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Author SHA1 Message Date
Matthias
7de72a2425
Merge pull request #7993 from freqtrade/dependabot/pip/develop/lightgbm-3.3.4 
Bump lightgbm from 3.3.3 to 3.3.4
 2023-01-09 06:47:37 +01:00
dependabot[bot]
43b49fef4f
Bump orjson from 3.8.3 to 3.8.4 
Bumps [orjson](https://github.com/ijl/orjson) from 3.8.3 to 3.8.4.
- [Release notes](https://github.com/ijl/orjson/releases)
- [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ijl/orjson/compare/3.8.3...3.8.4)

---
updated-dependencies:
- dependency-name: orjson
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-01-09 03:01:33 +00:00
dependabot[bot]
25fd1ea639
Bump mkdocs-material from 8.5.11 to 9.0.3 
Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 8.5.11 to 9.0.3.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Upgrade guide](https://github.com/squidfunk/mkdocs-material/blob/master/docs/upgrade.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/8.5.11...9.0.3)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-01-09 03:01:26 +00:00
dependabot[bot]
3b69745c3b
Bump ccxt from 2.5.46 to 2.5.56 
Bumps [ccxt](https://github.com/ccxt/ccxt) from 2.5.46 to 2.5.56.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/2.5.46...2.5.56)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-01-09 03:01:18 +00:00
dependabot[bot]
79fe8fd85b
Bump fastapi from 0.88.0 to 0.89.0 
Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.88.0 to 0.89.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.88.0...0.89.0)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-01-09 03:01:07 +00:00
dependabot[bot]
d32d70d2ea
Bump sqlalchemy from 1.4.45 to 1.4.46 
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.45 to 1.4.46.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/main/CHANGES.rst)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-01-09 03:00:58 +00:00
dependabot[bot]
c198ca2967
Bump scipy from 1.9.3 to 1.10.0 
Bumps [scipy](https://github.com/scipy/scipy) from 1.9.3 to 1.10.0.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.9.3...v1.10.0)

---
updated-dependencies:
- dependency-name: scipy
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-01-09 03:00:45 +00:00
dependabot[bot]
2f0eb95d03
Bump lightgbm from 3.3.3 to 3.3.4 
Bumps [lightgbm](https://github.com/microsoft/LightGBM) from 3.3.3 to 3.3.4.
- [Release notes](https://github.com/microsoft/LightGBM/releases)
- [Commits](https://github.com/microsoft/LightGBM/compare/v3.3.3...v3.3.4)

