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1299 Commits

Author SHA1 Message Date
Gert Wohlgemuth
63591fae9c updated lambda to reduce traffic 2018-06-06 22:48:37 -07:00
Gert Wohlgemuth
1611cd8124 updated lambda to reduce traffic 2018-06-06 22:47:11 -07:00
Gert Wohlgemuth
ecca676c07 added more logging 2018-06-06 22:32:03 -07:00
Gert Wohlgemuth
df91312685 optimized data handling to reduce lambda calls 2018-06-06 21:51:03 -07:00
gcarq
c3d0980763 test_persistence: fix reference before assignment 2018-06-07 06:06:21 +02:00
Gert Wohlgemuth
b3dc4b564f optimized data handling to reduce lambda calls 2018-06-06 20:57:30 -07:00
gcarq
4ee5271de7 fix failing dynamic-whitelist test 2018-06-07 05:50:07 +02:00
gcarq
a29ac44d64 adapt tests 2018-06-07 05:27:55 +02:00
gcarq
e2aa78c11b remove obsolete param 2018-06-07 05:27:27 +02:00
gcarq
58a6f21705 remove dry_run_db and replace it with db_url in config 2018-06-07 05:26:39 +02:00
gcarq
8583e89550 persistence: simplify init and pass db_url via config dict 2018-06-07 05:25:53 +02:00
Gert Wohlgemuth
ab57926530 added more logging 2018-06-06 20:07:25 -07:00
Gert Wohlgemuth
7e8d903bf4 updated lambda to reduce traffic 2018-06-06 20:06:16 -07:00
Gert Wohlgemuth
cfb436c1d8 updated lambda to reduce traffic 2018-06-06 20:05:24 -07:00
Gert Wohlgemuth
26038da08e updated lambda to reduce traffic 2018-06-06 19:57:23 -07:00
Gert Wohlgemuth
f733de1662 updated lambda to reduce traffic 2018-06-06 18:20:26 -07:00
xmatthias
7714490530 Test keyerror exception 2018-06-06 21:24:57 +02:00
xmatthias
4a17671f45 improve log message 2018-06-06 20:30:42 +02:00
xmatthias
a901f21bcd test ticker caching 2018-06-06 20:24:47 +02:00
xmatthias
e690003621 reinstate caching for get_ticker 2018-06-06 20:18:16 +02:00
Gert Wohlgemuth
4b92c0f848 added more logging 2018-06-06 09:48:09 -07:00
Gert Wohlgemuth
778b9ac634 added more logging 2018-06-06 09:26:46 -07:00
Gert Wohlgemuth
9eaf984a2b added comments 2018-06-06 09:17:05 -07:00
Gert Wohlgemuth
9379e0b15a updated backtesting to allow for more data aggregation 2018-06-06 08:27:08 -07:00
Gert Wohlgemuth
a506caaaa4 fixed encoding 2018-06-06 00:45:59 -07:00
Gert Wohlgemuth
f1ef1446e5 updated revision 2018-06-05 23:11:36 -07:00
Gert Wohlgemuth
d4c381b74b working on fixing env errors 2018-06-05 22:58:26 -07:00
Gert Wohlgemuth
a4a0242eb7 working on fixing env errors 2018-06-05 22:47:02 -07:00
Gert Wohlgemuth
de086579e6 updated lambdas to allow for new scheduling approach 2018-06-05 22:24:08 -07:00
Gert Wohlgemuth
9f274e1cef added additional data to be persisted 2018-06-05 18:03:04 -07:00
Gert Wohlgemuth
ede1e20526 added additional data to be persisted 2018-06-05 17:31:05 -07:00
Gert Wohlgemuth
b5a67d44d3 added support for more metadata in the strategy 2018-06-05 17:22:18 -07:00
Gert Wohlgemuth
92155b11eb fixed message delivery for data entry 2018-06-05 17:02:25 -07:00
Gert Wohlgemuth
a07f17776c added service to query aggregated trades 2018-06-05 16:34:30 -07:00
Gert Wohlgemuth
b41dd0b790 added service to query aggregated trades 2018-06-05 16:34:01 -07:00
Gert Wohlgemuth
50dd33b35f fixed dynamo query table 2018-06-05 16:15:28 -07:00
Gert Wohlgemuth
473339f740 added some more testing as well as cron expression is now scheduling larger intervals 2018-06-05 16:04:43 -07:00
xmatthias
cac6e0d715 Add docstring to TimeRange class 2018-06-06 00:10:18 +02:00
xmatthias
f37c5b70ba Fix tests - read optional argument 2018-06-05 23:53:49 +02:00
xmatthias
270ccbb0da fix args test 2018-06-05 23:41:50 +02:00
xmatthias
7a34578b4d refactor timerange to named tuple 2018-06-05 23:34:26 +02:00
Gert Wohlgemuth
19a525265f improve data aggregation 2018-06-05 13:59:45 -07:00
Gert Wohlgemuth
7e8461b8fe changed from form param to json 2018-06-05 12:47:25 -07:00
Gert Wohlgemuth
f5c6e638f1 fixed some minor issues 2018-06-05 00:37:25 -07:00
Gert Wohlgemuth
8559af96da refacturing aws lambda to spawn container instead 2018-06-05 00:04:45 -07:00
Gerald Lonlas
c29c13dfd7 Fix a typo in Arguments() comment 2018-06-04 22:42:24 -07:00
Gerald Lonlas
947462e134 Add back 'import os' in Arguments() 2018-06-04 21:29:53 -07:00
Gerald Lonlas
3778bcda24 Ok! you won Flake8 2018-06-04 21:18:03 -07:00
Gerald Lonlas
662436acd2 Fix typo in Argument() 2018-06-04 21:18:03 -07:00
Gerald Lonlas
5683f9e10e Remove hardcoded backtest-result.json in Plot scripts 2018-06-04 21:17:20 -07:00
Gert Wohlgemuth
536e78bff5 minor optimizations 2018-06-04 14:55:19 -07:00
Gert Wohlgemuth
6fa57da664 fixed some minor issues 2018-06-04 14:30:00 -07:00
Gert Wohlgemuth
7b101f17b6 minor adjustements 2018-06-04 13:40:06 -07:00
Matthias
15fb81da92
Merge pull request #844 from creslinux/Constants_usdt 
To be able to start with USDT in fiat_display_currency in config.json
 2018-06-04 21:56:34 +02:00
creslinux
a44978a068 Per steer from project core member, add other valid coinmarketcap 
listed crypto base currencies that are valid during conversion lookup

