Commit Graph

7950 Commits

Author SHA1 Message Date
Sam Germain
977f87659c edited backtesting._get_sell_trade_entry TODO: removed "Other fees" 2022-02-03 17:48:33 -06:00
Sam Germain
73d10b5c02 backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures 2022-02-03 17:48:33 -06:00
Sam Germain
64bfa118e0 freqtradebot.handle_cancel_enter todo - Check edge cases, we dont want to make leverage > 1.0 if we dont have to 2022-02-03 17:48:33 -06:00
Sam Germain
bc6614df2d fixed failing tests in tests/commands/test_commands.py by adding NONE='' option to MarginMode 2022-02-03 17:48:33 -06:00
Sam Germain
f58b92bb86 exchange.create_order removed default for leverage 2022-02-03 17:48:08 -06:00
Matthias
f8faf748df Simplify prepare_buy_details 2022-02-03 19:47:03 +01:00
Matthias
1e6362debf Add test for new /status telegram message 2022-02-03 19:41:45 +01:00
Matthias
29879bb415 Update wording to entry/exit 2022-02-03 19:11:35 +01:00
Matthias
a733a74dd9
Merge pull request #6294 from xataxxx/health
/health api and telegram commands to return last processing time
2022-02-02 19:53:45 +01:00
Matthias
a4e1aaa9bd
Merge pull request #6307 from freqtrade/bt_shift
Remove shift in analyzed dataframe columns
2022-02-02 19:52:10 +01:00
Sam Germain
179947fa72
New config (#6333)
* updated new-config to add trading_mode and margin_mode

* added trading_mode and margin_mode to config examples

* added okex config example

* new file:   config_examples/config_binance_futures.example.json

* removed trading_mode and margin_mode from base_config and binance and okex example

