Robert Roman
24baad7884
Add Calmar Ratio Daily
...
This hyper opt loss calculates the daily Calmar ratio.
2021-09-25 16:28:36 -05:00
froggleston
097da448e2
Add CPU,RAM sysinfo support to the REST API to help with bot system monitoring
2021-09-25 15:48:42 +01:00
Matthias
b59906b117
Update minimum for tradable_balance_ratio to 0.0
2021-09-24 19:24:33 +02:00
Robert Roman
0f29cbc882
added CalmarHyperOptLoss
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I added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN variable inside constants.py file
2021-09-23 21:37:28 -05:00
Robert Roman
3b99c84b0a
resolved the total profit issue
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I resolved the total profit issue and locally ran flak8 and isort
2021-09-23 21:31:33 -05:00
Matthias
9a6d8977de
Merge pull request #5605 from peterwilli/fix-sell-cancel-webhook-error
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fixed webhook "unsupported format string passed to NoneType." error
2021-09-23 20:17:35 +02:00
Peter Willemsen
692e91a26d
changed close date from datetime.utcnow() to datetime.now(timezone.utc)
2021-09-23 10:28:15 +02:00
Matthias
a0ef89d910
Also support column-transition for V1 strategies
2021-09-22 20:52:55 +02:00
Matthias
0e13d57e57
Update advise_* methods to entry/exit
2021-09-22 20:42:31 +02:00
Matthias
4c6b1cd55b
Add very simple short logic to test-strategy
2021-09-22 20:36:03 +02:00
Matthias
5928ba9c88
Test and document leverage strategy callback
2021-09-22 20:14:52 +02:00
Robert Roman
c6b684603c
removed trade_count inside if statement
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i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
2021-09-22 09:21:43 -05:00
Robert Roman
b946f8e7f1
I sorted imports with isort
2021-09-22 09:18:17 -05:00
Robert Roman
3834bb86ff
updated line 42
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I removed the minus sign on max drawdown.
2021-09-21 20:25:17 -05:00
Robert Roman
3845d55186
a new hyperopt loss created that uses calmar ratio
...
This is a new hyperopt loss file that uses the Calmar Ratio.
Calmar Ratio = average annual rate of return / maximum drawdown
2021-09-21 20:04:23 -05:00
Peter Willemsen
b0de4d333e
fixed webhook error
2021-09-21 23:20:40 +02:00
Matthias
7a5c7e7020
Update some tests to use StrategyV3
2021-09-21 19:33:33 +02:00
Matthias
3ce05c0d54
Add "sane" defaults to protection triggers
2021-09-20 20:16:58 +02:00
Matthias
fd23ab3d64
improve formatting, add tests
2021-09-20 19:50:56 +02:00
Matthias
dd0db7ee5d
Split protection-notification into global and per-pair
2021-09-20 19:23:40 +02:00
Matthias
a0fb43c6ca
Add pairlock-notification
2021-09-20 19:12:59 +02:00
Sam Germain
d7c7448632
merged lev-freqtradebot with lev-strat
2021-09-19 19:06:43 -06:00
Sam Germain
778f0d9d0a
Merged feat/short into lev-strat
2021-09-19 17:44:12 -06:00
Sam Germain
60a678fea7
merged with feat/short
2021-09-19 17:02:09 -06:00
Matthias
1da091dea3
ProtectionManager should return the lock just created
2021-09-19 19:41:19 +02:00
Matthias
879bf47b32
Refactor telegram.py to simplify send_msg
2021-09-19 19:25:36 +02:00
Matthias
ec03531771
Improve naming of variables
2021-09-19 13:29:09 +02:00
Matthias
ab88217186
Improve /balance output to include starting balance and percentual change
...
closes #5503
2021-09-19 13:17:34 +02:00
Sam Germain
ac4f5adfe2
switched since = int(since.timestamp()) from %s
2021-09-19 01:16:22 -06:00
Rokas Kupstys
713e7819f7
[SQUASH] Remove mypy import.
2021-09-18 15:27:58 +03:00
Rokas Kupstys
e4ca42faec
[SQUASH] Update stoploss_from_absolute to behave more like stoploss_from_open and add a test for it.
2021-09-18 10:48:53 +03:00
Rokas Kupstys
7e6aa9390a
[SQUASH] Unconditionally include quote currency when asset is explicitly specified. Added docs suggesting to use string formatting to make strategy independent of configured stake currency.
2021-09-18 10:48:53 +03:00
Rokas Kupstys
e88c4701bb
[SQUASH] Address PR comments.
2021-09-18 10:48:53 +03:00
Matthias
bb6ae682fc
Small simplifications
2021-09-18 10:48:53 +03:00
Rokas Kupstys
5dc78a0c66
[SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists.
2021-09-18 10:48:53 +03:00
Rokas Kupstys
f81df19b93
[TMP] Make tests not fail for now.
2021-09-18 10:48:53 +03:00
Rokas Kupstys
dfa61b7ad2
[SQUASH] Fix informatives for each pair not being created because dataprovider was not available.
...
Fix not being able to have informative dataframe of a pair in whitelist.
2021-09-18 10:48:53 +03:00
Rokas Kupstys
f2a1d9d2fc
[SQUASH] Address PR comments.
2021-09-18 10:48:18 +03:00
Rokas Kupstys
1fdb656334
Add a decorator which can be used to declare populate_indicators() functions for informative pairs.
2021-09-18 10:48:18 +03:00
Rokas Kupstys
d84ef34740
A helper to calculate stoploss value from absolute price.
2021-09-18 10:48:18 +03:00
Matthias
11f08b0053
Merge pull request #5582 from sergeykhliustin/develop
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Added days parameter to PerformanceFilter
2021-09-18 09:24:14 +02:00
Matthias
a89c67787b
Replace some more occurances of 'buy'
2021-09-18 09:23:53 +02:00
Matthias
564e0b9a1a
Switch performanceFilter to use Minutes lookback resolution
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closes #5060
2021-09-18 09:10:25 +02:00
Matthias
12c12d42df
Add documentation for days parameter in PerformanceFilter
2021-09-18 08:30:44 +02:00
Matthias
853c3a4433
Merge pull request #5587 from raph92/patch-3
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Update prepare_trials_columns() return type
2021-09-18 08:08:18 +02:00
Sergey Khliustin
d7395e873b
Removed unused OperationalException
2021-09-17 22:05:57 +03:00
raphael
4b2c1a9b8e
Remove trailing whitespace
2021-09-17 14:39:15 -04:00
raphael
e715f2a253
Update formatting
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Line 302 was too long
2021-09-17 14:23:26 -04:00
raphael
9525a5b96c
Add type to "trials" parameter
2021-09-17 14:10:37 -04:00
Matthias
4d558879e9
Merge branch 'feat/short' into pr/samgermain/5378
2021-09-17 19:33:35 +02:00
raphael
124e97f3b9
Remove ununsed variables from export_csv_file
2021-09-17 11:57:36 -04:00
raphael
5fc993231a
Update HyperoptTools.export_csv_file usage
2021-09-17 11:51:55 -04:00
raphael
3a98fb72a4
Update prepare_trials_columns() return type
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Was returning str, updated to pd.DataFrame
2021-09-17 11:42:33 -04:00
sergeykhliustin
982deeedf0
Update freqtrade/persistence/models.py
...
Co-authored-by: Matthias <xmatthias@outlook.com>
2021-09-17 18:23:13 +03:00
Sergey Khliustin
54ef36a497
Updates after review to PerformanceFilter days param
2021-09-17 13:45:44 +03:00
Matthias
d680fdf33a
Merge branch 'develop' into feat/short
2021-09-17 11:16:37 +02:00
Sam Germain
0628790da9
merged lev-freqtradebot with feat/short
2021-09-16 23:49:43 -06:00
Sam Germain
e78f38c7b6
Merge branch 'feat/short' into funding-fee
2021-09-16 23:32:44 -06:00
Sam Germain
dec2f377ff
Removed utils, moved get_sides to conftest
2021-09-16 16:25:02 -06:00
Sergey Khliustin
457e738b4a
Added days parameter to PerformanceFilter
2021-09-16 14:48:02 +03:00
Sam Germain
a8657bb1ce
Removed backtesting funding-fee code
2021-09-16 03:50:01 -06:00
Sam Germain
4c91126c49
some short freqtradebot parametrized tests
2021-09-16 03:23:45 -06:00
Sam Germain
e827ba1388
finished up funding fee formulas
2021-09-15 23:51:21 -06:00
Matthias
994c3c3a4c
Add some errorhandling for custom estimator
2021-09-16 07:13:25 +02:00
Sam Germain
98b00e8daf
merged with feat/short
2021-09-15 22:28:10 -06:00
Sam Germain
5fcb69a0b5
Parametrized test_persistence
2021-09-15 18:29:17 -06:00
Matthias
c0811ae896
Add possibility to override estimator from within hyperopt
2021-09-15 21:36:53 +02:00
Matthias
90ad178932
Remove verbosity of edge
2021-09-15 21:04:25 +02:00
Matthias
57ea0c322f
Rename indicator_space to buy_indicator_space
2021-09-15 20:20:31 +02:00
Matthias
f7bae81d96
Dataframe should be copied after populate_indicator
...
Without that, PerformanceWarnings can appear throughout hyperopt which
are unnecessary and missleading for users
closes #5408
2021-09-15 19:56:12 +02:00
Matthias
e4ec5679a1
Merge pull request #5574 from freqtrade/agefilter_cache
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Agefilter cache
2021-09-15 06:33:36 +02:00
Sam Germain
d604757056
Added is_short to conf tests
2021-09-14 21:10:38 -06:00
Sam Germain
d3ab2f887f
merged with feat/short
2021-09-14 18:32:08 -06:00
Sam Germain
d77ab337bf
merged with develop
2021-09-14 18:26:46 -06:00
Sam Germain
5f6384a961
Added tests to freqtradebot
2021-09-14 17:18:57 -06:00
Matthias
315ea1e116
Merge pull request #5566 from freqtrade/remove_hyperopt
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Remove legacy hyperopt
2021-09-14 19:20:58 +02:00
Matthias
3ce5197e8d
Add Tests for AgeFilter caching
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closes #5552
2021-09-14 06:45:26 +02:00
Matthias
c9ba52d732
Expire cached pairs in age-filter once per day
2021-09-14 06:30:18 +02:00
Sam Germain
5225bd4a5b
Merge branch 'develop' into feat/short
2021-09-13 14:02:23 -06:00
Matthias
a12c3ecc9b
Remove credentials whenever dry-run is set from within the exchange
2021-09-13 20:27:32 +02:00
Matthias
8afb3c4b70
Move AgeFilter cache to instance level
2021-09-13 19:33:28 +02:00
Matthias
3cdd06f562
Add PeriodicCache
2021-09-13 19:32:51 +02:00
Sam Germain
49acfc887f
merged with lev-exchange
2021-09-13 00:00:22 -06:00
Sam Germain
2aaf60205e
Merge branch 'feat/short' into lev-exchange
2021-09-12 23:41:34 -06:00
Sam Germain
83e1067af7
leverage to exchange.create_order
2021-09-12 23:39:08 -06:00
Sam Germain
1d7a8f667a
Merge branch 'lev-exchange' into lev-freqtradebot
2021-09-12 03:15:32 -06:00
Sam Germain
e070bdd161
set leverage more thorough tests
2021-09-12 03:09:51 -06:00
Sam Germain
ad44048e29
customized set_leverage for different exchanges
2021-09-12 02:42:13 -06:00
Sam Germain
bc102d57c9
Updated set leverage to check trading mode
2021-09-12 02:09:31 -06:00
Sam Germain
0c1e5afc91
Added set leverage to create_order
2021-09-12 02:02:10 -06:00
Sam Germain
09418938fe
Updated kraken fill leverage brackets and set_leverage
2021-09-12 01:51:09 -06:00
Sam Germain
1344c9f7fc
_apply_leverage_to_min_stake_amount
2021-09-12 01:31:15 -06:00
Matthias
0017b3438e
Remove list-hyperopts
2021-09-12 08:18:17 +02:00
Matthias
3675df8344
Update documentation regarding Legacy Hyperopt
2021-09-12 08:18:17 +02:00
Matthias
fd6bf591f8
Update some tests to remove explicit hyperopt interface
2021-09-12 08:18:13 +02:00
Matthias
dad4a49e81
Remove legacy hyperopt interface from hyperopt.py
2021-09-12 08:18:13 +02:00
Matthias
ebb0b8aa3f
Remove new-hyperopt command
2021-09-12 08:18:13 +02:00
Matthias
432c3df17e
Add documentation for Bittex/Gemini with VolumePairlist
...
