Commit Graph

6369 Commits

Author SHA1 Message Date
Matthias 3c149b9b59 Move signalType to enums 2021-06-08 21:09:39 +02:00
Matthias 89b9915c12 Update imports for SellType in tests 2021-06-08 21:07:16 +02:00
Matthias d16a619489 Move SellType Enum to it's own module 2021-06-08 21:04:34 +02:00
Matthias e71d965e32
Merge pull request #4982 from eschava/profit_day_week
day/week options for Telegram '/profit' command
2021-06-08 19:26:57 +01:00
Matthias 3310a45029 Change wording if limited lookback is used 2021-06-08 20:10:43 +02:00
Bruno Gouvea 3cce668353 Creating a control variable to determine the existence of max drawdown in the final result. 2021-06-08 02:57:44 -03:00
Bruno Gouvea 816bb531b3 Creating fake column for legacy mode on max drawdown 2021-06-08 02:42:55 -03:00
Bruno Gouvea 4595db39aa Displaying max. drawdown only when it is not legacy mode. 2021-06-08 02:18:00 -03:00
Bruno Gouvea c513c9685d Remove blank line (PEP8) 2021-06-07 18:20:04 -03:00
Bruno Gouvea 5c3a418e65 Adjusting drawdown column position. 2021-06-07 18:15:26 -03:00
Bruno Gouvea 35d6140068 Displays the max drawdown in the hyper optimization results table. 2021-06-07 17:53:19 -03:00
Matthias c389d44e9a Improve filling logic 2021-06-05 15:22:52 +02:00
Matthias db03a24109 Add tests for fill methods 2021-06-05 09:09:39 +02:00
Matthias 1e988c97ad Update dry-run order handling to use realistic fill prices
closes #3389
2021-06-05 09:09:39 +02:00
Matthias a0893b291a Fix strategy samples to use runmode.value
closes #5073
2021-06-05 09:03:03 +02:00
Matthias 8e44de7f83
Merge pull request #5071 from janoskut/plot-profit-make-open-html-optional
plot-profit: Make "auto-open" HTML result optional
2021-06-03 05:40:38 +01:00
Janos 812eb229df plot-profit: Make "auto-open" HTML result optional
Adding an "--auto-open" argument.
This improves tool processing of the results, while still allowing to open the HTML file for easy use.
2021-06-02 21:33:26 +02:00
Janos 80af6e43e4 test-pairlist: remove non-JSON headline from JSON output 2021-06-02 21:02:21 +02:00
Matthias bd1984386e Move get_sell_rate to exchange class 2021-06-02 11:41:13 +02:00
Matthias 12916243ec Move get_buy_rate to exchange class 2021-06-02 11:30:19 +02:00
Matthias 4e1425023e Further reorder exchange methods 2021-06-02 11:20:26 +02:00
Matthias 4c277b3039 Reorder exchange methods 2021-06-02 11:18:13 +02:00
Matthias 67beda6c92 Add fetch_dry_run_order method 2021-06-02 11:06:32 +02:00
Matthias 10cd89a99d Allow the API to respond faster in case of long pairlists 2021-06-02 10:39:49 +02:00
Eugene Schava 9edcb393b6 telegram: move the most important information to the top of sell message
fixed flake error
2021-06-01 22:24:21 +03:00
Eugene Schava 53b1f38952 telegram: move the most important information to the top of sell message 2021-06-01 20:08:22 +03:00
Matthias f920c26802 fix Hyperopt-list avg-time filters
These should use a numeric field (which currently isn't available).