* deleted okex and futures config files

* updated full config file

* updated new-config command to add trading_mode and margin_mode to config

* new file:   config_examples/config_okex_futures.example.json

* removed config_okex_futures.example.json

* added trading_mode to test_start_new_config

* new-config asks exchange before asking futures

* Simplify trading_mode selection

* margin_mode is empty string for spot new configs

* build_config_commands sorted exchanges

* isort

Co-authored-by: Matthias <xmatthias@outlook.com>
2022-02-02 14:46:44 +01:00
Matthias
0058abcc2d Fix crash when no min-stake-amount could be determined 2022-02-02 12:20:05 +01:00
Sam Germain
a741356d65 okex._lev_prep, removing rounding from default set_leverage 2022-02-02 00:28:57 -06:00
Sam Germain
8e51360f75 exchange._set_leverage rounds leverage 2022-02-02 00:09:58 -06:00
Sam Germain
8a64f6a27f exchange.set_margin_mode param swap 2022-02-02 00:09:53 -06:00
Sam Germain
386be2d889 set reduceOnly for futures exit orders 2022-02-02 00:08:50 -06:00
Sam Germain
b3477c4802 _api.fetch_funding_history argument pair->symbol 2022-02-02 00:08:50 -06:00
Matthias
ac04d5852a change to margin_mode also in documentation 2022-02-02 06:41:42 +01:00
Sam Germain
30519aa3be Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs 2022-02-01 13:05:40 -06:00
Matthias
64d0c75bbb Fix deprecation warnings 2022-02-01 19:11:51 +01:00
Matthias
45e533fc3e Add leverage/short properties to api responses 2022-02-01 07:08:43 +01:00
Matthias
7dd50f78cf Small finetuning improving a comment 2022-02-01 06:37:13 +01:00
Sam Germain
fc15e14707 Merge branch 'feat/short' into isolated-liq 2022-01-31 14:22:01 -06:00
Sam Germain
ed320bb2ac exchange.get_liquidation_price check length of positions 2022-01-31 14:01:06 -06:00
Sam Germain
9de63412c1 exchange.get_liquidation_price arguments are not optional 2022-01-31 14:00:52 -06:00
Sam Germain
430051275a freqtradebot.leverage_prep moved wallet_balance to a variable 2022-01-31 13:21:27 -06:00
Sam Germain
8190b0d83b binance.get_max_leverage adjustment 2022-01-31 12:49:18 -06:00
Sam Germain
a368f8b322 exchange.get_max_leverage changed variable names, made more effecient 2022-01-31 12:21:12 -06:00
Sam Germain
08e4a4a6dd binance.get_max_leverage_fix 2022-01-31 12:21:12 -06:00
Sam Germain
43db4c34d1 added okex back to unsupported exchanges 2022-01-31 12:18:30 -06:00
Sam Germain
2c1497b348 contracts_to_amount no longer in amount_to_precision 2022-01-31 12:18:30 -06:00
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
143c37d36f cleaned up liquidation price methods 2022-01-31 12:17:07 -06:00
Sam Germain
ede9012fcc removed TODO-levs about okex liquidation price 2022-01-31 12:17:07 -06:00
Sam Germain
d133a7c789 added isolated, futures to okex trading_mode_collateral_pairs 2022-01-31 12:17:07 -06:00
Sam Germain
88ce66650c Okex and Gateio liquidation_price formula are the same, moved liquidation_price to exchange.exchange class 2022-01-31 12:17:07 -06:00
Sam Germain
7f4894d68e okex.liquidation_price formula update 2022-01-31 12:17:07 -06:00
Sam Germain
fe037aa971 exchange.liquidation_price combined position and position_assets 2022-01-31 12:17:07 -06:00
Sam Germain
0b5c2e97b3 exchange._get_maintenance_ratio_and_amount 2022-01-31 12:17:07 -06:00
Sam Germain
0c13e387fe moved liquidation_price method to exchange classes 2022-01-31 12:16:43 -06:00
Sam Germain
5a97760bd1 binance.get_max_leverage divide by 0 warning 2022-01-31 12:16:43 -06:00
Sam Germain
1f8111d1c6 exchange.get_max_leverage pair is required 2022-01-31 12:16:43 -06:00
Sam Germain
caff7e227f binance.fill_leverage_brackets remove excess bracket 2022-01-31 12:16:43 -06:00
Sam Germain
e4b37c6462 freqtradebot.leverage_prep minor fixes 2022-01-31 12:16:43 -06:00
Sam Germain
1f1ac8ce9d test_get_liquidation_price/test_get_maintenance_ratio_and_amt_binance/fill_leverage_brackets/test_validate_trading_mode_and_collateral TODO comments 2022-01-31 12:16:43 -06:00
Sam Germain
c2f9201512 Added get_liquidation_price check 2022-01-31 12:16:43 -06:00
Sam Germain
bb2b2211d0 exchange.fill_leverage_brackets/get_maintenance_ratio_and_amt docstring and type specification 2022-01-31 12:16:43 -06:00
