879b513822
enhanced method description
2020-02-08 21:31:36 +01:00
f3b1161640
wide notifications fixes
2020-02-08 21:02:52 +01:00
c4031761fe
Don't validate exchange for data-download subcommand
2020-02-08 19:29:58 +01:00
34f04668c1
Add template for bittrex
2020-02-08 14:02:51 +01:00
52f4187129
Allow exchange templates to configure outside-options too
2020-02-08 13:51:55 +01:00
fff8ced3b0
Merge pull request #2843 from hroff-1902/allow-derived-strategies
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Allow derived strategies
2020-02-08 09:15:35 +01:00
61ced5e926
Fix typo
2020-02-08 02:49:06 +03:00
28184201e4
Align sample_hyperopt_advanced.py to hyperopt_interface.py
2020-02-08 02:47:50 +03:00
abf10aec98
Merge branch 'develop' into feat/new_config
2020-02-07 17:02:14 +01:00
e8b9d88eb6
moved line for total_downside
2020-02-07 16:44:55 +03:00
a46b7bcd6d
more fixes...
2020-02-07 16:44:43 +03:00
9bcc5d2eed
fixed downside_returns to read from profit_percent_after_slippage
2020-02-07 16:36:12 +03:00
728ab0ff21
Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily
2020-02-07 16:35:28 +03:00
b56a1f0603
initial push of sortino, work not done, still need own tests
2020-02-07 16:34:20 +03:00
deb0b7ad67
Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily
2020-02-07 16:30:37 +03:00
44d67389d2
initial push of sortino, work not done, still need own tests
2020-02-07 16:29:27 +03:00
ff819386e1
added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width
2020-02-07 03:51:50 +01:00
97e48080e8
Merge pull request #2839 from hroff-1902/list-hyperopts-2
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Add list-hyperopts subcommand
2020-02-06 07:06:36 +01:00
5b00eaa42d
Updated Strategy Summary table to match other backtesting tables ( #2864 )
2020-02-06 06:58:58 +01:00
9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky ( #2826 )
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* more consistent backtesting tables and labels
* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.
* added daily sharpe ratio hyperopt loss method, ty @djacky
* removed commented code
* removed unused profit_abs
* added proper slippage to each trade
* replaced use of old value total_profit
* Align quotes in same area
* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily
* fixed some more line alignments
* updated docs to include SharpeHyperOptLossDaily
* Update dockerfile to 3.8.1
* Run tests against 3.8
* added daily sharpe ratio hyperopt loss method, ty @djacky
* removed commented code
* removed unused profit_abs
* added proper slippage to each trade
* replaced use of old value total_profit
* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily
* updated docs to include SharpeHyperOptLossDaily
* docs fixes
* missed one fix
* fixed standard deviation line
* fixed to bracket notation
* fixed to bracket notation
* fixed syntax error
* better readability, kept np.sqrt(365) which results in annualized sharpe ratio
* fixed method arguments indentation
* updated commented out debug print line
* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()
* Reworked to fill leading and trailing days
* No need for np; make flake happy
* Fix risk free rate
Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-06 06:49:08 +01:00
6866f6389d
Fix merge-error
2020-02-04 20:41:13 +01:00
d2cac1d8fd
Merge branch 'develop' into spreadfilter
2020-02-04 16:54:46 +03:00
aa54fd2251
- added spread filter
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- minimum value to volume pairlist
2020-02-04 14:49:59 +01:00
f5fb129483
Merge pull request #2858 from freqtrade/fix/rolling_max
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Fix implementation of rolling_max
2020-02-04 14:05:05 +03:00
a707aeb3d0
Fix implementation of rolling_max
2020-02-04 07:00:53 +01:00
91b4c9668c
More consistency changes...