closes #5061
2021-05-31 20:01:40 +02:00
Matthias 2d7ccaeb3d Add test for load_config 2021-05-30 20:14:54 +02:00
Matthias f9bcf19f9a
Merge pull request #5003 from rokups/rk/plotting
Indicator plotting improvement
2021-05-30 18:44:54 +01:00
Matthias e3d5c9cb10
Fix typo in exception message 2021-05-30 16:39:33 +01:00
Matthias e17e35f0ef
Merge pull request #5046 from freqtrade/list_strategy_hyperopt
allow list-strategies to show if params are hyperoptable
2021-05-30 16:36:31 +01:00
Kamontat Chantrachirathumrong 806838c3af
Fix we use check sell_noti not noti 2021-05-30 21:07:44 +07:00
Rokas Kupstys b54da430b9 Add ability to plot bars on indicator chart and pass custom arguments to plotly. 2021-05-30 11:11:19 +03:00
Matthias d7fdc2114a allow list-strategies to show if params are hyperoptable 2021-05-29 13:27:08 +02:00
Matthias 313567d07d Support having numbers in custom keyboard 2021-05-29 08:12:25 +02:00
Eugene Schava 14df243661 day/week options for Telegram '/profit' command
mypy fix
2021-05-28 17:18:23 +03:00
Eugene Schava 012309a06a day/week options for Telegram '/profit' command
fixed line lenght
2021-05-28 17:03:31 +03:00
Eugene Schava 36b68d3702 day/week options for Telegram '/profit' command
format changed to "/profit n"
2021-05-28 14:46:22 +03:00
Eugene Schava 4b5a9d8c49 day/week options for Telegram '/profit' command
revert accidental changes
2021-05-28 14:43:57 +03:00
Eugene Schava a965436cd6 day/week options for Telegram '/profit' command
format changed to "/profit n"
2021-05-28 10:17:26 +03:00
Matthias 8a56af9192 Update onlyprofit loss should use absolute profit
closes #4934
2021-05-28 08:38:46 +02:00
Matthias 7bfe935e37
Merge pull request #4838 from Antreasgr/fix-encoding-issue
Fix bug in running hyperopt in windows 10
2021-05-27 14:57:36 +01:00
Matthias 377352fced
Merge pull request #4682 from freqtrade/sqlalchemy_14
Sqlalchemy 14 preparations
2021-05-27 14:19:25 +01:00
Matthias a89364aa98 Merge branch 'develop' into pr/Antreasgr/4838 2021-05-27 14:59:39 +02:00
Matthias 3014bc3467 Don't use Sum sign in hyperopt to avoid compatibility problems 2021-05-27 14:22:11 +02:00
Matthias cf39dd2163 Fix csv-export error with new hyperopt format 2021-05-27 13:08:28 +02:00
Matthias e0083bc58e Support backwards-compatible sell setting 2021-05-27 13:00:05 +02:00
Matthias 66de5df1d1 Update sqlite init method 2021-05-27 11:38:28 +02:00
Matthias b82f7a2dfd Update orders-migrations to work with new sqlalchemy syntax 2021-05-27 11:38:28 +02:00
Matthias 17f74f7da8 Ensure commit happens on forcebuy 2021-05-27 11:38:28 +02:00
Matthias a01d05997e Add Trade.commit method for easy use 2021-05-27 11:38:28 +02:00
Matthias 6fb32c3594 Use commit instead of .flush() 2021-05-27 11:38:28 +02:00
Matthias eaa47ff335 Don't use autocommit 2021-05-27 11:38:28 +02:00
Matthias c31cb67118 Further changes for sqlalchemy 1.4 2021-05-27 11:38:28 +02:00
Matthias 2f79958acb Move declarative_base import to import from .orm 2021-05-27 11:38:28 +02:00
Kamontat Chantrachirathumrong c5c323ca88
Settings notify sell in telegram base on sell reason (#5028)
* BREAK: notification sell by sell reason