closes #5565
2021-09-12 08:04:22 +02:00
Sam Germain
5b84298e03
kraken._apply_leverage_to_stake_amount
2021-09-12 00:03:02 -06:00
Matthias
a5f90a409c
Small updates to async_history_fetch
2021-09-11 08:18:32 +02:00
Sam Germain
b1067cee6c
minor changes
2021-09-11 00:03:01 -06:00
Sam Germain
02521b4010
Merge branch 'lev-exchange' into lev-freqtradebot
2021-09-10 23:59:45 -06:00
Sam Germain
84c121652a
Added more todos
2021-09-10 23:42:16 -06:00
Sam Germain
9de946fdac
added collateral and trading mode to freqtradebot and leverage prep
2021-09-10 23:39:31 -06:00
Sam Germain
694460c8e0
merged with feat/short
2021-09-10 23:16:12 -06:00
Sam Germain
8e83cb4d64
temp commit message
2021-09-10 16:28:34 -06:00
Sam Germain
b0e05b92d3
Added minor changes from lev-exchange review
2021-09-10 13:39:42 -06:00
Sam Germain
cb155764eb
Short side options in freqtradebot
2021-09-10 11:47:27 -06:00
Matthias
8c9159f596
Improve comments
2021-09-10 19:46:38 +02:00
Matthias
a19c33ba54
Don't blindly create coroutines, but fire them off in batches
2021-09-10 19:37:07 +02:00
Matthias
7251a3ab19
Merge pull request #5544 from freqtrade/new_pair_download
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New pair download improvement
2021-09-10 19:36:45 +02:00
Matthias
982534ddc7
Add gate.io to list of supported exchanges
2021-09-10 19:32:20 +02:00
Sam Germain
9f16464b12
Removed unnecessary TODOs
2021-09-10 10:32:46 -06:00
Sam Germain
83bd674ba7
Added side to execute_trade_exit
2021-09-10 03:25:54 -06:00
Sam Germain
d582ccd2e6
merged with lev-exchange
2021-09-10 03:05:13 -06:00
Sam Germain
6486b904b5
merged with feat/short
2021-09-10 02:57:17 -06:00
Sam Germain
77aa372909
Fixed test_ftx patch
2021-09-10 02:09:27 -06:00
Sam Germain
2c7cf794f5
Test for short exchange.stoploss exchange.stoploss_adjust
2021-09-09 15:47:49 -06:00
Sam Germain
785b71aec1
formatting
2021-09-09 15:47:49 -06:00
Sam Germain
9f96b977f6
removed interest method from exchange, will create a separate interest PR
2021-09-09 15:47:49 -06:00
Sam Germain
93da13212c
test_fill_leverage_brackets_kraken and test_get_max_leverage_binance now pass but test_fill_leverage_brackets_ftx does not if called after test_get_max_leverage_binance
2021-09-09 15:47:49 -06:00
Sam Germain
9e73d02663
Added validating checks for trading_mode and collateral on each exchange
2021-09-09 15:47:49 -06:00
Sam Germain
d1c4030b88
fill_leverage_brackets usinge self.markets.items instead of self._api.markets.items
2021-09-09 15:47:49 -06:00
Sam Germain
619ecc9728
Added exceptions to exchange.interest_rate
2021-09-09 15:47:49 -06:00
Sam Germain
97d1306e34
Added retrier to exchange functions and reduced failing tests down to 2
2021-09-09 15:47:49 -06:00
Sam Germain
0232f0fa18
Added failing fill_leverage_brackets test to test_kraken
2021-09-09 15:47:49 -06:00
Sam Germain
8d74233aa5
ftx.fill_leverage_brackets test
2021-09-09 15:47:49 -06:00
Sam Germain
8264cc546d
Wrote dummy tests for exchange.get_interest_rate
2021-09-09 15:47:49 -06:00
Sam Germain
5708fee0e6
Wrote failing tests for exchange.set_leverage and exchange.set_margin_mode
2021-09-09 15:47:49 -06:00
Sam Germain
e6c9b8ffe5
completed set_margin_mode
2021-09-09 15:47:49 -06:00
Sam Germain
39fe381473
set margin mode exchange function
2021-09-09 15:47:49 -06:00
Sam Germain
3a4d247b64
Changed stoploss side on some tests
2021-09-09 15:47:49 -06:00
Sam Germain
8a5bad7c3e
exchange - kraken - minor changes
2021-09-09 15:47:49 -06:00
Sam Germain
5748c9bc13
Added short functionality to exchange stoplss methods
2021-09-09 15:47:49 -06:00
Sam Germain
4ef1f0a977
Changed ftx set_leverage implementation
2021-09-09 15:47:49 -06:00
Sam Germain
16db8d70a5
Added error handlers to api functions and made a logger warning in fill_leverage_brackets
2021-09-09 15:47:49 -06:00
Sam Germain
c256dc3745
Removed some outdated TODOs and whitespace
2021-09-09 15:47:49 -06:00
Sam Germain
134a7ec59b
Implemented fill_leverage_brackets get_max_leverage and set_leverage for binance, kraken and ftx. Wrote tests test_apply_leverage_to_stake_amount and test_get_max_leverage
2021-09-09 15:47:49 -06:00
Sam Germain
455bcf5389
Added TODOs to test files
2021-09-09 15:47:49 -06:00
Sam Germain
add7e74632
Added set_leverage function to exchange
2021-09-09 15:47:49 -06:00
Sam Germain
d262af35ca
Removed setup leverage and transfer functions from exchange
2021-09-09 15:47:49 -06:00
Sam Germain
f4e26a616f
Exchange stoploss function takes side
2021-09-09 15:47:49 -06:00
Sam Germain
ebf5310817
Added get_interest template method in exchange
2021-09-09 15:47:48 -06:00
Sam Germain
54dd9ce7ad
Add prep functions to exchange
2021-09-09 15:47:48 -06:00
Sam Germain
1f38088d7b
Merged with develop
2021-09-09 13:56:46 -06:00
Sam Germain
ee874f461c
Removed TODO: change to exit-reason, exit_order_status
2021-09-09 13:14:48 -06:00
Sam Germain
f5b01443ad
buy/short -> entry order, sell/exit_short -> exit order
2021-09-09 02:10:12 -06:00
Sam Germain
232d10f300
removed leverage/funding_fees
2021-09-09 01:45:57 -06:00
Sam Germain
dfb9937436
Added tests and docstring to exchange funding_fee methods, removed utils
2021-09-09 01:43:55 -06:00
Sam Germain
d54117990b
Added funding_fee method headers to exchange, and implemented some of the methods
2021-09-09 01:19:34 -06:00
Sam Germain
d559b6d6c6
changed add_funding_fees template
2021-09-08 19:34:54 -06:00
Sam Germain
3eb0e6ac09
removed leverage/funding_fees
2021-09-08 19:31:27 -06:00
Sam Germain
36b8c87fb6
Added funding fee calculation methods to exchange classes
2021-09-08 19:31:04 -06:00
Sam Germain
cdefd15b28
separated hours_to_time to utils folder
2021-09-08 14:54:48 -06:00
Sam Germain
8bcd444775
real-time updates to funding-fee in freqtradebot
2021-09-08 14:15:25 -06:00
Sam Germain
2f4b566d99
reverted back exchange.get_funding_fees method
2021-09-08 13:46:52 -06:00
Sam Germain
af4a6effb7
added pair to fetch_funding_rate
2021-09-08 13:44:59 -06:00
Sam Germain
baaf516aa6
Added funding_times property to exchange
2021-09-08 13:44:42 -06:00
Sam Germain
695a8fc73b
comment updates, formatting, TODOs
2021-09-08 03:09:39 -06:00
Sam Germain
1379ec7402
Updated log messages for freqtradebot
2021-09-08 03:04:01 -06:00
Sam Germain
b2f289e404
Fixed freqtradebot failing tests
2021-09-08 02:16:25 -06:00
Sam Germain
a1c9a4d619
freqtradebot local name changes
2021-09-08 02:09:36 -06:00
Sam Germain
362dc20406
notify_buy -> notify_enter, notify_sell -> notify_exit
2021-09-08 02:06:01 -06:00
Sam Germain
e1f846f22f
sell_lock -> exit_lock
2021-09-08 02:04:31 -06:00
Sam Germain
e0092a85e9
handle_cancel_buy/sell -> handle_cancel_enter/exit
2021-09-08 02:04:20 -06:00
Sam Germain
be93c75e44
reupdate_buy_order_fees -> reupdate_enter_order_fees
2021-09-08 02:03:40 -06:00
Sam Germain
aac05029e1
safe_sell_amount -> safe_exit_amount
2021-09-08 02:03:24 -06:00
Sam Germain
5dda227342
comment change
2021-09-08 01:53:42 -06:00
Sam Germain
53006db2b7
Updated log messages for freqtradebot
2021-09-08 01:48:22 -06:00
Sam Germain
3057a5b9b8
freqtradebot local name changes
2021-09-08 01:40:22 -06:00
Sam Germain
786dcb50eb
safe_sell_amount -> safe_exit_amount
2021-09-08 01:20:52 -06:00
Sam Germain
323683d44f
some more TODOs
2021-09-08 01:18:53 -06:00
Sam Germain
8ad53e99ce
reupdate_buy_order_fees -> reupdate_enter_order_fees
2021-09-08 01:14:16 -06:00
Sam Germain
3656625747
comment updates, formatting, TODOs
2021-09-08 01:12:08 -06:00
Sam Germain
88a5a30a50
handle_cancel_buy/sell -> handle_cancel_enter/exit
2021-09-08 00:53:09 -06:00
Sam Germain
528d1438c9
sell_lock -> exit_lock
2021-09-08 00:49:04 -06:00
Sam Germain
8f38d6276f
notify_buy -> notify_enter, notify_sell -> notify_exit
2021-09-08 00:45:55 -06:00
Sam Germain
763a6af224
sample strategy has short
2021-09-08 00:24:32 -06:00
Sam Germain
d811a73ec0
new rpc message types
2021-09-08 00:20:40 -06:00
Sam Germain
f8248f3771
comments, formatting
2021-09-08 00:19:21 -06:00
Sam Germain
e13b0414d8
Merge branch 'lev-strat' into lev-freqtradebot
2021-09-08 00:00:53 -06:00
Sam Germain
dc83e04f9b
Merge branch 'feat/short' into lev-exchange
2021-09-07 22:13:20 -06:00
Sam Germain
ff790e8fd3
merged with caplog-clear-freqtradebot
2021-09-07 22:12:49 -06:00
Matthias
2d66987ac7
Add test for "pair-startdate" detection
2021-09-07 20:27:49 +02:00
Matthias
8c83c258a5
Move "first-pair_getting" to binance subclass
2021-09-07 19:32:32 +02:00
Matthias
71ff214adf
Support "initial_call" for download-data of new pairs
2021-09-07 07:14:40 +02:00
Sam Germain
f5248be043
Changed funding fee tracking method, need to get funding_rate and open prices at multiple candles
2021-09-06 15:47:24 -06:00
Matthias
6bd495a32a
Fix 0Exception error
...
happens when wrong stake-currency is selected and /profit
is called
2021-09-06 19:55:04 +02:00
Sam Germain
8822b73f9c
test_fill_leverage_brackets_kraken and test_get_max_leverage_binance now pass but test_fill_leverage_brackets_ftx does not if called after test_get_max_leverage_binance
2021-09-05 22:27:14 -06:00
lenik terenin
1d24d3d5ee
case insensitive blacklist
...
Allow "btc/usdt" pairs in blacklist to match to "BTC/USDT" pairs that come from the exchange.
2021-09-05 22:41:58 +09:00
Matthias
c519ecf8df
Exclude more untestable sections from coverage
2021-09-05 15:40:21 +02:00
Matthias
b752516f65
Edge should use new columns, too
2021-09-05 15:23:27 +02:00
Matthias
4e049f65f2
Exclude some parts from coverage that can't really be tested
2021-09-05 09:14:44 +02:00
Matthias
68b75af08e
Fix bug with inversed sell signals in backtesting
2021-09-05 08:59:18 +02:00
Sam Germain
23ba49fec2
Added validating checks for trading_mode and collateral on each exchange
2021-09-04 22:02:08 -06:00
Sam Germain
7eab855476
Merge branch 'feat/short' into lev-exchange
2021-09-04 20:15:36 -06:00
Sam Germain
d4389eb07d
fill_leverage_brackets usinge self.markets.items instead of self._api.markets.items
2021-09-04 19:58:42 -06:00
Sam Germain
6ec2e40736
Added exceptions to exchange.interest_rate
2021-09-04 19:47:04 -06:00
Sam Germain
61fdf74ad9
Added retrier to exchange functions and reduced failing tests down to 2
2021-09-04 19:16:17 -06:00
Sam Germain
92e630eb69
Added get_funding_fees method to exchange
2021-09-04 16:40:53 -06:00
Sam Germain
d6d5bae2a1
New funding fee methods
2021-09-04 16:33:06 -06:00
Sam Germain
b854350e8d
Changed funding fee implementation
2021-09-04 16:31:09 -06:00
Sam Germain
194bb24a55
Miscellaneous funding fee changes. Abandoning for a new method of tracking funding fee
2021-09-04 16:20:25 -06:00
Sam Germain
b7891485b3
Created FundingFee class and added funding_fee to LocalTrade and freqtradebot
2021-09-04 16:20:07 -06:00
Matthias
2e50948699
Fix some tests
2021-09-04 20:23:51 +02:00
Matthias
ca44d2e092
Merge branch 'feat/short' into pr/samgermain/5378
2021-09-04 19:54:34 +02:00
Sam Germain
c5d97d07a8
Added failing fill_leverage_brackets test to test_kraken
2021-09-03 20:29:46 -06:00
Sam Germain
01263663be
ftx.fill_leverage_brackets test
2021-09-03 19:56:53 -06:00
Sam Germain
9d398924c6
Wrote dummy tests for exchange.get_interest_rate
2021-09-03 19:56:13 -06:00
Sam Germain
1b20b4f3c7
Wrote failing tests for exchange.set_leverage and exchange.set_margin_mode
2021-09-03 19:00:04 -06:00
Sam Germain
c7a2e6c2c6
completed set_margin_mode
2021-09-03 18:11:39 -06:00
Matthias
493fb35073
Fix uvicorn not working properly on windows
2021-09-03 22:05:40 +02:00
Matthias
b4130dfabb
Use volumePairlist instead of staticPairlist in generated config
2021-09-03 09:23:26 +02:00
Matthias
c489e6825c
Simplify binance blacklist
2021-09-03 09:18:15 +02:00
Matthias
68f13173bc
Update new-config templates to use USDT by default
2021-09-03 08:59:43 +02:00
Matthias
e64ccd8fc1
Add new_config section for kucoin
2021-09-03 08:57:53 +02:00
Matthias
19ad165483
Add time_in_force for kucoin
2021-09-03 08:48:53 +02:00
Matthias
93c1dff71b
Allow adding new additional headers
2021-09-02 21:02:45 +02:00
Sam Germain
073426f25c
set margin mode exchange function
2021-09-01 23:40:32 -06:00
Matthias
5184cc7749
Merge branch 'develop' into feat/short
2021-09-02 07:03:14 +02:00
Matthias
b0c4f079c2
Merge branch 'develop' into feat/backtest_detail
2021-08-31 20:16:42 +02:00
Matthias
da5f8c87ae
Add stake_currency to strategy interface
...
allows type-completion in editors
2021-08-31 07:18:57 +02:00
Matthias
ab9a4375cc
Merge pull request #5504 from pan-long/unlimited-quote
...
Surround "unlimited" by double quotes in build config.
2021-08-30 20:33:21 +02:00
Matthias
2a0c95a2e7
Update freqtrade/commands/build_config_commands.py
2021-08-30 20:00:52 +02:00
Pan Long
20878290a0
Surround "unlimited" by double quotes in build config.
2021-08-30 01:02:48 +08:00
Matthias
1895230afe
Clarify exception on load when markets could not be loaded
...
closes #5498
2021-08-29 09:18:46 +02:00
Pan Long
482e65453f
Remove extra comma after the last element in binance pair_blacklist.
2021-08-28 21:57:54 +08:00
Matthias
ac0dada962
Update Version to develop again
2021-08-28 10:43:49 +02:00
Matthias
a38b72af91
Merge branch 'develop' into new_release
2021-08-27 20:18:37 +02:00
Matthias
ef9c1addcf
Add expired to list of canceled statuses
2021-08-27 19:54:53 +02:00
Matthias
b3a4b0fbde
Version bump to 2021.8
2021-08-27 07:10:13 +02:00
Matthias
3e10f7e2d8
Merge branch 'stable' into new_release
2021-08-27 07:09:59 +02:00
Matthias
2ce458810b
rename default_hyperopt_loss file
2021-08-26 19:39:57 +02:00
Matthias
58ecb34a66
Allow DefaultHyperopts as hyperopt name
2021-08-26 07:13:18 +02:00
Matthias
1f3ccc2587
DefaultStrategy does not need to be limited
2021-08-26 07:00:15 +02:00
Matthias
c4be52d1c3
rename execute_sell to execute_trade_exit
2021-08-26 06:53:42 +02:00
Matthias
63844d39f6
Rename execute_buy to execute_entry
2021-08-26 06:48:26 +02:00
Matthias
053d6d8ee1
Merge branch 'feat/short' into pr/samgermain/5378
2021-08-25 20:34:52 +02:00
Matthias
e1c3b7fd8c
Merge branch 'develop' into feat/short
2021-08-25 20:31:40 +02:00
Matthias
7fb570cc58
hyperopt Fallback methods should not be used.
2021-08-25 20:28:55 +02:00
Matthias
23d21d8ace
Fix wrong message if protection-space is missing
...
closes #5480
2021-08-25 19:57:10 +02:00
Matthias
8a9407bac9
Don't hard-fail when fetch_ticker doesn't return a value
...
closes #5477
2021-08-25 07:13:59 +02:00
Matthias
cb4889398b
Fix backtesting bug
2021-08-25 07:03:48 +02:00
Matthias
6b93c71d15
Small refactorings, use only enter_long columns
2021-08-25 06:49:06 +02:00
Matthias
b951f59f89
Fix patch_get_signal
2021-08-24 21:03:13 +02:00
Matthias
6524edbb4e
Simplify should_exit interface
2021-08-24 20:47:54 +02:00
Matthias
f3b6a0a797
Fix some type errors
2021-08-24 20:40:35 +02:00
Matthias
f9f32a15bb
Update plotting tests for new strategy interface
2021-08-24 20:30:42 +02:00
Matthias
9a03cb96f5
Update get_signal
2021-08-24 20:24:51 +02:00
Matthias
46285cd77e
Fix some namings in freqtradebot
2021-08-24 20:07:39 +02:00
Matthias
b40f985b13
Add short-exit logic to backtesting
2021-08-24 20:02:40 +02:00
Matthias
eb71ee847c
Rename backtest index constants
2021-08-24 06:56:06 +02:00
Matthias
11bd8e912e
Fix some tests
2021-08-24 06:52:28 +02:00
Matthias
7a977a8eaf
Merge branch 'feat/short' into pr/samgermain/5378
2021-08-24 06:28:16 +02:00
Matthias
957551ea97
Merge branch 'develop' into feat/short
2021-08-24 06:25:06 +02:00
Matthias
faf5cfa66d
Update some tests for updated backtest interface
2021-08-23 21:35:28 +02:00
Matthias
7373b39015
Initial support for backtesting with short
2021-08-23 21:16:26 +02:00
Matthias
3e8164bfca
Use proper exchange name in backtesting
2021-08-23 21:13:47 +02:00
Matthias
9add3bf808
Add enter_long compatibility layer
2021-08-23 21:12:46 +02:00
Sam Germain
07de5d11ca
Removed a bug causing errors from freqtradebot
2021-08-23 00:25:08 -06:00
Sam Germain
61ad38500a
Reverted freqtrade/templates/*hyperopt* files back to no shorting
2021-08-23 00:18:15 -06:00
Sam Germain
53b51ce8cf
Reverted freqtrade/templates/sample_strategy back to no shorting, and created a separate sample short strategy
2021-08-23 00:17:20 -06:00
Sam Germain
0afeb269ad
Removed unnecessary TODOs
2021-08-23 00:15:35 -06:00
Sam Germain
9f6b6f04b4
Added False to self.strategy.get_signal
2021-08-22 23:55:34 -06:00
Sam Germain
e5b2b64a3f
Changed stoploss side on some tests
2021-08-22 23:36:36 -06:00
Sam Germain
5ca3f49cb5
merged with feat/short after feat/short added styling and comment changes PR
2021-08-22 21:37:20 -06:00
Sam Germain
488d729574
Merge branch 'feat/short' into lev-exchange
2021-08-22 20:59:33 -06:00
Sam Germain
70ebf09871
exchange - kraken - minor changes
2021-08-22 20:58:22 -06:00
Matthias
3026583ed4
Reduce verbosity of "is in blacklist" logging
2021-08-22 19:40:43 +02:00
Matthias
56759cea7b
Add "high fee rate" blocker to fees from trades
...
part of #5415 (potentially fixing this)
2021-08-22 14:37:45 +02:00
Sam Germain
6ac0ab0233
Added short functionality to exchange stoplss methods
2021-08-21 21:10:03 -06:00
Sam Germain
a5be535cc9
strategy interface: removed some changes
2021-08-21 17:06:04 -06:00
Sam Germain
4ac2237937
Changed ftx set_leverage implementation
2021-08-21 16:26:04 -06:00
Sam Germain
f5fd8dcc05
Added error handlers to api functions and made a logger warning in fill_leverage_brackets
2021-08-21 01:13:51 -06:00
Sam Germain
84bc4dd740
Removed some outdated TODOs and whitespace
2021-08-20 18:50:02 -06:00
Sam Germain
97bb555d41
Implemented fill_leverage_brackets get_max_leverage and set_leverage for binance, kraken and ftx. Wrote tests test_apply_leverage_to_stake_amount and test_get_max_leverage
2021-08-20 18:23:21 -06:00
Masoud Azizi
40ad451019
Download-data log process added
...
