Matthias
1d27cbd01f
Simplify leverage_prep interface
2022-02-28 19:34:10 +01:00
Matthias
33be14e7e2
Update stake_amount calculation with multiple entries when using leverage
2022-02-27 17:09:29 +01:00
Matthias
1b6548c8d8
Don't modify leverage through DCA
2022-02-27 15:44:23 +01:00
Matthias
eed516a5c6
Update DCA logic to some extend
2022-02-27 15:44:23 +01:00
Matthias
bcfa73d492
Add "nr_of_successfull_entries"
2022-02-27 15:44:23 +01:00
Sam Germain
78194559f4
persistence.adjust_stop_loss accounts for leverage
2022-02-26 13:55:37 -06:00
Matthias
018c620057
Fix 0 Division error on exchanges without average
...
closes #6461
2022-02-26 08:19:45 +01:00
Matthias
6562511137
add trade_direction to trade object
2022-02-24 20:05:56 +01:00
Matthias
fd936e26ae
Merge branch 'develop' into feat/short
2022-02-24 19:56:42 +01:00
Matthias
53452c8d64
Merge pull request #6437 from freqtrade/update_trade
...
Migrate trade updating to use order model
2022-02-23 19:56:02 +01:00
Matthias
8952829adc
Merge branch 'develop' into feat/short
2022-02-23 06:28:15 +01:00
Matthias
1f9ed0beff
Add test for wal mode
2022-02-22 19:39:55 +01:00
Matthias
02ce0dc02e
Set journal mode to wal for sqlite databases
...
closes #6353
2022-02-22 19:31:58 +01:00
Matthias
fddacfedaa
Remove returntype
2022-02-20 16:47:02 +01:00
Matthias
a24586cd41
Update migrations for new column
2022-02-20 16:32:04 +01:00
Matthias
dc7bcf5dda
Update failing test
2022-02-20 14:29:26 +01:00
Matthias
db540dc990
Orders should also store fee if in receiving currency
2022-02-20 14:24:27 +01:00
Matthias
508e677d70
Fix some tests to call update_trade with order object
2022-02-19 16:43:38 +01:00
Matthias
1b1216fc87
Rename update_trade method
2022-02-19 16:43:38 +01:00
Matthias
c13eed2178
use Order object to update trade
2022-02-19 16:43:38 +01:00
Matthias
3785f04be7
Handle empty min stake amount as observed on FTX
...
(closes #6429 )
2022-02-19 06:39:43 +01:00
Matthias
e981d644e1
Add toto-lev for order-leverage
2022-02-16 19:24:59 +01:00
Matthias
119d4d5204
select_order should use ft_order_side, not the exchange specific one
2022-02-12 17:06:03 +01:00
Matthias
0c6d92a7a6
Merge branch 'develop' into feat/short
2022-02-11 17:02:04 +01:00
Matthias
9f47853661
Merge pull request #6235 from freqtrade/backtest_order_timeout
...
Backtest order timeout
2022-02-09 07:12:35 +01:00
Matthias
303b12efd8
Merge pull request #6273 from freqtrade/pg_migrations
...
Update database migrations for PG and mariadb
2022-02-06 14:39:02 +01:00
Matthias
808cefe526
Update order_selection logic
2022-02-05 16:28:47 +01:00
Matthias
4ea79a32e4
Use Order object for ft_timeout check
2022-02-05 16:28:47 +01:00
Matthias
7ac44380f7
Extract backtest order closing to models class
2022-02-05 16:28:46 +01:00
Matthias
f7a1cabe23
Add first version to fill orders "later" in backtesting
2022-02-05 16:28:21 +01:00
Matthias
6ed237a72a
Merge pull request #6272 from stash86/fix-docs
...