* Update constants.py

* Update telegram.py

* Update telegram-usage.md

* Update telegram.py

* Update telegram.py

* Fix test fail

* Update config_full.json.example

* Update telegram-usage.md

* Update telegram.py

* Update telegram.py

* Update telegram-usage.md

* validate value of sell object

* Fix linter

* Update constants.py

* Make telegram sample slightly more positive

Co-authored-by: Matthias <xmatthias@outlook.com>
2021-05-27 11:35:27 +02:00
Matthias 42453333be Align coinbase download with ccxt limits
Align with https://github.com/ccxt/ccxt/issues/9268
2021-05-27 07:38:47 +02:00
Matthias 8e89d3e6e4 Fix sort error 2021-05-25 19:33:34 +02:00
Matthias cc5769e900 Convert np.int64 to proper int
closes #5018
2021-05-25 19:24:56 +02:00
Matthias a747312c1e Explicitly provide is_open to trade Object
closes #5015
2021-05-25 18:02:07 +02:00
Rikj000 bd44deea0d BugFix - hyperopt-show --print-json include non-optimized params 2021-05-24 18:51:33 +02:00
Matthias af16614bf2 Fix formatting issue 2021-05-24 07:48:36 +02:00
Priveyes 6f990c5976
Fix a rare error in save_result : ValueError: Out of range float values are not JSON compliant
freqtrade/freqtrade/optimize/hyperopt.py", line 166, in _save_result
    rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE)
ValueError: Out of range float values are not JSON compliant
2021-05-23 18:49:07 +02:00
Matthias f760b4a789 Merge branch 'develop' into pr/gmatheu/4746 2021-05-23 16:03:11 +02:00
Matthias 971d5b2ecc
Merge pull request #5002 from freqtrade/track_rejected_trades
Track rejected trades
2021-05-23 14:56:50 +01:00
Matthias 3f956441fc Properly format % of zero_duration_trades 2021-05-23 15:53:54 +02:00
Matthias a39860e0de Add tests for rejected signals 2021-05-23 14:15:02 +02:00
Matthias 7f125315b0 Track Rejected Trades
closes #3423
2021-05-23 09:42:05 +02:00
Matthias 02faeb60a3
Merge pull request #4943 from rokups/rk/statistics
Extra statistics
2021-05-23 08:38:27 +01:00
Rokas Kupstys db985cbc2e Fix hyperopt-show failing to display old results with missing new fields. 2021-05-23 09:45:26 +03:00
Matthias 74d75599a9
Merge pull request #4964 from thraizz/develop
Add backoff timer for coingecko API
2021-05-22 16:54:29 +01:00
Matthias 765c824bfc isort 2021-05-22 17:25:23 +02:00
Matthias a7bd8b0aa5 Fix exception in plotting when no trades where generated
as seen in #4981
2021-05-22 17:03:16 +02:00
Matthias feb836eaf6
Merge pull request #4994 from freqtrade/support_other_dbs
Support other dbs
2021-05-22 15:54:34 +01:00
A. Schueler 0693458507
Update freqtrade/rpc/fiat_convert.py 2021-05-22 16:26:58 +02:00
Rokas Kupstys 25cc4eae96 Fix tests that broke after table formatting changed. 2021-05-22 15:25:37 +02:00
A. Schueler f8cdd6475c Reduce warnings when waiting for coingecko backoff 2021-05-22 13:43:33 +02:00
A. Schueler 6e05f856b4 Abort _find_price when cryptomap is empty after retry 2021-05-22 11:55:03 +02:00
A. Schueler ab6bfbad12 Handle RequestExceptions that are not 429s in _load_cryptomap 2021-05-22 11:52:40 +02:00
A. Schueler 8842e0d161 Fix flake8 error in fiat_convert 2021-05-22 10:59:33 +02:00
A. Schueler a0921ec753 Add backoff timer for coingecko API
Set a future timestamp when we should retry getting coingecko data.

