Matthias
f5578aba48 Update trading_fee naming 2022-03-26 15:16:04 +01:00
Matthias
9a8c24ddf3 Update gateio to patch fees 2022-03-26 15:04:17 +01:00
Matthias
33229c91cb Add fetch_trading_fees endpoint 2022-03-26 13:53:36 +01:00
Matthias
0624817242 update unfilledtimeout settings to entry/exit 2022-03-26 11:55:11 +01:00
Matthias
6f1b14c013 Update buy_timeout and sell_timeout methods 2022-03-25 19:57:06 +01:00
Matthias
78fe29cc2d
Merge pull request #6588 from samgermain/contracts
Add amount_to_contracts and order_contracts_to_amount to exchange.stoploss
2022-03-25 19:18:01 +01:00
Matthias
46f4227329 Check if symbol is not None 2022-03-25 18:11:02 +01:00
Matthias
1c0946833d Fix bug in exit-count detection 2022-03-25 16:06:03 +01:00
Matthias
cd11ba3489 Fix naming in interface.py 2022-03-25 15:36:30 +01:00
Matthias
1ab6773257 Update todo-lev to todo 2022-03-25 15:17:46 +01:00
Matthias
f8e87e45a5
Merge pull request #6576 from samgermain/funding-tests
funding_fee tests
2022-03-25 15:11:45 +01:00
Sam Germain
054b637001 Add amount_to_contracts and order_contracts_to_amount to stoploss 2022-03-25 06:56:05 -06:00
Matthias
743a7b7849 Merge branch 'develop' into feat/short 2022-03-25 10:04:18 +01:00
Matthias
a004bcf00f Small refactor to backtesting 2022-03-25 08:03:32 +01:00
Matthias
5f71232d6f Fix doc typo 2022-03-25 07:03:50 +01:00
Matthias
dcfa3e8648 Update SellType to ExitType 2022-03-25 06:55:37 +01:00
Matthias
c07883b1f9 Move ExitCheckTuple to enums 2022-03-25 06:50:18 +01:00
Matthias
8d111d357a Update SellCheckTuple to new naming 2022-03-25 06:46:29 +01:00
Matthias
62e8c7b5b7 Rename parameter to avoid ambiguity 2022-03-25 06:39:57 +01:00
Matthias
d7f76ee452 Update confirm_trade_exit to use sell_reason terminology 2022-03-25 06:37:40 +01:00
Matthias
46ca773c25 Simplify some rpc code 2022-03-24 19:58:53 +01:00
Matthias
83f6401820 Add additional endpoints to "has_optional" dict as comments 2022-03-23 19:56:29 +01:00
Matthias
08a55d4f6d Extract supported Exchanges to exchange.common 2022-03-23 19:51:44 +01:00
Matthias
e545ac1978 Revert condition to exploit lazy evaluation 2022-03-23 19:41:57 +01:00
Matthias
7d02e81857 Remove impossible TODO 2022-03-23 19:40:40 +01:00
Matthias
3fa8327711 Remove sample_short_strategy - sample_strategy is a better long/short strategy example 2022-03-23 19:30:02 +01:00
Matthias
de6519eb05 Update config builder to include okx for futures 2022-03-23 06:56:52 +01:00
Matthias
14f9d712dc Simplify okx lev_prep 2022-03-23 06:49:17 +01:00
Matthias
5791d0a394 Align kraken._get_params with okex 2022-03-23 06:49:07 +01:00
Matthias
8a708a9892 Don't assing attributes we never use 2022-03-23 06:48:23 +01:00
Matthias
b1e3ead88b Merge branch 'develop' into feat/short 2022-03-22 20:28:38 +01:00
Matthias
247635db79 Fix tests 2022-03-22 19:28:13 +01:00
Italo
b5a346a46d Update hyperopt.py 2022-03-22 11:01:38 +00:00
Matthias
fa3c00c673 Remove some default arguments in history_utils 2022-03-22 07:20:21 +01:00
Matthias
5b4f343d36 Update buy output for backtesting 2022-03-22 06:45:36 +01:00
Matthias
08777abd85 Update backtesting output terminology to "exit" 2022-03-22 06:43:37 +01:00
Italo
2733aa33b6 Update hyperopt.py 2022-03-22 00:28:11 +00:00
Matthias
00287febc6
Merge pull request #6542 from TheJoeSchr/check_version_with_endswith
[develop] Check version with endswith
2022-03-21 22:17:39 +01:00
Matthias
487d3e891e Revert version to develop for now 2022-03-21 19:41:34 +01:00
Matthias
2c89da6bf7 Update code to properly behave when rounding open_date for funding fees 2022-03-21 19:38:27 +01:00
Matthias
35a4053dbe
Merge pull request #6561 from adrianceding/fix_taker_stake_amount
Unified taker and maker's stake amount calculation logic
2022-03-21 19:07:00 +01:00
Italo
37a43019d6 fix
- clear cache before calling `ask`
- avoid errors in case asked_non_tried has less than n_points elements
2022-03-21 11:36:53 +00:00
Matthias
4fd0681265 Combine stake_amount recalculation 2022-03-20 20:00:30 +01:00
Italo
fca93d8dfe Update hyperopt.py 2022-03-20 16:12:06 +00:00
Matthias
22206d0d76
Merge pull request #6559 from freqtrade/short_docs
Futures strategy migration docs
2022-03-20 17:12:04 +01:00
Italo
f8a674f24d make robust in case all points have been tried 2022-03-20 16:08:38 +00:00
Italo
23f1a1904b more compact 2022-03-20 16:06:41 +00:00
Italo
0fd269e4f0 typo 2022-03-20 16:03:07 +00:00
Italo
e16bb1b34e Optimize only new points
Enforce points returned from `self.opt.ask` have not been already evaluated
2022-03-20 16:02:03 +00:00
Italo
112738d68d
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-03-20 15:42:53 +00:00
Italo
d796ce0935 Update hyperopt.py
1. Try to get points using `self.opt.ask` first
        2. Discard the points that have already been evaluated
        3. Retry using `self.opt.ask` up to 3 times
        4. If still some points are missing in respect to `n_points`, random sample some points
        5. Repeat until at least `n_points` points in the `asked_non_tried` list
        6. Return a list with legth truncated at `n_points`
2022-03-20 15:41:14 +00:00
Matthias
e9c4e6a69d Update derived strategy documentation 2022-03-20 13:21:09 +01:00
Matthias
49e087df5b Allow Strategy subclassing in different files by enabling local imports 2022-03-20 13:07:06 +01:00
adriance
f01c9cd28c fix taker stake amount with leverage 2022-03-20 20:06:32 +08:00
Matthias
fcec071a08 Use order date to fetch trades
using the trade open-date may fail in case of several trade-entries spread over a longer timeperiod.