Download-data log process added
pytest assert solved
2021-08-20 14:52:56 +00:00
Matthias
695a1e21bf
Set gate.io download limit to 1000 candles
2021-08-20 06:51:04 +02:00
Sam Germain
55c070f1bb
Added interface leverage method
2021-08-18 16:52:34 -06:00
Sam Germain
dc4090234d
Added interface leverage method
2021-08-18 16:52:34 -06:00
Sam Germain
092780df9d
condensed strategy methods down to 2
2021-08-18 16:52:34 -06:00
Sam Germain
d4a7d2d444
Added short and exit_short to strategy
2021-08-18 16:52:20 -06:00
Sam Germain
314359dd6e
strategy interface changes to comments to mention shorting
2021-08-18 13:23:04 -06:00
Sam Germain
e2d5299116
Name changes for strategy
2021-08-18 13:22:54 -06:00
Matthias
f7087feeb1
Merge pull request #5347 from Axel-CH/custom_order_price
...
Custom order price
2021-08-18 20:59:40 +02:00
Matthias
9951f51079
Update test to ensure direction of movement is correct
2021-08-18 20:24:19 +02:00
axel
2fb9f6e2f4
rename custom price max distance option in config, update formula and test associated
2021-08-18 05:07:37 -04:00
Matthias
4164f93853
Simplify fiat_convert and handle multi-mappings
2021-08-17 20:50:52 +02:00
Matthias
37e3d20357
Fix no-event-loop available
...
closes #5433
2021-08-17 06:54:10 +02:00
Matthias
9758bed250
Fix refresh_latest_ohlcv bug
2021-08-17 06:44:36 +02:00
axel
6ab99369f2
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into custom_order_price
2021-08-16 23:26:29 -04:00
axel
17daba321b
add custom_price_max_distance_percent config option in constants
2021-08-16 23:09:30 -04:00
axel
3ea4b2ba00
add custom_price_max_distance_percent security to get_valid_price, update tests
2021-08-16 15:18:57 -04:00
slowy07
f24a951ec5
fix: typo spelling grammar
2021-08-16 19:16:24 +07:00
Matthias
4115121c24
Fix missing return statement in is_Relative_to
2021-08-16 07:26:58 +02:00
Matthias
4b65206e6b
Add compat code for is_relative_to
2021-08-16 07:09:05 +02:00
Matthias
6b2ef36a56
Prevent directory traversal in UI Serving
...
Checking for directory base
closes #5427
2021-08-16 06:47:53 +02:00
Matthias
322ea2481e
Add log-message for edge-case
2021-08-15 19:28:36 +02:00
Matthias
ed6776c5cd
Fix disappearing pairlist bug
2021-08-15 17:06:16 +02:00
Matthias
4f10a88529
Reduce verbosity when incompatible pairs are detected
2021-08-15 15:14:57 +02:00
Matthias
fa4ec9f83e
Add explicit test for get_sell_trade_entry
2021-08-15 14:52:24 +02:00
Matthias
3406b889b6
First test
2021-08-14 17:06:28 +02:00
Matthias
8405ccc15e
Seperate detail data loading from regular backest-data loading
2021-08-14 16:33:01 +02:00
Matthias
88172fab82
Allow "detailed" backtesting timeframe to look into the candle
2021-08-14 16:04:23 +02:00
Matthias
123971d271
Don't change passed in parameter variable
2021-08-14 16:02:31 +02:00
Matthias
c456cfc312
Merge branch 'develop' into pr/Axel-CH/5347
2021-08-14 09:13:30 +02:00
Matthias
c7147311f8
Fix json syntax error in config template
2021-08-13 17:14:38 +02:00
axel
20cc60bfde
update get_valid_price function and test cases to handle inputs with try catch
2021-08-13 11:06:15 -04:00
axel
dbf7f34ecb
add unit test to function get_valid_price
2021-08-12 15:30:49 -04:00
axel
b098ce4e76
add function get_valid_price to validate type of custom entry or exit price and use default proposed price if invalid
2021-08-12 15:13:14 -04:00
axel
ae11be3970
manage None or string value returned by custom_entry_price and add unit test for those cases
2021-08-12 14:47:01 -04:00
Matthias
e03784d98d
Fix filled exception
...
closes #5404
2021-08-12 05:02:56 +00:00
Matthias
bfc3968ab3
Merge pull request #5400 from freqtrade/limit_dry_market_slippage
...
Add max-slippage limiting for dry-run orders to avoid insane market o…
2021-08-12 06:54:55 +02:00
Matthias
bdbac37be7
Merge pull request #5399 from rokups/rk/fix-buy-tag-backtest
...
Fix buy_tag not being saved to trade object.
2021-08-12 06:36:33 +02:00
Rokas Kupstys
f6267c7514
Fix buy_tag not being saved to trade object.
...
Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
2021-08-11 15:21:23 +03:00
Matthias
61c076563f
Add max-slippage limiting for dry-run orders to avoid insane market order fills
2021-08-11 12:11:29 +02:00
Sam Germain
180d92f879
Merge branch 'feat/short' into lev-exchange
2021-08-11 01:46:41 -06:00
ipqhjjybj
65d025923d
add code
2021-08-11 14:35:16 +08:00
Matthias
0b6aedbc4c
Merge pull request #5395 from freqtrade/fix/hyperopt-show
...
Stream hyperopt-result in small batches
2021-08-10 19:54:02 +02:00
Matthias
039d6384ed
Stream hyperopt-result in small batches
...
Avoiding memory-exhaustion on huge hyperopt results
closes #5305
closes #5149
2021-08-10 10:12:57 +02:00
Matthias
3f160c7144
Cache dataframe before cutting the first candle
...
This allows providing the "current closed" candle in all cases.
2021-08-10 09:14:29 +02:00
Matthias
cf27968b97
Properly preserve trade's low during backtesting
2021-08-09 19:38:56 +02:00
Matthias
5bfb9edf02
Only query date once from list
2021-08-09 15:42:17 +02:00
Matthias
895b912c71
Fix recently introduced lookahead bias in backtesting
...
closes #5388
2021-08-09 14:54:47 +02:00
Matthias
a5f796bc97
refactor ohlcvdata_to_dataframe to advise_all_indicators
2021-08-09 14:53:18 +02:00
Matthias
f17942b68f
Fix random test failure
2021-08-09 11:18:18 +02:00
Sam Germain
de4b0d1f7c
Merged with feat/short
2021-08-09 00:24:25 -06:00
Sam Germain
06206335d9
Added tests for interest_function
2021-08-09 00:00:50 -06:00
Sam Germain
0733d69cda
Added TODOs to test files
2021-08-08 23:24:38 -06:00
Sam Germain
53a6ce881c
Added set_leverage function to exchange
2021-08-08 23:24:03 -06:00
Sam Germain
4ca1d25db1
Removed setup leverage and transfer functions from exchange
2021-08-08 23:24:03 -06:00
Sam Germain
2c0077abc7
Exchange stoploss function takes side
2021-08-08 23:24:03 -06:00
Sam Germain
b48b768757
Added get_interest template method in exchange
2021-08-08 23:24:03 -06:00
Sam Germain
120cad88af
Add prep functions to exchange
2021-08-08 23:24:03 -06:00
Matthias
47f641d12f
Remove hyperopt-pickle result support
2021-08-09 07:04:18 +02:00
Sam Germain
8e941e6836
Changed interest implementation
2021-08-08 17:09:17 -06:00
Sam Germain
0545a0ed3c
Replaced the term margin with leverage when it should say leverage
2021-08-08 17:04:24 -06:00
Matthias
3bd0c3d009
Remove legacy code from export to csv
2021-08-08 11:02:54 +02:00
Matthias
faf16a64e5
Remove legacy hyperopt file support
2021-08-08 10:22:45 +02:00
Matthias
0ae4eccea5
Refactor Hyperopt-list and hyperopt-show to reduce some duplicate code
2021-08-08 10:06:35 +02:00
Sam Germain
4630f69830
Removed short, exit_short from enums
2021-08-08 01:36:59 -06:00
Sam Germain
658f138e30
Added short_tag to SignalTagType
2021-08-07 20:08:52 -06:00
Sam Germain
71963e65f1
Removed ExchangeName Enum
2021-08-07 18:47:03 -06:00
Sam Germain
7e6b281b75
Merge branch 'feat/short' of https://github.com/freqtrade/freqtrade into feat/short
2021-08-07 01:43:56 -06:00
Matthias
92ed7c0bf8
Merge branch 'develop' into feat/short
2021-08-07 09:42:25 +02:00
Matthias
6532aba765
Merge pull request #5360 from freqtrade/hyperopt_protections
...
Hyperopt protections and Boolean parameter
2021-08-07 09:42:05 +02:00
Sam Germain
9988c293b5
Merge branch 'enums' into feat/short
2021-08-06 19:30:31 -06:00
Sam Germain
9b58c58609
Merge branch 'develop' into feat/short
2021-08-06 18:12:53 -06:00
Sam Germain
b9356a5564
Autopep8 formatting
2021-08-06 16:35:39 -06:00
Sam Germain
aec82b4647
Added empty everage/__init__.py
2021-08-06 01:37:34 -06:00
Sam Germain
50d185ccd8
Added exchange_name variables to exchange classes
2021-08-06 01:23:55 -06:00
Sam Germain
241bfc409f
Added leverage enums
2021-08-05 23:29:26 -06:00
axel
612b88e993
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into custom_order_price
2021-08-05 18:21:31 -04:00
axel
84d082033b
fix default retval for strategy custom_entry_price
2021-08-05 18:00:31 -04:00
axel
cb3b0cf311
add custom_exit_price in interface and freqtradebot
2021-08-04 23:09:40 -04:00
axel
f243ad4af0
add custom_exit_price in strategy interface
2021-08-04 19:09:55 -04:00
axel
f9f519fd3c
add custom_exit_price function to interface
2021-08-04 18:54:17 -04:00
axel
d9b9eecd4d
remove entry price reached method
2021-08-04 18:47:14 -04:00
Matthias
ad0e4a8567
Add BooleanParameter
2021-08-04 20:52:56 +02:00
Matthias
b73768acd1
Fix bug in property overwriting prevention
2021-08-04 20:21:56 +02:00
Matthias
3c41223333
Add test for protections-hyperopt
2021-08-04 20:01:28 +02:00
Matthias
a661e0db6e
Deprecate protections from config
2021-08-04 19:43:16 +02:00
Matthias
a6454cfc39
Autoenable protections when protection-space is selected
2021-08-04 07:17:29 +02:00
Matthias
797d7e5ce6
Merge pull request #5157 from samgermain/margin-db
...
Margin db
2021-08-04 06:57:36 +02:00
Matthias
091bf7c4d2
Output protection space
2021-08-04 06:50:14 +02:00
Matthias
544e0da6c2
Add protection parameter space
2021-08-04 06:50:14 +02:00
Matthias
800b2eeaf0
Load protections as part of backtest()
...
this enables different values in hyperopt per epoch
2021-08-04 06:50:14 +02:00
Matthias
6410a6528b
Add missing methods to advanced strategy template
2021-08-04 06:46:21 +02:00
axel
b644233ead
rename custom_entry_price kwarg to align it to the interface
2021-08-03 17:03:27 -04:00
axel
b3dafb378e
remove use_custom_entry_price as a config option
2021-08-03 16:54:28 -04:00
axel
16146357b3
reuse buy_limit_requested as rate input for custom entry price
2021-08-03 16:39:35 -04:00
axel
42e24d8b4b
remove price change cancel reason in contants, will be added in another PR
2021-08-03 16:35:16 -04:00
axel
00939b63f2
flake 8 fixes
2021-08-03 16:25:18 -04:00
axel
53fb8b05e7
remove short logic in entry_price_reached function
2021-08-03 16:19:29 -04:00
axel
5284112b69
fix in custom entry function output,remove changes related to outdated prices, doc exemple minor changes
2021-08-03 15:57:23 -04:00
axel
f11f5d17e9
add feature custom entry price for live
2021-08-03 15:57:23 -04:00
Matthias
07673ef47f
Update Migrations to use the latest added columns
2021-08-03 10:25:59 +02:00
Sam Germain
5b6dbbd750
Changed order of buy_tag in migrations
2021-08-03 00:23:21 -06:00
Sam Germain
d88e2ae603
Merge branch 'develop' into margin-db
2021-08-02 23:58:44 -06:00
Matthias
dfc17f2bd1
Fix ci failure
2021-08-03 07:21:11 +02:00
Matthias
4ab03f7e37
Don't load fallback methods for autohyperopt
2021-08-02 21:17:56 +02:00
Matthias
e70a742005
Reorder space methods in hyperopt
2021-08-02 21:12:10 +02:00
Matthias
adb33e763b
Merge pull request #5350 from freqtrade/environment_vars
...
Add environment variable support
2021-08-02 20:48:23 +02:00
Matthias
c981641441
Don't fail if strategy doesn't contain sell signal
2021-08-02 20:30:46 +02:00
Matthias
d8d8261f1b
Merge pull request #5318 from samgermain/combined_exchange_buy_sell
...
combined exchange.buy and exchange.sell
2021-08-02 20:11:09 +02:00
Matthias
5ead95b06b
Merge pull request #5245 from sauces1313/RangeStabilityFilterMax
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Range stability filter max
2021-08-02 08:06:36 +02:00
Matthias
b63eda3a2b
Some minor cleanup and improved test coverage
2021-08-02 07:15:09 +02:00
sauces1313
059c32b067
Check for and default to 'None'
2021-08-02 02:49:49 +00:00
Matthias
056bc93bc6
backtesting needs startup_candle_count
...
fixes informative-pair loading being different between --strategy-list and
--strategy.
2021-08-01 19:17:52 +02:00
Matthias
e9ef9a6d28
Use .view() to convert dates to enums
...
part of #5314 - fixing deprecation warning.
2021-08-01 10:31:35 +02:00
Matthias
6f8519d0a3
Add environment variable support
2021-07-31 19:26:56 +02:00
Matthias
c5e3348b89
Migrations for indexes should run in a seperate session
...
closes #5349
2021-07-31 16:36:28 +02:00
Matthias
1ccc89d1e9
Store fully analyzed dataframe
2021-07-31 10:00:24 +02:00
Sam Germain
ef429afb6f
Removed is_oeing_trade is_closing_trade
2021-07-31 01:22:48 -06:00
Sam Germain
d6ffd23865
Merged with remote
2021-07-31 01:19:11 -06:00
Matthias
b1cbc75e93
Properly cache pair dataframe in backtesting (without startup-range).
2021-07-31 08:45:04 +02:00
Sam Germain
26be620f71
Removed LocalTrade.set_is_short
2021-07-31 00:20:25 -06:00
Sam Germain
fadb0de7c7
Removed excess modes stop_loss method, removed models.is_opening_side models.is_closing_side
2021-07-31 00:12:53 -06:00
Matthias
138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
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Add buy signal name
2021-07-30 08:23:11 +02:00
Matthias
aa34889c04
Don't run migrations twice
2021-07-30 07:14:35 +02:00
Matthias
71838dc51a
Merge pull request #5285 from freqtrade/backtest_startup_afte_populates
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Remove startup-candles after populating buy/sell signals
2021-07-30 07:01:26 +02:00
Matthias
dad98d43be
Merge pull request #5287 from GeorgeMurAlkh/develop
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Dataprovider caching and trimming of historical informative.
2021-07-29 20:43:40 +02:00
Matthias
03064731ac
Version bump 2021.7
2021-07-29 19:49:19 +02:00
Matthias
d0528a6213
Merge branch 'stable' into new_release
2021-07-29 19:49:04 +02:00
Matthias
8768df647a
Merge pull request #5312 from raph92/patch-3
...