Here is the test of USDT working:
https://api.coinmarketcap.com/v2/ticker/1027/?convert=USDT&limit=10

CMK page lists: "BTC", "ETH" "XRP", "LTC", and "BCH" as valid.
 2018-06-04 21:48:15 +03:00
creslinux
7c8bf95f8f To be able to start bot with USDT in fiat_display_currency in config.json 
There are use case that build the base pair to consider price of whitelist pairs.
On Binance this is USDT not USD.
 2018-06-04 16:45:47 +03:00
Janne Sinivirta
7df77b1b28 match timeframes to arguments 2018-06-04 16:35:34 +03:00
Janne Sinivirta
0f3dc821f2 add missing timeframes to allowed values 2018-06-04 15:08:45 +03:00
Janne Sinivirta
5ff405b0b0 allow defining of timeframes to download 2018-06-04 15:08:45 +03:00
Janne Sinivirta
639b6bc4f6 set and create default datadir based on used exchange 2018-06-04 14:27:42 +03:00
Janne Sinivirta
6891054b84 use folder user_data/data/exchangename by default and pick pairs.json from that folder by default 2018-06-04 12:37:06 +03:00
Janne Sinivirta
e10279b7b4 show default exchange in download_backtest_data.py 2018-06-04 11:50:33 +03:00
Janne Sinivirta
a0c79bd727 make --pairs-file required 2018-06-04 11:47:27 +03:00
Gert Wohlgemuth
81be71d9cb
Merge pull request #16 from freqtrade/develop 
Update from upstream repo gcarq/freqtrade@develop
 2018-06-03 14:40:26 -07:00
xmatthias
e3227a741c add --export-filename for backtesting 2018-06-03 19:36:53 +02:00
Gerald Lonlas
43696eff5c Add __main__.py to improve how to launch the bot 2018-06-03 08:57:13 -07:00
Janne Sinivirta
20815771ab
Merge pull request #817 from gcarq/feature/gdax 
Enable Backtesting with GDAX and allow trading with EUR/USD
 2018-06-03 17:49:20 +03:00
xmatthias
3a158faa30 Refactor fiat-list to constants 2018-06-03 13:47:36 +02:00
xmatthias
50fc5f91ca Merge branch 'develop' into mypy_typecheck 2018-06-03 10:35:56 +02:00
Gerald Lonlas
e8a59f4c20 Add a test to check the behavior when converting two FIAT 2018-06-03 00:13:48 -07:00
Gerald Lonlas
638d98735f Allow fiat_convert to use same symbol for Crypto and FIAT 2018-06-03 00:13:48 -07:00
Gerald Lonlas
c9e49ed7b4 Sort ticker_history 
CCXT does not sort the ticker history from exchanges.
Bittrex and Binance are sorted ASC (oldest first, newest last) when
GDAX is sorted DESC (newest first, oldest last).