closes #6551
2022-03-20 09:46:51 +01:00
Matthias
8556e6a053 Automatically assign buy-tag to force-buys
closes #6544
2022-03-20 09:33:47 +01:00
Matthias
aceaa3faec remove last ticker_interval compatibility shim 2022-03-20 09:33:47 +01:00
Matthias
eb08b92180 Raise exception when ticker_interval is set. 2022-03-20 09:01:36 +01:00
Matthias
95f69b905a Remove ticker_interval support 2022-03-20 09:00:53 +01:00
Matthias
36287a84cb enhance migration documentation 2022-03-20 08:30:14 +01:00
Matthias
72fd937a74 INTERFACE_VERSION to 3 2022-03-20 08:30:14 +01:00
Matthias
052758bbac Refactor price and stake out of _enter_trade 2022-03-19 15:45:43 +01:00
Matthias
b292f28b35 Call leverage before custom_stake_amount to properly determine min-stake-amount 2022-03-19 15:44:37 +01:00
Matthias
7d8ca63752
Merge pull request #6550 from freqtrade/short_tickerproblems
Short tickerproblems
2022-03-19 15:43:40 +01:00
Matthias
9f34f824af Fix hyperopt when using futures markets 2022-03-19 13:20:14 +01:00
Matthias
97c1316bf1 Add new validation to validate excludes 2022-03-18 19:26:54 +01:00
Matthias
d32153c8d3 Validate pricing configuration 2022-03-18 17:07:12 +01:00
Matthias
2791e799ee Rename tickers_has_quoteVolume 2022-03-18 16:49:37 +01:00
Matthias
1de5d2fb94 Remove unnecessary condition 2022-03-18 16:44:27 +01:00
Matthias
0c63c0bbb3 Update Gateio stoploss adjust 2022-03-18 10:41:38 +01:00
Matthias
f37038fb7d Fix gateio stoploss_adjust header 2022-03-18 10:35:00 +01:00
Matthias
7868e50141 Merge branch 'develop' into feat/short 2022-03-18 08:18:17 +01:00
Matthias
208a139d2b Incorporate fetch_bids_asks to allow binance spread filter to work
closes #6474
2022-03-18 07:08:16 +01:00
Matthias
fdce055061 Update deep_merge_dicts to disallow null-overrides 2022-03-18 06:58:22 +01:00
Matthias
b56aab0bdf Update Volumepairlist type 2022-03-18 06:34:35 +01:00
Matthias
f55db8e262 Spreadfilter should fail to start if fetchTickers is not supported 2022-03-17 20:21:10 +01:00
Matthias
1299a703e2 Implement fix for okx futures not having quoteVolume 2022-03-17 20:15:51 +01:00
Matthias
a13b633c56 update VOlumepairlist to also work without tickers 2022-03-17 20:11:56 +01:00
Matthias
b6a6aa48c9 Create separate _ft_has_futures dict 2022-03-17 20:05:05 +01:00
Matthias
96bf82dbc6 Remove gateio broker program 2022-03-17 17:06:10 +01:00
Matthias
6024fa482e Use brackets to break IF lines 2022-03-17 07:41:08 +01:00
Matthias
9b2ec5e653 Fix missleading variable naming 2022-03-17 06:58:08 +01:00
Matthias
d6309449cf Fix short bug where close_rate is wrongly adjusted 2022-03-16 20:12:09 +01:00
Matthias
a89c1da19f Fix 2 bugs in ROI calculation 2022-03-16 20:12:09 +01:00
froggleston
162e94455b Add support for storing buy candle indicator rows in backtesting results 2022-03-16 12:16:24 +00:00
Matthias
7c9d2dd20a Fix a few more short bugs in backtesting 2022-03-16 07:00:50 +01:00
Joe Schr
47317e0f06 version: use 'contains' to check for "develop" instead of literal comparison 2022-03-15 21:08:37 +01:00
adriance
ceba4d6e9b Remove meaningless code 2022-03-15 14:03:06 +08:00
Matthias
cbbdf00ddd Update comments in short backtest rates 2022-03-15 06:39:07 +01:00
Matthias
ebd61ebdef
Merge pull request #6513 from samgermain/gateio-stoploss
Gateio stoploss on exchange
2022-03-15 06:27:54 +01:00
adriance
fd211166f0 fixed side error 2022-03-15 12:23:59 +08:00
adriance
7059892304 Optimize the code. Fix stop_rate judgment error 2022-03-15 12:04:02 +08:00
Matthias
18030a30e7 Add exchange parameter to test-pairlist command
This will allow for quick tests of the same pairlist config against
multiple exchanges.
2022-03-14 19:21:58 +01:00
adriance
31182c4d80 format 2022-03-14 18:38:44 +08:00
adriance
26a74220fd remove buy filled logic 2022-03-14 13:43:42 +08:00
adriance
bea38a2e7c remove filled date logic 2022-03-14 13:42:52 +08:00
adriance
a750369796 adjust none 2022-03-14 12:09:13 +08:00
adriance
f9e93cf3f8 fix buy filled date none 2022-03-14 11:55:36 +08:00
adriance
3d9c55d519 restore set_isolated_liq 2022-03-14 11:29:26 +08:00
adriance
c9bbc4a824 Merge branch 'feat/short' into fs_fix 2022-03-14 11:26:04 +08:00
Matthias
c63b5fbbbf Use last to get rates for /balance endpoints 2022-03-13 17:53:52 +01:00
Matthias
d5f0c6c78d Exclude alternative candletypes from timeframe check 2022-03-13 16:16:48 +01:00
Matthias
cfa9458bcc Merge branch 'develop' into feat/short 2022-03-13 15:38:12 +01:00
Matthias
3133be19e3 Update precisionfilter to use last instead of ask or bid. 2022-03-13 15:23:01 +01:00
Matthias
7146122f4a Update docstring 2022-03-13 15:06:32 +01:00
Matthias
b8b56d95f3 Update missleading docstring 2022-03-13 14:57:32 +01:00
Matthias
9107819c95 Fix order migration "forgetting" average 2022-03-13 14:42:15 +01:00
adriance
0fce0f64d1 Merge branch 'feat/short' into fs_fix 2022-03-13 14:41:22 +08:00
adriance
52bf926066 fix duplicate long 2022-03-13 12:26:57 +08:00
adriance
56c4ea6619 Merge branch 'feat/short' into fs_fix 2022-03-13 12:13:33 +08:00
Sam Germain
843606c9cb gateio stoploss adjust 2022-03-12 20:14:23 -06:00
Sam Germain
7e7e596372 Revert "moved binance.stoploss_adjust to exchange class"
This reverts commit 6bb93bdc25.
2022-03-12 20:07:50 -06:00
Sam Germain
bf5afbcdbd Merge branch 'develop' into gateio-stoploss 2022-03-12 19:50:46 -06:00
Matthias
f343036e66 Add stoploss-ordertypes mapping for gateio 2022-03-12 19:23:20 +01:00
Matthias
b044dd2c45 Update custom_sell to custom_exit 2022-03-12 11:37:56 +01:00
Matthias
fe62a71f4c Simplify implementation of "check_override" by extracting it to function 2022-03-12 10:58:48 +01:00
Matthias
6946203a7c Add tests and test-strategies for custom "implements" requirements 2022-03-12 10:05:16 +01:00
adriance
b5662d6547 Merge branch 'feat/short' into fs_fix 2022-03-12 16:50:27 +08:00
Matthias
9460fd8d75 Add Appropriate test for loading error 2022-03-12 09:49:20 +01:00
Matthias
28046c6a22 Change populate_buy_trend to populate_entry_trend 2022-03-12 09:38:28 +01:00
Matthias
efc313b28b
Merge pull request #6512 from freqtrade/short_order_types
Short order types renamal
2022-03-12 09:32:16 +01:00
Matthias
b9b5d749bb Fix typo causing an implicit bug 2022-03-12 08:58:59 +01:00
Matthias
12c909d8a8 Add can_short to sample strategies 2022-03-12 07:00:57 +01:00
Matthias
0aa170ac95 Check can_short in live-mode as well. 2022-03-12 06:58:22 +01:00
Matthias
20fc9459f2 Add test for can_short strategy attribute 2022-03-11 19:37:45 +01:00
Matthias
1c9dbb512a Initial attempt at is_short_strategy block 2022-03-11 19:29:40 +01:00
Italo
d2a5448305 Update hyperopt.py 2022-03-11 17:38:32 +00:00
Italo
1a573d57b9
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-03-11 17:36:00 +00:00
Matthias
11c76c3c89 Check if timeframe is available before calling exchange
closes #6517
2022-03-11 18:01:30 +01:00
adriance
51947ded6b Merge branch 'feat/short' into fs_fix 2022-03-11 22:35:35 +08:00
Matthias
24f480b4ce Double-check stoploss behaviour
closes #6508
2022-03-11 08:28:47 +01:00
Matthias
f6c263882d Update outdated TODO-lev 2022-03-10 07:09:48 +01:00
Matthias
cb9da78a27 Merge branch 'develop' into feat/short 2022-03-10 06:54:20 +01:00
Matthias
98755c1874 Fix wrong estimated output from /balance endpoints 2022-03-10 06:47:17 +01:00
Sam Germain
6bb93bdc25 moved binance.stoploss_adjust to exchange class 2022-03-09 15:47:16 -06:00
Matthias
0d754111e9 Fix dry-run-wallets bug in case of futures 2022-03-09 19:02:22 +01:00
Matthias
6e10439f90 Map usdt fiat to correct coingecko fiat 2022-03-09 17:35:41 +01:00
adriance
499e9c3e98 fix duration 2022-03-10 00:34:59 +08:00
adriance
d579febfec add filled time 2022-03-09 23:55:57 +08:00
adriance
1c86e69c34 use filled time calculate duration 2022-03-09 21:55:13 +08:00
adriance
82e0eca128 add short close rate calu 2022-03-09 20:00:06 +08:00
Sam Germain
d47274066e Added stoploss_on_exchange flag to gateio 2022-03-09 01:05:21 -06:00
Sam Germain
e3ced55f5c gateio.fetch_order and gateio.cancel_order 2022-03-09 00:45:50 -06:00
Sam Germain
61182f849b exchange.fetch_order and exchange.cancel_order added params argument 2022-03-09 00:45:10 -06:00
Matthias
93a91bdeee Update order_Types documentation 2022-03-09 07:44:21 +01:00
Matthias
50ab0dc6c5 Fix subtle bug 2022-03-09 07:04:59 +01:00
Matthias
66afc233db Use Deprecated method for order_Time_in_force 2022-03-09 06:54:13 +01:00
Matthias
943d080f5e Add test for order-types migration 2022-03-09 06:37:08 +01:00
Matthias
420cc5c595 deprecated-setting moval should delete old setting 2022-03-09 06:37:08 +01:00
Matthias
5d4386f037 Implement order_types validation 2022-03-09 06:37:08 +01:00
Matthias
e492bf3159 Update order_types to use entry/exit definition 2022-03-09 06:37:08 +01:00
Matthias
f2ed6165e9 convert price to precision price before verifying stoploss adjustment
closes #6504
2022-03-08 19:35:30 +01:00
dingzhoufeng
9facd5b52a Merge branch 'feat/short' into fs_fix 2022-03-08 15:14:11 +08:00
dingzhoufeng
53ecdb931b add leverage 2022-03-08 12:26:43 +08:00
Matthias
3ff261e22c Update order time in force to use entry/exit wording 2022-03-07 19:55:15 +01:00
Matthias
d2a163e2cf rename column to liquidation_price 2022-03-07 17:16:33 +01:00
Matthias
6360ef029c Simplify and align liquidation price handling 2022-03-06 16:27:55 +01:00
Matthias
667054e1ad Reorder methods in trade object 2022-03-06 15:07:07 +01:00
Matthias
46e17c9762 Fix stoploss_pct set wrongly for short trades 2022-03-06 15:07:04 +01:00
Matthias
cc38f0656d Explicitly check for None to determine if initial stoploss was set
closes #6460
2022-03-06 15:06:57 +01:00
Matthias
76e5d5b232 Fix stake-amount handling for dry-run 2022-03-05 15:53:40 +01:00
Matthias
be4bc4955c Explicitly check for None to determine if initial stoploss was set
closes #6460