2020-02-04 01:57:24 +01:00
d457d43999
Merge pull request #2833 from hroff-1902/type-hints
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Add some type hints
2020-02-03 23:24:26 +03:00
ffb53a6df5
get rid of typing.cast()
2020-02-03 23:08:35 +03:00
684cb54992
Add pair to exception msg
2020-02-03 17:17:46 +03:00
df249c7c03
Remove unclear comment
2020-02-03 09:37:50 +03:00
537596001e
Allow derived strategies
2020-02-03 06:20:01 +03:00
e3cb5d26c0
Merge pull request #2835 from yazeed/reduce_noise_if_use_order_book_true
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reduced noise without verbose mode if use_order_book is true
2020-02-02 19:42:50 +01:00
84156879f6
Fix NO_CONF_REQUIRED for list-hyperopts
2020-02-02 20:11:42 +03:00
857eb5ff69
Add list-hyperopts command
2020-02-02 19:41:22 +03:00
3fe39a3e1b
Rename constant
2020-02-02 19:41:22 +03:00
a5e670b402
Add USERPATH_NOTEBOOKS
2020-02-02 19:41:22 +03:00
e8c1abc509
Merge pull request #2799 from freqtrade/fix_stoploss_recreated
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Fix stoploss recreated
2020-02-02 16:59:45 +03:00
6594679e52
Merge pull request #2779 from freqtrade/stoploss_market
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Stoploss on exchange for Kraken
2020-02-02 14:48:45 +03:00
aeabe1800b
modified two lines from logger.info to logger.debug cause they're too spammy
2020-02-02 10:49:00 +01:00
d64751687b
Fix link and lowercase variable
2020-02-02 10:47:44 +01:00
3499f1b85c
better readability and more consistent with daily sharpe loss method
2020-02-02 08:47:33 +01:00
f3d500085c
Add some type hints
2020-02-02 07:00:40 +03:00
cbd2b265bb
Fix small error
2020-02-01 15:16:44 +01:00
d1a3a2d000
Add tests for build_config
2020-02-01 14:22:40 +01:00
cfa6a3e3d3
Don't overwrite files
2020-02-01 14:12:21 +01:00
c40a4d77f8
Use exchange_mapping to determine correct exchange-template
2020-02-01 13:46:58 +01:00
19d4e1435c
Merge pull request #2828 from yazeed/line_alignment_fixes
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fixed some more line alignments
2020-02-01 11:19:28 +01:00
d038bcedb0
fixed some more line alignments
2020-01-31 22:37:05 +01:00
c396ad4daa
Align quotes in same area
2020-01-31 20:41:51 +01:00
907a61152c
added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.
2020-01-31 04:53:37 +01:00
e2b3907df5
more consistent backtesting tables and labels
2020-01-31 04:39:18 +01:00
4be3f053ca
Exclude trading against BNB bases on binance
2020-01-30 21:42:48 +01:00
cebf99b5d8
Implement validation
2020-01-29 22:46:47 +01:00
acbf13e648
Fail gracefully if user interrupted question session
2020-01-29 21:47:05 +01:00
940bfbee96
Move start_config out of build_commands file
2020-01-29 21:28:01 +01:00
e250c56829
Add Questionaire workflow
2020-01-29 21:21:38 +01:00
dd83cb1b95
Extract selection generation to a seperate method
2020-01-29 20:27:38 +01:00
68771a7861
Remove state attr from Worker
2020-01-29 17:08:36 +03:00
e1356fb80e
Merge pull request #2800 from yazeed/enhanced_check_depth_of_market_logging
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better logging on check_depth_of_market_buy()
2020-01-29 10:56:14 +03:00
c80d8f432a
Add exchange templates
2020-01-29 07:13:38 +01:00
122c916356
Add first version of config_deploy
2020-01-29 07:03:22 +01:00
b384ca8fd2
Create new-config command
2020-01-29 06:47:01 +01:00
a0b92fe0b1
removed typo
2020-01-28 19:29:47 +01:00
328a9ffafd
fixed typo in false statement
2020-01-28 19:27:49 +01:00
5d7317ef77
Merge pull request #2807 from hroff-1902/refactor-freqtrade-2
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Add notify_status() to FreqtradeBot
2020-01-27 06:44:20 +01:00
30e3e434ab