Add more info on Telegram's status message
2022-02-05 16:22:45 +01:00
Sam Germain
de557f1386
models.update removed TODO-lev
2022-02-03 17:48:34 -06:00
Sam Germain
f58b92bb86
exchange.create_order removed default for leverage
2022-02-03 17:48:08 -06:00
Matthias
29879bb415
Update wording to entry/exit
2022-02-03 19:11:35 +01:00
Sam Germain
b8f4cebce7
exchange.liquidation_price methods combined, dry_run check on exchange for liquidation price
2022-01-31 12:18:25 -06:00
Sam Germain
0c13e387fe
moved liquidation_price method to exchange classes
2022-01-31 12:16:43 -06:00
Sam Germain
69a6223ca0
implemented binance.get_maintenance_ratio_and_amt
2022-01-31 12:15:54 -06:00
Sam Germain
5796d95a95
Added gateio and okex isolated liquidation formulas
2022-01-31 12:15:54 -06:00
Sam Germain
ba02605d77
Isolated liq branch passes all tests and has the general structure that it is supposed to, but is patchy, and doesnt get the correct maintenance amt and maintenance margin rate yet
2022-01-31 12:15:54 -06:00
Sam Germain
92c94bb62a
added position and wallet_balance to LocalTrade.set_isolated_liq
2022-01-31 12:15:54 -06:00
Sam Germain
d26a068adf
rearanged isolated_liq in models a bit
2022-01-31 12:15:54 -06:00
Sam Germain
a087d03db9
Added liquidation_price function
2022-01-31 12:15:54 -06:00
Sam Germain
689174ea0d
removed TODO-lev comments
2022-01-31 04:12:37 -06:00
Matthias
7aae9565c7
Only look at buy orders when looking to recalculate trade value
2022-01-30 14:08:42 +01:00
Matthias
463714832d
Merge branch 'develop' into feat/short
2022-01-29 14:19:30 +01:00
Stefano Ariestasia
ed71f777a3
Merge branch 'fix-docs' of https://github.com/stash86/freqtrade into fix-docs
2022-01-26 07:07:00 +00:00
Stefano Ariestasia
1f26709aca
changes
2022-01-26 07:06:52 +00:00
Stefano Ariestasia
7c975df42a
Merge branch 'freqtrade:develop' into fix-docs
2022-01-25 10:30:03 +09:00
Reigo Reinmets
6613e3757a
Additional fix
2022-01-23 18:09:57 +02:00
Reigo Reinmets
51b94889b2
Just in case also check for closed to avoid counting in canceled orders.
2022-01-23 17:56:41 +02:00
Reigo Reinmets
8c79d55739
Fix issue #6268
2022-01-23 17:44:16 +02:00
Stefano Ariestasia
480ed90a02
create to_json function for Order
2022-01-23 11:33:06 +00:00
Matthias
f090dcc597
Merge branch 'develop' into feat/short
2022-01-22 17:56:01 +01:00
Matthias
bd4014e1e6
Small cleanup
2022-01-22 15:01:27 +01:00
Stefano Ariestasia
05046b9eef
Add more info on status message
2022-01-22 06:54:49 +00:00
Matthias
3d94d7df5c
Update migrations for mariadb
2022-01-21 19:31:11 +01:00
Matthias
c265f39323
Update sequences for postgres
2022-01-21 17:19:39 +01:00
Matthias
19948a6f89
Try fix sequence migrations
2022-01-21 16:49:08 +01:00
Matthias
5dca183b7b
Combine order and Trade migrations to better facilitate migrations in advanced DB systems
2022-01-21 16:49:08 +01:00
Matthias
6c7a4230ad
Update comment about funding_fees calculation
2022-01-17 19:20:47 +01:00
Reigo Reinmets
3de843ab2c
Add eager-loading for orders. This allows access to trade.orders in all callbacks.
2022-01-17 13:23:37 +02:00
Reigo Reinmets
93adb436f8
Fix flake8 intention issue.
2022-01-14 20:25:29 +02:00
Reigo Reinmets
320c9ccf90
Unify functions and make it easy to get a list of filled buy orders
2022-01-14 20:02:35 +02:00
Reigo Reinmets
ffe69535d8
These could be properties.
2022-01-13 20:31:03 +02:00
Reigo Reinmets
30d293bfec
Fix bug with None in backtesting.