Because of that the get_ticker_history() fall in a very long loop
when the tickers are sorted DESC. Means it downloads more than
needed.

This commit enable exhanges like GDAX and unify the ticker_history
list across all exchanges.
 2018-06-03 00:13:48 -07:00
Gerald Lonlas
acbfe91f13 Allow EUR / USD as stake_currency 
It will enable to trade with FIAT on exhanges like GDAX or Kraken.
 2018-06-03 00:13:48 -07:00
Janne Sinivirta
7edafbb772
Merge pull request #823 from creslinux/timerange_unixtime_argument 
Timerange unixtime argument
 2018-06-03 07:22:41 +03:00
Janne Sinivirta
a657e3d24a
Merge pull request #826 from gcarq/fix/hyperopt-stake_currency 
Fix stake_currency returned by Hyperopt  …
 2018-06-03 07:19:24 +03:00
Janne Sinivirta
2cd8782a88
Merge pull request #825 from gcarq/fix/hyperopt-in-progress 
Fix the in-progress dot that does not show up during a Hyperopt run
 2018-06-03 07:16:39 +03:00
Gert Wohlgemuth
a6a11097eb adjsuting paths a bit to make things clearer 2018-06-02 15:07:31 -07:00
Gert Wohlgemuth
13b533820f optimizing trade db handling to lower monthly cost 2018-06-02 14:44:09 -07:00
Gerald Lonlas
fe8ff1b929 Fix stake_currency return by Hyperopt 
Hyperopt had BTC hard coded in the result. This commit  will display
the real stake_currency used.

If you used `"stake_currency": "USDT",` in your config file.
Before this commit you saw a message like:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 BTC (0.0027Σ%). Avg duration 142.5 mins."

Now with the commit, we fix the wrong BTC currency:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 USDT (0.0027Σ%). Avg duration 142.5 mins."
 2018-06-02 14:07:31 -07:00
Gerald Lonlas
127cf5d619 Backtesting: Add the Interval required when data is missing 
Change the message:
"No data for pair ETH/BTC, use --refresh-pairs-cached to download the data"
for:
"No data for pair: "ETH/BTC", Interval: 5m. Use --refresh-pairs-cached to download the data"

The message structure is unified with the download message:
"Download the pair: "ETH/BTC", Interval: 5m"
 2018-06-02 13:55:05 -07:00
creslinux
94e586c049 Added unit test to check posix time arguments passed to timerange 
Here is the pass report:
freqtrade_new creslin$ pytest freqtrade/tests/test_arguments.py
==================================================================== test session starts =====================================================================
platform darwin -- Python 3.6.5, pytest-3.6.0, py-1.5.3, pluggy-0.6.0
rootdir: /Users/creslin/PycharmProjects/freqtrade_new, inifile:
plugins: mock-1.10.0, cov-2.5.1
collected 19 items

freqtrade/tests/test_arguments.py ...................                                                                                                  [100%]

================================================================= 19 passed in 2.37 seconds ==================================================================
 2018-06-02 22:46:54 +03:00
Gerald Lonlas
dc65753a64 Fix the in-progress dot that does not show up during a Hyperopt run 2018-06-02 12:35:07 -07:00
creslin
43ba02afc6 Per feed back, kept the stype as date. 
Use a tuple to keep as epoch int or process via arrow to timestamp.