Fix code to get Bittrex US-restricted markets
2021-07-29 07:13:42 +02:00
Matthias
cf4d1875dd
Use prohibitedIn instead of isRestricted
2021-07-29 06:56:37 +02:00
Sam Germain
25c527ee67
combined exchange.buy and exchange.sell, Adding dummy mock to create_order in tests in test_freqtradebot
2021-07-28 14:55:06 -06:00
Sam Germain
3fb7f983f8
Added is_short and leverage to __repr__
2021-07-28 12:25:56 -06:00
Sam Germain
195badeb80
Changed liquidation_price to isolated_liq
2021-07-28 12:25:56 -06:00
Sam Germain
6ad9b535a9
persistence all to one test file, use more regular values like 2.0 for persistence tests
2021-07-28 12:25:56 -06:00
Sam Germain
a900570f1a
Added enter_side and exit_side computed variables to persistence
2021-07-28 12:25:56 -06:00
Matthias
317f4ebce0
Boolean sqlite fix for orders table
2021-07-28 12:25:56 -06:00
Matthias
071f6309cc
Try fix migration tests
2021-07-28 12:25:56 -06:00
Sam Germain
af8875574c
updated mkdocs and leverage docs
...
Added tests for set_liquidation_price and set_stop_loss
updated params in interestmode enum
2021-07-28 12:25:56 -06:00
Sam Germain
256160740e
Updated interest and ratio calculations to correct functions
2021-07-28 12:25:56 -06:00
Sam Germain
8e52a3a29c
updated ratio_calc_profit function
2021-07-28 12:25:55 -06:00
Sam Germain
006a60e5a4
Added docstrings to methods
2021-07-28 12:25:55 -06:00
Sam Germain
b0476ebd3e
All persistence margin tests pass
...
Flake8 compliant, passed mypy, ran isort .
2021-07-28 12:25:55 -06:00
Sam Germain
52def4e826
Changed InterestMode enum implementation
2021-07-28 12:25:55 -06:00
Sam Germain
60572c9e0d
Took liquidation price out of order completely
2021-07-28 12:25:55 -06:00
Sam Germain
737a62be52
set initial_stop_loss in stoploss helper
2021-07-28 12:25:55 -06:00
Sam Germain
f566d83839
Tried to add liquidation price to order object, caused a test to fail
2021-07-28 12:25:55 -06:00
Sam Germain
31fa6f9c25
updated timezone.utc time
2021-07-28 12:25:55 -06:00
Sam Germain
811cea288d
Added checks for making sure stop_loss doesn't go below liquidation_price
2021-07-28 12:25:55 -06:00
Sam Germain
286427c04a
Moved interest calculation to an enum
2021-07-28 12:25:55 -06:00
Sam Germain
be3a9390fe
Switched migrations.py check for stake_currency back to open_rate, because stake_currency is no longer a variable
2021-07-28 12:25:55 -06:00
Sam Germain
5fc587c225
Removed exchange file modifications
2021-07-28 12:25:55 -06:00
Sam Germain
0ffc85fed9
Set default leverage to 1.0
2021-07-28 12:25:55 -06:00
Sam Germain
78708b27f2
Updated tests to new persistence
2021-07-28 12:25:55 -06:00
Matthias
e0d42d2eb7
Fix migrations, revert some parts related to amount properties
2021-07-28 12:25:55 -06:00
Sam Germain
e4d4d1d1f1
Wrote all tests for shorting
2021-07-28 12:25:55 -06:00
Sam Germain
f194673001
Updated ratio calculation, updated short tests
2021-07-28 12:25:55 -06:00
Sam Germain
5ac03762f0
Kraken interest test comes really close to passing
...
Added more trades to conftest_trades
2021-07-28 12:25:55 -06:00
Sam Germain
df360fb281
Made borrowed a computed property
2021-07-28 12:25:55 -06:00
Sam Germain
68d3699c19
Turned amount into a computed property
2021-07-28 12:25:55 -06:00
Sam Germain
efcc2adacf
About 15 margin tests pass
2021-07-28 12:25:55 -06:00
Sam Germain
f5d7deedf4
added exception checks to LocalTrade.leverage and LocalTrade.borrowed
2021-07-28 12:25:55 -06:00
Sam Germain
34073135b7
Added types to setters
2021-07-28 12:25:55 -06:00
Sam Germain
d07fe1586c
Set leverage and borowed to computed properties
2021-07-28 12:25:55 -06:00
Sam Germain
c24ec89dc4
Started some pytests for short and leverage
...
1 short test passes
2021-07-28 12:25:55 -06:00
Sam Germain
b80f8ca0af
Created interest function
2021-07-28 12:25:55 -06:00
Sam Germain
000932eed0
Adding templates for leverage/short tests
...
All previous pytests pass
2021-07-28 12:25:55 -06:00
Sam Germain
10979361c1
Added changes suggested in pull request, fixed breaking changes,
...
can run the bot again
2021-07-28 12:25:55 -06:00
Sam Germain
741ca0e58c
Added changed to persistance/migrations
2021-07-28 12:25:55 -06:00
Sam Germain
7823a33cbb
Updated Trade class
2021-07-28 12:25:55 -06:00
Sam Germain
c7e8439c76
Updated LocalTrade and Order classes
2021-07-28 12:25:55 -06:00
Sam Germain
10d214ccad
Added is_short and leverage to __repr__
2021-07-26 23:09:47 -06:00
Sam Germain
4fcae0d927
Changed liquidation_price to isolated_liq
2021-07-26 23:09:47 -06:00
Sam Germain
1918304c5b
persistence all to one test file, use more regular values like 2.0 for persistence tests
2021-07-26 23:09:47 -06:00
Sam Germain
35fd8d6a02
Added enter_side and exit_side computed variables to persistence
2021-07-26 23:09:47 -06:00
Matthias
3d7a74551f
Boolean sqlite fix for orders table
2021-07-26 23:09:47 -06:00
Matthias
9a03cae920
Try fix migration tests
2021-07-26 23:09:47 -06:00
Sam Germain
0d06d7e108
updated mkdocs and leverage docs
...
Added tests for set_liquidation_price and set_stop_loss
updated params in interestmode enum
2021-07-26 23:09:47 -06:00
Sam Germain
f1dc6b54ad
Updated interest and ratio calculations to correct functions
2021-07-26 23:09:47 -06:00
Sam Germain
358f0303b9
updated ratio_calc_profit function
2021-07-26 23:09:47 -06:00
Sam Germain
546a7353df
Added docstrings to methods
2021-07-26 23:09:47 -06:00
Sam Germain
7f75c978a0
All persistence margin tests pass
...
Flake8 compliant, passed mypy, ran isort .
2021-07-26 23:09:47 -06:00
Sam Germain
a368dfa7b5
Changed InterestMode enum implementation
2021-07-26 23:09:47 -06:00
Sam Germain
86888dbbf0
Took liquidation price out of order completely
2021-07-26 23:09:47 -06:00
Sam Germain
98acb0f4ff
set initial_stop_loss in stoploss helper
2021-07-26 23:09:46 -06:00
Sam Germain
dd6cc1153b
Tried to add liquidation price to order object, caused a test to fail
2021-07-26 23:09:46 -06:00
Sam Germain
1414df5e27
updated timezone.utc time
2021-07-26 23:09:46 -06:00
Sam Germain
2aa2b5bcff
Added checks for making sure stop_loss doesn't go below liquidation_price
2021-07-26 23:09:46 -06:00
Sam Germain
1b202ca22e
Moved interest calculation to an enum
2021-07-26 23:09:46 -06:00
Sam Germain
b6c8b60e65
Switched migrations.py check for stake_currency back to open_rate, because stake_currency is no longer a variable
2021-07-26 23:09:46 -06:00
Sam Germain
ffadc7426c
Removed exchange file modifications
2021-07-26 23:09:46 -06:00
Sam Germain
0d5749c508
Set default leverage to 1.0
2021-07-26 23:09:46 -06:00
Sam Germain
9ddb6981dd
Updated tests to new persistence
2021-07-26 23:09:46 -06:00
Matthias
75b2c9ca1b
Fix migrations, revert some parts related to amount properties
2021-07-26 23:09:46 -06:00
Sam Germain
25ff726921
Wrote all tests for shorting
2021-07-26 23:09:46 -06:00
Sam Germain
4d057b8047
Updated ratio calculation, updated short tests
2021-07-26 23:09:46 -06:00
Sam Germain
3a8a9eb255
Kraken interest test comes really close to passing
...
Added more trades to conftest_trades
2021-07-26 23:09:46 -06:00
Sam Germain
876386d2db
Made borrowed a computed property
2021-07-26 23:09:46 -06:00
Sam Germain
2a50f4ff7b
Turned amount into a computed property
2021-07-26 23:09:46 -06:00
Sam Germain
da81be9050
About 15 margin tests pass
2021-07-26 23:09:46 -06:00
Sam Germain
6f6deae376
added exception checks to LocalTrade.leverage and LocalTrade.borrowed
2021-07-26 23:09:46 -06:00
Sam Germain
c68a0f05d8
Added types to setters
2021-07-26 23:09:46 -06:00
Sam Germain
691a042e29
Set leverage and borowed to computed properties
2021-07-26 23:09:46 -06:00
Sam Germain
692c55088a
Started some pytests for short and leverage
...
1 short test passes
2021-07-26 23:09:46 -06:00
Sam Germain
b6cc3f02bf
Created interest function
2021-07-26 23:09:46 -06:00
Sam Germain
613eecf16a
Adding templates for leverage/short tests
...
All previous pytests pass
2021-07-26 23:09:46 -06:00
Sam Germain
67341aa4f2
Added changes suggested in pull request, fixed breaking changes,
...
can run the bot again
2021-07-26 23:09:46 -06:00
Sam Germain
20dcd9a1a2
Added changed to persistance/migrations
2021-07-26 23:09:46 -06:00
Sam Germain
69e81100e4
Updated Trade class
2021-07-26 23:09:46 -06:00
Sam Germain
a27171b371
Updated LocalTrade and Order classes
2021-07-26 23:09:46 -06:00
Sam Germain
05f74bdf53
Changed log ouput to debug in exchange.get_rate
2021-07-25 16:13:04 -06:00
sauces1313
4675d85b90
Merge branch 'freqtrade:develop' into RangeStabilityFilterMax
2021-07-25 02:37:56 -05:00
sauces1313
34c8a5afaf
remove second filter, add max option
2021-07-25 07:24:55 +00:00
Sam Germain
b42afb9dae
get_rate checks if side is buy for some console output
2021-07-24 17:14:54 -06:00
kevinjulian
aea5da0c73
changes testcase
2021-07-23 11:42:43 +07:00
kevinjulian
5fe18be4b5
add note buy_tag and split 3 assignment for get_signal
2021-07-23 01:25:15 +07:00
Matthias
b84a1d0c92
Don't crash when *_params is not defined in strategy
...
closes #5407
2021-07-22 20:21:04 +02:00
kevinjulian
b01daa8bbc
expose buy_tag to api
2021-07-22 13:09:05 +07:00
kevinjulian
dd809f756b
run mypy
2021-07-22 02:34:20 +07:00
kevinjulian
643b6b950e
run flake8
2021-07-22 02:23:34 +07:00
kevinjulian
25e329623f
change signature
2021-07-22 02:11:54 +07:00
kevinjulian
235c1afd09
add buy_tag on telegram
2021-07-22 01:53:15 +07:00
kevinjulian
f5a660f845
caps BUY_TAG_IDX
2021-07-21 20:19:56 +07:00
kevinjulian
49886874aa
rename to buy_tag
2021-07-21 20:05:35 +07:00
GeorgeMurAlkh
759a350d73
Merge branch 'freqtrade:develop' into develop
2021-07-21 00:09:35 +03:00
George Muravei-Alkhavoi
1ea29a918a
Fix webserver timerange problem.
2021-07-21 00:09:09 +03:00
kevinjulian
66a7070170
run linter
2021-07-20 23:56:03 +07:00
kevinjulian
5d04d6ffa7
fix edge testcase
2021-07-20 23:40:32 +07:00
kevinjulian
cbfedf8b29
fix backtest testcase
2021-07-20 23:25:00 +07:00
kevinjulian
c558fc0b17
fix feedback
2021-07-20 20:40:32 +07:00
Kevin Julian
edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name
2021-07-20 19:19:46 +07:00
kevinjulian
ed30c023cd
fix some testcase
2021-07-20 19:08:14 +07:00
kevinjulian
7d04005218
add test and migration
2021-07-20 16:14:48 +07:00
Matthias
e4b42b2b5b
Merge pull request #5284 from samgermain/merge_get_buy_sell_rate
...
Merge get_buy_rate and get_sell_rate
2021-07-20 06:54:47 +02:00
kevinjulian
104711a9bf
get_signal signature
2021-07-20 05:04:25 +07:00
kevinjulian
9e63bdbac9
feat: add buy signal name
2021-07-20 04:58:20 +07:00
Sam Germain
b0bfbb6558
removed buy and sell merge, updated strategy name, removed default side for get_rate
2021-07-19 11:37:52 -06:00
George Muravei-Alkhavoi
ab786abf7f
Fix intendation.
2021-07-19 00:47:51 +03:00
George Muravei-Alkhavoi
f705293353
Dataprovider caching and trimming to timerange of historical informative.
2021-07-19 00:25:24 +03:00
Matthias
365479f5e0
Remove startup-candles after populating buy/sell signals
...
closes #5242
2021-07-18 11:06:41 +02:00
Matthias
7b7d9c02d7
Merge pull request #5243 from freqtrade/feat/webservermode_progress
...
Introduce webserver mode subcommand
2021-07-18 10:48:55 +02:00
Sam Germain
44df5eeacf
Adjusted docstring, and conditional near end of buy_rate
2021-07-18 00:00:18 -06:00
Sam Germain
7c27525bd8
Merge get_buy_rate and get_sell_rate
2021-07-17 22:51:20 -06:00
Rokas Kupstys
53a8c693b8
Honor skip_pair_validation setting when downloading pairs.
2021-07-17 09:21:03 +03:00
Matthias
d652e6fcc4
Don't log from wallet in backtest mode
2021-07-16 19:57:49 +02:00
Matthias
2e95df4d8d
Update docs for /profit output
2021-07-15 20:12:44 +02:00
Matthias
c9c7f84e8c
Calculate relative profit based on assumed starting balance
2021-07-14 20:55:11 +02:00
Matthias
f5c47767cb
Provide available capital to api
2021-07-14 20:51:42 +02:00
Matthias
3451687135
Merge pull request #5255 from freqtrade/improve_dynamic_stake
...
Improve dynamic stake with multiple bots on the same exchange
2021-07-14 06:45:48 +02:00
anasyusef
c78b2075d8
feat: add one additional asterisk
2021-07-12 12:27:59 +00:00
anasyusef
6a53e2c764
feat: apply censoring to logging
2021-07-12 12:08:01 +00:00
anasyusef
f94dbcd085
feat: censor password from logs
2021-07-12 12:02:10 +00:00
Matthias
40db424363
Add documentation for available capital setting
2021-07-12 07:11:56 +02:00
Matthias
7863746904
Add available_capital parameter
2021-07-12 06:54:06 +02:00
Matthias
b41c234440
Extract Closed profit calculation to trade object
2021-07-12 06:54:06 +02:00
Matthias
8b78a3bde2
Quick fix for trades opening below min-trade amount
2021-07-11 21:01:12 +02:00
Matthias
38296e8689
Merge pull request #5189 from rokups/rk/custom-stake
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Implement strategy-controlled stake sizes
2021-07-11 19:45:43 +02:00
Matthias
7ea0a74c53
Default to proposed stake
2021-07-11 14:11:41 +02:00
Rokas Kupstys
0e4466ca1e
Implement strategy-controlled stake sizes. Expose self.wallet
to a strategy.
2021-07-11 12:38:58 +03:00
Matthias
f658cfa349
Remove Slack
...
