Commit Graph

2526 Commits

Author SHA1 Message Date
iuvbio
2fb36b116d change variable names 2019-02-17 04:15:11 +01:00
iuvbio
ca388a9acf create exchange_resolver 2019-02-17 04:01:43 +01:00
iuvbio
32b02c9925 kraken subclass 2019-02-17 04:01:17 +01:00
iuvbio
54d5bce445 undo kraken specific changes 2019-02-17 03:59:40 +01:00
iuvbio
b7afcf3416 add VolumePrecisionPairList 2019-02-16 22:56:04 +01:00
hroff-1902
ea6d4a9d36
fetch amount_reserve_percent from config 2019-02-16 19:50:55 +03:00
Matthias
e0c420b93f
Merge pull request #1550 from hroff-1902/patch-2
execute_buy, handle_trade: do not use ticker if use_order_book:true is set in config
2019-02-16 13:55:33 +01:00
iuvbio
8ed3658447 Merge branch 'develop' into kraken_support 2019-02-15 23:27:41 +01:00
Crypto God
3aa614b983 bump version 2019-02-15 22:51:09 +01:00
Crypto God
3953092edd output error message 2019-02-15 22:50:31 +01:00
Crypto God
ef5a0b9afc add Kraken specifics 2019-02-15 22:50:11 +01:00
Matthias
98bd713624 iUpdate orderbook_bid_test 2019-02-14 19:15:16 +01:00
Matthias
f852be1a9b Fix tests for get_ticker fix 2019-02-14 07:27:13 +01:00
hroff-1902
b87e15774b
test adjusted 2019-02-13 13:02:57 +03:00
hroff-1902
8e7e670003
Orthography in the log message 2019-02-13 12:42:39 +03:00
hroff-1902
8fc8c985d8
logs: cosmetic changes
"30 seconds" was errorneously hardcoded in the text of the log message, while actually it's RETRY_TIMEOUT which may differ
2019-02-13 12:38:44 +03:00
hroff-1902
69a24c1272
no need for test_ticker parameter just for making current tests happy, tests should be reimplemented 2019-02-13 12:23:22 +03:00
hroff-1902
e8daadfb7e
same approach for the sell side (at handle_trade) 2019-02-13 03:54:57 +03:00
hroff-1902
91629807f7
shame on me 2019-02-13 03:17:54 +03:00
hroff-1902
f551fb5ff7
adjusted for passing tests
Don't like this test_ticker parameter, but it's needed for tests to pass prepared ticker.
Any ideas?
2019-02-13 03:14:24 +03:00
hroff-1902
e8ef36fb6e
execute_buy: do not use ticker if use_order_book:true is set in config
This PR corresponds to:
https://github.com/freqtrade/freqtrade/issues/1377#issue-386200394
in understanfing that pair Ticker is mostly statistics, but on the other side, create_trade/execute_buy.

It resolves problem with some exchanges (BitMex) where ticker structure returned by ccxt does not contain bid and ask values.

1. On exchanges like Bitmex, set use_order_book: true for buys. FT won't request ticker and will use data from order book only.
2. On exchanges where order book is not available, set use_order_book: false, ticker data (including ask/last balance logic) will be used.
3. On other exchanges, either approach may be used in the config.

Performance: current implementation fetches ticker every time even if order book data will be later used. With this change it's eliminated.

Comparison of order book rate and ticker rate is removed (in order to split fetching order book and ticker completely in execute_buy), so some tests that touch this code may require adjustments.
2019-02-13 02:55:55 +03:00
Matthias
d91dbf4090
Merge pull request #1545 from hroff-1902/patch-3
Cosmetic: fix logging
2019-02-11 06:12:17 +01:00
hroff-1902
69f69d965c
test asserts aligned accordingly to new log messages 2019-02-10 23:37:24 +03:00
hroff-1902
5e741a0f73
fixed flake 2019-02-10 22:28:40 +03:00
hroff-1902
d6c0c107ac
fixed flake
hmm, even in the comments?
2019-02-10 22:23:00 +03:00
hroff-1902
7ed15c64ba
what else? 2019-02-10 22:13:40 +03:00
hroff-1902
08d35f3e15
fix checks
Should not make cosmetic changes right in the github editor without local smoketests...