I'll look at the test file also.
 2018-06-02 21:59:18 +03:00
xmatthias
9537f17dd4 Fix test 2018-06-02 20:06:29 +02:00
Gert Wohlgemuth
7ef2be06d7
Merge pull request #15 from gcarq/develop 
Update from upstream repo gcarq/freqtrade@develop
 2018-06-02 10:56:24 -07:00
Raymond Luo
2791d543ea Make backtesting report markdown shareable 
Small tweak to make the backtesting report markdown ready and much easier to share reports on many markdown publishing tools and editors that already support Markdown Extra with just a copy and paste

Example:
![Example](https://i.imgur.com/HXlNkfm.png)
 2018-06-02 19:52:16 +02:00
Gert Wohlgemuth
9438e75b0a Merge remote-tracking branch 'origin/develop' into wohlgemuth 2018-06-02 10:46:17 -07:00
creslin
6ca375a397 Extend timerange to accept unix timestamps. 
This gives greater granularity over backtest, parsing tickerfiles.

Example runs using date and unix time below.

/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /Users/creslin/PycharmProjects/freqtrade/scripts/report_correlation.py --timerange=20180528-20180529
2018-06-02 18:44:58,829 - freqtrade.configuration - INFO - Log level set to INFO
2018-06-02 18:44:58,830 - freqtrade.configuration - INFO - Using max_open_trades: 200 ...
2018-06-02 18:44:58,831 - freqtrade.configuration - INFO - Parameter --timerange detected: 20180528-20180529 ...
2018-06-02 18:44:58,831 - freqtrade.configuration - INFO - Parameter --datadir detected: freqtrade/tests/testdata ...
   BasePair      Pair  Correlation  BTC % Change  Pair % USD Ch  Pair % BTC Ch  Gain % on BTC        Start         Stop  BTC Volume
1  BTC_USDT   ETC_USD        0.965        -2.942         -4.070         -1.163      -1.128585  05-28 00:00  05-29 00:00      335.19
0  BTC_USDT   SNT_USD        0.943        -2.942         -5.857         -3.004      -2.915585  05-28 00:00  05-29 00:00      496.01
3  BTC_USDT  DASH_USD        0.902        -2.942         -9.034         -6.277      -6.092432  05-28 00:00  05-29 00:00      751.41
2  BTC_USDT   MTH_USD        0.954        -2.942         -9.290         -6.541      -6.348708  05-28 00:00  05-29 00:00       23.00
4  BTC_USDT   TRX_USD        0.951        -2.942        -13.647        -11.029     -10.704957  05-28 00:00  05-29 00:00    14544.57

Process finished with exit code 0

/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /Users/creslin/PycharmProjects/freqtrade/scripts/report_correlation.py --timerange=1527595200-1527618600
2018-06-02 18:47:40,382 - freqtrade.configuration - INFO - Log level set to INFO
2018-06-02 18:47:40,382 - freqtrade.configuration - INFO - Using max_open_trades: 200 ...
2018-06-02 18:47:40,383 - freqtrade.configuration - INFO - Parameter --timerange detected: 1527595200-1527618600 ...
2018-06-02 18:47:40,383 - freqtrade.configuration - INFO - Parameter --datadir detected: freqtrade/tests/testdata ...
   BasePair      Pair  Correlation  BTC % Change  Pair % USD Ch  Pair % BTC Ch  Gain % on BTC        Start         Stop  BTC Volume
0  BTC_USDT   SNT_USD        0.680           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    68866.30
1  BTC_USDT   ETC_USD        0.857           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30   227514.17
2  BTC_USDT   MTH_USD        0.790           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    12103.96
3  BTC_USDT  DASH_USD        0.862           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    72982.78
4  BTC_USDT   TRX_USD        0.178           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30  1258316.95