As the community is mostly active on discord, there's little point in
linking people to Slack as well
2021-07-11 11:13:27 +02:00
Matthias
52ae95b2a5
Improve naming of apiserver variables
2021-07-10 11:20:21 +02:00
Matthias
ad26b0dad0
Don't void backtest object when not necessary
2021-07-10 10:59:00 +02:00
Matthias
e4e2340f91
Fix bug where currencies are duplicated
...
in case there is dust
2021-07-10 10:02:05 +02:00
Matthias
6129c5ca9e
Fix deprecation warnings from pandas 1.3.0
...
closes #5251
2021-07-09 20:46:38 +02:00
Matthias
2f33b97b95
Validate startup candles for backtesting correctly
...
closes #5250
2021-07-09 07:20:43 +02:00
Matthias
fb25130588
Merge pull request #5244 from octaviusgus/develop
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fix daily profit data bug and daily profit curve example
2021-07-09 07:06:14 +02:00
Matthias
d96d6024f4
Merge pull request #5252 from kevinjulian/agefilter-max-days-listed
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Fix Agefilter cannot appear on startup messages
2021-07-08 20:29:06 +02:00
kevinjulian
2a4a980855
Merge branch 'agefilter-max-days-listed' of https://github.com/kevinjulian/freqtrade into agefilter-max-days-listed
2021-07-08 19:25:32 +07:00
kevinjulian
863391122f
fix short desc not appear
2021-07-08 13:42:52 +07:00
Matthias
225522762b
Merge pull request #5231 from nightshift2k/enhancement/range-based-volumefilter
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Range based VolumeFilter
2021-07-08 07:22:37 +02:00
Matthias
76e51cddba
Merge pull request #5246 from nightshift2k/feature/offsetfilter
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new filter OffsetFilter for offsetting incoming pairlists
2021-07-07 21:06:23 +02:00
Matthias
682f880630
Slightly simplify if statement, add additional test
2021-07-07 20:05:56 +02:00
kevinjulian
8248d1acd1
run flake8
2021-07-07 22:10:22 +07:00
kevinjulian
00a1931f40
fix test
2021-07-07 21:24:44 +07:00
sauces1313
8b0a02db8e
Correct exception messages
2021-07-07 08:11:13 +00:00
nightshift2k
3c3772703b
changed quoteVolume to be built over a
...
rolling period using lookback_period
to avoid pair_candles being larger
than requested lookback_period
2021-07-07 09:46:05 +02:00
user
638bed3dac
Add RangeStabilityFilterMax pairlist filter
2021-07-07 06:46:51 +00:00
octaviusgus
d1104bd434
fix daily profit data and daily profit curve example
2021-07-06 22:47:39 +02:00
Matthias
005da97183
extract backtesting abort functionality
2021-07-06 19:48:28 +02:00
Matthias
5474d5ee64
Move webserver start command to seperate file
2021-07-06 19:48:28 +02:00
Matthias
e5b1657ab3
Properly remove rpc handler
2021-07-06 19:48:28 +02:00
Matthias
2ec22f1d97
Add Sorting to available pair list
2021-07-06 19:48:28 +02:00
Matthias
830b2548bc
Add backtest stopping
2021-07-06 19:48:28 +02:00
Matthias
129c7b02d0
Not all config values are mandatory in webserver mode
2021-07-06 19:48:28 +02:00
Matthias
17b3cc2097
Return numeric value, not empty string
2021-07-06 19:48:28 +02:00
Matthias
b44d215b90
Add test for backtest via APII
2021-07-06 19:48:28 +02:00
Matthias
804d99cce9
Move backtesting api to it's own file
2021-07-06 19:48:28 +02:00
Matthias
8566306010
Add test for start_websever
2021-07-06 19:48:28 +02:00
Matthias
134c61126e
Properly track bt progress ...
2021-07-06 19:48:28 +02:00
Matthias
03140a0ecb
Run webserver in main thread when using webserver mode
2021-07-06 19:48:28 +02:00
Matthias
37b15e830a
Add trade count to progress
2021-07-06 19:48:28 +02:00
Matthias
048008756f
Add progress tracking for backtesting
2021-07-06 19:48:28 +02:00
Matthias
06b6726029
Support compounding key
2021-07-06 19:48:28 +02:00
Matthias
f96d7dfe6d
Allow backtesting to reuse data
...
Allow activating / deactivating protections dynamically
2021-07-06 19:48:28 +02:00
Matthias
edb8c4f0e5
Fix tests for webserver mode
2021-07-06 19:48:28 +02:00
Matthias
5c18c8726d
Implement backtesting with fastapi
2021-07-06 19:48:28 +02:00
Matthias
df55259737
Add start_trading endpoint
2021-07-06 19:48:28 +02:00
Matthias
02b84bd018
Introduce webserver mode for fastapi
2021-07-06 19:48:28 +02:00
Matthias
800e314bfd
Store backtesting results in backtest instance
2021-07-06 19:48:28 +02:00
Matthias
97e8ec91f0
Save configuration file paths
2021-07-06 19:48:28 +02:00
Matthias
ef137546fe
Add webserver entrypoint
2021-07-06 19:48:28 +02:00
Kevin Julian
0f3d34eaf4
Merge branch 'develop' into agefilter-max-days-listed
2021-07-06 19:47:18 +07:00
kevinjulian
502c69dce3
change short desc
2021-07-06 19:36:42 +07:00
Matthias
dec523eef0
Display verison of installed FreqUI
2021-07-06 07:20:05 +02:00
nightshift2k
1e87225e91
added test_VolumePairList_range
to test_pairlist.py
2021-07-05 20:59:27 +02:00
Matthias
10998eb0fa
Remove further usages of int(int_timestamp)
2021-07-05 19:51:14 +02:00
Matthias
1682578a39
Merge pull request #5234 from nightshift2k/fixups/pairlists
...
fixup pairlist filters, change float_timestamp to int_timestamp
2021-07-05 19:45:35 +02:00
nightshift2k
346d66748b
first version of OffsetFilter
2021-07-05 12:50:56 +02:00
nightshift2k
5626ca5a06
removed unnecessary casting to int()
2021-07-05 10:39:22 +02:00
Matthias
eb3ead4930
Merge pull request #5229 from kevinjulian/telegram-balance
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compact low balance currencies
2021-07-05 06:56:35 +02:00
nightshift2k
7ac55e5415
AgeFilter, RangeStabilityFilter, VolatilityFilter
...
changed `float_timestamp` to `int_timestamp`
2021-07-04 21:08:42 +02:00
nightshift2k
85c7b55750
improvements:
...
- `float_timestamp` switched to `int_timestamp`
- added documentation to pairlists.md
2021-07-04 20:46:24 +02:00
Matthias
c5489d530a
Reexport File to docs to have this available as documentation too
2021-07-04 19:50:44 +02:00
kevinjulian
c3cf71bba8
sort import
2021-07-04 22:04:39 +07:00
kevinjulian
2d5ced7801
fix testcase
2021-07-04 21:59:59 +07:00
octaviusgus
558bcc7959
Jupyter notebook snippet: Plotting daily profit / equity line
2021-07-04 15:56:55 +02:00
octaviusgus
4aa2ae37bd
add daily_profit_list
...
added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook
```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd
# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"
stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]
equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
equity_daily.append(equity)
equity += float(dp)
dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])
df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})
fig = px.line(df, x="dates", y="equity_daily")
fig.show()
```
2021-07-04 14:38:17 +02:00
Matthias
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
...
automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
nightshift2k
9919061c78
PEP8 compliance
2021-07-04 11:40:45 +02:00
nightshift2k
348dbeff3f
added meaningful logging of used lookback range
2021-07-04 11:16:33 +02:00
Matthias
77293b1f1e
Remove Zero duration Trades
...
after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
2021-07-04 10:50:10 +02:00
Matthias
a4096318e0
Provide full backtest-statistics to Hyperopt loss functions
...
closes #5223
2021-07-04 10:15:19 +02:00
kevinjulian
7efa228d73
add dust balance
2021-07-04 03:08:29 +07:00
kevinjulian
dbdd7f38a8
add plural
2021-07-04 02:56:05 +07:00
kevinjulian
b722e12350
compact low balance currencies
2021-07-04 02:44:48 +07:00
kevinjulian
f6511c3e3f
fix typo and add blocker
2021-07-04 02:20:53 +07:00
kevinjulian
b72bbebccb
fix flake8
2021-07-04 01:46:51 +07:00
kevinjulian
3d9f3eeb07
feat(agefilter): add max_days_listed
2021-07-03 23:58:04 +07:00
Rokas Kupstys
3686efa08a
Add range property to CategoricalParameter and DecimalParameter, add their tests.
...
At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
2021-07-03 16:02:45 +03:00
nightshift2k
53f963dd73
fixed self._tf_in_secs
to self._tf_in_sec
2021-07-03 11:49:05 +02:00
nightshift2k
62da4b452c
code cleanup and comments
2021-07-03 11:47:17 +02:00
nightshift2k
055229a44a
first iteration of volume pairlist with range lookback
2021-07-03 11:39:14 +02:00
Matthias
9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2
...
Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
Matthias
fbd91cd3f8
Improve formatting to avoid backslash newlines
2021-07-03 08:22:21 +02:00
Matthias
b25ad68c44
Fix np.bool_ not outputting correctly
2021-07-02 20:52:25 +02:00
Matthias
b8de3270fa
Plotting: Fix hover mode options after plotly update
...
closes #5209
2021-06-30 20:11:11 +02:00
Matthias
15e36a20e1
Improve naming of default hyperopt serializer
2021-06-30 19:48:34 +02:00
Rokas Kupstys
bc0742ae67
Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop.
2021-06-30 09:10:50 +03:00
Matthias
0809225a0a
Update documentation to mention parameter strategy files
2021-06-30 07:05:20 +02:00
Matthias
645da51b5f
Add test for parameter loading
2021-06-30 06:55:10 +02:00
Matthias
dcf53ac3ff
Add test for try_eport_params
2021-06-30 06:33:40 +02:00
Matthias
84703080b8
Extract hyperopt_defaults_serializer to hyperopt_tools
2021-06-29 20:51:29 +02:00
Matthias
55f032b18e
Catch trying to read faulty parameter file
2021-06-29 20:51:29 +02:00
Matthias
62cdbdc26a
Automatically export hyperopt parameters
2021-06-29 20:51:25 +02:00
Matthias
af04c8e2da
Merge pull request #5205 from barisengez/develop
...
Added timerange and max open trades info above multiple strategy backtest result summary table
2021-06-29 16:49:17 +02:00
barbarius
a8117c6e0b
Refactored to use results variable from for loop
2021-06-29 11:24:49 +02:00
Matthias
a2ccc1526e
Load parameters from file
2021-06-29 07:07:34 +02:00
Matthias
8ca0076332
Fix small typos
2021-06-29 06:50:47 +02:00
Matthias
d4514f5f16
Introduce File versions to hyperopt result files
2021-06-29 06:50:47 +02:00
Matthias
a7e9e362b7
Simplify printing logic for non-optimized parameters
2021-06-29 06:50:47 +02:00
Matthias
8b7010fc9a
Update pprint name
2021-06-29 06:50:47 +02:00
Matthias
aa5181ca81
Properly export non-optimized parameters
2021-06-29 06:50:47 +02:00
Matthias
34e6ce431f
Print non-optimized parameters (also stop / roi)
2021-06-29 06:50:47 +02:00
Matthias
2310deec53
Update name to get non-optimized parameters
2021-06-29 06:50:47 +02:00
Matthias
8cdd1e3aef
Fix some type errors
2021-06-29 06:50:47 +02:00
Matthias
2bf17f71e7
Dump parameters from hyperopt-show
2021-06-29 06:50:47 +02:00
Matthias
750c780293
Support loading parameters from json file
2021-06-29 06:50:47 +02:00
Eugene Schava
d54de72471
"/profit N" command should print best pair for the same period of time, not for all trades
2021-06-28 23:42:09 +03:00
barbarius
a0f28f4a15
Added max open trades to strategy summary first line
2021-06-28 17:05:12 +02:00
barbarius
2e5b719de8
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:54:54 +02:00
barbarius
c99ae3b419
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:20:34 +02:00
Matthias
ab07fb5b3f
Merge pull request #5188 from freqtrade/move_config_settings
...
Move ask_strategy config settings to root level
2021-06-27 11:30:50 +02:00
Matthias
34448fb87c
Expose default currency precision to API
2021-06-26 20:46:54 +02:00
Matthias
00a7097b9e
Reduce verbosity of getting sell-rate from orderbook
2021-06-26 20:09:52 +02:00
Matthias
3f669147f1
Simplify strategy-resolver moving
2021-06-26 17:55:31 +02:00
Matthias
158cb415a9
Add settings interface to have types available
2021-06-26 17:28:37 +02:00
Matthias
b7f01a08f3
Update sequence of process_deprecated_setting parameters
2021-06-26 17:03:51 +02:00
Matthias
1067a9f356
Move strategy-override signals to top-level of the config
...
closes #2867
2021-06-26 16:06:13 +02:00
Matthias
60c7308126
Merge pull request #5183 from freqtrade/remove_order_book_max
...
Remove order book max
2021-06-26 14:56:10 +02:00
Matthias
1cb057bda7
Version bump 2021.6
2021-06-26 14:01:23 +02:00
Matthias
7fe42852a8
Merge branch 'stable' into new_release
2021-06-26 14:00:55 +02:00
Matthias
c62fad0088
Pricing strategies should default to use orderbook pricing
2021-06-26 08:19:37 +02:00
Matthias
59a33d0fa9
Add test for ask_orderbook validation
2021-06-25 20:52:34 +02:00
Matthias
d59a38665c
Remove support for order_book_max
2021-06-25 20:36:39 +02:00
aayush-jain18
d294ef10d7
unexpected docstring params
2021-06-25 23:56:16 +05:30
Matthias
1440b2f7fe
Merge pull request #5178 from aayush-jain18/spell-correction
...
spell corrections
2021-06-25 19:10:39 +02:00
aayush-jain18
a46f60bd94
spell corrections
2021-06-25 22:10:04 +05:30
Matthias
40545e62af
Merge pull request #5082 from freqtrade/dry_run_order
...
Dry run order filling
2021-06-25 18:26:01 +02:00
Matthias
1a82685dd8
Don't reset log caching
...
uvicorn will "load from dict" the config - which flushes the logs
and therefore cleans log-buffering
2021-06-25 18:24:10 +02:00
Matthias
e0d3ca6c6d
Fix import sorting
2021-06-24 18:44:59 +02:00
Matthias
c938edc01b
Apply dataprovider to /pair_history endpoint
2021-06-24 18:18:01 +02:00
Matthias
f7c09ba63a
Log endpoint should use static rpc class
2021-06-24 18:17:40 +02:00
Eugene Schava
3c70768e18
make "/profit N" command output be consistent with "/daily" and "/status table" commands
2021-06-23 07:30:08 +03:00
Eugene Schava
e97c82c514
make "/profit N" command output be consistent with "/daily" and "/status table" commands
2021-06-22 12:22:19 +03:00
Eugene Schava
0605cbb06e
make "/profit N" command output be consistent with "/daily" and "/status table" commands
2021-06-22 12:20:12 +03:00
Matthias
204758834d
Merge pull request #4308 from eatrisno/patch-1
...
Add Refresh / Reload Button on rpc/Telegram
2021-06-19 18:50:59 +01:00
Matthias
122943d835
Don't run filter again for pairlist generator
...
The generator implicitly runs filter - so it should not be ran again
as that would void generator caching.
closes #5103
2021-06-19 19:37:27 +02:00
Matthias
96fbb226c5
Implement better strategy checks
...
part of #2696
2021-06-19 19:32:29 +02:00
Matthias
a7f8342171
Add small documentation about reload disabling
2021-06-19 16:49:54 +02:00
Matthias
6e99e3fbbb
Implement tests for message updating
2021-06-19 09:31:34 +02:00
Matthias
39b876e37a
Log exchange responses if configured
2021-06-19 09:07:42 +02:00
Matthias
e40d481d09
Merge pull request #5014 from Rikj000/hyperopt-show-include-non-optimized-in-json
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BugFix - `hyperopt-show --print-json` include non-optimized params
2021-06-19 07:42:15 +01:00
Rik Helsen
656bebd4da
🪲 Included completely non_optimized spaces in json + swapped merge dictionary order
2021-06-18 22:03:04 +02:00
Matthias
e1010ff592
Don't load protections from config if strategy defines a property
2021-06-18 19:55:53 +02:00
Rik Helsen
1567804509
⚡ kwargs merge dictionaries instead of using loops
2021-06-17 22:41:49 +02:00
Cryptomeister Nox
85979c3176
* Adding command for Filtering
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* Read latest Backtest file and print trades
2021-06-17 20:35:02 +02:00
Rik Helsen
546ca01071
♻️ Fixed flake8 warning
2021-06-17 20:33:21 +02:00
Rik Helsen
90d37f5ec6
🔀 Merged upstream branches and fixed merge conflicts
2021-06-17 20:24:20 +02:00
Matthias
a9f111dca0
Fix some types
2021-06-17 19:50:49 +02:00
Matthias
7ff794cb87
Merge branch 'develop' into pr/eatrisno/4308
2021-06-17 19:46:15 +02:00
Matthias
8bb464bd64
Merge pull request #5108 from rokups/rk/pessimistic-trailing-stoploss
...
Implement most pessimistic handling of trailing stoploss.