2019-02-10 22:09:11 +03:00
hroff-1902
4dffb17dd6
fix flake 2019-02-10 22:01:46 +03:00
hroff-1902
14d6cdf9b2
OHLCV should be float for TA-LIB indicators in the strategy
Some exchanges (BitMEX) return integer values for Volume field. And sometimes even for OHLC -- same, on BitMEX, since price decrease is 0.5. TA-LIB functions assume floats and fail with exception.
Of course, this can be fixed (converted) in ccxt for particular exchange, but TA-LIB will still fail for exchanges for that such a conversion is not implemented in ccxt code. So let's make perform this conversion here in order to be sure our strategy will not crash on a new exchange.
2019-02-10 21:52:33 +03:00
hroff-1902
b91981f0aa
Cosmetic: fix logging
Output stake_amount as it is defined in the config (it may by int) instead of float. In order to avoid unnecessary questions where and why it was converted to float and changed in the last digit while it should be integer for the exchange...

Other small cosmetic improvements to logging in freqtradebot.py
2019-02-10 21:31:13 +03:00
hroff-1902
585f525879
Cosmetic: fix logging 2019-02-10 21:02:53 +03:00
Matthias
0a71ebce68 Remove unneeded pair conversation, add docstring 2019-02-04 06:13:22 +01:00
Matthias
1d940041e3 Add log test for cancelled order 2019-02-03 13:52:05 +01:00
Matthias
40fea4593f Add log_has_re 2019-02-03 13:52:05 +01:00
Matthias
02c3552954 Adjust comment 2019-02-03 13:52:05 +01:00
Matthias
91ed02134e Add tests for cancelled on exchnage 2019-02-03 13:52:05 +01:00
Matthias
e8ed8a2ea7 Handle orders cancelled on exchange
fix #1527
2019-02-03 13:51:52 +01:00
Samuel Husso
e3ae8d3f69 flake8 3.7.1 fixes 2019-01-31 07:51:03 +02:00
Matthias
2b71e8de5c
Merge pull request #1525 from mishaker/edge_messages
Edge messages enriched
2019-01-30 11:41:32 +01:00
misagh
84b6b8fe97 edge messages enriched 2019-01-30 11:23:23 +01:00
Misagh
421be5da86
Merge pull request #1511 from freqtrade/fix/more_settings_strategy
add more settings to strategy
2019-01-30 11:22:10 +01:00
Misagh
22e82f5e47
Merge pull request #1507 from xmatthias/feat/dataprovider
Data Provider
2019-01-27 12:32:18 +01:00
Matthias
38f73dafb3 Fix indexing error 2019-01-27 10:47:24 +01:00
Matthias
e0ad095bc7 Simplify conversation to python dates (pandas offers this "for free" 2019-01-27 10:47:02 +01:00
Matthias
1d08ada939 Fix backtest-test with timestamp-conversion 2019-01-27 10:40:52 +01:00
Matthias
3446dd1792 Add test informative_pairs_added 2019-01-26 20:05:49 +01:00
Matthias
02d13645b0 Merge branch 'develop' into feat/dataprovider 2019-01-26 19:29:41 +01:00
Matthias
ba07348b82 Rename additional_pairs to informative_pairs 2019-01-26 19:22:45 +01:00
Matthias
bfd8609352 Fix comment 2019-01-26 19:16:33 +01:00
Matthias
da5210ef5b
Merge branch 'develop' into feature/plot_df_refactoring_multiple_pairs 2019-01-26 11:04:35 +01:00
AxelCh
eec7276393 fix crash when backtest-result.json not exist 2019-01-26 11:00:04 +01:00
Matthias
3c316fe3e4 Fix alignment 2019-01-25 19:14:38 +01:00
Matthias
3afe54790e
Merge pull request #1510 from gianlup/add_totprofit_to_bt
Added total profit column to backtest result
2019-01-25 06:38:39 +01:00
Matthias
74b03d0529 Add tests and default values for all experimental features 2019-01-24 07:03:41 +01:00
Matthias