Add notify_status() to FreqtradeBot
2020-01-27 03:34:53 +03:00
33645e45fd
Minor cosmetics in start_trading
2020-01-27 02:49:25 +03:00
1ef148317d
Merge branch 'develop' into stoploss_market
2020-01-26 20:33:41 +01:00
1b9af9d2d8
Merge branch 'develop' into data_handler
2020-01-26 20:31:13 +01:00
02563019fc
move setup_utils_config to configuration module
2020-01-26 14:15:53 +01:00
8c9119b471
Add docustring to commands module
2020-01-26 13:46:01 +01:00
2d02c3f2a4
Split out pairlist_commands
2020-01-26 13:46:01 +01:00
a3e9d04383
Adjust imports to new place for arguments
2020-01-26 13:46:01 +01:00
7f851ad8d9
Move arguments and cli_options to commands module
2020-01-26 13:46:01 +01:00
a1c684f67c
Simplify noqa setup for module imports
2020-01-26 13:46:01 +01:00
f347e5934a
Small adjustments for moved commands
2020-01-26 13:46:01 +01:00
e033df6a2f
Move optimize_commands to commands module
2020-01-26 13:46:01 +01:00
b254bdfea3
Move plot_utils to plot_commands
2020-01-26 13:46:01 +01:00
70a0346b0a
Move data-stuff to data-commands
2020-01-26 13:46:01 +01:00
926bf07df1
Seperate a few commands into specific files
2020-01-26 13:46:01 +01:00
6e85280467
Adjust imports
2020-01-26 13:46:01 +01:00
80ed1c3e14
Move utils to commands
2020-01-26 13:46:01 +01:00
3f2542fcbc
Move edge-module out of __init__.py
2020-01-26 10:44:42 +01:00
bd4dd8403b
Fix type-errors with stake_amount
2020-01-25 12:49:37 +01:00
f4c7edf551
No args for backtest(), use arguments
2020-01-25 12:49:37 +01:00
f8db7f1709
added ask price, bid price, immediate ask quantity, and immediate bid quantity to check_depth_of_market_buy. also added a line that mentions if delta condition was satisfied or not.
2020-01-25 04:17:41 +01:00
70b9bd9c0e
Verify if trade is closed before acting on Stoploss_on_exchange
2020-01-23 20:36:48 +01:00
ea5ac1efb5
Don't handle stoploss if there is an open regular order
2020-01-23 20:24:23 +01:00
a83de241e4
Check for closed stoploss-orders first
2020-01-23 19:40:31 +01:00
1d141cd406
Merge branch 'develop' into stoploss_market
2020-01-23 19:35:05 +01:00
bc4c469797
Merge branch 'develop' into stoploss_market
2020-01-22 20:51:52 +01:00
aad10ceee3
Add threading lock object for /forcesell
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Protects against stoploss_on_exchange order recreation
in case of /forcesell (it's a timing issue, so may or may not happen).
2020-01-22 20:50:09 +01:00
58ceda4b90
update wallets after forcesell
2020-01-22 19:54:55 +01:00
8a940eb0c1
Align price finding function name on buy side with get_sell_rate
2020-01-22 14:46:28 +01:00
9c2f21b07e
Merge pull request #2788 from drdux/develop
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added missing word in hyperopt loss example
2020-01-22 12:47:08 +01:00
7d2d0235a0
Fix typo in sell-reason table generation
2020-01-22 06:08:34 +01:00
bff0a09537
line was too long
2020-01-21 16:14:19 +00:00
c1c2717bc9
added missing word in hyperopt loss example
2020-01-21 15:49:24 +00:00
fc2970f41b
Merge branch 'develop' into data_handler
2020-01-21 06:58:48 +01:00
66415d48d4
Merge pull request #2787 from freqtrade/dry_run_optional
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remove default value calls for dry_run
2020-01-20 23:08:17 +03:00
1bf475fa1a
Remove .get calls for dry_run - it's a mandatory property
2020-01-20 20:24:40 +01:00
099bbc5c7f
Fix bug when stoploss_on_exchange in combination with dry-run
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does not sell orders
2020-01-20 20:14:40 +01:00
cf9331919f
move exchange-specific order-parsing to exchange class
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Related to stoploss_on_exchange in combination with trailing stoploss.