2022-03-05 14:12:14 +01:00
Matthias
2b1a8f2fbb Update binance stoploss to use correct stop order for futures 2022-03-05 13:57:54 +01:00
Matthias
8943d42509 Update telegram notifications to properly detect shorts 2022-03-04 19:42:33 +01:00
Matthias
9576fab621 Re-remove amount to precision from trade entry 2022-03-04 07:16:06 +01:00
Matthias
cee126a2cf extract stop_limit-rate calculation 2022-03-04 07:10:14 +01:00
Matthias
62dcebee46 Update stoploss method to new functionality 2022-03-04 07:07:34 +01:00
Matthias
0622654bcf Give tests a chance to pass 2022-03-04 06:50:42 +01:00
Sam Germain
488da9b875 Merge branch 'develop' into feat/short 2022-03-03 13:51:52 -06:00
Matthias
5ab72ac082 chore: realign enums imports 2022-03-03 07:07:33 +01:00
Matthias
9bcc79e118 Use parsed TradingMode from config 2022-03-03 07:06:13 +01:00
Matthias
f558d4b132
Merge pull request #6467 from samgermain/backtest-liq
Liquidation price in backtesting
2022-03-03 06:50:32 +01:00
Matthias
761ac6685a
Merge pull request #6489 from samgermain/gateio-market
gateio market orders futures
2022-03-03 06:34:06 +01:00
Sam Germain
dfb72d8a2f gateio market orders futures 2022-03-02 21:37:53 -06:00
Italo
0804ef411b
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-03-03 01:44:41 +00:00
Matthias
e9456cdf15 Update trade response to use a single Order object 2022-03-02 19:58:08 +01:00
Matthias
17c9c3caf3 Enable orders via API 2022-03-02 19:58:08 +01:00
Matthias
eb30c40e0c Fix hyperopt for futures 2022-03-02 19:50:16 +01:00
Matthias
c5cf73e67b hdf5 datahandler should also create directory 2022-03-02 19:41:14 +01:00
Matthias
d4fbb785b5
Merge pull request #6458 from stash86/pos_adjust
Hide sell_reason if a trade is still open
2022-03-02 07:23:49 +01:00
Matthias
f74de1cca3 Improve Backtesting "wrong setup" message to include tradable_balance 2022-03-01 19:46:13 +01:00
Matthias
54165662ce Don't require unfilledtimeout, it's optional. 2022-03-01 19:41:26 +01:00
Matthias
69cfb0b278 Revert change to telegram - this should be handled at the source 2022-03-01 19:32:25 +01:00
Matthias
c2b90afa61 Merge branch 'develop' into pr/stash86/6458 2022-03-01 19:31:36 +01:00
Matthias
a2c9879375 Reset sell-reason if order is cancelled 2022-03-01 19:30:16 +01:00
Matthias
736a930152 Update small things 2022-03-01 19:23:14 +01:00
Matthias
f26247e8e0 Revert wrong version string 2022-03-01 19:08:04 +01:00
Matthias
e8206bc751 Simplify backtesting enter_Trade 2022-02-28 20:10:23 +01:00
Matthias
1b07ad92cf Merge branch 'feat/short' into pr/samgermain/6467 2022-02-28 20:07:19 +01:00
Matthias
c745f5828c Update comments to clarify it's supposed to be a "offline" call 2022-02-28 20:05:14 +01:00
Matthias
79538368db Simplify liquidation price calculation 2022-02-28 19:47:21 +01:00
Matthias
ab46476e63 Rename get_liquidation method 2022-02-28 19:42:26 +01:00
Matthias
1d27cbd01f Simplify leverage_prep interface 2022-02-28 19:34:10 +01:00
Matthias
8e2d3445a7 Move leverage_prep calculations to exchange class 2022-02-28 19:29:42 +01:00
Matthias
bc92225441 Add todo about leverage_prep 2022-02-28 19:23:14 +01:00
Matthias
68bc2a6107 Add huobi to ccxt compat tests 2022-02-28 07:00:52 +01:00
Matthias
7948224892 leverage_prep should also becalled after filling a entry ordre 2022-02-27 21:14:28 +01:00
Sam Germain
b103045a05 backtesting._enter_trade update liquidation price on increased position 2022-02-27 12:09:45 -06:00
Sam Germain
6fdcc714bf backtesting margin_mode key fix 2022-02-27 11:59:27 -06:00
Matthias
437b12fab7 Use trade.* props where possible 2022-02-27 17:16:38 +01:00
Matthias
33be14e7e2 Update stake_amount calculation with multiple entries when using leverage 2022-02-27 17:09:29 +01:00
Matthias
0ebf40f390 Don't call amount_to_precision twice on entry 2022-02-27 15:57:44 +01:00
Matthias
1b6548c8d8 Don't modify leverage through DCA 2022-02-27 15:44:23 +01:00
Matthias
536f54cfc6 is_short for forceentries 2022-02-27 15:44:23 +01:00
Matthias
f0f5a50975 Update tests to test DCA for shorts 2022-02-27 15:44:23 +01:00
Matthias
eed516a5c6 Update DCA logic to some extend 2022-02-27 15:44:23 +01:00
Matthias
bcfa73d492 Add "nr_of_successfull_entries" 2022-02-27 15:44:23 +01:00
Sam Germain
8af2ea754f add margin mode to backtesting 2022-02-26 14:11:21 -06:00
Sam Germain
78194559f4 persistence.adjust_stop_loss accounts for leverage 2022-02-26 13:55:37 -06:00
Sam Germain
ac433eebfe stoploss in freqtradebot leverage adjustment 2022-02-26 13:55:37 -06:00
Sam Germain
6dbd249570 backtesting._enter_trade get liquidation_price and backtesting._leverage_prep 2022-02-26 13:55:01 -06:00
Matthias
92ad353169 Fix OKX exception 2022-02-26 20:13:24 +01:00
Sam Germain
fbcd260bf6 flake8 import issues 2022-02-26 09:05:51 -06:00
Sam Germain
f5ea7827e0 removed gateio.get_max_leverage and gateio.get_maint_ratio_and_amt 2022-02-26 09:05:51 -06:00
Sam Germain
6cd01c45d5 exchange.get_leverage_tiers and exchange.get_market_leverage_tiers 2022-02-26 09:05:51 -06:00
Sam Germain
c7e87e86e2 added exception handlers to fetch_market_leverage_tiers 2022-02-26 09:05:51 -06:00
Sam Germain
b61cfada6d moved okex.load_leverage_tiers to new method 2022-02-26 09:05:51 -06:00
Matthias
79ddc9abaa
Merge pull request #6423 from samgermain/wallet-amt
Futures wallet amount
2022-02-26 15:55:28 +01:00
Matthias
41316abb55 Sort supported exchanges alphabetically 2022-02-26 14:57:17 +01:00
Matthias
14d49e85af Update Huobi stoploss to shared method 2022-02-26 14:57:13 +01:00
Matthias
a1f2f6ddeb Updates required for huobi datadownload 2022-02-26 10:33:37 +01:00
Matthias
f3421dfa9f Use unified stopPrice argument 2022-02-26 10:33:37 +01:00
Matthias
292c350885 Add stoploss support for huobi 2022-02-26 10:33:36 +01:00
Matthias
9504b3eb05 Improve huobi config generation 2022-02-26 10:33:11 +01:00
Matthias
ee7bc55727 Add huobi to Exchange setup 2022-02-26 10:33:11 +01:00
Matthias
2ec1a7b370 Add huobi exchange class 2022-02-26 10:33:11 +01:00
Matthias
3942b30ebf Add kraken TODO 2022-02-26 08:34:23 +01:00
Matthias
6caa5f7131 Update dry-run behaviour 2022-02-26 08:25:42 +01:00
Matthias
0749199097 Add stoploss tests for kucoin 2022-02-26 08:25:42 +01:00
Matthias
768b526c38 Add kucoin stoploss on exchange 2022-02-26 08:25:42 +01:00
Matthias
7ba92086c9 Make stoploss method more flexible 2022-02-26 08:25:42 +01:00
Matthias
ea197b79ca Add some more logic to stoploss 2022-02-26 08:25:42 +01:00
Matthias
1d57ce19eb Move stoploss -limit implemenentation to exchange class, as this seems to be used by multiple exchanges. 2022-02-26 08:25:42 +01:00
Matthias
7883160ce0 Update to fstrings 2022-02-26 08:23:13 +01:00
Matthias
018c620057 Fix 0 Division error on exchanges without average
closes #6461
2022-02-26 08:19:45 +01:00
Italo
8d9d003671
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-02-25 17:58:57 +00:00
Matthias
551fe7d820
Merge pull request #6440 from clover-es/feat/short
Add leverage strategy to new-strategy command
2022-02-25 15:18:46 +01:00
Matthias
5826698c04 Don't emergencysell partial sold exit
closes #6457
2022-02-25 15:07:35 +01:00
Matthias
3c88b4cf0c Merge pull request #6416 from froggleston/patch-2 2022-02-25 11:58:43 +01:00
Matthias
3b1b66bee8 Prevent backtest starting when not in webserver mode
#6455
2022-02-25 07:40:49 +01:00
Stefano Ariestasia
df726a54f8 cater for case where sell limit order expired 2022-02-25 00:20:53 +00:00
Matthias
9901decf0d Rename get_positions to fetch_positions to align with ccxt naming 2022-02-24 20:05:56 +01:00
Matthias
62c42a73e2 Add initial rpc test 2022-02-24 20:05:56 +01:00
Matthias
d07a24a54f Update tests for new wallet RPC structure 2022-02-24 20:05:56 +01:00
Matthias
13e74c5693 Add dry-run position wallet calculation 2022-02-24 20:05:56 +01:00
Matthias
6562511137 add trade_direction to trade object 2022-02-24 20:05:56 +01:00
Matthias
a2b17882e6 Don't use separate position field in /currency endpoint 2022-02-24 20:05:56 +01:00
Matthias
4b27bd9838 don't fetch free balance if we don't use it 2022-02-24 20:05:56 +01:00
Matthias
e54e6a7295 Update wallets to also keep Positions 2022-02-24 20:05:56 +01:00
Matthias
ed65692257 add get_position exchange wrapper 2022-02-24 20:05:56 +01:00
Sam Germain
9f4f65e457 exchange.get_balances minor fix 2022-02-24 20:05:56 +01:00
Sam Germain
f336e7fc5b exchange.get_balances futures shorts taken out 2022-02-24 20:05:56 +01:00
Sam Germain
f67e0bd6dd wallet amount for futures 2022-02-24 20:05:56 +01:00
Matthias
fd936e26ae Merge branch 'develop' into feat/short 2022-02-24 19:56:42 +01:00
Matthias
42df65d4ec Make sure backtesting is cleaned up in tests 2022-02-24 14:22:49 +00:00
Matthias
d973ba1f5d Add leverage callback to advanced template 2022-02-23 20:19:52 +01:00
Matthias
c51603b110 Slightly improve formatting, Point to documentation 2022-02-23 20:16:52 +01:00
Matthias
53452c8d64
Merge pull request #6437 from freqtrade/update_trade
Migrate trade updating to use order model
2022-02-23 19:56:02 +01:00
Matthias
8952829adc Merge branch 'develop' into feat/short 2022-02-23 06:28:15 +01:00
Matthias
5a4f30d1bd Don't specially handle empty results. 2022-02-22 20:07:41 +01:00
Matthias
1f9ed0beff Add test for wal mode 2022-02-22 19:39:55 +01:00
Guillermo Rodríguez
8e3839c74c
Merge branch 'freqtrade:feat/short' into feat/short 2022-02-22 19:34:59 +01:00
Guillermo Rodríguez
95b63ea496 Add short signal to base strategy template 2022-02-22 19:33:52 +01:00
Matthias
02ce0dc02e Set journal mode to wal for sqlite databases
closes #6353
2022-02-22 19:31:58 +01:00
Matthias
70f4305dfa don't allow short trades in spot mode 2022-02-21 19:19:12 +01:00
Matthias
fddacfedaa Remove returntype 2022-02-20 16:47:02 +01:00
Matthias
a24586cd41 Update migrations for new column 2022-02-20 16:32:04 +01:00
Matthias
6fb5b22a8e Some cleanup 2022-02-20 16:31:44 +01:00