d136cac181 Merge branch 'develop' into feat/dataprovider 2019-01-23 21:01:19 +01:00
Matthias
97f6a45819 Allow more settings to come from strategy 2019-01-23 20:59:41 +01:00
Matthias
5ea332e9be fix bug with trailing_stop_offset if it's disabled 2019-01-23 20:57:31 +01:00
Gianluca Puglia
896c9d34fd Added total profit column do backtest result 2019-01-22 22:41:53 +01:00
Matthias
13e2f71d30 Add flake8 plugins and implement small improvements 2019-01-22 20:01:12 +01:00
Matthias
86a0863e30 Clarify logmessage Done fetching 2019-01-22 19:26:07 +01:00
Matthias
a06593e6e9 Fix test 2019-01-22 19:17:21 +01:00
Matthias
89ddfe08f4 Add additional-pairs (sample) to defaultstrategy 2019-01-22 19:17:08 +01:00
Matthias
c77607b997 Fix tests after rebase 2019-01-22 07:38:15 +01:00
Matthias
3221f883d3 Wrap line correctly 2019-01-22 07:07:15 +01:00
Matthias
1e7431a7b8 Blackify 2019-01-22 07:07:15 +01:00
Matthias
e66808bb02 Add additional pairs to refresh call 2019-01-22 07:07:15 +01:00
Matthias
6e2de75bcb Add additional_pairs to strategy 2019-01-22 07:07:15 +01:00
Matthias
d6cdfc58af Fix mypy hickup after changing list to tuples 2019-01-22 07:07:15 +01:00
Matthias
27b2021726 Only run once per pair 2019-01-22 07:07:15 +01:00
Matthias
e7800aa88a Import only what's necessary 2019-01-22 07:07:15 +01:00
Matthias
a2bc1da669 Remove private var from class instance
it's overwritten in __init__ anyway
2019-01-22 07:07:15 +01:00
Matthias
1e749a0f9b Rename variable to be clearer 2019-01-22 07:07:15 +01:00
Matthias
d7df5d5715 Keep last_pair_refresh as tuple asw ell 2019-01-22 07:07:15 +01:00
Matthias
6525a838d1 Adjust documentation to tuple use 2019-01-22 07:07:15 +01:00
Matthias
f0af4601f9 Adopt plot_dataframe to work with --live 2019-01-22 07:07:15 +01:00
Matthias
a9abc25785 Improve data-provider tests 2019-01-22 07:07:15 +01:00
Matthias
0aa0b1d4fe Store tickers by pair / ticker_interval 2019-01-22 07:07:15 +01:00
Matthias
5f61da30ed Adjust tests to 3tuple return value from async method 2019-01-22 07:06:30 +01:00
Matthias
d6df3e55c0 Return ticker_interval from async routine
used to identify calls in refresh_latest_ohlcv
2019-01-22 07:06:30 +01:00
Matthias
e503d811bd Change logmessages to match functions called 2019-01-22 07:05:09 +01:00
Matthias
b981cfcaa0 remove comment which proves untrue now 2019-01-22 07:05:09 +01:00
Matthias
a206777fe5 Rename refresh_tickers to refresh_latest_ohlcv 2019-01-22 07:05:09 +01:00
Matthias
06ec106079 simplify refresh_tickers 2019-01-22 07:04:19 +01:00
Matthias
646e98da55 Always return dataframe 2019-01-22 07:04:19 +01:00
Matthias
2b029b2a86 Only return ohlcv if available (Live and dry modes) 2019-01-22 07:04:19 +01:00
Matthias
35c8d1dcbe Update comment 2019-01-22 07:04:19 +01:00
Matthias
8f3ea3608a some cleanup 2019-01-22 07:04:19 +01:00
Matthias
5ecdecd1eb remove unused local variable persistance 2019-01-22 07:04:19 +01:00
Matthias
58f1abf287 Add dp / wallets to strategy interface 2019-01-22 07:04:19 +01:00
Matthias
d3a37db79a Provide available pairs 2019-01-22 07:04:19 +01:00
Matthias
f034235af4 Tests for RunMode 2019-01-22 07:04:19 +01:00
Matthias
1340b71633 Add RunMode setting to determine bot state 2019-01-22 07:04:19 +01:00
Matthias
fed3ebfb46 Change enum from 0 to 1 according to the documentation
see [here](https://docs.python.org/3/library/enum.html#functional-api)