Binance contains stopPrice in the info, while kraken returns the same
value as "price".
2020-01-19 19:54:30 +01:00
f1629c907a
Implement stoploss for kraken
2020-01-19 14:40:09 +01:00
e6f1912443
Use named arguments for stoploss create_order call
2020-01-19 14:40:09 +01:00
16b34e11ca
Complete rename of stoploss_limit to stoploss
2020-01-19 14:40:09 +01:00
256fc2e78c
Rename stoploss_limit to stoploss
2020-01-19 13:30:56 +01:00
8d2e0bfd62
Move rate-calcuation for stoploss-limit order to exchange
2020-01-19 13:13:09 +01:00
2f82122fc4
Merge pull request #2763 from freqtrade/fix/precision_rounding
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Fix/precision rounding
2020-01-17 01:25:30 +03:00
29a5e4fba1
Update wallets before getting amount
2020-01-15 21:52:54 +01:00
8bcfe4a6aa
Up log level of safe_sell_amount message
2020-01-15 21:01:36 +01:00
d1bf388b0e
Wallet amount must be compared with >=
2020-01-15 19:56:14 +01:00
f73f0b1653
Update comments on backtesting
2020-01-15 19:29:00 +05:30
c8806a16a1
Allow wallet update from /balance
2020-01-15 06:43:41 +01:00
4013701bdb
allow wallet update to be skipped if the value is fresh enough.
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Value is NOT configurable, having this wrong can result in bans on the
exchange.
2020-01-15 06:42:53 +01:00
4c823f12e3
Sort imports
2020-01-14 20:25:58 +01:00
bea4ad8eff
Revert price_to_precision to rounding up
2020-01-14 20:16:20 +01:00
d12a2a5888
Merge pull request #2752 from freqtrade/plotting/indicator_strategy
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Allow enhanced plot-dataframe configuration
2020-01-13 19:53:15 +01:00
5fcab1eee8
Align method names to internal ccxt names
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These methods are reimplemented from ccxt so we can test their behaviour.
2020-01-12 14:55:05 +01:00
b60d7ad42f
Use ccxt.decimal_to_precision instead of our own calculation
2020-01-12 14:41:09 +01:00
fa1f9bcdbd
expose precisionMode from exchange class
2020-01-12 14:37:45 +01:00
53abfdbcbf
Use sorted on set instead of explicit list conversion
2020-01-12 12:48:29 +01:00
3519cebf66
Add test for failing stake_validation
2020-01-11 13:14:19 +01:00
a7246ba1ec
No need to "fix" stake_currency enum anymore
2020-01-11 12:51:42 +01:00
60b47b6eec
Add tests for get_quote_currencies
2020-01-11 12:01:34 +01:00
13274964a9
Implement validation for valid stake currency
2020-01-11 11:54:00 +01:00
235a10ab86
Don't suppport <1m timeframes
2020-01-11 11:36:28 +01:00
5faebad863
Don't hardcode TimeFrames - they can differ by exchange.