Matthias
dc7bcf5dda Update failing test 2022-02-20 14:29:26 +01:00
Matthias
db540dc990 Orders should also store fee if in receiving currency 2022-02-20 14:24:27 +01:00
Matthias
c3c815e794
Merge pull request #6425 from samgermain/stake-amount
leverage in trade.stake_amount calculation
2022-02-19 20:11:23 +01:00
Matthias
e9f451406c Use correct order id 2022-02-19 16:43:38 +01:00
Matthias
874c161f78 Update more tests to use order_obj to update trade 2022-02-19 16:43:38 +01:00
Matthias
508e677d70 Fix some tests to call update_trade with order object 2022-02-19 16:43:38 +01:00
Matthias
1b1216fc87 Rename update_trade method 2022-02-19 16:43:38 +01:00
Matthias
c13eed2178 use Order object to update trade 2022-02-19 16:43:38 +01:00
Matthias
d610b6305d Improve /balance output by removing trailing zeros 2022-02-19 16:40:30 +01:00
Matthias
a7a25bb285 Update "round coin value" to trim trailing zeros 2022-02-19 16:40:26 +01:00
Matthias
a32aed2225 Update FTX stoploss code to avoid exception for stoploss-market orders
closes #6430, closes #6392
2022-02-19 10:07:32 +01:00
Matthias
3785f04be7 Handle empty min stake amount as observed on FTX
(closes #6429)
2022-02-19 06:39:43 +01:00
Matthias
f0cbc47bb1
Merge pull request #6373 from samgermain/leverage-tiers
Leverage tiers
2022-02-17 20:23:33 +01:00
Matthias
e981d644e1 Add toto-lev for order-leverage 2022-02-16 19:24:59 +01:00
Sam Germain
a37287d9ba test__get_params 2022-02-16 10:06:27 -06:00
Sam Germain
124532a4b7 maintenanceMarginRatio -> maintenanceMarginRate 2022-02-16 09:04:43 -06:00
Matthias
877a0750ce
Merge pull request #6417 from freqtrade/fix/6261
Attempt fix for #6261
2022-02-16 15:48:57 +01:00
Sam Germain
a65dcc709e leverage in trade.stake_amount calculation 2022-02-16 08:09:43 -06:00
Sam Germain
88a8ff2f4e Merge branch 'feat/short' into leverage-tiers 2022-02-16 08:05:51 -06:00
Matthias
de26844578
Merge pull request #6397 from samgermain/todos
edited todo-lev comments
2022-02-16 13:36:17 +01:00
Sam Germain
6697333118 Merge branch 'todos' of https://github.com/samgermain/freqtrade into todos 2022-02-16 05:47:49 -06:00
Sam Germain
a9eb8ce1bf added todos back in 2022-02-16 05:47:41 -06:00
Sam Germain
c70050e750 fixed test_load_leverage_tiers 2022-02-16 05:26:52 -06:00
Sam Germain
3bfd9186f7 gateio.get_max_leverage small fix 2022-02-16 04:05:27 -06:00
Sam Germain
dbd2df6406 Merge branch 'leverage-tiers' of https://github.com/samgermain/freqtrade into leverage-tiers 2022-02-16 03:50:24 -06:00
Sam Germain
c9da6f480f gateio get_max_leverage and get_maintenance_ratio_and_amt temporary solution 2022-02-16 03:36:08 -06:00
Matthias
ff5b3c323a Fix okx trading mode 2022-02-16 09:13:49 +01:00
Matthias
78a93b6052 noqa 2022-02-15 20:15:03 +01:00
Italo
88459acbeb
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-02-15 19:10:49 +00:00
Matthias
3787b747ae Simplify api schema by not using union types 2022-02-15 20:07:02 +01:00
Matthias
7f7c395b10 Add exception handling for lev_prep in okx 2022-02-15 19:30:02 +01:00
Matthias
64b98989d2 Update open candle ROI condition 2022-02-15 19:25:32 +01:00
Matthias
33cc5e0ac7 Use kwargs for set_leverage 2022-02-15 18:56:58 +01:00
Matthias
c37f03a638 Update static-markets to include futures pair 2022-02-15 08:04:16 +01:00
Matthias
1bae18c60a Update decorator locations 2022-02-15 07:11:07 +01:00
Matthias
324fdcedb1 Attempt test fix 2022-02-15 06:59:10 +01:00
Sam Germain
5f42ebfa4c
Update candletype.py 2022-02-14 23:53:10 -06:00
Sam Germain
ae249a0f97 Merge branch 'leverage-tiers' of https://github.com/samgermain/freqtrade into leverage-tiers 2022-02-14 17:36:47 -06:00
Sam Germain
3753df26fc fixed tests 2022-02-14 17:34:59 -06:00
Sam Germain
f4a57b71e7 Filled in test_load_leverage_tiers_okx 2022-02-14 16:53:29 -06:00
Matthias
30f6dbfc40 Attempt fix for #6261 2022-02-14 20:02:38 +01:00
Matthias
513669f834 Be verbose on okex startup to point out delay. 2022-02-14 19:44:05 +01:00
Sam Germain
a2b84561fe removed a todo 2022-02-14 10:00:03 -06:00
Sam Germain
19783e0d39 edited todos 2022-02-14 09:02:55 -06:00
Matthias
09cc43b533 Test short trade exiting 2022-02-13 16:33:06 +01:00
Matthias
2523c12c71 Small enhancements and notes 2022-02-13 14:33:37 +01:00
Matthias
ad801e05f7 Filter loadable leverage tiers to stake-currency pairs 2022-02-13 13:05:57 +01:00
Matthias
7f0cedc769 Use "is_future" to check for futures markets 2022-02-13 12:54:49 +01:00
Matthias
eaf13f96f7 Use exchange_has to check for ccxt properties 2022-02-13 12:48:28 +01:00
Sam Germain
8fe3f0c933 fix breaking tests 2022-02-12 23:08:42 -06:00
Sam Germain
7a0f7da128 okex loads all leverage tiers at beginning, removed get tiers for pair 2022-02-12 23:02:16 -06:00
Sam Germain
8657e99c26 trimmed down get_maintenance_ratio_and_amt, now requires fetchLeverageTiers 2022-02-12 23:02:16 -06:00
Sam Germain
03b3756e4b strengthened and fixed leverage_tier tests 2022-02-12 23:02:16 -06:00
Sam Germain
4a1ed01708 get_maintenance_ratio_and_amt tests 2022-02-12 23:02:16 -06:00
Sam Germain
60a45ff394 exchange.get_max_leverage de-complex 2022-02-12 23:02:16 -06:00
Sam Germain
41ab20d949 get_max_leverage checks if the number of tiers is < 1 2022-02-12 23:02:15 -06:00
Sam Germain
fa2c9fc51f replaced mmr_key with unified maintenanceMarginRate 2022-02-12 23:02:15 -06:00
Sam Germain
e987e0e2a9 exchange minor fixes 2022-02-12 23:02:15 -06:00
Sam Germain
f3cb7e90e0 moved get_leverage_tiers_for_pair to be with other leverage_tier methods 2022-02-12 23:02:15 -06:00
Sam Germain
5f07546b86 moved leverage_tier caching to get_leverage_tiers_for_pair 2022-02-12 23:02:15 -06:00
Sam Germain
eb72e5cc42 Added some exchange leverage tier tests 2022-02-12 23:02:15 -06:00
Sam Germain
18b4d0be95 fixed error with exchange.fill_leverage_tiers 2022-02-12 23:02:14 -06:00
Sam Germain
41d8330fbc freqtrade.exchange edited load_leverage_tiers 2022-02-12 23:02:14 -06:00
Sam Germain
0b717fbace okex.load_leverage_tiers 2022-02-12 23:02:14 -06:00
Sam Germain
42e36f44f8 replaced "leverage" with "tiers" 2022-02-12 23:02:14 -06:00
Sam Germain
6b9915bc73 moved fill_leverage_brackets and get_max_leverage to base exchange class, wrote parse_leverage_tier and load_leverage_brackets 2022-02-12 23:02:14 -06:00
Sam Germain
a99cf2eeed redid get_max_leverage 2022-02-12 23:02:07 -06:00
Sam Germain
720a86778e okex.get_max_pair_stake_amount 2022-02-12 23:01:39 -06:00
Sam Germain
a5aba4813d moved get_maintenance_ratio_and_amt to base.exchange. Wrote get_leverage_tiers. Added mmr_key to exchange._ft_has 2022-02-12 23:01:30 -06:00
Sam Germain
fc2d3649a1 edited todos 2022-02-12 16:23:14 -06:00
Matthias
c769e9757d Improve "order refind" to also work for stoploss orders 2022-02-12 20:13:12 +01:00
Matthias
119d4d5204 select_order should use ft_order_side, not the exchange specific one 2022-02-12 17:06:03 +01:00
Matthias
ee5f05208e
Merge pull request #6394 from samgermain/todos
todo removal
2022-02-12 15:44:42 +01:00
Matthias
fad243e28d
Keep short edge support as regular TODO 2022-02-12 15:43:52 +01:00
Matthias
08803524bd align variable naming to use current_time 2022-02-12 15:21:46 +01:00
Sam Germain
ca993c83ea todo removal 2022-02-11 23:37:31 -06:00
Sam Germain
6ae85f9be1 fixed liq-buffer tests 2022-02-11 19:38:59 +01:00
Sam Germain
fb3a6e2ce8 added liquidation_buffer to constants.py 2022-02-11 19:38:59 +01:00
Sam Germain
3c3675ea1a moved liquidation_buffer to exchange class, add check for valid liquidation_buffer values 2022-02-11 19:38:59 +01:00
Sam Germain
e5d68f12d2 Added liquidation_buffer to freqtradebot 2022-02-11 19:38:58 +01:00
Matthias
d0adc4ee62
Merge pull request #6391 from lukasgor/lg/feat/add-buy-tag-to-forcebuy
feature: add buy tag to forcebuy
2022-02-11 19:37:46 +01:00
Matthias
c9cfc246f1 Sort /forcebuy pairs alphabetically, add cancel button
closes #6389
2022-02-11 19:37:35 +01:00
Matthias
0c6d92a7a6 Merge branch 'develop' into feat/short 2022-02-11 17:02:04 +01:00
lukasgor
6511b3bec2 fix: rename buy_tag to entry_tag 2022-02-11 15:31:15 +01:00
lukasgor
d563bfc3d0 feature: add buy tag to forcebuy 2022-02-11 13:38:33 +01:00
Matthias
6a59103869 update wallets in backtesting to ensure a fresh wallet is used
closes #6388
2022-02-10 19:40:36 +01:00
Sam Germain
553da850ce binance futures stoploss 2022-02-10 09:43:32 -06:00
Matthias
be84a028c1 Avoid mixed types in the api for /stats 2022-02-10 07:03:19 +01:00
Matthias
af984bdc0d Update comment regarting NaT replacement 2022-02-09 09:32:53 +01:00
Matthias
2e41d80a2c
Merge pull request #6340 from TheJoeSchr/frequi-datetime
freqUI: fix can't import backtest with missing datetime data
2022-02-09 07:21:30 +01:00
Matthias
9f47853661
Merge pull request #6235 from freqtrade/backtest_order_timeout
Backtest order timeout
2022-02-09 07:12:35 +01:00
Matthias
45c03f1440 Docstrings are evaluated, while comments are not 2022-02-09 07:02:44 +01:00
Matthias
4e2f06fe9c Simplify band-aid code 2022-02-09 06:48:26 +01:00
Matthias
6191288ff9 Add test for NaT problematic 2022-02-09 06:36:17 +01:00
Matthias
1d10d2c87c Okex -> okx 2022-02-08 19:45:39 +01:00
Matthias
172e018d2d Add probit to list of non-working exchanges
closes #6379
2022-02-08 19:21:27 +01:00
Matthias
dcf8ad36f9 Backtesting should not allow unrealistic (automatic-filling) orders. 2022-02-08 19:12:01 +01:00
Joe Schr
926b017981 Fix freqUI charts not displaying when dtype(datetime) column has NaT values
fix dataframe_to_dict() issues by replacing NaT empty string and
prepare for proper `.replace({NaT})` fix
2022-02-08 17:09:37 +01:00
Joe Schr
118ae8a3d0 Fix api_schemas/json_encoders by manually converting NaT values to empty Strings
makes import of datetime columns more robust by first checking
if value is null because strftime can't handle NaT values