2019-01-22 07:04:19 +01:00
Matthias
a7db4d74cb Add some simple dataprovider tests 2019-01-22 07:04:19 +01:00
Matthias
84cc4887ce Add copy parameter 2019-01-22 07:04:19 +01:00
Matthias
e38c06afe9 Small fixes 2019-01-22 07:04:19 +01:00
Matthias
f1a5a8e20e provide history 2019-01-22 07:04:19 +01:00
Matthias
4ab7edd3d6 small adaptations 2019-01-22 07:04:19 +01:00
Matthias
05570732c6 add get_runmode 2019-01-22 07:04:19 +01:00
Matthias
7206287b00 Use Dataprovider 2019-01-22 07:04:19 +01:00
Matthias
b119a767de Some more restructuring 2019-01-22 07:04:19 +01:00
Matthias
a6d74a1463 Draft of dataprovider 2019-01-22 07:04:19 +01:00
Misagh
34b617065d
Merge pull request #1500 from freqtrade/fix/1491_typeerror
Fix typeerror when fetching candles
2019-01-20 16:13:02 +01:00
Matthias
b48430f922 Return list not None 2019-01-19 20:21:33 +01:00
Matthias
4e760e1a5e Test for errors found in 1491
fixes #1491
2019-01-19 20:03:04 +01:00
Matthias
30e3b52b1e catch errors found in #1491 2019-01-19 20:02:37 +01:00
Axel CHERUBIN
797ac71376
fix stoploss_on_exchange_interval type
from boolean to number
2019-01-19 13:26:30 -04:00
Matthias
c2578c7321
Merge pull request #1474 from mishaker/tsl_on_exchange
Making trailing stoploss compatible with stoploss on exchange
2019-01-18 19:29:39 +01:00
misagh
87329a393c adding stop loss last update to test persistence 2019-01-18 12:14:00 +01:00
misagh
a2618208ef wrapping in parantheses instead of line breaks 2019-01-18 12:07:51 +01:00
misagh
70780bb01e using dict.get to fetch interval 2019-01-18 12:02:29 +01:00
Matthias
a2c01916e1 Add type-ignores to floatfmt
tabulate supports this:
30554300d7/tabulate.py (tabulate.py-1291):1294
2019-01-17 20:28:21 +01:00
misagh
75cedfafb8 unreachable code removed 2019-01-16 20:03:34 +01:00
misagh
da51ef40f8 SL interval added to CONF_SCHEMA 2019-01-16 19:04:43 +01:00
misagh
5e2e96acd2 compatibility with edge added 2019-01-16 18:38:20 +01:00
misagh
611b48dbb9 fix return value from info hash: value is in string 2019-01-16 16:15:36 +01:00
misagh
50bc20134f adding whitespace 2019-01-16 15:17:28 +01:00
misagh
baa5cc5b9e logs enriched 2019-01-16 15:10:31 +01:00
misagh
aa03a864f7 comments added for TSL on exchange function 2019-01-16 15:00:35 +01:00
misagh
a44f781284 Merge branch 'develop' into tsl_on_exchange 2019-01-16 14:56:27 +01:00
misagh
cffc9ce890 last step: stop loss on exchange added to trailing 2019-01-16 14:49:47 +01:00
misagh
6d588b3b0b trailing stop loss on exchange extracted to a separate function 2019-01-16 14:28:52 +01:00
misagh
bfb7121583 refactoring handle_stoploss_on_exchange 2019-01-16 12:16:32 +01:00
misagh
e31fa8721f Merge branch 'develop' into tsl_on_exchange 2019-01-16 11:52:23 +01:00
misagh
29439c05d6 adding update beat test 2019-01-16 11:51:54 +01:00
misagh
1cd5abde37 removing unnecessary guard 2019-01-16 11:22:25 +01:00
misagh
12e8108015 checking params of cancel order and stop loss order 2019-01-15 15:36:41 +01:00
misagh
f0cfab7940 flaking 8 2019-01-15 11:10:28 +01:00
misagh
cfe00c2f0c initial test added for TSL on exchange 2019-01-15 11:04:32 +01:00
Matthias
cd2bccd441 Have backtest use the same logic to get the ROI entry 2019-01-12 13:45:43 +01:00
Matthias
e9d61eb35d Fix ROI calculation problem
Prior to that all ROI entries with a key > trade_duration where active.