Sam Germain
b4a0611afc exchange.get_liquidation_price removed irrelevant comment 2022-01-31 12:16:43 -06:00
Sam Germain
0c8205ab3b replace single quote docstrings with double quote docstrings 2022-01-31 12:16:43 -06:00
Sam Germain
7abffee755 liquidation_price formula organize and comment clean up 2022-01-31 12:16:43 -06:00
Sam Germain
387a9fbf36 test_execute_entry liquidation_price test test_get_maintenance_ratio_and_amt_gateio 2022-01-31 12:16:38 -06:00
Sam Germain
2d545a2def fixed breaking tests for liquidation price 2022-01-31 12:15:54 -06:00
Sam Germain
1eee5373b9 gateio.get_maintenance_ratio_and_amt 2022-01-31 12:15:54 -06:00
Sam Germain
8889512887 freqtradebot.leverage_prep gets taker_fee_rate 2022-01-31 12:15:54 -06:00
Sam Germain
bff53c52af rewrite fill_leverage_brackets 2022-01-31 12:15:54 -06:00
Sam Germain
69a6223ca0 implemented binance.get_maintenance_ratio_and_amt 2022-01-31 12:15:54 -06:00
Sam Germain
ba5fc21d84 added isolated futures to supported modes for binance,gateio 2022-01-31 12:15:54 -06:00
Sam Germain
e0df7ee72a Changed variable names in binance.get_max_leverage 2022-01-31 12:15:54 -06:00
Sam Germain
42360592ba trimmed down liquidation_price variable and edited comments 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
eee7271ab8 Added live isolated-liq get 2022-01-31 12:15:54 -06:00
Arunavo Ray
778e3bcba6 Suppress incompatible type "Optional[float]"; expected "float" as the check exists. 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
Arunavo Ray
447312d4c8 Fixed parameter check which failed when 0.0 was passed 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
Arunavo Ray
3709130eb7 Added Tests for Binance Liquidation price, shortened liquidation param names 2022-01-31 12:15:54 -06:00
Arunavo Ray
f9a2d1a71d Binance Liquidation Price Hedge-Mode Removed 2022-01-31 12:15:54 -06:00
Arunavo Ray
7119dc6e41 Converted kwargs to params 2022-01-31 12:15:54 -06:00
Sam Germain
80f4bae3fe Revert "Added Formulas to Calculate Liquidation Price of Binance USDⓈ-M Futures Contracts"
This reverts commit d343e84507.
2022-01-31 12:15:54 -06:00
Sam Germain
b30458f871 Revert "Added Margin Mode Check for Binance."
This reverts commit abcb9729e5.
2022-01-31 12:15:54 -06:00
Arunavo Ray
1299cff894 Added Margin Mode Check for Binance. 2022-01-31 12:15:54 -06:00
Arunavo Ray
60454334d9 Added Formulas to Calculate Liquidation Price of Binance USDⓈ-M Futures Contracts 2022-01-31 12:15:54 -06:00
Sam Germain
fe5e00361e separated test_leverage into test_interest and test_liquidation_price, and paramaterized tests 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
da0d2590b9 Removed PrecisionFilter liquidation price TODO-lev 2022-01-31 12:06:04 -06:00
Matthias
be866f04fa
Merge pull request #6330 from samgermain/market-checks
Removed unnecessary CCXT market checks
2022-01-31 19:01:59 +01:00
Sam Germain
689174ea0d removed TODO-lev comments 2022-01-31 04:12:37 -06:00
Sam Germain
29c5dfd4ca Removed unnecessary CCXT market checks 2022-01-31 02:40:10 -06:00
Matthias
cf7edace2b
Merge pull request #6312 from freqtrade/short_informative_decorator
Short informative decorator
2022-01-30 15:33:52 +01:00
Matthias
cafda31869
Merge pull request #6320 from stash86/pos_adjust
Change new-config message for max_open_trades input
2022-01-30 14:11:20 +01:00
Matthias
7aae9565c7 Only look at buy orders when looking to recalculate trade value 2022-01-30 14:08:42 +01:00
Stefano Ariestasia
da39ca6650 fix new-config 2022-01-30 21:19:05 +09:00
Matthias
000b8ff281
Merge pull request #6306 from freqtrade/short_forceentry
add `/forcelong` and `/forceshort` commands
2022-01-30 07:36:14 +01:00
Matthias
aea84dc117 Limit should default to None when calling pair_candles 2022-01-29 20:16:58 +01:00
Matthias
8a6823deb1 Convert InformativeData to dataclass 2022-01-29 19:59:54 +01:00
Stefano Ariestasia
326ba46bf8
Merge branch 'freqtrade:develop' into fix-docs 2022-01-29 23:20:41 +09:00
Matthias
ab932d8398 Properly detect default candle type 2022-01-29 14:31:58 +01:00
Matthias
d1d520769e Improve status table for position adjust
don't show "/max" if no maximum is set