Process finished with exit code 0
 2018-06-02 19:45:08 +03:00
Matthias
81bb128cf7
Merge pull request #822 from gcarq/fix/misleading_log 
change misleading logging for datadir
 2018-06-02 14:50:27 +02:00
xmatthias
a8bf5092e8 add ignore explanation 2018-06-02 14:18:57 +02:00
xmatthias
f88729f0e8 add ignore comment 2018-06-02 14:14:28 +02:00
xmatthias
3447e4bb97 comment on ignore hint 2018-06-02 14:13:17 +02:00
xmatthias
884395415f remove type:ignore 2018-06-02 14:10:15 +02:00
xmatthias
0007002c80 fix test failure 2018-06-02 14:07:54 +02:00
xmatthias
0a595190a3 fix last typechecks 2018-06-02 13:59:35 +02:00
xmatthias
32300f6d5f don't initialize with None where it's not necessary 2018-06-02 13:55:06 +02:00
xmatthias
d9e951447f remove _init function in backtesting (and according test) 2018-06-02 13:54:22 +02:00
xmatthias
6fc21e30e5 remove unused import 2018-06-02 13:52:55 +02:00
xmatthias
6106822d10 typing 2018-06-02 13:44:41 +02:00
xmatthias
4a322abd4d Typecheck improvements 2018-06-02 13:44:05 +02:00
Gert Wohlgemuth
f02bb8df86
Merge pull request #14 from gcarq/develop 
Update from upstream repo gcarq/freqtrade@develop
 2018-06-02 03:45:58 -07:00
Janne Sinivirta
b5c41ca0fc
Merge pull request #820 from gcarq/fix/backtesting_hint 
Fix wrong hint '--update-pairs-cached' from Backtesting/Hyperopt
 2018-06-02 11:39:09 +03:00
Janne Sinivirta
a82a31341b change misleading logging for datadir 2018-06-02 11:32:05 +03:00
Gert
de965d053c Merge branch 'develop' into wohlgemuth 2018-06-01 20:32:53 -07:00
Gert Wohlgemuth
770b05eb42
Merge pull request #13 from gcarq/develop 
Update from upstream repo gcarq/freqtrade@develop
 2018-06-01 20:31:41 -07:00
Gert
209aa9141d merged stop loss support branch 2018-06-01 20:26:51 -07:00
Gert
e6d3a440cd fixed tests except for one 2018-06-01 20:19:45 -07:00
Gert
6ace343d65 minor changes 2018-06-01 20:00:47 -07:00
Gérald LONLAS
0980e7e82d
Merge pull request #766 from pan-long/forcesell-amount 
Sell filled amount or an open limit buy order in forcesell.
 2018-06-01 19:51:38 -07:00
Gerald Lonlas
792dd556a1 Fix wrong hint '--update-pairs-cached' from Backtesting/Hyperopt 2018-06-01 19:46:53 -07:00
Gert
c9708442ff Merge branch 'develop' into StopLossSupport 2018-06-01 19:34:39 -07:00
Gert
059a27cd24 merged remote 2018-06-01 19:32:36 -07:00
xmatthias
e28973c50a fix flake8 2018-05-31 22:17:46 +02:00
xmatthias
3fb1dd02f1 add typehints and type: ignores 2018-05-31 22:00:46 +02:00
xmatthias
cf34b84cf1 add attributes with typehints 2018-05-31 21:59:22 +02:00
xmatthias
f4f821e88e add typehints 2018-05-31 21:44:18 +02:00
xmatthias
c0cef7250d typing - avoid variable reuse with differen ttype 2018-05-31 21:22:46 +02:00
xmatthias
2976a50c58 fix typing 2018-05-31 21:10:15 +02:00
xmatthias
69006b8fe8 flake8 2018-05-31 21:08:26 +02:00
xmatthias
4eb55acdbc fix typing 2018-05-31 21:04:10 +02:00
xmatthias
1352f135d0 typing 2018-05-31 20:55:45 +02:00
xmatthias
0d251cbfdd rpc type hints 2018-05-31 20:55:26 +02:00
xmatthias
4733aad7ff mypy_typing 2018-05-31 20:54:37 +02:00
xmatthias
48516e6e1e Add typehint 2018-05-31 20:41:05 +02:00
xmatthias
45909af7e0 type anotation fixes 2018-05-30 22:38:09 +02:00
xmatthias
88755fcded fix typing 2018-05-30 22:09:20 +02:00
xmatthias
0d6dffdc7e fix typehinting 2018-05-30 22:09:03 +02:00
xmatthias
9aa468adda fix for typehint 2018-05-30 22:01:29 +02:00
Samuel Husso
c471ccb2db
Merge pull request #734 from arudov/fix/pair-downloads 
Do not download pairs if --refresh-pairs-cached isn't set
 2018-05-29 08:05:10 +03:00
Pan Long
a98fcee4f9 Sell filled amount or an open limit buy order in forcesell. 
Currently forcesell only cancels an open limit buy order and doesn't sell the filled amount.