2020-01-11 11:16:05 +01:00
90a9052377
Merge pull request #2734 from freqtrade/relative_stake
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Relative stake maximum tradable amount
2020-01-11 08:18:35 +01:00
fab19ae3a7
Implement last_stake_amount_min_ratio
2020-01-10 06:36:28 +01:00
9713dc8d94
Ensure wallets.update is called before buy
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closes #2756
2020-01-09 20:09:21 +01:00
785cd2a640
Rename test module
2020-01-09 06:53:51 +01:00
c475729c13
Extract edge reporting to optimize_reports
2020-01-09 06:52:34 +01:00
989ab646a9
Add profit % to sell_reason table
2020-01-09 06:46:39 +01:00
b25f28d1ad
Merge pull request #2730 from freqtrade/extract_bt_reporting
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Extract backtest reporting
2020-01-09 06:09:05 +01:00
c9b0b4c7a4
Add plot_config to optional plot
2020-01-08 19:35:00 +01:00
c3fd894a6c
Regenerate plots with new settings
2020-01-07 07:16:31 +01:00
d0ccfa1925
Explicitly given indicators should override plot_config
2020-01-05 19:50:21 +01:00
41945138ac
Converting pairs from filename to pair corrected
2020-01-05 13:35:36 +01:00
b37f34ff5b
Implement amend_last_stake_amount
2020-01-05 13:25:11 +01:00
a75420f75f
Merge branch 'develop' into relative_stake
2020-01-05 12:55:55 +01:00
7daa5bc338
Don't return None from unlimited_stake - 0 handles this just as well
2020-01-05 12:50:44 +01:00
4eaaec9d1a
Implement pair_to_filename to datahandler
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includes tests - taken from #2744 and modified to adapt to new structure
2020-01-05 10:36:08 +01:00
bc6a10353b
Introduce pair_to_filename()
2020-01-05 10:22:07 +01:00
f82c4346b6
data conversion, not data conversation
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* we're not talking to the data yet ...
2020-01-05 09:55:02 +01:00
53499e01de
Clearly differentiate trade buys sells (positive and negative)
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* Swap trade buys to cyan circles
* Show sell-reason description on buy too
* Green positive sells - red negative / 0 sells
2020-01-04 20:27:27 +01:00
bdda620397
add plot_config to startegy interface properly
2020-01-04 12:56:46 +01:00
2409261cb7
Merge branch 'develop' into data_handler
2020-01-04 11:36:27 +01:00
b5a806dec7
Fix typo and add tests for create_plotconfig
2020-01-04 11:30:21 +01:00
4628024de6
Adapt tests to new add_indicator methodology
2020-01-04 11:18:51 +01:00
f04873b0b0
Add plot_config to interface
2020-01-04 11:14:00 +01:00
5853b9904c
make Plot_config the default approach
2020-01-04 11:13:45 +01:00
5d5074ac9c
Implement first working version of plot_config
2020-01-04 10:13:42 +01:00
84ef588163
support dicts as indicators
2020-01-04 10:13:42 +01:00
3798f94d4c
Merge pull request #2732 from freqtrade/config_validation_split
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Config validation split
2020-01-03 23:41:44 +03:00
7e7c82cf4a
Small adjustments to relative_stake PR
2020-01-03 11:34:17 +01:00
f3beaa3374
Deprecate capital_available_percentage
2020-01-03 10:58:31 +01:00
455838648d
Apply get_available_balance logic to regular trades, too
2020-01-03 10:41:10 +01:00
3c7981160c
Extract `get_available_stake_amount`
2020-01-03 10:14:23 +01:00
a8d56b2850
IMplement check for unlimited settings
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verifying that either max_open_trades or stake_amount is set for
operations without edge
2020-01-03 07:07:59 +01:00
3315f994b6
Merge pull request #2733 from hroff-1902/minor-freqtrade-4
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Cleanup buy/sell notification in freqtradebot
2020-01-02 22:46:06 +03:00
560aea876e
Remove fiat_currency temporary variable
2020-01-02 20:20:29 +01:00
b24d359a27
Merge pull request #2737 from freqtrade/plotting_percent
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show percent in sell hover message.
2020-01-02 22:04:34 +03:00
90744ff5ab
show percent instead of ratio (!)