use `isnull()` because it handles all NaN/None/NaT cases
2022-02-08 17:09:29 +01:00
Matthias
b192c82731 Only call "custom_exit_price" for limit orders 2022-02-08 07:10:54 +01:00
Matthias
535bbd681f
Merge pull request #6362 from ediziks/add-profit-drawdown-hypeloss
Add ProfitDrawdownHyperoptLoss method
2022-02-07 19:37:35 +01:00
Matthias
036c2888b4 Track timedout entry/exit orders 2022-02-07 18:49:30 +01:00
zx
4bce64b427 commented method deletition 2022-02-07 14:12:07 +01:00
Sam Germain
33b04b1992 deleted outdated todos 2022-02-07 02:47:18 -06:00
zx
7811a36ae9 max_drawdown_abs calc fix & .DS_Store deletition 2022-02-07 07:44:13 +01:00
zx
8cdb6e0774 DRAWDOWN_MULT back to a higher value as built-in for safer HOs first 2022-02-07 06:31:16 +01:00
zx
2893d0b50d proper var name 2022-02-07 06:22:27 +01:00
Stefano Ariestasia
099a03f190 flake8 2022-02-07 01:52:59 +00:00
Stefano Ariestasia
6d91a5ecbd Change "buy" and "sell" to "entry" and "exit" 2022-02-07 01:40:05 +00:00
zx
7d3b80fbde isort fix and leftover cleaning 2022-02-06 21:09:40 +01:00
Matthias
fe33b86308
Merge pull request #6360 from stash86/pos_adjust
Hide some lines for /status when a trade is closed
2022-02-06 17:08:37 +01:00
Italo
d03378b1df Update hyperopt.py 2022-02-06 15:32:59 +00:00
zx
6b5f63d4d6 change profit_ratio by profit_abs 2022-02-06 16:28:01 +01:00
Matthias
5eb5029856 Performancefilter - improve sorting
Ordering of Pairs without history should remain identical, so pairs with
positive performance move to the front, and negative pairs move to the back.