2021-06-17 18:41:00 +01:00
Matthias
c4bc47e6e7
Merge pull request #5140 from barisengez/develop
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Moved daily avg trade row next to total trades on backtest results
2021-06-17 08:54:48 +01:00
Matthias
a49ca9cbf7
Change log-level "Executing handler" msg to debug
...
closes #5143
2021-06-17 06:57:35 +02:00
Matthias
b38ab84a13
Add documentation mention about new behaviour
2021-06-17 06:48:41 +02:00
Matthias
1c9def2fdb
Update freqtrade/optimize/optimize_reports.py
2021-06-16 20:17:44 +01:00
barbarius
1bb04bb0c2
Moved daily avg trade row next to total trades on backtest results
2021-06-16 11:40:55 +02:00
Matthias
38ed49cef5
move low to stoploss_reached
...
to clarify where which rate is used
2021-06-15 09:05:36 +03:00
Rokas Kupstys
6d5fc96714
Implement most pessimistic handling of trailing stoploss.
2021-06-15 09:05:36 +03:00
Matthias
0af9bcef60
Merge pull request #5131 from freqtrade/dependabot/pip/develop/mypy-0.902
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Bump mypy from 0.812 to 0.902
2021-06-14 19:03:46 +01:00
Matthias
cf7394d01c
Export backtesting results by default
...
closes #4977
2021-06-14 19:57:24 +02:00
Matthias
4ba7a2bbd2
Fix mypy update problems
2021-06-14 19:18:42 +02:00
Bernd Zeimetz
cd6620a044
Ignore broken symlinks while resolving strategies.
...
Without this fix the resolver tries to read from the broken symlink,
resulting in an exception that leads to the the rather confusing
error message
freqtrade.resolvers.iresolver - WARNING - Path "...../user_data/strategies" does not exist.
as a result of a symlink matching .py not being readable.
2021-06-13 21:42:09 +02:00
Matthias
e226252921
Always use the same parameter sequence
2021-06-13 20:39:25 +02:00
Matthias
a95f760ff7
Simplify update logic by moving it to send_msg
2021-06-13 20:34:08 +02:00
Matthias
03eff69829
Simplify update message sending
2021-06-13 20:23:32 +02:00
Matthias
d32508aa75
Merge branch 'develop' into pr/eatrisno/4308
2021-06-13 20:04:24 +02:00
Matthias
eaf0aac77e
Remove OrderedDict
...
as we're no longer supporting python 3.6
2021-06-13 11:47:18 +02:00
Matthias
d54ee0eb04
Refactor hyperopt_tools naming
2021-06-13 11:24:24 +02:00
Matthias
c65b4e5d3b
Small fix to models
2021-06-13 11:20:22 +02:00
Matthias
d35b2e3b8f
Update ftx stoploss logic to properly detect correct trades
...
closes #5045
2021-06-13 11:06:34 +02:00
Matthias
a05e38dbd3
Require timeframe for plot-profit
...
must be set in config or via --timeframe
2021-06-12 09:03:55 +02:00
Matthias
ef208012c4
Merge pull request #5104 from freqtrade/enums_own_module
...
Enums own package
2021-06-10 05:31:14 +01:00
Matthias
c292926086
Small style improvements (no empty line at start)
2021-06-10 06:21:10 +02:00
Matthias
d4dfdf04fc
Move RPCMessageType to enums
2021-06-09 20:23:17 +02:00
Matthias
f484ec216e
Merge pull request #5099 from bgouvea/develop
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Addition of the maximum drawdown to the hyperoptimization
2021-06-09 19:10:25 +01:00
Bruno Gouvea
40f1ede775
Simplifying HO's result function
2021-06-09 12:03:24 -03:00
Matthias
756904f985
Set sell_reason to stoploss when closing the trade as stoploss
...
closes #5101
2021-06-08 21:21:29 +02:00
Matthias
9c34304cb9
Move state enums to enums package
2021-06-08 21:20:35 +02:00
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
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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
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closes #5073
2021-06-05 09:03:03 +02:00
Matthias
8e44de7f83
Merge pull request #5071 from janoskut/plot-profit-make-open-html-optional
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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
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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
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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
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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
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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
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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
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mypy fix
2021-05-28 17:18:23 +03:00
Eugene Schava
012309a06a
day/week options for Telegram '/profit' command
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fixed line lenght
2021-05-28 17:03:31 +03:00
Eugene Schava
36b68d3702
day/week options for Telegram '/profit' command
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format changed to "/profit n"
2021-05-28 14:46:22 +03:00
Eugene Schava
4b5a9d8c49
day/week options for Telegram '/profit' command
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revert accidental changes
2021-05-28 14:43:57 +03:00
Eugene Schava
a965436cd6
day/week options for Telegram '/profit' command
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format changed to "/profit n"
2021-05-28 10:17:26 +03:00
Matthias
8a56af9192
Update onlyprofit loss should use absolute profit
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closes #4934
2021-05-28 08:38:46 +02:00
Matthias
7bfe935e37
Merge pull request #4838 from Antreasgr/fix-encoding-issue
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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
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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
639c83575b
Fix csv-export error with new hyperopt format
2021-05-27 13:09:06 +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 )
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* 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
0c9b913cad
Version bump 2021.5
2021-05-27 11:10:10 +02:00
Matthias
e42e06a593
Merge branch 'stable' into new_release
2021-05-27 11:10:00 +02:00
Matthias
42453333be
Align coinbase download with ccxt limits
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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
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closes #5018
2021-05-25 19:24:56 +02:00
Matthias
a747312c1e
Explicitly provide is_open to trade Object
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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
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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
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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
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closes #3423
2021-05-23 09:42:05 +02:00
Matthias
02faeb60a3
Merge pull request #4943 from rokups/rk/statistics
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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
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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
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as seen in #4981
2021-05-22 17:03:16 +02:00
Matthias
feb836eaf6
Merge pull request #4994 from freqtrade/support_other_dbs
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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
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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
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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
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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
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Fix hyperopt trim to empty dataframe
2021-05-21 08:17:35 +02:00
Matthias
ccd705bfda
Merge pull request #4962 from eschava/total_row
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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
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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
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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
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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
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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
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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
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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
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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
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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
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fixes
2021-05-17 16:22:48 +03:00
Eugene Schava
3ad8fa2f38
Total row for telegram "/status table" command
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moved sum calculation to API
2021-05-17 15:59:03 +03:00
Eugene Schava
196fde44e0
Total row for telegram "/status table" command
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work around mypy warning
2021-05-17 14:45:54 +03:00
Eugene Schava
915ff7e1bf
Total row for telegram "/status table" command
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fix mypy warnings
2021-05-17 13:03:20 +03:00
Eugene Schava
d7479fda1f
Total row for telegram "/status table" command
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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
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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
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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
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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
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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
Matthias
2157923aee
have edge send multiple messages if necessary
...
closes #4519
2021-05-08 19:45:34 +02:00
Rokas Kupstys
8d8c782bd0
Slice dataframe in backtesting, preventing access to rows past current time.
2021-05-08 18:40:49 +03:00
Rokas Kupstys
f1eb653545
Fix strategy protections not being loaded in backtesting.
2021-05-08 10:29:47 +03:00
Rokas Kupstys
1b01ad6f85
Make exchange parameter optional and do not use it as parameter in backtesting.
2021-05-08 10:29:47 +03:00
Matthias
4b6cd69c81
Add test for no-exchange dataprovider
2021-05-08 10:29:47 +03:00
Rokas Kupstys
d344194b36
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
Rokas Kupstys
9b4f6b41a2
Use correct datetime.
2021-05-08 10:29:47 +03:00
Rokas Kupstys
6fb4d83ab3
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
Rokas Kupstys
6af4de8fe8
Remove dataframe parameter from docs.
2021-05-08 10:29:47 +03:00
Rokas Kupstys
cdfa6adbe5
Store pair datafrmes in dataprovider for backtesting.
2021-05-08 10:29:47 +03:00
Rokas Kupstys
dc6e702fec
Pass current_time to confirm_trade_entry/confirm_trade_exit.
2021-05-08 10:29:47 +03:00
Rokas Kupstys
d34da3f981
Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods."
...
This reverts commit 595b8735f8
.
# Conflicts:
# freqtrade/optimize/backtesting.py
# freqtrade/strategy/interface.py
2021-05-08 10:29:47 +03:00
Matthias
513be11fd9
Fix hyperopt output
...
closes #4892
2021-05-07 20:23:11 +02:00
Matthias
554f5f14b6
Raise exception if no data is left
2021-05-07 06:41:15 +02:00
Matthias
4f529fe424
Don't use Arrow to get min/max backtest dates
2021-05-06 19:43:14 +02:00
Matthias
32577cc0cd
Merge pull request #4836 from bzed/telegram-locks
...
Telegram rpc: split too long /locks messages
2021-05-05 20:15:13 +02:00
Matthias
431cb5313f
Support informative pairs in edge positioning
2021-05-05 19:58:45 +02:00
Matthias
da47f4e1a4
Fix Kraken balance update error
...
closes #4873
2021-05-05 06:47:26 +02:00
Matthias
da574e4e69
Small style fixes
2021-05-03 06:30:41 +02:00
Matthias
fc110ea418
Support csv export for new and old versions
2021-05-02 20:41:45 +02:00
Matthias
303895b33e
Add support for filters to new hyperopt-results
2021-05-02 20:07:22 +02:00
Matthias
287b43e999
Output strategy results including non-optimized parameters
2021-05-02 11:30:53 +02:00
Matthias
d069ad43d8
Small reformatting in hyperopt
2021-05-02 11:01:26 +02:00
Matthias
8ee0b0d8e8
Store not optimized parameters (if applicable)
2021-05-02 10:46:04 +02:00
Matthias
9049d6b779
Reformat hyper to cache parameters
2021-05-02 10:45:21 +02:00
Matthias
46f0f66039
Keep dimensions stored in hyperopt class
...
There is no point in regenerating them and it will cause some
overhead as all space classes will be recreated for every epoch.
2021-05-02 09:48:37 +02:00
Matthias
ced5cc7ce2
Don't recalculate min/max date - they won't change between epochs
2021-05-02 09:46:27 +02:00
Matthias
ecdfb6e5ed
Fix output of % for new format
2021-05-02 09:46:27 +02:00
Matthias
881cba336a
Show backtesting result in hyperopt-show
2021-05-02 09:46:27 +02:00
Matthias
420e75af65
Extract show_backtest_result for one strategy
2021-05-02 09:46:27 +02:00
Matthias
97478abb9d
Move format explanation string to HyperoptTools
2021-05-02 09:46:27 +02:00
Matthias
f2e182002d
Simplify calling backtesting by returning the proper result
2021-05-02 09:46:27 +02:00
Matthias
e2e1d34828
Extract stake_currency param from hyperopt-explanationstring
2021-05-02 09:46:27 +02:00
Matthias
6aaaad29d7
Use backtesting output for hyperopt results
2021-05-02 09:46:27 +02:00
Matthias
545cba7fd8
Refactor optimize_report
...
we should not calculate non-daily statistics in the daily stats method
2021-05-02 09:46:27 +02:00
Matthias
9994fce577
Extract generation of report for one strategy to it's own method
2021-05-02 09:46:27 +02:00
Matthias
b125c975c7
Rename strategy_comparison method
2021-05-02 09:46:27 +02:00
Matthias
ac2e1eb3d7
Don't import joblib for regular strategies
2021-05-02 08:44:16 +02:00
Matthias
0e359dcb7a
Merge pull request #4788 from saeedrss/develop
...
fetch live data from hitbtc exchange #4778
2021-05-01 19:13:00 +02:00
Matthias
bdd0184f0b
Small stylistic fixes
2021-05-01 17:44:43 +02:00
Matthias
1cb430f59b
Remove encoding specifics, gitattributes to echeckout as utf8
2021-05-01 17:41:40 +02:00
Matthias
0b280a59bc
Support per exchange params for OHLCV endpoint
2021-05-01 17:29:53 +02:00
Matthias
e0ca3c014c
Don't completely remove encode/decode
2021-05-01 17:12:48 +02:00
Matthias
30da307d13
Remove encode/decode for hyperopt
2021-05-01 17:01:52 +02:00
Matthias
555262b6e1
Only calculate additional indicators if the space is selected
2021-05-01 16:40:29 +02:00
Matthias
e381df9098
extract has_space to Hyperopt-Tools
2021-05-01 16:36:35 +02:00
Matthias
e050ea8dfa
Don't load parameters for other space
2021-05-01 16:21:59 +02:00
Matthias
401f31e86b
Merge pull request #4841 from JoeSchr/fix/istrategy-return-value
...
fix IStrategy: abstract methods still need to pass through return value
2021-04-30 20:13:11 +02:00
Matthias
856b65206b
Reduce log-frequency of AgeFilter
...
closes #4840
2021-04-30 19:42:41 +02:00
Joe Schr
f3388ed9aa
fix IStrategy: abstract methods still need to pass through return value
...
otherwise doing something like:
```py
dataframe = super().populate_indicators(dataframe, ...)
```
won't work, because `dataframe` becomes `None`.
This is needed if one of those methods uses dataframe.copy() instead of
just working on reference. e.g. using `merge_informative` in
`populate_indicator` in a nested class hierarchy
2021-04-30 14:39:01 +02:00
Antreas Gribas
cf03daa0fd
Fix bug in running hyperopt in windows 10
...
with preferred encoding in locale differrent from
utf-8
2021-04-30 00:28:42 +03:00
Bernd Zeimetz
3be7bc509c
Telegram: send locks as chunks of 25.
...
Producing easily readable messages, hopefully always below the message lenght limit
2021-04-29 22:21:04 +02:00
Bernd Zeimetz
4d1613a432
Add chunks function.
...
Implementing a generator to split Lists into chunks.
2021-04-29 22:21:04 +02:00
Matthias
a3d2e68312
Merge pull request #4750 from rokups/rk/custom_sell
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Add IStrategy.custom_sell method which allows per-trade sell signal evaluation
2021-04-29 06:50:56 +02:00
Matthias
aab020c9a2
Merge pull request #4818 from freqtrade/cleanup_models
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Move static Trade functions to right class
2021-04-28 21:18:55 +02:00
Matthias
2b78ee254c
Version bump to 2021.4
2021-04-28 21:16:13 +02:00
Matthias
4767d41d6f
Merge branch 'stable' into new_release
2021-04-28 21:06:15 +02:00
Matthias
7c8a367442
Update docs to not promote stoploss / take-profit
2021-04-28 20:36:06 +02:00
Matthias
63c28b6519
Remove obsolete get_balance method
2021-04-28 16:00:12 +02:00
Matthias
6eb947ae09
Move static Trade functions to right class
2021-04-28 06:37:40 +02:00
Matthias
55faa6a84a
safe_wrapper should use kwargs to call methods
2021-04-26 20:18:03 +02:00
Matthias
2061162d79
Convert trade-opendate to python datetime
2021-04-26 20:01:13 +02:00
Matthias
dbf33271b5
Small doc changes
2021-04-26 19:52:26 +02:00
Matthias
3f84c37a79
Fix wallet calls
...
closes #4810 #4812
2021-04-26 14:12:52 +02:00
Rokas Kupstys
31a2285eac
Fix mypy complaints.
2021-04-26 10:42:24 +03:00
Matthias
bb7ef2f804
Cache pairlist in pairlist, not globally
...
closes #4797 closes #4689
2021-04-25 20:10:47 +02:00
Matthias
7448a05f15
Use correct variable in pairlist_manager
2021-04-25 11:01:04 +02:00
Matthias
fd3afdc230
plot-profit should use absolute values
2021-04-25 10:10:09 +02:00
Rokas Kupstys
98f6fce2ec
Use correct sell reason in case of custom sell reason.
2021-04-25 09:48:40 +03:00
Rokas Kupstys
595b8735f8
Add dataframe parameter to custom_stoploss() and custom_sell() methods.
2021-04-25 09:48:40 +03:00
Rokas Kupstys
961b38636f
Remove explicit sell_flag parameter from SellCheckTuple.
2021-04-25 09:48:40 +03:00
Rokas Kupstys
bfad4e82ad
Make execute_sell() use SellCheckTuple for sell reason.
2021-04-25 09:48:40 +03:00
Rokas Kupstys
a90e795695
Warn and trim custom sell reason if it is too long.
2021-04-25 09:48:40 +03:00
Rokas Kupstys
1aad128d85
Support returning a string from custom_sell() and have it recorded as custom sell reason.
2021-04-25 09:48:40 +03:00
Rokas Kupstys
1292e08fe4
Use strategy_safe_wrapper() when calling custom_sell().
2021-04-25 09:48:40 +03:00
Rokas Kupstys
0fd68aee51
Add IStrategy.custom_sell method which allows per-trade sell signal evaluation.