This causes a problem if the ROI is not linearly declining
2019-01-12 13:45:03 +01:00
Matthias
9e0902e72f Add test for case for odd ROI dict - #1478 2019-01-12 13:38:49 +01:00
misagh
e025ad3918 temp test commit 2019-01-09 16:23:13 +01:00
Matthias
99e2d795c5
Merge pull request #1475 from freqtrade/feat/hyperopt_sell
Feat/hyperopt sell
2019-01-08 21:19:53 +01:00
misagh
1a27258469 condition fixed 2019-01-08 16:34:23 +01:00
misagh
9e133eb32e adding guard not to cancel the previous stop loss on exchange if market
is falling quickly
2019-01-08 16:31:02 +01:00
misagh
f4ceeca438 Merge branch 'develop' into tsl_on_exchange 2019-01-08 15:33:32 +01:00
misagh
aed855284c comparing with stopPrice instead of price 2019-01-08 13:44:51 +01:00
misagh
4fbb9d4462 adding stoploss_on_exchange_interval to order_types dict. default to 1
minute (60)
2019-01-08 12:39:53 +01:00
misagh
16472535eb adding stoploss_last_update to persistence 2019-01-08 12:39:10 +01:00
Matthias
f620449bec Add test for hyperoptresolver 2019-01-06 19:38:32 +01:00
Matthias
440a7ec9c2 fix pytest 2019-01-06 19:31:25 +01:00
Matthias
40b1d8f067 Fix CI problems 2019-01-06 14:57:14 +01:00
Matthias
dd2af86a41 pprint results 2019-01-06 14:47:38 +01:00
misagh
821e299afb adjusting trailing stoploss on exchange 2019-01-06 14:45:29 +01:00
Matthias
167088827a include default buy/sell trends for the hyperopt strategy 2019-01-06 14:13:15 +01:00
Matthias
a0df7b9d7c Use sell/buy trends from hyperopt file if available 2019-01-06 14:12:55 +01:00
Gianluca Puglia
87cbff5d0e Fix warning for max_open_trades when edge is enabled 2019-01-06 13:48:27 +01:00
Gianluca Puglia
13800701ce Fix custom db_url ignored if provided by conf.json 2019-01-06 13:47:36 +01:00
Matthias
2147bd8847 Fix problem when no experimental dict is available 2019-01-06 13:29:14 +01:00
Matthias
798ae460d8 Add check if trigger is in parameters 2019-01-06 13:29:14 +01:00
Matthias
68ba1e1f37 Add sell signal hyperopt 2019-01-06 13:29:14 +01:00
Matthias
f32232ba96 Add documentation for stoploss in strategy 2019-01-05 07:32:35 +01:00
Matthias
cacb9ef3ad Loop twice 2019-01-05 07:25:35 +01:00
Matthias
00c5ac56d4 Print startup strategy summary 2019-01-05 07:24:15 +01:00
Matthias
a7dc6b18aa Overridable attributs as list 2019-01-05 07:22:19 +01:00
Matthias
5e23442032 Simplify StrategyResolver by code deduplication 2019-01-05 07:20:38 +01:00
Matthias
4599c80e79 Add trailing-stop to strategy 2019-01-05 07:10:25 +01:00
Misagh
29db2078d6
Merge pull request #1463 from mishaker/readme
Readme refactoring.
2019-01-04 23:00:36 +01:00
Misagh
26a77e193e
Merge pull request #1454 from freqtrade/feat/interpolate_missing
interpolate missing candles
2019-01-04 22:33:53 +01:00
misagh
afffa2f313 changed to “Free, open source …” 2019-01-03 14:38:38 +01:00
Misagh
3b5785884f
Merge pull request #1460 from freqtrade/fix/stop_loss_result
Stop loss should also be shown when trailing is active
2019-01-02 16:41:15 +01:00
Matthias
3329ffd071 improve comment 2019-01-02 14:44:17 +01:00
Misagh
dcdd7d7436
Merge pull request #1456 from freqtrade/fix/refresh_pairs_cached
Fix bug on --refresh-pairs-cached
2019-01-02 14:02:11 +01:00
Matthias
516217b6cb Stop loss should also be shown when trailing is active 2019-01-02 13:34:08 +01:00
Matthias
1b84aa82eb dont use 55 for regular check as that's a key in the dict 2019-01-01 16:54:44 +01:00
Matthias
2bc76771bf Align backtest to interface.py
interface.py roi calculation skips on <= duration
the correct selection is therefore trade_duration > x.