closes #4893
2022-02-06 16:19:11 +01:00
zx
0b01fcf047 Add ProfitDrawdownHyperoptLoss method 2022-02-06 15:40:54 +01:00
Matthias
303b12efd8
Merge pull request #6273 from freqtrade/pg_migrations
Update database migrations for PG and mariadb
2022-02-06 14:39:02 +01:00
Matthias
da73e754b4 Explicit map coingecko symbol to ID for bnb and sol
closes #6361
2022-02-06 14:20:09 +01:00
Matthias
644442e2f9 Track timedout orders 2022-02-06 13:37:31 +01:00
Matthias
17d748dd4c Improve handling of left_open_trades 2022-02-06 13:19:00 +01:00
Italo
adf8f6b2d5 Update hyperopt.py 2022-02-06 10:33:49 +00:00
Stefano Ariestasia
2a3ab1ef61 1 more line to be hidden 2022-02-06 07:08:27 +00:00
Stefano Ariestasia
4cf514e293 fix flake8 2022-02-06 03:16:56 +00:00
Stefano Ariestasia
131b2d68d8 reduce complexity (flake8) 2022-02-06 03:04:23 +00:00
Stefano Ariestasia
0477070faa hide some lines if trade is closed 2022-02-06 02:49:02 +00:00
Stefano Ariestasia
c4a54cc9cd refinement of status 2022-02-06 02:31:14 +00:00
Stefano Ariestasia
cfaf13c90f update 2022-02-06 02:21:16 +00:00
Italo
6c1729e20b ignore warnings 2022-02-06 01:07:30 +00:00
Sam Germain
e0d42ad9a7
Update backtesting.py 2022-02-05 18:29:48 -06:00
Italo
6a4cae1f8c Update hyperopt.py 2022-02-06 00:17:48 +00:00
Italo
992eac9efa Update hyperopt.py 2022-02-05 17:36:19 +00:00
Matthias
808cefe526 Update order_selection logic 2022-02-05 16:28:47 +01:00
Matthias
9bf86bbe27 Extract backtesting row validation to separate function 2022-02-05 16:28:47 +01:00
Matthias
58fad72778 Update wallets when necessary
closes #6321
2022-02-05 16:28:47 +01:00
Matthias
4ea79a32e4 Use Order object for ft_timeout check 2022-02-05 16:28:47 +01:00
Matthias
1e603985c5 Extract backtesting order cancelling 2022-02-05 16:28:47 +01:00
Matthias
6637dacd7f Extract protections in backtesting 2022-02-05 16:28:47 +01:00
Matthias
7ac44380f7 Extract backtest order closing to models class 2022-02-05 16:28:46 +01:00
Matthias
090554f197 Try fill backtest order imediately for adjusted order 2022-02-05 16:28:21 +01:00
Matthias
f4149ee462 Force ROI to be within candle 2022-02-05 16:28:21 +01:00
Matthias
44e616c264 Add unfilledtimeout to required props for backtesting 2022-02-05 16:28:21 +01:00
Matthias
49cecf1cb2 Small cosmetic fix 2022-02-05 16:28:21 +01:00
Rokas Kupstys
9140679bf4 Backtest order timeout continued. 2022-02-05 16:28:21 +01:00
Rokas Kupstys
15698dd1ca Fix errors so it runs, implement timeout handling. 2022-02-05 16:28:21 +01:00
Matthias
f7a1cabe23 Add first version to fill orders "later" in backtesting 2022-02-05 16:28:21 +01:00
Matthias
c12e5a3b6c Initial idea backtesting order timeout 2022-02-05 16:28:21 +01:00
Matthias
6ed237a72a
Merge pull request #6272 from stash86/fix-docs
Add more info on Telegram's status message
2022-02-05 16:22:45 +01:00
Sam Germain
8b57827676 exchange.get_max_pair_stake_amount hard set leverage to 0 2022-02-04 14:26:15 -06:00
Joe Schr
761f7fdefb fix: linter 2022-02-04 13:14:55 +01:00
Joe Schr
e84a58de28 fix: don't use different configuration keys, just add as 2nd argument 2022-02-04 12:47:13 +01:00
Joe Schr
a3e045f69d Plotting: add alias --backtest-filename for --export-filename
makes it easier to discover how to use this argument
2022-02-04 12:47:13 +01:00
Sam Germain
dc6cb445fd Merge branch 'feat/short' into max-amount 2022-02-04 04:42:38 -06:00
Sam Germain
1824ee6b73 removed TODO 2022-02-04 04:41:41 -06:00
Sam Germain
e7d71d01c0 removed plotting todo 2022-02-03 20:39:47 -06:00
Sam Germain
3ee2b7978c wallets.validate_stake_amount added param max_stake_available 2022-02-03 20:33:16 -06:00
Sam Germain
30c476e3c1 freqtradebot.get_valid_enter_price_and_stake gets min of stake_amount and max_stake_amount before calling wallets.validate_stake_amount 2022-02-03 20:33:16 -06:00
Sam Germain
a50f4d2c57 Exchange.createOrder added * as second param 2022-02-03 20:33:16 -06:00
Sam Germain
16c2d54482 updated margin_modes 2022-02-03 20:33:16 -06:00
Sam Germain
7465037906 freqtradebot.execute_entry test for too high stake amount 2022-02-03 20:33:16 -06:00
Sam Germain
8c680d75b9 moved max_stake_amount check for None to exchange.get_max_pair_stake_amount 2022-02-03 20:33:16 -06:00
Sam Germain
6b6b35ac1c check for max stake limit in freqtradebot and backtesting 2022-02-03 20:33:04 -06:00
Sam Germain
55d91f018f exchange._get_stake_amount_limit (merged min_pair_stake_amount and get_max_tradeable amount) 2022-02-03 20:33:04 -06:00
Sam Germain
ff5fffefb4 exchange.get_max_amount_tradable looks at cost also 2022-02-03 20:33:03 -06:00
Sam Germain
6e8420914e removed unnecessary CCXT checks in exchange.get_min_pair_stake_amount 2022-02-03 20:33:03 -06:00
Sam Germain
64ad810445 Revert "moved get_max_leverage to get_min_pair_stake_amount"
This reverts commit 90e48d5b98bcfb1452aa818a3274745eac395712.
2022-02-03 20:33:03 -06:00
Sam Germain
73319a74d3 moved get_max_leverage to get_min_pair_stake_amount 2022-02-03 20:33:03 -06:00
Sam Germain
f3b42b0ef3 wrote exchange.get_max_amount_tradable 2022-02-03 20:33:03 -06:00
Sam Germain
de557f1386 models.update removed TODO-lev 2022-02-03 17:48:34 -06:00
Sam Germain
99b8a8ca79 Revert "plot.generate_candlestick_graph Added short equivelent, separating plotting scatter creation to a function"
This reverts commit 0abba7f9b7299ba3c45df6a2ba6e35ad6a19c5a0.
2022-02-03 17:48:34 -06:00
Sam Germain
84dea0339b Added todo to freqtradebot._safe_exit_amount 2022-02-03 17:48:34 -06:00
Sam Germain
edc0e9c75f backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def 2022-02-03 17:48:34 -06:00
Sam Germain
1f74cfe841 plot.generate_candlestick_graph Added short equivelent, separating plotting scatter creation to a function 2022-02-03 17:48:34 -06:00
Sam Germain
a31cf236e4 freqtradebot._safe_exit_amount, no _safe_exit_amount is needed for futures 2022-02-03 17:48:34 -06:00
Sam Germain
d5376c2c89 wrote freqtradebot.test_leverage_prep 2022-02-03 17:48:33 -06:00
Sam Germain
977f87659c edited backtesting._get_sell_trade_entry TODO: removed "Other fees" 2022-02-03 17:48:33 -06:00
Sam Germain
73d10b5c02 backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures 2022-02-03 17:48:33 -06:00
Sam Germain
64bfa118e0 freqtradebot.handle_cancel_enter todo - Check edge cases, we dont want to make leverage > 1.0 if we dont have to 2022-02-03 17:48:33 -06:00
Sam Germain
bc6614df2d fixed failing tests in tests/commands/test_commands.py by adding NONE='' option to MarginMode 2022-02-03 17:48:33 -06:00
Sam Germain
f58b92bb86 exchange.create_order removed default for leverage 2022-02-03 17:48:08 -06:00
Matthias
f8faf748df Simplify prepare_buy_details 2022-02-03 19:47:03 +01:00
Matthias
1e6362debf Add test for new /status telegram message 2022-02-03 19:41:45 +01:00
Matthias
29879bb415 Update wording to entry/exit 2022-02-03 19:11:35 +01:00
Matthias
a733a74dd9
Merge pull request #6294 from xataxxx/health
/health api and telegram commands to return last processing time
2022-02-02 19:53:45 +01:00
Matthias
a4e1aaa9bd
Merge pull request #6307 from freqtrade/bt_shift
Remove shift in analyzed dataframe columns
2022-02-02 19:52:10 +01:00
Matthias
2d45163f8f Bump version to 2022.1 2022-02-02 19:46:48 +01:00
Matthias
e95fb7ef3e Merge branch 'stable' into new_release 2022-02-02 19:46:33 +01:00
Sam Germain
179947fa72
New config (#6333)
* updated new-config to add trading_mode and margin_mode