This fixes conversion from stake to fiat when running multiple bots
as we don't simply accept the 429 error from Coingecko but handle it.
2021-05-22 10:59:33 +02:00
Matthias df0928c8b5
Merge pull request #4992 from freqtrade/buy_partial_fill
Don't cancel low partial filled buy
2021-05-22 09:17:04 +01:00
Matthias cc064f1574 String columns should have a max-length defined
otherwise MySql will not work.
2021-05-22 10:12:23 +02:00
Matthias 6acb2eb2b6 Add average column to orders table 2021-05-21 20:35:39 +02:00
Matthias 45e2621505 Add minimum-filled protection for buy cancels 2021-05-21 19:32:16 +02:00
Matthias dfa412f0de Fix typo in filter 2021-05-21 13:24:13 +02:00
Rokas Kupstys 981b2df7ca Include win:loss ratio in results tables. 2021-05-21 12:18:08 +03:00
Rokas Kupstys debd98ad9a Make results table more compact by merging win/draw/loss columns and drawdown abs/% into single columns. 2021-05-21 11:36:23 +03:00
Rokas Kupstys e1dc1357ce Add drawdown column to strategy summary table. 2021-05-21 11:36:23 +03:00
Rokas Kupstys edcfa94093 Include zero duration trades in backtesting report. 2021-05-21 11:36:23 +03:00
Matthias 96ea10e562 Fix circular import in hyperopt 2021-05-21 08:52:56 +02:00
Matthias f398888865 Refactor preprocessed trimming to seperate method 2021-05-21 08:26:19 +02:00
Matthias d19b37c777
Merge pull request #4979 from kamontat/patch-1
Fix hyperopt trim to empty dataframe
2021-05-21 08:17:35 +02:00
Matthias ccd705bfda
Merge pull request #4962 from eschava/total_row
Total row for telegram "/status table" command
2021-05-21 08:02:30 +02:00
Eugene Schava 336f4aa6a7 day/week options for Telegram '/profit' command
isort fix
2021-05-20 08:17:08 +03:00
Kamontat Chantrachirathumrong 6172e67fcd
Update hyperopt.py 2021-05-20 11:56:31 +07:00
Kamontat Chantrachirathumrong c2b9da68e1
fix indent 2021-05-20 11:56:11 +07:00
Kamontat Chantrachirathumrong 1b3bfb2e7f
found root cause. 2021-05-20 11:50:15 +07:00
Kamontat Chantrachirathumrong 48210170e7
wrap with is not empty 2021-05-20 11:49:25 +07:00
Matthias ba106e6c4a
Merge pull request #4975 from Axel-CH/allow_seconds_unfilled_timeout
Add ability to choose unit in unfilled timeout
2021-05-20 06:43:15 +02:00
Matthias 586f2a699d
Merge pull request #4953 from freqtrade/value_filter
max-value change filter
2021-05-20 06:35:34 +02:00
Matthias 0358b5365f Add "unfilledtimeout-unit" to full config sample 2021-05-20 06:26:07 +02:00
Eugene Schava 935ed36433 day/week options for Telegram '/profit' command
mypy fix
2021-05-20 01:10:22 +03:00
Eugene Schava e9841910e9 day/week options for Telegram '/profit' command 2021-05-20 00:33:33 +03:00
Kamontat Chantrachirathumrong 082fb11bbe
Avoid having error `cannot set a frame with no defined index and a scalar` 2021-05-20 01:54:48 +07:00
Matthias ef4d1c24d7
Merge pull request #4941 from brookmiles/fix-stoploss-above-candle
prevent backtest stoploss trade price being set above candle high
2021-05-19 06:20:35 +02:00
axel 75f88b466a add ability to choose unit in unfilled timeout 2021-05-18 19:30:36 -04:00
Matthias 7a9853bfe1 Fix "Too many open Files" exception 2021-05-18 20:39:55 +02:00
Matthias 16c22c7b68 Add pair name to stoploss
helps debugging #4972
2021-05-18 19:16:25 +02:00
Matthias 36eba0f110 Don't use "r+" memmap, but "r2 2021-05-17 21:05:48 +02:00
Matthias 6aa574fa2b Convert ROI result to proper json object
closes #4952
2021-05-17 20:58:50 +02:00
Matthias 6659a07079 Add tests for max-value filter 2021-05-17 19:47:57 +02:00
Matthias 369f19df6b Add valuefilter to Pricefilters 2021-05-17 19:44:36 +02:00
Matthias 3006396398 Fix docstring typo 2021-05-17 19:37:22 +02:00
Matthias 26f5bc6584
Merge pull request #4944 from brookmiles/fix-download-data-end-date
Add support for timerange end date to `download-data`
2021-05-17 19:35:32 +02:00
Eugene Schava 459fae6d80 Total row for telegram "/status table" command
fixes
2021-05-17 16:22:48 +03:00
Eugene Schava 3ad8fa2f38 Total row for telegram "/status table" command
moved sum calculation to API
2021-05-17 15:59:03 +03:00
Eugene Schava 196fde44e0 Total row for telegram "/status table" command
work around mypy warning
2021-05-17 14:45:54 +03:00
Eugene Schava 915ff7e1bf Total row for telegram "/status table" command
fix mypy warnings
2021-05-17 13:03:20 +03:00
Eugene Schava d7479fda1f Total row for telegram "/status table" command
fix compiler warnings
2021-05-17 12:53:57 +03:00
Eugene Schava 0abb9cfe28 Total row for telegram "/status table" command 2021-05-17 12:41:44 +03:00
Eugene Schava 10ef0f54ac Total row for telegram "/status table" command 2021-05-17 11:12:11 +03:00
Matthias 37b71b8cfd Fix PerformanceFilter failing in test-pairlist mode 2021-05-16 19:55:13 +02:00
Matthias 0d50e99563 Fix Agefilter checking for > instead of >= 2021-05-16 19:35:30 +02:00
Matthias c9ac67e985 Fix some typos 2021-05-16 14:50:25 +02:00
Matthias 6f38976470 Introduce cancel_stoploss_with_result 2021-05-16 14:15:24 +02:00
Matthias 380754b8ab Fix typos in docstrings 2021-05-16 13:20:05 +02:00
Matthias 0b1dd0d203 Use correct order_id for ftx
closes #4511
2021-05-16 09:15:25 +02:00
Matthias 2d7735ba04 Update telegram to sort performance by absolute performance 2021-05-15 19:49:21 +02:00
Matthias 6b2a38ccfb Add absolute Profit to apiserver 2021-05-15 19:39:46 +02:00
Matthias 4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
Two fixes
2021-05-15 15:11:07 +02:00
Brook Miles db17b1a851 fix indentation 2021-05-15 20:20:36 +09:00
Brook Miles 88da1f109b fix #4412 download-data does not stop downloading at the specified TIMERANGE end date 2021-05-15 20:15:19 +09:00
Rokas Kupstys 2d5f465f1b Fix protections being loaded multiple times for first strategy when backtesting. 2021-05-15 13:37:03 +03:00
Rokas Kupstys 29fed37df3 Fix exception when few pairs with no data do not result in aborting backtest.
Exception is triggered by backtesting 20210301-20210501 range with BAKE/USDT pair (binance). Pair data starts on 2021-04-30 12:00:00 and after adjusting for startup candles pair dataframe is empty.