2022-01-10 20:16:11 +02:00
Reigo Reinmets
813a2cd23b
Add useful helper methods for adjust_trade_position implementation
2022-01-08 17:18:37 +02:00
Sam Germain
c61acb9f19
removed rename todos
2022-01-08 03:09:47 -06:00
Sam Germain
46072be011
models.__init__ exception for no interest_rates on Margin trading
2021-12-31 06:20:00 -06:00
Reigo Reinmets
099dc07baf
No longer needed since recalc_trade_from_orders always calls it.
2021-12-26 20:02:20 +02:00
Reigo Reinmets
3aca3a7133
Use parentheses instead of backslash
2021-12-18 18:55:47 +02:00
Reigo Reinmets
462270bc5a
Fix a case where the amount was not recalculated. Added additional temporary logging.
2021-12-16 22:57:56 +02:00
Reigo Reinmets
71147d2899
Attempt to support limit orders for position adjustment.
2021-12-11 18:25:05 +02:00
Reigo Reinmets
b7bf3247b8
Only adjust stoploss if it's set.
2021-12-10 23:17:12 +02:00
Reigo Reinmets
c179951cca
Expect stake_amount, not actual amount of pair from strategy for DCA.
2021-12-10 20:42:24 +02:00
Reigo Reinmets
00366c5c88
Additional unit-tests
2021-12-09 20:03:41 +02:00
Reigo Reinmets
fde6779873
Some code improvements. Still some bugs.
2021-12-09 14:47:44 +02:00
Matthias
192ac88314
Update optimize-reports to enter_tag wording
2021-11-21 10:20:09 +01:00
Matthias
36deced00b
Remove more buy_tag references
2021-11-21 09:55:10 +01:00
Matthias
7d77aff289
Add some compatibility around buy_tag
2021-11-21 09:24:20 +01:00
Sam Germain
54ef52692f
Trade.has_no_leverage makes more sense
2021-11-20 01:06:10 -06:00
Matthias
f40221dd9f
Merge branch 'develop' into feat/short
2021-11-18 20:20:01 +01:00
Sam Germain
430aa0903f
Removed redundent TODO-levs
2021-11-13 19:45:41 -06:00
Matthias
4eb9038358
Some more fixes to % formatting
2021-11-11 15:06:16 +01:00
Matthias
d5438ed0a8
Fix docstring indents
2021-11-09 19:22:29 +01:00
Matthias
f9e5a25b36
Add docstring style to Contributing
2021-11-09 07:48:25 +00:00
Matthias
ebc38159b8
Merge branch 'develop' into feat/short
2021-11-06 15:24:52 +01:00
Matthias
f7dc47b1c8
Add test for exit_timeout_count
2021-11-06 13:10:41 +01:00
Matthias
7a907a7636
Add Emergencyselling after X timeouts have been reached
2021-11-06 11:48:49 +01:00
Matthias
431b96de98
Merge branch 'develop' into pr/theluxaz/5710
2021-11-03 19:43:36 +01:00
Matthias
dffe76f109
Don't double-loop to generate profits
2021-10-31 10:49:56 +01:00
Matthias
c094ac5762
Merge branch 'develop' into feat/short
2021-10-30 19:45:19 +02:00
Matthias
c579fcfc19
Add tests and documentation for unlock_reason
2021-10-30 09:51:09 +02:00
incrementby1
e9d71f26b3
small changes
2021-10-29 00:03:20 +02:00
incrementby1
658006e7ee
removed wrong use of map and filter function
2021-10-28 23:29:26 +02:00
incrementby1
02e69e1667
Changes to unlock_reason:
...
- introducing filter
- replaced get_all_locks with a query for speed
. removed logging in backtesting mode for speed
. replaced for-loop with map-function for speed
Changes to models.py:
- changed string representation of Pairlock to also contain reason and active-state
2021-10-28 15:16:07 +02:00
incrementby1
c3f3bdaa2a
Add "allow_position_stacking" value to config, which allows rebuys of a pair
...
Add function unlock_reason(str: pair) which removes all PairLocks with reason
Provide demo strategy that allows buying the same pair multiple times
2021-10-26 00:04:40 +02:00
theluxaz
b51f946ee0
Fixed models and rpc performance functions, added skeletons for tests.