* added trading_mode and margin_mode to config examples

* added okex config example

* new file:   config_examples/config_binance_futures.example.json

* removed trading_mode and margin_mode from base_config and binance and okex example

* deleted okex and futures config files

* updated full config file

* updated new-config command to add trading_mode and margin_mode to config

* new file:   config_examples/config_okex_futures.example.json

* removed config_okex_futures.example.json

* added trading_mode to test_start_new_config

* new-config asks exchange before asking futures

* Simplify trading_mode selection

* margin_mode is empty string for spot new configs

* build_config_commands sorted exchanges

* isort

Co-authored-by: Matthias <xmatthias@outlook.com>
2022-02-02 14:46:44 +01:00
Matthias
0058abcc2d Fix crash when no min-stake-amount could be determined 2022-02-02 12:20:05 +01:00
Sam Germain
a741356d65 okex._lev_prep, removing rounding from default set_leverage 2022-02-02 00:28:57 -06:00
Sam Germain
8e51360f75 exchange._set_leverage rounds leverage 2022-02-02 00:09:58 -06:00
Sam Germain
8a64f6a27f exchange.set_margin_mode param swap 2022-02-02 00:09:53 -06:00
Sam Germain
386be2d889 set reduceOnly for futures exit orders 2022-02-02 00:08:50 -06:00
Sam Germain
b3477c4802 _api.fetch_funding_history argument pair->symbol 2022-02-02 00:08:50 -06:00
Matthias
ac04d5852a change to margin_mode also in documentation 2022-02-02 06:41:42 +01:00
Sam Germain
30519aa3be Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs 2022-02-01 13:05:40 -06:00
Matthias
64d0c75bbb Fix deprecation warnings 2022-02-01 19:11:51 +01:00
Matthias
45e533fc3e Add leverage/short properties to api responses 2022-02-01 07:08:43 +01:00
Matthias
7dd50f78cf Small finetuning improving a comment 2022-02-01 06:37:13 +01:00
Italo
328b969801 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into freqtrade-develop 2022-02-01 01:06:57 +00:00
Sam Germain
fc15e14707 Merge branch 'feat/short' into isolated-liq 2022-01-31 14:22:01 -06:00
Sam Germain
ed320bb2ac exchange.get_liquidation_price check length of positions 2022-01-31 14:01:06 -06:00
Sam Germain
9de63412c1 exchange.get_liquidation_price arguments are not optional 2022-01-31 14:00:52 -06:00
Sam Germain
430051275a freqtradebot.leverage_prep moved wallet_balance to a variable 2022-01-31 13:21:27 -06:00
Sam Germain
8190b0d83b binance.get_max_leverage adjustment 2022-01-31 12:49:18 -06:00
Sam Germain
a368f8b322 exchange.get_max_leverage changed variable names, made more effecient 2022-01-31 12:21:12 -06:00
Sam Germain
08e4a4a6dd binance.get_max_leverage_fix 2022-01-31 12:21:12 -06:00
Sam Germain
43db4c34d1 added okex back to unsupported exchanges 2022-01-31 12:18:30 -06:00
Sam Germain
2c1497b348 contracts_to_amount no longer in amount_to_precision 2022-01-31 12:18:30 -06:00
Sam Germain
b8f4cebce7 exchange.liquidation_price methods combined, dry_run check on exchange for liquidation price 2022-01-31 12:18:25 -06:00
Sam Germain
143c37d36f cleaned up liquidation price methods 2022-01-31 12:17:07 -06:00
Sam Germain
ede9012fcc removed TODO-levs about okex liquidation price 2022-01-31 12:17:07 -06:00
Sam Germain
d133a7c789 added isolated, futures to okex trading_mode_collateral_pairs 2022-01-31 12:17:07 -06:00
Sam Germain
88ce66650c Okex and Gateio liquidation_price formula are the same, moved liquidation_price to exchange.exchange class 2022-01-31 12:17:07 -06:00
Sam Germain
7f4894d68e okex.liquidation_price formula update 2022-01-31 12:17:07 -06:00
Sam Germain
fe037aa971 exchange.liquidation_price combined position and position_assets 2022-01-31 12:17:07 -06:00
Sam Germain
0b5c2e97b3 exchange._get_maintenance_ratio_and_amount 2022-01-31 12:17:07 -06:00
Sam Germain
0c13e387fe moved liquidation_price method to exchange classes 2022-01-31 12:16:43 -06:00
Sam Germain
5a97760bd1 binance.get_max_leverage divide by 0 warning 2022-01-31 12:16:43 -06:00
Sam Germain
1f8111d1c6 exchange.get_max_leverage pair is required 2022-01-31 12:16:43 -06:00
Sam Germain
caff7e227f binance.fill_leverage_brackets remove excess bracket 2022-01-31 12:16:43 -06:00
Sam Germain
e4b37c6462 freqtradebot.leverage_prep minor fixes 2022-01-31 12:16:43 -06:00
Sam Germain
1f1ac8ce9d test_get_liquidation_price/test_get_maintenance_ratio_and_amt_binance/fill_leverage_brackets/test_validate_trading_mode_and_collateral TODO comments 2022-01-31 12:16:43 -06:00
Sam Germain
c2f9201512 Added get_liquidation_price check 2022-01-31 12:16:43 -06:00
Sam Germain
bb2b2211d0 exchange.fill_leverage_brackets/get_maintenance_ratio_and_amt docstring and type specification 2022-01-31 12:16:43 -06:00
Sam Germain
b4a0611afc exchange.get_liquidation_price removed irrelevant comment 2022-01-31 12:16:43 -06:00
Sam Germain
0c8205ab3b replace single quote docstrings with double quote docstrings 2022-01-31 12:16:43 -06:00
Sam Germain
7abffee755 liquidation_price formula organize and comment clean up 2022-01-31 12:16:43 -06:00
Sam Germain
387a9fbf36 test_execute_entry liquidation_price test test_get_maintenance_ratio_and_amt_gateio 2022-01-31 12:16:38 -06:00
Sam Germain
2d545a2def fixed breaking tests for liquidation price 2022-01-31 12:15:54 -06:00
Sam Germain
1eee5373b9 gateio.get_maintenance_ratio_and_amt 2022-01-31 12:15:54 -06:00
Sam Germain
8889512887 freqtradebot.leverage_prep gets taker_fee_rate 2022-01-31 12:15:54 -06:00
Sam Germain
bff53c52af rewrite fill_leverage_brackets 2022-01-31 12:15:54 -06:00
Sam Germain
69a6223ca0 implemented binance.get_maintenance_ratio_and_amt 2022-01-31 12:15:54 -06:00
Sam Germain
ba5fc21d84 added isolated futures to supported modes for binance,gateio 2022-01-31 12:15:54 -06:00
Sam Germain
e0df7ee72a Changed variable names in binance.get_max_leverage 2022-01-31 12:15:54 -06:00
Sam Germain
42360592ba trimmed down liquidation_price variable and edited comments 2022-01-31 12:15:54 -06:00
Sam Germain
5796d95a95 Added gateio and okex isolated liquidation formulas 2022-01-31 12:15:54 -06:00
Sam Germain
ba02605d77 Isolated liq branch passes all tests and has the general structure that it is supposed to, but is patchy, and doesnt get the correct maintenance amt and maintenance margin rate yet 2022-01-31 12:15:54 -06:00
Sam Germain
eee7271ab8 Added live isolated-liq get 2022-01-31 12:15:54 -06:00
Arunavo Ray
778e3bcba6 Suppress incompatible type "Optional[float]"; expected "float" as the check exists. 2022-01-31 12:15:54 -06:00
Sam Germain
92c94bb62a added position and wallet_balance to LocalTrade.set_isolated_liq 2022-01-31 12:15:54 -06:00
Arunavo Ray
447312d4c8 Fixed parameter check which failed when 0.0 was passed 2022-01-31 12:15:54 -06:00
Sam Germain
d26a068adf rearanged isolated_liq in models a bit 2022-01-31 12:15:54 -06:00
Arunavo Ray
3709130eb7 Added Tests for Binance Liquidation price, shortened liquidation param names 2022-01-31 12:15:54 -06:00
Arunavo Ray
f9a2d1a71d Binance Liquidation Price Hedge-Mode Removed 2022-01-31 12:15:54 -06:00
Arunavo Ray
7119dc6e41 Converted kwargs to params 2022-01-31 12:15:54 -06:00
Sam Germain
80f4bae3fe Revert "Added Formulas to Calculate Liquidation Price of Binance USDⓈ-M Futures Contracts"
This reverts commit d343e84507.
2022-01-31 12:15:54 -06:00
Sam Germain
b30458f871 Revert "Added Margin Mode Check for Binance."
This reverts commit abcb9729e5.
2022-01-31 12:15:54 -06:00
Arunavo Ray
1299cff894 Added Margin Mode Check for Binance. 2022-01-31 12:15:54 -06:00
Arunavo Ray
60454334d9 Added Formulas to Calculate Liquidation Price of Binance USDⓈ-M Futures Contracts 2022-01-31 12:15:54 -06:00
Sam Germain
fe5e00361e separated test_leverage into test_interest and test_liquidation_price, and paramaterized tests 2022-01-31 12:15:54 -06:00
Sam Germain
a087d03db9 Added liquidation_price function 2022-01-31 12:15:54 -06:00
Sam Germain
da0d2590b9 Removed PrecisionFilter liquidation price TODO-lev 2022-01-31 12:06:04 -06:00
Matthias
be866f04fa
Merge pull request #6330 from samgermain/market-checks
Removed unnecessary CCXT market checks
2022-01-31 19:01:59 +01:00
Sam Germain
689174ea0d removed TODO-lev comments 2022-01-31 04:12:37 -06:00
Sam Germain
29c5dfd4ca Removed unnecessary CCXT market checks 2022-01-31 02:40:10 -06:00
Matthias
cf7edace2b
Merge pull request #6312 from freqtrade/short_informative_decorator
Short informative decorator
2022-01-30 15:33:52 +01:00
Matthias
cafda31869
Merge pull request #6320 from stash86/pos_adjust
Change new-config message for max_open_trades input
2022-01-30 14:11:20 +01:00
Matthias
7aae9565c7 Only look at buy orders when looking to recalculate trade value 2022-01-30 14:08:42 +01:00
Stefano Ariestasia
da39ca6650 fix new-config 2022-01-30 21:19:05 +09:00
Matthias
000b8ff281
Merge pull request #6306 from freqtrade/short_forceentry
add `/forcelong` and `/forceshort` commands
2022-01-30 07:36:14 +01:00
Matthias
aea84dc117 Limit should default to None when calling pair_candles 2022-01-29 20:16:58 +01:00
Matthias
8a6823deb1 Convert InformativeData to dataclass 2022-01-29 19:59:54 +01:00
Stefano Ariestasia
326ba46bf8
Merge branch 'freqtrade:develop' into fix-docs 2022-01-29 23:20:41 +09:00
Matthias
ab932d8398 Properly detect default candle type 2022-01-29 14:31:58 +01:00
Matthias
d1d520769e Improve status table for position adjust
don't show "/max" if no maximum is set