---
updated-dependencies:
- dependency-name: lightgbm
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-01-09 03:00:38 +00:00
Matthias
ad49541947 Adapt Tests for new mandatory columns 2023-01-08 13:55:52 +01:00
Matthias
305b067e48 Support having no Amount/Price available from the exchange initially 2023-01-08 13:55:09 +01:00
Matthias
fd694f14c2 Add new order columns, ft_amount and ft_price 2023-01-08 13:53:08 +01:00
Matthias
550ab2b8e8 Improve select_order to only consider filled where needed. 2023-01-08 11:24:04 +01:00
Matthias
8d4f7341c9
Merge pull request #7987 from stash86/bt-metrics 
update calmar, sharpe, and sortino hyperopt losses to use latest formula
 2023-01-08 10:37:24 +01:00
Matthias
34dbe9deaa Improve fixture fake results 2023-01-08 10:08:54 +01:00
Matthias
f958459a84
Merge pull request #7989 from freqtrade/dependabot/pip/develop/ccxt-2.5.46 
Bump ccxt from 2.4.60 to 2.5.46
 2023-01-07 16:32:11 +01:00
dependabot[bot]
1d5440ff71
Bump ccxt from 2.4.60 to 2.5.46 
Bumps [ccxt](https://github.com/ccxt/ccxt) from 2.4.60 to 2.5.46.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/2.4.60...2.5.46)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-01-07 14:19:48 +00:00
Matthias
c7f485687f Fix ccxt test failure 
as identified and analyzed https://github.com/ccxt/ccxt/issues/16335
 2023-01-07 15:13:22 +01:00
root
7bf531c8b8 isort fix 2023-01-07 09:50:05 +09:00
Stefano Ariestasia
c1042996db flake8 fix 2023-01-07 09:46:46 +09:00
Stefano Ariestasia
6198b21001 update calmar loss 2023-01-07 09:30:16 +09:00
Stefano Ariestasia
d3b1aa7f01 update sortino calc 2023-01-07 09:19:06 +09:00
Stefano Ariestasia
157bf962f7 add missing imports 2023-01-07 09:14:56 +09:00
Stefano Ariestasia
86ba7dae92 change sharpe hyperopt loss 2023-01-07 08:56:40 +09:00
Matthias
8b456441a9
Merge pull request #7971 from paranoidandy/patch-1 
Update FreqaiExampleStrategy.py
 2023-01-06 15:16:31 +01:00
Matthias
349d67f582
Merge pull request #7983 from stash86/bt-metrics 
Fix typo in calculate_expectancy's description
 2023-01-06 07:30:09 +01:00
Stefano Ariestasia
329d95366a
Merge branch 'freqtrade:develop' into bt-metrics 2023-01-06 08:04:00 +08:00
Matthias
787d292ba0 Move "drop_candle" decision to coroutine 2023-01-05 22:31:32 +01:00
Wagner Costa
d82264ced9 Merge branch 'develop' into freqai_feature_engineering_functions 2023-01-05 17:55:35 -03:00
Wagner Costa
abdeb72eb0 fix tests 2023-01-05 17:54:56 -03:00
robcaulk
d91ac8b669 improve wording in freqai doc 2023-01-05 20:13:48 +01:00
Matthias
bdf6537c60 Remove unused (and pointless) exchange method 2023-01-05 11:45:15 +01:00
Matthias
4bac66ff0e Type ohlcv coroutine 2023-01-05 11:33:47 +01:00
Matthias
75b0a3e63d Use dedicated type for OHLCV response 2023-01-05 11:30:15 +01:00
Matthias
92800930e9 Improve backtest detail speed 2023-01-05 10:14:58 +01:00
Matthias
5257e8b3ed Fix random test failures on 3.8 2023-01-05 09:12:09 +01:00
Wagner Costa
ed99e7f857 fix corr_pairs startup candle count bug 2023-01-04 14:21:37 -03:00
Matthias
8e5b4750d6 Continue in "regular backtest" case (no detail-data available). 
link to #7967
 2023-01-04 18:08:45 +01:00
Matthias
6470635753 In cases of no losing trade, sortino ratio can't be calculated. 
closes #7977
 2023-01-04 17:55:24 +01:00
Matthias
7a43f37eb7
Merge pull request #7972 from Undertoned/develop 
Fix Backtesting  Analysis Column Wrong
 2023-01-04 16:38:29 +01:00
Wagner Costa
ed2b1b1ed1 Merge branch 'develop' into freqai_feature_engineering_functions 2023-01-04 10:40:20 -03:00
Wagner Costa
801ab39a24 fix get dataframe data to include startup_candle 2023-01-04 10:36:19 -03:00
Matthias
38a780ef63
Merge pull request #7973 from freqtrade/robcaulk-patch-1 
Fix file name in FreqaiExampleStrategy.py
 2023-01-04 12:51:14 +01:00
Robert Caulk
c384d1357e
Update FreqaiExampleStrategy.py 2023-01-03 21:52:16 +01:00
Matthias
6f031f005d Fix flake error 2023-01-03 20:29:08 +01:00
zhanglei14
63db1fd894 Fix Backtesting Analysis Column Wrong 2023-01-04 01:38:07 +08:00
Wagner Costa
314c0925bf fix get dataframe data to include startup_candle 2023-01-03 14:02:42 -03:00
paranoidandy
73114b93c2
Update FreqaiExampleStrategy.py 
Change can_short to True to enable shorting
 2023-01-03 15:11:46 +00:00
Matthias
91d8370909
Merge pull request #7966 from freqtrade/frog-hyper-docs 
Fix ROI table comma and spacing
 2023-01-02 20:35:05 +01:00
Robert Davey
2c430c806c
Fix ROI table comma and spacing 
THanks to `@topdollar` in discord for noticing the typos.
 2023-01-02 15:54:49 +00:00
Robert Caulk
52dfb0452c
Update freqai-feature-engineering.md 2023-01-02 16:06:54 +01:00