2019-01-01 16:50:10 +01:00
Matthias
1d518885a9 fix roi-reached when list is unsorted 2019-01-01 16:45:52 +01:00
Matthias
da6f1a3945 Sequence of minroi dict must be irrelevant 2019-01-01 16:32:45 +01:00
Matthias
a54d8f0e16 Create datadir when not exists 2019-01-01 14:07:40 +01:00
Matthias
c337a931c2 Fix bug on --refresh-pairs-cached 2019-01-01 13:42:30 +01:00
Matthias
672d115eca Change default value and add docstring 2018-12-31 19:42:14 +01:00
Matthias
dd1d3430b9 Add explicit test for ohlcv fillup 2018-12-31 19:40:14 +01:00
Matthias
fae875f588 Implement missing_data_fillup to tests and operations 2018-12-31 19:15:49 +01:00
Matthias
ef4555735a Fill up missing as part of loading data 2018-12-31 19:13:34 +01:00
Matthias
8b9cc45f41 move test for data completeness
should be done before analyzing strategy
2018-12-31 15:09:50 +01:00
Matthias
d409211908 add test to verify data does not contain missing data afterwards 2018-12-31 09:24:04 +01:00
Matthias
03389d961f ADd test for data_interpolate 2018-12-31 09:18:22 +01:00
Matthias
a021cd3ae2 Add ohlcv data interpolator 2018-12-31 07:12:54 +01:00
Matthias
460900ddd7 Remove unused and duplicate datastructure 2018-12-29 09:01:58 +01:00
Matthias
fab7663ab3 Log when dumping to file (instead of print) 2018-12-28 10:46:48 +01:00
Matthias
61f8ce5c0e remove unused imports 2018-12-28 10:44:24 +01:00
Matthias
7dc40cdac5 refactor file_load_json to be standalone 2018-12-28 10:25:41 +01:00
Matthias
27abdd9788 Move load_json to misc 2018-12-28 10:04:28 +01:00
Matthias
065b469a10 rename test to avoid naming collision 2018-12-28 10:04:07 +01:00
Matthias
c955415cc3 Switch from ujson to rapidjson 2018-12-28 10:01:16 +01:00
Matthias
ecb5cdc9e3 Version bump to 0.18.1-dev 2018-12-27 11:47:00 +01:00
Matthias
23d0cea01f Version bump to 0.18.0 2018-12-27 11:45:21 +01:00
Matthias
bb9dd86e77 Merge branch 'master' into release_1804 2018-12-27 11:44:50 +01:00
Matthias
9af2fca718 Add handling for market orders
fixes #1427 and #1428
2018-12-27 11:19:26 +01:00
Matthias
20cdabbe9c Add test for market order 2018-12-27 09:31:21 +01:00
Matthias
34b93eb952 Load config-file in download_backtest_data - 2018-12-25 13:15:41 +01:00
misagh
a5137e4fa4 comparing float instead of int 2018-12-24 11:39:11 +01:00
misagh
7243da3afe tests added for klines copy=True 2018-12-22 19:03:42 +01:00
misagh
34e3af6ad4 do not copy DF if copy is false 2018-12-21 10:35:17 +01:00
misagh
a13b30b2de removing test 2018-12-21 10:21:31 +01:00
misagh
a45ec1ed1c adding copy as a parameter to klines 2018-12-21 10:20:01 +01:00
misagh
215ded2e0a returning last candle close price for a pair 2018-12-17 21:30:58 +01:00
Misagh
1dbcab0b09
Merge pull request #1413 from freqtrade/feat/data_helpers
Feat/data helpers
2018-12-17 09:14:10 +01:00
Matthias
b3bb98777b
Merge branch 'develop' into time_in_force 2018-12-17 06:37:46 +01:00