2021-10-25 23:43:22 +03:00
Matthias
22dd2ca003
Fix mypy type errors
2021-10-24 15:18:29 +02:00
Matthias
1267374c8a
Small fixes to tests
2021-10-20 19:21:38 +02:00
theluxaz
905f3a1a50
Removed exit_tag from Trade objects.
2021-10-20 17:58:50 +03:00
theluxaz
1fdc4425dd
Changed exit_tag to be represented as sell_reason
2021-10-20 01:26:15 +03:00
theluxaz
69a59cdf37
Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions
2021-10-18 23:56:41 +03:00
Sam Germain
bcbe8f229c
Merge branch 'feat/short' into lev-freqtradebot
2021-10-13 19:02:57 -06:00
Sam Germain
0dbad19b40
trading_mode default null in models.Trade
2021-10-12 20:34:19 -06:00
theluxaz
b151cf032b
Merge branch 'develop' of https://github.com/theluxaz/freqtrade into main
...
# Conflicts:
# freqtrade/freqtradebot.py
# freqtrade/optimize/backtesting.py
2021-10-13 02:01:26 +03:00
theluxaz
80b71790bc
Added some bigfixes for sell_tag
2021-10-13 01:22:53 +03:00
theluxaz
b898f86364
Added sell_tag and buy/sell telegram performance functions
2021-10-13 00:02:28 +03:00
Matthias
532a9341d2
Fix migration issue
2021-10-12 20:41:48 +02:00
Sam Germain
bdad604fab
Added persistence futures tests
2021-10-11 07:48:31 -06:00
Sam Germain
ae3688a18a
Updated LocalTrade.calc_close_trade_value formula for shorting futures
2021-10-11 05:56:27 -06:00
Sam Germain
70db228f24
Merge branch 'feat/short' into funding-fee
2021-10-03 02:15:54 -06:00
Sam Germain
b3656ddfc9
Merge branch 'feat/short' into lev-freqtradebot
2021-10-02 03:36:32 -06:00
Sam Germain
e8b4cf6eaa
Merge branch 'develop' into feat/short
2021-10-02 03:15:12 -06:00
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
Sam Germain
ee0ebdf0f2
merged with develop
2021-09-19 15:35:54 -06:00
Matthias
1da091dea3
ProtectionManager should return the lock just created
2021-09-19 19:41:19 +02:00
Matthias
564e0b9a1a
Switch performanceFilter to use Minutes lookback resolution
...
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
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
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
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
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
Sam Germain
d559b6d6c6
changed add_funding_fees template
2021-09-08 19:34:54 -06:00
Sam Germain
695a8fc73b
comment updates, formatting, TODOs
2021-09-08 03:09:39 -06:00
Sam Germain
f8248f3771
comments, formatting
2021-09-08 00:19:21 -06:00
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
Sam Germain
7eab855476
Merge branch 'feat/short' into lev-exchange
2021-09-04 20:15:36 -06:00
Sam Germain
d6d5bae2a1
New funding fee methods
2021-09-04 16:33:06 -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
5184cc7749
Merge branch 'develop' into feat/short
2021-09-02 07:03:14 +02:00
Matthias
ef9c1addcf
Add expired to list of canceled statuses
2021-08-27 19:54:53 +02:00
Matthias
957551ea97
Merge branch 'develop' into feat/short
2021-08-24 06:25:06 +02:00
Sam Germain
6ac0ab0233
Added short functionality to exchange stoplss methods
2021-08-21 21:10:03 -06:00
Matthias
e03784d98d
Fix filled exception
...
closes #5404
2021-08-12 05:02:56 +00:00
Matthias
cf27968b97
Properly preserve trade's low during backtesting
2021-08-09 19:38:56 +02:00
Sam Germain
de4b0d1f7c
Merged with feat/short
2021-08-09 00:24:25 -06:00
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
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
c5e3348b89
Migrations for indexes should run in a seperate session
...
closes #5349
2021-07-31 16:36:28 +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
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
aa34889c04
Don't run migrations twice
2021-07-30 07:14:35 +02:00
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
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,
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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
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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