Solution: Since there are other pairs with enough data - skip pairs with no data and issue a warning.

Exception:
```
Traceback (most recent call last):
  File "/home/rk/src/freqtrade/freqtrade/main.py", line 37, in main
    return_code = args['func'](args)
  File "/home/rk/src/freqtrade/freqtrade/commands/optimize_commands.py", line 53, in start_backtesting
    backtesting.start()
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 502, in start
    min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 474, in backtest_one_strategy
    results = self.backtest(
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 365, in backtest
    data: Dict = self._get_ohlcv_as_lists(processed)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 199, in _get_ohlcv_as_lists
    pair_data.loc[:, 'buy'] = 0  # cleanup from previous run
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 692, in __setitem__
    iloc._setitem_with_indexer(indexer, value, self.name)
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 1587, in _setitem_with_indexer
    raise ValueError(
ValueError: cannot set a frame with no defined index and a scalar
```
2021-05-15 13:37:03 +03:00
Matthias e1447f955c /locks should always respond, even if there's no locks
closes #4942
2021-05-15 10:50:00 +02:00
Brook Miles 2eac23a15f if stoploss price is above the candle high, set it to candle open instead. this can occur if stoploss had previously been reached but the sell was prevented by `confirm_trade_exit` 2021-05-15 15:38:51 +09:00
Matthias 0ace35bf3d Fix unreferenced error 2021-05-15 08:14:50 +02:00
Matthias a6c644161d
Merge pull request #4930 from freqtrade/hyperopt_memory
Hyperopt memory problems
2021-05-15 07:12:57 +02:00
Matthias 5e73195b30 Use linux lineseperator at all times 2021-05-15 07:01:32 +02:00
Matthias 4bc018a456 Change rate back to "open" for custom_sell
closes #4920
2021-05-14 07:18:10 +02:00
Matthias 09756e3007 Subplots should always be included in responses 2021-05-14 06:36:50 +02:00
Matthias ecee42f561 Read pickle file in mmap mode 2021-05-13 20:13:04 +02:00
Matthias 1055862bc0 Extract data-load + dump from hyperopt
(Reduces memory-usage as the dataframes go out of scope)
2021-05-12 21:15:01 +02:00
Matthias 24a1d5a96f Change default hyperopt-name to be shorter 2021-05-12 19:06:13 +02:00
Matthias 3cbe40875d read hyperopt results from pickle or json 2021-05-12 06:06:30 +02:00
Matthias 06bf1aa274 Store epochs as json per line 2021-05-12 05:58:25 +02:00
Matthias 7398ea88e0 Change optimize_reports to convert dates to string earlier 2021-05-11 20:37:49 +02:00
Matthias b81f24d9c6
Merge pull request #4851 from rokups/rk/backtest-dataprovider
Data provider support in backtesting
2021-05-10 19:11:05 +02:00
Matthias 92186d89a2 Add some changes to strategytemplate 2021-05-09 09:56:36 +02:00