2021-04-25 09:48:40 +03:00
wr0ngc0degen
869a45a031
Merge pull request #2 from freqtrade/develop
...
update develop from base repo
2021-04-25 05:50:03 +02:00
wr0ngc0degen
2eda25426f
fix typo in sample_strategy.py
...
fix copy-paste issue in populate_sell_trend docstring
2021-04-25 05:47:59 +02:00
Matthias
e855530483
hdf5 handler should include the end-date
2021-04-24 20:26:37 +02:00
Matthias
cb86c90d3e
Remove obsolete TODO's
2021-04-24 19:16:54 +02:00
Matthias
88f26971fa
Use defaultdict for backtesting
2021-04-24 19:15:09 +02:00
Matthias
8e85b63b3d
Merge pull request #4792 from JoeSchr/add-distribution-graph-to-example-notebook
...
add distribution graph to example notebook
2021-04-24 16:14:48 +02:00
Matthias
f12e002686
Merge pull request #4775 from freqtrade/fix_wallet_unlimited
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Fix wallet unlimited
2021-04-24 15:54:06 +02:00
Joe Schr
31b0e3b5e8
add distribution graph to example notebook
2021-04-24 13:29:59 +02:00
Matthias
90476c4287
Add "range" property to IntParameter
2021-04-24 07:00:33 +02:00
Matthias
9dc7f776d9
Improve log output when loading parameters
2021-04-23 20:35:30 +02:00
saeedrss
37d8e3c758
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into develop
2021-04-23 22:28:33 +04:30
Matthias
191a31db30
NameErrors should not stop loading a different strategy
2021-04-23 19:36:26 +02:00
Matthias
df16fbd742
Add "dataload complete" message to backtest + hyperopt
2021-04-23 19:22:41 +02:00
saeedrss
b69a9134f5
fixing support for HitBTC #4778
...
hitbtc by default send candle from beginning (not most recently)
this change fixed
2021-04-23 21:27:13 +04:30
Matthias
4005708f85
Handle edge with volumepairlist and empty pair_whitelist
...
closes #4779
2021-04-23 06:50:39 +02:00
Matthias
406c1267a2
Remove superfluss space
2021-04-22 20:01:08 +02:00
Matthias
f5f0bf53af
Merge pull request #4780 from rokups/rk/new-pairs-days
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Add --new-pairs-days parameter for download-data command.
2021-04-22 19:55:25 +02:00
Matthias
ccaf5764da
Small adjustments
2021-04-22 19:41:01 +02:00
Matthias
0d2457cd47
Add lock_reason to per-pair lock
2021-04-22 19:28:50 +02:00
Matthias
f2d5f476d4
Merge pull request #4777 from c0d5x/informative-global-pairlock-msg
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Add the reason why there is a global pairlock when lock is available
2021-04-22 19:24:13 +02:00
Matthias
4693cba10d
Merge pull request #4769 from freqtrade/trades_pagination
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Trades pagination
2021-04-22 19:13:19 +02:00
Matthias
7e2e196643
improve sell_message by using sell rate
2021-04-22 17:13:22 +02:00
Rokas Kupstys
3144185409
Allow specifying "new_pairs_days" in config.
2021-04-22 11:18:28 +03:00
Matthias
f744df2374
Fix bad fill message
2021-04-22 10:01:41 +02:00
Rokas Kupstys
09efa7b06b
Add --new-pairs-days parameter for download-data command.
...
This parameter allows us to customize a number of days we would like to download for new pairs only. This allows us to achieve efficient data update, downloading all data for new pairs and only missing data for existing pairs. To do that use `freqtrade download-data --new-pairs-days=3650` (not specifying `--days` or `--timerange` causes freqtrade to download only missing data for existing pairs).
2021-04-22 10:07:13 +03:00
Matthias
515c73f399
Don't hard-limit trades endpoint for now
2021-04-22 06:51:26 +02:00
Jose Hidalgo
896ec58cad
Add the reason why there is a global pairlock when lock is available
2021-04-21 15:02:33 -06:00
Matthias
d8c8a8d8c2
Remvoe pointless arguments from get_trade_stake_amount
2021-04-21 20:01:10 +02:00
Matthias
ba2d4d4656
Reduce number of calls to Trade.total_open_traes_stakes()
2021-04-21 19:27:42 +02:00
Matthias
0233aa248e
Limit stake_amount to max available amount
2021-04-21 17:22:16 +02:00
Matthias
9f6f3e0862
Address ZeroDivisionExceptiond
...
closes #4764 closes #4617
2021-04-20 21:41:49 +02:00
Matthias
bd92ce938c
trade_history should paginate through results
...
this avoids huge results
2021-04-20 21:04:44 +02:00
Matthias
b230558294
Merge pull request #4766 from freqtrade/fill_rpc
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Add buy/sell fill messages to telegram
2021-04-20 20:39:15 +02:00
Matthias
cfa9315e2a
Prevent out of candle ROI sells
2021-04-20 20:29:53 +02:00
Jose Hidalgo
fd110c7d62
The error that it prints says the contrary to what
...
was evaluated.
ex. Trading stopped due to Max Drawdown 0.79 < 0.2 within 48 candles
2021-04-20 11:50:53 -06:00
Matthias
f821ef5aec
Final finetunings of rpc_fill messages
2021-04-20 19:36:30 +02:00
Matthias
d740aae8ca
Default fill notifications to off
2021-04-20 19:23:29 +02:00
Matthias
0341ac5a55
rename RPC message types
2021-04-20 19:23:28 +02:00
Matthias
8800a09770
Don't send double-notifications for stoploss fills
2021-04-20 19:22:14 +02:00
Matthias
fecd5c582b
Add buy and sell fill notifications
...
closes #3542
2021-04-20 19:22:14 +02:00
Matthias
06d6f9ac41
Fix calculation of unlimited_stake in case of modified wallet
2021-04-20 15:55:48 +02:00
Matthias
a2acb54e7e
Clarify comments in pairlist
2021-04-19 15:15:40 +02:00
Matthias
44bfb53668
Don't use current rate for closed trades
2021-04-17 19:29:34 +02:00
Matthias
1eb9ce4227
Allow specifying pairs for optimize commands via --pairs
2021-04-17 10:47:32 +02:00
Matthias
c52edcff4d
Merge pull request #4677 from mads03dk/get_trade
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Add API endpoint for getting a specific trade
2021-04-16 19:57:58 +02:00
Matthias
9f2b6ee9a5
Merge pull request #4740 from freqtrade/decimal_stoploss_Hyperopt
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stoploss and roi skdecimal spaces hyperopt
2021-04-16 19:46:07 +02:00
Matthias
aeb81f90ff
Implement errorhandling for /trade endpoint
2021-04-16 19:35:56 +02:00
Gonzalo Matheu
7a98de10ea
telegram: Formatting typings
2021-04-15 21:51:16 -03:00
Gonzalo Matheu
e3c5a4b3fc
telegram: Formatting imports
2021-04-15 21:51:16 -03:00
Gonzalo Matheu
5fae4ea2fd
telegram: Formatting code
2021-04-15 21:51:16 -03:00
Gonzalo Matheu
50bdae8eb2
telegram: Adding forcebuy inline keyboard
2021-04-15 21:51:16 -03:00
Gonzalo Matheu
e2f28991e6
telegram: Wrapping long line
2021-04-15 21:51:16 -03:00
Gonzalo Matheu
271e4500d9
telegram: Adding dynamic keyboard to /forcebuy response
2021-04-15 21:51:16 -03:00
grillzoo
5e51ba6258
fix flake8
2021-04-15 21:38:00 +01:00
Matthias
ce870bbcf7
Use 3 decimals for ROI space
2021-04-15 21:38:20 +02:00
Théo Martin
fa343b0484
Fix get_min_pair_stake_amount formula
2021-04-15 01:19:30 +01:00
Matthias
52c482cecf
Convert trailing and roi defaults to skdecimal
2021-04-14 20:36:34 +02:00
Matthias
e820814809
Default-stoploss-hyperopt should use decimal space, nto real
2021-04-14 20:32:34 +02:00
Matthias
ba38e398e4
Add type hint
2021-04-13 22:17:42 +02:00
Matthias
c2f35ce416
/balance should use cached tickers when possible
2021-04-13 20:21:03 +02:00
Matthias
82d66410f7
Fix /performance output
...
if multiple messages are necessary
closes #4726
2021-04-13 19:20:57 +02:00
Matthias
e4bb6b1582
Add kucoin exchange subclass
...
Kucoin has some specific orderbook restrictions
closes #4723
2021-04-13 12:28:07 +02:00
Matthias
37c8fd6ad7
Remove arrow from models.py
2021-04-13 11:55:03 +02:00
Matthias
59cfbbee17
Merge pull request #4724 from csteeg/develop
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Fixes FTX stoploss on echange throwing an error
2021-04-13 08:41:52 +02:00
Matthias
9b23be4021
Return a copy from current_whitelist
...
this avoids manipulating of the pair whitelist from within a strategy
2021-04-13 06:49:53 +02:00
Matthias
4b902d6eb8
Don't use response-model on trades endpoint for now
2021-04-13 06:23:11 +02:00
Matthias
9a58a85347
Don't export "hum" date versions for trade objects.
...
They are not used and have a rather high performance penalty due to
using arrow.get
2021-04-13 06:17:11 +02:00
Matthias
cb60db01b1
Merge pull request #4703 from freqtrade/decimal_space
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Add SKDecimal Space
2021-04-12 19:18:10 +02:00
Chris van de Steeg
d4dc05980c
Update ftx.py
...
Stoploss price should be set as param instead of passing it as price according to ccxt
2021-04-12 16:01:46 +02:00
Matthias
be0dc737dc
Merge pull request #4706 from freqtrade/simplify_fiat_convert
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Simplify fiat convert and fix USD coingecko problem
2021-04-10 14:57:34 +02:00
Matthias
579e68f31e
Reduce log verbosity when buying
2021-04-10 14:40:44 +02:00
Matthias
14e8574235
fetch_balance is never called in dry-run
2021-04-10 14:17:43 +02:00
Matthias
37c2e037f1
Rename dry_run_order to create_dry_run_order
2021-04-10 13:50:56 +02:00
Matthias
ebbe47f38d
Simplify fiat convert and fix USD coingecko problem
2021-04-10 13:36:16 +02:00
Matthias
9804e20114
Don't use _set_value for autoOpt-Spaces
2021-04-10 09:53:48 +02:00
Matthias
4996bd443e
Merge pull request #4697 from freqtrade/docker_user
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Docker as user
2021-04-10 08:19:25 +02:00
Matthias
83fbaf16c8
Extract numeric param validation and explosion
2021-04-10 07:59:59 +02:00
Matthias
ea4b5d675d
Don't explode low/high, but use explicit parameters
2021-04-10 07:12:31 +02:00
Matthias
34e47db18d
Test SKDecimal space
2021-04-09 22:15:24 +02:00
Matthias
5f67400649
Add SKDecimal Space
2021-04-09 21:58:15 +02:00
Matthias
898c24949b
Add chown method to support docker
2021-04-08 20:17:07 +02:00
Matthias
8cd3c05c39
Merge pull request #4686 from gerrito333/develop
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Add Pairlist Handler for Volatility
2021-04-08 20:00:41 +02:00
gbojen
f8244d9d76
resolves freqtrade/freqtrade#4650
2021-04-07 22:25:54 +02:00
Matthias
c36051be56
Merge pull request #4685 from freqtrade/ft_has
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Use ccxt's has to check which exchanges can work with freqtrade
2021-04-07 10:47:56 +02:00
gbojen
5ee879a747
isort resolves freqtrade/freqtrade#4650
2021-04-07 10:15:51 +02:00
Matthias
d2680f6cb8
Remove telegram deprecation warning
...
closes #4688
2021-04-07 06:57:05 +02:00
Matthias
ac6bff536f
Fix test failure with UI test if UI is deployed
2021-04-07 06:55:11 +02:00
Matthias
0f0607baec
Fix rangeestability filter caching issue
2021-04-07 06:52:34 +02:00
gbojen
9772a93634
resolves freqtrade/freqtrade#4650
2021-04-06 23:11:40 +02:00
gbojen
9089323d26
resolves freqtrade/freqtrade#4650
2021-04-06 22:46:36 +02:00
gbojen
187cf6dcd5
VolatilityFilter resolves freqtrade/freqtrade#4650
2021-04-06 22:41:15 +02:00
Matthias
a3b4667f7c
Update exchange validation to use "validate_exchange".
2021-04-06 20:16:29 +02:00
Matthias
5ed7828446
Remove hardcoded list of non-working exchanges
2021-04-06 20:03:38 +02:00
klara31
f37fbbf4e1
Update constants.py
2021-04-06 19:47:48 +02:00
klara31
bf0886a839
Update constants.py
2021-04-06 18:35:30 +02:00
Matthias
56ef3af424
Allow comments in pairs files
2021-04-06 13:29:22 +02:00
gbojen
1733e24062
pyLint adjustment resolves freqtrade#4650
2021-04-06 10:44:13 +02:00
gbojen
be770a8941
added VolatilityFilter resolves freqtrade#4650
2021-04-06 10:42:53 +02:00
gbojen
6f02acdbbd
Revert "resolves freqtrade/freqtrade#4650"
...
This reverts commit 142690c930
.
2021-04-06 10:39:27 +02:00
gbojen
142690c930
resolves freqtrade/freqtrade#4650
2021-04-06 10:05:03 +02:00
Matthias
0550f261f1
Add exchange_has validation
2021-04-06 07:47:44 +02:00
Mads Sørensen
c176e277f1
Add a REST endpoint for getting a specific trade
2021-04-05 19:31:34 +02:00
Matthias
78a84f8081
Allow --hyperoptloss in addition to --hyperopt-loss
2021-04-05 15:38:33 +02:00
Matthias
7b2a0d46cb
Fix typo
2021-04-05 15:38:25 +02:00
Matthias
431f0a3db4
Merge pull request #4671 from freqtrade/fix/sqlalchemy
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sqlalchemy database locked bug
2021-04-05 14:09:35 +02:00
Matthias
b470672dfd
Merge pull request #4596 from rokups/rk/hyper-strategy
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Support for creating auto-hyperoptable strategies.
2021-04-05 13:55:32 +02:00
Matthias
c51839dc3b
Make the logmessage for loaded parameters clearer
2021-04-05 11:21:20 +02:00
Matthias
dc406fe19f
Fail in case of name and explicit space name collisions
2021-04-05 10:53:00 +02:00
Matthias
7132aefd60
Rename Trade.session to Trade._session
2021-04-05 08:46:12 +02:00
Matthias
0407bf755f
Use .query.session to make sure the scoped session is used properly
2021-04-05 07:28:51 +02:00
Matthias
bd5e1c5096
Merge pull request #4660 from rextea/order_pairlist_results
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Sort pair lists by total profit
2021-04-04 19:47:33 +02:00
rextea
9e56f6d4eb
Sort pair lists by total profit
2021-04-04 01:19:38 +03:00
Matthias
30e5e92968
Don't allow one parmeter to be in 2 spaces
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use the explicit user wish (given explicitly with "space")
2021-04-03 20:17:48 +02:00
Matthias
9d4b5cc6bb
Fix typo
2021-04-03 19:56:20 +02:00
Matthias
5f6eae52a2
fix too long performance message
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closes #4655
2021-04-03 19:12:36 +02:00
Matthias
41cb2a6451
Merge branch 'develop' into pr/rokups/4596
2021-04-03 17:00:37 +02:00
Matthias
6555454bd2
Remove more ticker_interval occurances
2021-04-03 16:54:47 +02:00
Matthias
771fc05749
Update sample strategy with hyperoptable Parameters
2021-04-03 16:32:16 +02:00
Rokas Kupstys
faf40482ef
Fix parameter printing.
2021-04-03 13:49:24 +03:00
Rokas Kupstys
ea43d5ba85
Implement DecimalParameter and rename FloatParameter to RealParameter.
2021-04-02 17:08:16 +03:00
Matthias
c7ee34687b
Merge pull request #4584 from withshubh/develop
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fix: code quality issues
2021-04-02 15:19:49 +02:00
Mads Sørensen
3691ae8686
Make sure the fiat converter exists before calling it
2021-04-02 14:50:47 +02:00
shubhendra
f47dc31786
Refactor the comparison involving not
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Signed-off-by: shubhendra <withshubh@gmail.com>
2021-04-02 16:57:44 +05:30
Mads Sørensen
51f0fcb2cb
Add profit_fiat to REST API
2021-04-02 12:20:38 +02:00
Matthias
5acdc9bf42
Fix type errors by converting all hyperopt methods to instance methods
2021-04-01 06:47:23 +02:00
Rokas Kupstys
5e5b11d4d6
Split "enabled" to "load" and "optimize" parameters.