2020-01-02 19:36:31 +01:00
c13c11cfa1
Type does not need to be a list
2020-01-02 14:41:28 +01:00
cba156dfff
Add offset calculation for relative stake maximum limit
2020-01-02 13:20:57 +01:00
a47a25ca88
Refine passing msg params
2020-01-02 14:38:25 +03:00
88efa4065b
Align the name of a variable to be same for buy and sell parts
2020-01-02 13:56:16 +03:00
f15e5e9d57
Add _notify_buy()
2020-01-02 13:51:25 +03:00
2ccdb67e4d
Merge pull request #2731 from freqtrade/btanalysis_align_columns
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Btanalysis align columns
2020-01-02 13:03:51 +03:00
1b8943ac54
Add documentation for tradable_balance_ratio
2020-01-02 10:59:41 +01:00
9382b38c41
Fix mypy error
2020-01-02 10:56:00 +01:00
22fcf7b4dc
Allow empty stake currency in certain cases
2020-01-02 10:47:37 +01:00
20fc3b7978
validate config for utils too
2020-01-02 10:41:10 +01:00
9325880fe5
Split config-validation requires
2020-01-02 10:39:32 +01:00
2c8e8d8ef6
Align columns for btanalysis loading
2020-01-02 09:51:47 +01:00
e89fa44680
Arrange common section for update trade state methods
2020-01-02 11:50:54 +03:00
a9fbad0741
Improve docstrings
2020-01-02 09:37:54 +01:00
904e1647e1
Extract generate_text_table_strategy to seperate module
2020-01-02 09:31:53 +01:00
caec345c0b
Extract generate_text_table_sell_reason from backtesting class
2020-01-02 09:31:53 +01:00
18a53f4467
Extract generate_text_table from backtesting class
2020-01-02 09:31:47 +01:00
21418e2988
Minor: fix comment
2020-01-02 03:16:18 +03:00
4475110df8
Cosmetics in freqtradebot
2020-01-02 03:07:24 +03:00
3327ebf2b1
Merge pull request #2720 from hroff-1902/refactor-create-trades
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Refactor create trades
2019-12-31 15:34:12 +01:00
26a2395aeb
Include Pair name in exception log message
2019-12-31 07:11:09 +01:00
fd7af587da
Rename process_maybe_execute_buys() --> enter_positions()
2019-12-30 22:50:56 +03:00
84918ad424
Rename process_maybe_execute_sells() --> exit_positions()
2019-12-30 22:08:36 +03:00
699c0d6bc3
Merge branch 'develop' into data_handler
2019-12-30 19:40:43 +01:00
2537b8cb0c
Merge pull request #2725 from freqtrade/minor_fix
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[Minor] Edge-cli should use exchangeresolver
2019-12-30 19:27:40 +01:00
b00406a7eb
Make process_maybe_execute_*() returning integers
2019-12-30 21:09:35 +03:00
4d56e3b36e
Address some comments made in the review
2019-12-30 20:54:32 +03:00
8e9a3e8fc8
Capture FtBaseException at the outermost level
2019-12-30 15:11:07 +01:00
1ffda29fd2
Adjust improts to new exception location
2019-12-30 15:02:17 +01:00
024aa3ab6b
Move exceptions to seperate module
2019-12-30 14:57:26 +01:00
fb3a53b8af
Use ExchangeResolver for edge_cli too
2019-12-30 14:28:34 +01:00
4c9295fe2d
Rename Bid-strategy helpervariable to something shorter
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avoids unnecessary wrapping...
2019-12-30 14:00:34 +01:00
de23f3928d
Add trailing_only_offset to template and sample
2019-12-30 09:58:20 +01:00
df7ceb4ccb
Fix misinformation in /status table
2019-12-29 19:53:02 +01:00
04f28ed9bc
Refactor try/except: handle DependencyException for each pair separately
2019-12-29 05:03:10 +03:00
762604300f
Refactor create_trades()
2019-12-29 04:37:44 +03:00
Yazeed Al Oyoun
Matthias
hroff-1902
hroff-1902
untoreh
Daniel Goller
Tejesh