closes #6317
2022-01-29 14:29:09 +01:00
Matthias
463714832d Merge branch 'develop' into feat/short 2022-01-29 14:19:30 +01:00
Matthias
e7409e74c2 Remove default from position_adjustment (otherwise strategy parameters won't work anymore) 2022-01-28 19:21:42 +01:00
Matthias
c620e38c7d Informative decorator updates for futures 2022-01-28 19:17:46 +01:00
Matthias
fb3c67d86b Accept that keys sometimes are not provided 2022-01-28 17:07:34 +01:00
Matthias
fdea4fcb1b Remove some todo's 2022-01-28 15:52:12 +01:00
Matthias
571ddceaf6
Merge pull request #6310 from Verbalinsurection/perso
Fix ETH duplicate in CoinGecko
2022-01-28 12:35:44 +01:00
Matthias
15d5389564 Update /health endpoint to be in local timezone 2022-01-28 10:33:35 +01:00
Verbalinsurection
660f474ab8 Fix ETH duplicate in CoinGecko 2022-01-28 10:26:31 +01:00
Matthias
5d0c2bcb44 Shift candles after pushing them to dataprovider
this will ensure that the signals are not shifted in callbacks
closes #6234
2022-01-28 07:25:10 +01:00
Matthias
138e867a68 Filter tickers on stake-currency for kraken 2022-01-28 07:20:47 +01:00
Stefano Ariestasia
bd1b991448
Merge branch 'freqtrade:develop' into fix-docs 2022-01-28 06:57:13 +09:00
Matthias
82e193d9f0
Merge pull request #6260 from stash86/pos_adjust
Add max_buy_position_adjustment as attribute
2022-01-27 20:13:51 +01:00
Matthias
108018b30b
Merge pull request #6231 from freqtrade/funding_rate_backtest
Funding rate backtest
2022-01-27 17:01:28 +01:00
Matthias
002226f5fd Update setting to max_entry_position_adjustment 2022-01-27 16:57:50 +01:00
Matthias
c4f71cc103 More forceenter updates 2022-01-27 07:38:11 +01:00
Matthias
6e72effbf0 Update forcebuy telegram tests 2022-01-27 06:31:45 +01:00
Matthias
0a52d79208 Update forcesell to work as forceexit 2022-01-26 20:17:00 +01:00
Matthias
7afaf4b5d4 Add /forceshort command 2022-01-26 19:53:46 +01:00
Matthias
e2ddea79ee Add "market" to /show_config 2022-01-26 19:49:15 +01:00
Matthias
be7ce208dc Update tests to test forceenter endpoint 2022-01-26 19:24:01 +01:00
Matthias
48d8cd82af _rpc_forcebuy 2022-01-26 19:11:01 +01:00
Matthias
4998f3bdd7 Add order_side to forcebuy endpoint 2022-01-26 19:07:44 +01:00
Stefano Ariestasia
396ebebdc1
Merge branch 'freqtrade:develop' into fix-docs 2022-01-26 16:09:11 +09:00
Stefano Ariestasia
ed71f777a3 Merge branch 'fix-docs' of https://github.com/stash86/freqtrade into fix-docs 2022-01-26 07:07:00 +00:00
Stefano Ariestasia
1f26709aca changes 2022-01-26 07:06:52 +00:00
Matthias
67651e013e Add /forceenter endpoint 2022-01-26 07:10:38 +01:00
Matthias
88ccfedd32 Improve wording of "no history found" error 2022-01-26 06:53:00 +01:00
Matthias
b6943f3bca
Merge pull request #6296 from freqtrade/python_37_remove
Update references to remove python 3.7 support
2022-01-25 20:01:14 +01:00
Matthias
12c79967f5
Merge pull request #6258 from italodamato/pass_dimensions_to_generate_estimator
Pass dimensions to generate_estimator
2022-01-25 19:37:22 +01:00
Matthias
13978e9893
Merge pull request #6276 from clover-es/feat/short
Add support for shorts in strategy.stoploss_from_absolute()
2022-01-25 19:11:05 +01:00
Italo
30b27ae736 explicit dtype 2022-01-25 12:29:55 +00:00
Italo
f7a5b2cb71 explicit dimensions, added **kwargs, updated docs 2022-01-25 11:43:40 +00:00
Matthias
d9347e9900 Update references to remove python 3.7 support 2022-01-25 06:43:36 +01:00
Matthias
f7be93aaa6 leverage limits can be None, so we need to check for that 2022-01-25 06:30:03 +01:00
Stefano Ariestasia
0fa7986369
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-25 10:30:18 +09:00
Stefano Ariestasia
7c975df42a
Merge branch 'freqtrade:develop' into fix-docs 2022-01-25 10:30:03 +09:00
Italo
a7ea06791a
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-01-24 21:46:33 +00:00
Reigo Reinmets
78986a0def I sort managed to fit it on another row. Impressive. 2022-01-24 14:09:23 +02:00
Reigo Reinmets
1d59a6b7e3
Merge branch 'freqtrade:develop' into health 2022-01-24 13:52:53 +02:00
Matthias
194a5ce3cc Update advanced strategy template with missing methods 2022-01-24 07:02:02 +01:00
Matthias
e252830229 Add entry_tag to "entry" callbacks 2022-01-24 07:02:01 +01:00
Italo
a2fb241a3b increase initial points to 64 2022-01-24 01:35:42 +00:00
Reigo Reinmets
bf62fc9b25 Add /health endpoint that returns last_process timestamp, fix issue #6009 2022-01-23 21:58:46 +02:00
Reigo Reinmets
451eca51c8 Optimise the multiple usages of the same timestamp. 2022-01-23 20:58:25 +02:00
Reigo Reinmets
e67a54f7a9 Fix missing order time info in backtesting. 2022-01-23 20:52:35 +02:00
Matthias
daee59f4f1 Reorder interface methods 2022-01-23 19:20:31 +01:00
Matthias
57067ce88d Add tests for max_adjustment_buy handling 2022-01-23 19:07:37 +01:00
Matthias
7429f535c1 Imrpove code by reusing available properties 2022-01-23 18:59:09 +01:00
Matthias
62df044618
Merge pull request #6279 from xataxxx/develop
Fix position adjustment not counting older orders because of missing average field value
2022-01-23 17:42:51 +01:00
Matthias
4b6f9121ca
Merge pull request #6275 from freqtrade/extract_timedout_from_ftbot
Extract timedout from ftbot
2022-01-23 17:28:10 +01:00
Reigo Reinmets
6613e3757a Additional fix 2022-01-23 18:09:57 +02:00