After this change, forcesell will also update trade's amount to filled amount and sell the filled amount.
 2018-05-26 09:55:31 +08:00
xmatthias
1ba5c5d9c6 set ccxt loglevel to info 2018-05-25 21:23:15 +02:00
Gert Wohlgemuth
cd462db993 more jyperopt fine tuning 2018-05-24 19:49:36 -07:00
Gert Wohlgemuth
203166687b fixed some format issues and added better logging 2018-05-24 19:46:11 -07:00
Gert Wohlgemuth
644702a595 added support to get the temp directory 2018-05-24 19:11:14 -07:00
Gert Wohlgemuth
d293b65323 working on improving speed 2018-05-24 17:24:59 -07:00
Gert Wohlgemuth
86de538d9e fixed some format issues and added better logging 2018-05-24 16:58:09 -07:00
Gert Wohlgemuth
beb45bc58f fixed some format issues and added better logging 2018-05-24 16:04:51 -07:00
Gert Wohlgemuth
e37e7bd914 added support for backtest ranges to collect more data and initial support for pagination 2018-05-24 14:05:29 -07:00
EC2 Default User
6301329921 Merge branch 'aws' of https://github.com/berlinguyinca/freqtrade into aws 2018-05-24 07:57:36 +00:00
Gert Wohlgemuth
85fba4fcb8 added support to get the temp directory 2018-05-24 00:57:18 -07:00
EC2 Default User
0895759239 Merge branch 'aws' of https://github.com/berlinguyinca/freqtrade into aws 2018-05-24 07:49:15 +00:00
Gert Wohlgemuth
8175fd207e more jyperopt fine tuning 2018-05-24 00:49:06 -07:00
EC2 Default User
f18d04b0a4 Merge branch 'aws' of https://github.com/berlinguyinca/freqtrade into aws 2018-05-24 07:41:57 +00:00
Gert Wohlgemuth
742dc7d6d5 working on error handling 2018-05-24 00:41:40 -07:00
EC2 Default User
f962bddf50 Merge branch 'aws' of https://github.com/berlinguyinca/freqtrade into aws 2018-05-24 07:31:25 +00:00
Gert Wohlgemuth
6689c88a7c minor optimizations 2018-05-24 00:31:16 -07:00
Gert Wohlgemuth
ad36947fe2 added better result code to github import 2018-05-24 00:12:19 -07:00
EC2 Default User
8f0254458c Merge branch 'aws' of https://github.com/berlinguyinca/freqtrade into aws 2018-05-24 07:05:52 +00:00
Gert Wohlgemuth
b478ad76b2 further working on getting rid of hyperopt 2018-05-24 00:05:34 -07:00
Gert Wohlgemuth
d4250222f8 further working on getting rid of hyperopt 2018-05-24 00:04:58 -07:00