2021-03-31 12:31:28 +03:00
Matthias
2869d5368d
Allow edge to use dynamic pairlists
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closes #4298
2021-03-30 20:20:24 +02:00
Matthias
50fcb3f330
Reduce verbosity of missing data if less than 1% of data is missing
2021-03-30 07:26:39 +02:00
Matthias
89bbfd2324
Remove candle_count from dataframe before backtesting
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closes #3754
2021-03-29 20:26:54 +02:00
Matthias
f6211bc00e
new-config should include API config
2021-03-28 20:23:57 +02:00
Matthias
fc8478111e
Improve strategy template
2021-03-28 20:06:30 +02:00
Matthias
929f329607
more tests
2021-03-28 19:49:20 +02:00
Matthias
20f7e9b4b7
Make BaseParameter get_space abstract
2021-03-28 19:31:54 +02:00
Matthias
8022386404
Type custom_hyperopt
2021-03-27 18:00:07 +01:00
Matthias
7fb34f7e25
Version bump 2021.3
2021-03-27 11:34:11 +01:00
Matthias
bf0f34c156
Merge branch 'stable' into new_release
2021-03-27 11:33:56 +01:00
Matthias
71e2134694
Add some simple tests for hyperoptParameters
2021-03-27 11:26:26 +01:00
Matthias
786ddc6a91
remove unused imports
2021-03-27 10:47:33 +01:00
rextea
76a02ff70a
fix indentations
2021-03-26 18:49:17 +03:00
rextea
2bed41da5d
Add days breakdown table to backtesting
2021-03-26 18:40:50 +03:00
Rokas Kupstys
e934d3ddfb
[SQUASH] Oopsie.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
40f5c7853e
[SQUASH] Add a way to temporarily disable a parameter (excludes from parameter loading/hyperopt) and print parameter values when executed.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
bbe6ece38d
[SQUASH] Fix parameter configs not loading.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
424cd2a914
[SQUASH] Use "space" instead of category.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
fd45dfd894
[SQUASH] Make skopt imports optional.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
11689100e7
[SQUASH] Fix exception when HyperOpt nested class is not defined.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
e9f0babe8a
[SQUASH] Use HyperStrategyMixin as part of IStrategy interface.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
2d13e5fd50
[SQUASH] Oopsies.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
bb89e44e19
[SQUASH] Address PR comments.
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* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
0a205f52b0
Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts.
2021-03-26 16:56:24 +02:00
Matthias
8da7d5c009
Merge pull request #4594 from rextea/add_confirm_exit_enter_tade_to_backtesting
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Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-25 20:26:56 +01:00
Matthias
292ea8c1d0
Update backtesting.py
2021-03-25 09:34:33 +01:00
rextea
0ca95aa0c2
Change rate to acctual close rate
2021-03-25 10:25:25 +02:00
Matthias
ec15610bff
Fix isort issue
2021-03-24 19:21:07 +01:00
Matthias
ee82d36bef
Merge pull request #4593 from hoeckxer/feat/status_table_telegram_length
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Changed the code for status table a bit so that it splits up the trad…
2021-03-24 06:49:54 +01:00
Erwin Hoeckx
2fd510e6e4
Added comment with an example calculation
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Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-23 21:52:46 +01:00
Erwin Hoeckx
65a9763fa5
Fixed an issue when there were exactly 50 trades, it was sending an extra empty table
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Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-23 16:54:38 +01:00
Erwin Hoeckx
c928cd38dc
Small bugfix to make sure it shows all the trades
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Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-23 16:45:42 +01:00
rextea
f51f4b1817
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:35:46 +02:00
rextea
dc4ea604dd
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:19:16 +02:00
rextea
eb5d69dcd4
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:12:08 +02:00
rextea
6856963aef
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:09:41 +02:00
Erwin Hoeckx
4e8999ade3
Changed the code for status table a bit so that it splits up the trades per 50 trades, to make sure it can be sent regardless of number of trades
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Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
2021-03-22 20:40:11 +01:00
shubhendra
4d81834912
Merge isinstance
calls
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Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:47 +05:30
shubhendra
45da3a7022
Refactor unnecessary else
/ elif
when if
block has a continue
statement
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Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:47 +05:30
shubhendra
910e15b174
Remove methods with unnecessary super delegation.
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Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:47 +05:30
shubhendra
6d6ad035d6
Remove length check in favour of truthiness of the object
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Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:46 +05:30
shubhendra
537ad059bc
Remove unnecessary use of comprehension
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Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:46 +05:30
shubhendra
62d99a0b74
Remove unnecessary comprehension
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Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:45 +05:30
Matthias
e315a6a0da
assume "last" can miss from a ticker response
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closes #4573
2021-03-20 14:58:51 +01:00
Matthias
43d7f9ac67
Add bid_last_balance parameter
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to interpolate sell prices
closes #3270
2021-03-20 14:38:26 +01:00
Matthias
73876b61b4
Show potential errors when loading markets
2021-03-20 13:34:33 +01:00
Matthias
16a54b3616
Don't require non-mandatory arguments
2021-03-20 13:08:02 +01:00
Matthias
fe7f3d9c37
Add price side validation for market orders
2021-03-20 11:48:39 +01:00
Matthias
7ffe1fd36a
Fix calculation error for min-trade-stake
2021-03-20 07:21:22 +01:00
Matthias
0d5833ed91
Use OperationalException for TimeRange errors
2021-03-19 06:40:04 +01:00
Patrick Brunier
4d52732d30
Added a small snippet to give users a descent error message,
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when their start date is afer the stop date.
Also updated the tests.
2021-03-18 22:38:54 +01:00
Matthias
84ca9bd2c7
Merge pull request #4543 from brookmiles/fix-math-custom-stoploss-docs
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correct math used in examples and clarify some terminology regarding …
2021-03-18 19:32:30 +01:00
Matthias
76ca3c219f
extract result-printing from hyperopt class
2021-03-17 20:45:15 +01:00
Brook Miles
ce1ed76269
complete stoploss_from_open and associated test
2021-03-17 22:44:10 +09:00
Brook Miles
aee2591490
add stoploss_from_open() as a strategy_helper
2021-03-17 17:58:23 +09:00
Matthias
79d4585dad
Add check to ensure close_profit_abs is filled on closed trades
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Technically, this should not be possible, but #4554 shows it is.
closes #4554
2021-03-16 19:24:03 +01:00
Matthias
b191663a7e
Adapt hyperopt templates to be better aligned
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closes #3027
2021-03-14 19:49:46 +01:00
Matthias
0b35c0571f
Allow custom fee to be used during dry-run
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closes #3696
2021-03-14 19:37:57 +01:00
Matthias
b57c150654
Final balance should include forcesold pairs
2021-03-14 09:48:40 +01:00
Matthias
cd8d9f2930
Merge pull request #4534 from rokups/patch-1
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Provide access to strategy instance from hyperopt class.
2021-03-13 17:14:47 +01:00
Matthias
3b99f04a78
Merge pull request #4535 from freqtrade/fix/backtestperformance
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Improve backtest performance after enabling compounding
2021-03-13 16:51:00 +01:00
Matthias
0320c8dc92
Improve tests for trades_proxy
2021-03-13 15:51:27 +01:00
Rokas Kupstys
5e872273d1
Provide access to strategy instance from hyperopt class.
2021-03-13 15:13:42 +02:00
Matthias
d1acc8092c
Improve backtest performance
2021-03-13 10:17:14 +01:00
Jackson Law
425cd7adba
Create event loop manually if uvloop is available
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asyncio.get_event_loop() does not call new_event_loop()
if current_thread() != main_thread()
2021-03-12 16:16:03 -08:00
Matthias
441d3fad39
Merge pull request #4513 from freqtrade/fix/4511
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Fix stoploss order problem with FTX
2021-03-11 19:39:44 +01:00
Matthias
ef9977fc1e
Make stake_amount + stake_currency mandatory for backtesting
2021-03-10 10:43:44 +01:00
Matthias
0db5c9746f
Merge pull request #4454 from freqtrade/backtest_compound_speed
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Backtest compound, wallet, ...
2021-03-10 10:07:40 +01:00
Matthias
99583bbd0c
Fix problem with FTX
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where cancelled orders are "cancelled", not "canceled"
2021-03-09 20:21:08 +01:00
Th0masL
37e6006169
Fix order_by in trades command
2021-03-08 23:21:56 +02:00
Matthias
4b550dab17
Always reset fake-databases
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Otherwise results may stick around for the next strategy
2021-03-08 19:40:29 +01:00
Matthias
0b81b58d28
Use pandas.values.tolist instead of itertuples
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speeds up backtesting
closes #4494
2021-03-07 11:28:54 +01:00
Matthias
02d7dc4780
Increase cache size to be large enough to hold all pairs
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closes #4483
2021-03-06 19:55:02 +01:00
Matthias
b515609d73
Merge pull request #4490 from Th0masL/add_trade_id
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Add the trade ID to Telegram Buy/Sell/Cancel messages
2021-03-06 15:40:34 +01:00
Th0masL
ad0e60b5b6
Add trade_id to Cancel messages and reduced lines length
2021-03-06 15:07:47 +02:00
Matthias
eed8c94dd9
Merge pull request #4488 from patrick310/patch-1
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Add strategy name to HyperOpt results filename
2021-03-06 13:48:12 +01:00
Th0masL
03b89e7f78
Add trade_id in Telegram messages
2021-03-06 00:04:12 +02:00
Matthias
a405d578da
Introduce forcebuy ordertype to allow specifiying a different ordertype for forcebuy / forcesells
2021-03-05 20:22:04 +01:00
Patrick Weber
4532222010
Fixed line length in HyperOpt for new name
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Fixed line length errors and multiple f strings to facilitate strategy being added in the name
2021-03-05 13:16:49 -06:00
Matthias
5196306407
Remove deprecated profit return value
2021-03-05 20:03:49 +01:00
Patrick Weber
345f7404e9
Add strategy name to HyperOpt results filename
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This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.
2021-03-05 12:56:11 -06:00
Matthias
731ab5d2a7
Fix too long line errors
2021-03-05 19:22:57 +01:00
Matthias
bc05d03126
Make best / worst day absolute
2021-03-05 19:21:09 +01:00
raoulus
0968ecc1af
added "Median profit" column to hyperopt -> export-csv
2021-03-04 17:27:04 +01:00
Matthias
078b77d41b
Fix crash when using unlimited stake and no trades are made
2021-03-02 16:12:22 +01:00
Joe Schr
55a315be14
fix: avg_stake_amount should not be NaN
if df is empty
2021-03-02 13:38:55 +01:00
Matthias
6eb253c31e
Merge pull request #4469 from freqtrade/rpc/locks
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Add RPC methods to remove locks
2021-03-02 10:41:08 +01:00
Matthias
4bb6a27745
Don't catch errors that can't happen
2021-03-02 06:59:58 +01:00
Matthias
007ac7abb5
Add telegram pair unlocking
2021-03-01 20:09:40 +01:00
Matthias
6640156ac7
Support deleting locks via API
2021-03-01 19:50:39 +01:00
Matthias
6eef6d41bc
Merge pull request #4465 from freqtrade/dependabot/pip/develop/arrow-1.0.2
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Bump arrow from 0.17.0 to 1.0.2
2021-03-01 09:30:11 +01:00
Matthias
2083cf6ddf
Fix mypy errors introduced by Arrow update
2021-03-01 08:57:57 +01:00
Matthias
3d65ba2dcb
Add rpc method to delete locks
2021-03-01 07:51:33 +01:00
Matthias
bba9b9e819
Don't use __root__ directly for api response
2021-03-01 07:08:44 +01:00
Matthias
4b689f5b88
Merge pull request #4420 from freqtrade/dependabot/pip/develop/mypy-0.812
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Bump mypy from 0.790 to 0.812
2021-02-28 15:30:44 +01:00
Matthias
aba034ff40
Fix mypy problem after mypy 0.800 upgrade
2021-02-28 11:04:30 +01:00
Matthias
54ccbd9370
Merge pull request #4391 from squat0001/develop
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Add dust level to balance command in telegram
2021-02-28 10:36:44 +01:00
Matthias
a13dc3cdde
Use sensible defaults for balance_dust_level
2021-02-28 09:57:52 +01:00
Matthias
9cb37409fd
Explicitly convert starting-balance to float
2021-02-28 09:56:29 +01:00
Florian Reitmeir
0895407811
add balance_dust_level parameter to make telegram less chatty
2021-02-28 08:51:32 +01:00
Matthias
05f057fe72
Stringify favicon path
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potentially closes #4459
2021-02-28 08:48:28 +01:00
Matthias
b2e9295d7f
Small stylistic fixes
2021-02-27 19:57:42 +01:00
Matthias
324b9dbdff
Simplify wallet code
2021-02-27 10:33:25 +01:00
Matthias
f5bb5f56f1
Update documentation with backtesting compounding possibilities
2021-02-27 09:33:00 +01:00
Matthias
98f3142b30
Improve handling of backtesting params
2021-02-27 09:33:00 +01:00
Matthias
86f9409fd2
fix --stake-amount parameter
2021-02-27 09:33:00 +01:00
Matthias
fc256749af
Add test for backtesting _enter_trade
2021-02-27 09:33:00 +01:00
Matthias
60db6ccf45
Add test for subclassing
2021-02-27 09:33:00 +01:00
Matthias
53a57f2c81
Change some types
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Fix types of new model object
2021-02-27 09:33:00 +01:00
Matthias
03eb23a4ce
2 levels of Trade models, one with and one without sqlalchemy
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Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
2021-02-27 09:33:00 +01:00
Matthias
394a6bbf2a
Fix some type errors
2021-02-27 09:33:00 +01:00
Matthias
52acacbed5
Check min-trade-stake in backtesting
2021-02-27 09:33:00 +01:00
Matthias
f04f07299c
Improve backtesting metrics
2021-02-27 09:33:00 +01:00
Matthias
7913166453
Improve performance by updating wallets only when necessary
2021-02-27 09:33:00 +01:00
Matthias
37d7d2afd5
Wallets should not recalculate close_profit for closed trades
2021-02-27 09:33:00 +01:00
Matthias
f367375e5b
ABS drawdown should show wallet high and low values
2021-02-27 09:33:00 +01:00
Matthias
aed23d55c2
Add starting balance to profit cumsum calculation
2021-02-27 09:33:00 +01:00
Matthias
0d2f877e77
Use absolute drawdown calc
2021-02-27 09:32:59 +01:00
Matthias
74fc4bdab5
Shorten debug log
2021-02-27 09:32:59 +01:00
Matthias
72f21fc5ec
Add trade-volume metric
2021-02-27 09:32:59 +01:00
Matthias
35e6a9ab3a
Backtest-reports should calculate total gains based on starting capital
2021-02-27 09:32:59 +01:00
Matthias
8d61a26382
Allow dynamic stake for backtesting and hyperopt
2021-02-27 09:32:59 +01:00
Matthias
e4abe902fc
Enable compounding for backtesting
2021-02-27 09:32:59 +01:00
Matthias
959ff99046
Add Dry-run wallet CLI option
2021-02-27 09:32:59 +01:00
Matthias
0754a7a78f
total_open_trades_stake should support no-db mode
2021-02-27 09:32:59 +01:00
Matthias
0faa6f84dc
Improve Wallet logging disabling for backtesting
2021-02-27 09:32:59 +01:00
Matthias
20455de2a9
Small enhancements to docs
2021-02-27 09:32:59 +01:00
Matthias
081b9be45c
use get_all_locks to get locks for backtest result
2021-02-27 09:32:59 +01:00
Matthias
e32b2097f0
Use timestamp in UTC timezone for ROI comparisons
2021-02-27 09:32:59 +01:00
Matthias
712d503e6c
Use sell-reason value in backtesting, not the enum object
2021-02-27 09:32:59 +01:00
Matthias
b5177eadab
Extract close method for exchange
2021-02-27 09:32:59 +01:00
Matthias
4ce4eadc23
remove only ccxt objects when hyperopting
2021-02-27 09:32:59 +01:00
Matthias
9361aa1c95
Add wallets to backtesting
2021-02-27 09:32:59 +01:00
Matthias
f0a154692d
Wallets should use trade_proxy
2021-02-27 09:32:59 +01:00
JoeSchr
642e3be7c5
Fix(strategy/interface.py): comment typo
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`advice_buy` -> `advise_buy`
2021-02-26 23:17:59 +01:00
Matthias
0bb80d1442
Merge pull request #4446 from Xanders/patch-1
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Webhook JSON format
2021-02-26 20:03:07 +01:00
Matthias
7d87c44c35
Merge pull request #4436 from Th0masL/forcesell_type
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Allow changing the order_type for forcesell
2021-02-26 19:42:00 +01:00
Xanders
7281e794b4
Fix too long line at webhook.py
2021-02-26 21:31:33 +03:00
Xanders
fc69240e6d
Add JSON-encoded webhooks
2021-02-26 17:46:23 +03:00
Matthias
1b3b389109
Remove binanceje, add ftx to config selector
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closes #4441
2021-02-26 07:58:15 +01:00
Th0masL
006f31129e
Reduced length of the line
2021-02-25 05:23:24 +02:00
Th0masL
117f0064ed
Allow changing the order_type for forcesell
2021-02-25 05:02:08 +02:00