closes #6317
2022-01-29 14:29:09 +01:00
Matthias
463714832d Merge branch 'develop' into feat/short 2022-01-29 14:19:30 +01:00
Matthias
e7409e74c2 Remove default from position_adjustment (otherwise strategy parameters won't work anymore) 2022-01-28 19:21:42 +01:00
Matthias
c620e38c7d Informative decorator updates for futures 2022-01-28 19:17:46 +01:00
Matthias
fb3c67d86b Accept that keys sometimes are not provided 2022-01-28 17:07:34 +01:00
Matthias
fdea4fcb1b Remove some todo's 2022-01-28 15:52:12 +01:00
Matthias
571ddceaf6
Merge pull request #6310 from Verbalinsurection/perso
Fix ETH duplicate in CoinGecko
2022-01-28 12:35:44 +01:00
Matthias
15d5389564 Update /health endpoint to be in local timezone 2022-01-28 10:33:35 +01:00
Verbalinsurection
660f474ab8 Fix ETH duplicate in CoinGecko 2022-01-28 10:26:31 +01:00
Matthias
5d0c2bcb44 Shift candles after pushing them to dataprovider
this will ensure that the signals are not shifted in callbacks
closes #6234
2022-01-28 07:25:10 +01:00
Matthias
138e867a68 Filter tickers on stake-currency for kraken 2022-01-28 07:20:47 +01:00
Stefano Ariestasia
bd1b991448
Merge branch 'freqtrade:develop' into fix-docs 2022-01-28 06:57:13 +09:00
Matthias
82e193d9f0
Merge pull request #6260 from stash86/pos_adjust
Add max_buy_position_adjustment as attribute
2022-01-27 20:13:51 +01:00
Matthias
108018b30b
Merge pull request #6231 from freqtrade/funding_rate_backtest
Funding rate backtest
2022-01-27 17:01:28 +01:00
Matthias
002226f5fd Update setting to max_entry_position_adjustment 2022-01-27 16:57:50 +01:00
Matthias
c4f71cc103 More forceenter updates 2022-01-27 07:38:11 +01:00
Matthias
6e72effbf0 Update forcebuy telegram tests 2022-01-27 06:31:45 +01:00
Matthias
0a52d79208 Update forcesell to work as forceexit 2022-01-26 20:17:00 +01:00
Matthias
7afaf4b5d4 Add /forceshort command 2022-01-26 19:53:46 +01:00
Matthias
e2ddea79ee Add "market" to /show_config 2022-01-26 19:49:15 +01:00
Matthias
be7ce208dc Update tests to test forceenter endpoint 2022-01-26 19:24:01 +01:00
Matthias
48d8cd82af _rpc_forcebuy 2022-01-26 19:11:01 +01:00
Matthias
4998f3bdd7 Add order_side to forcebuy endpoint 2022-01-26 19:07:44 +01:00
Stefano Ariestasia
396ebebdc1
Merge branch 'freqtrade:develop' into fix-docs 2022-01-26 16:09:11 +09:00
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
Matthias
67651e013e Add /forceenter endpoint 2022-01-26 07:10:38 +01:00
Matthias
88ccfedd32 Improve wording of "no history found" error 2022-01-26 06:53:00 +01:00
Matthias
b6943f3bca
Merge pull request #6296 from freqtrade/python_37_remove
Update references to remove python 3.7 support
2022-01-25 20:01:14 +01:00
Matthias
12c79967f5
Merge pull request #6258 from italodamato/pass_dimensions_to_generate_estimator
Pass dimensions to generate_estimator
2022-01-25 19:37:22 +01:00
Matthias
13978e9893
Merge pull request #6276 from clover-es/feat/short
Add support for shorts in strategy.stoploss_from_absolute()
2022-01-25 19:11:05 +01:00
Italo
30b27ae736 explicit dtype 2022-01-25 12:29:55 +00:00
Italo
f7a5b2cb71 explicit dimensions, added **kwargs, updated docs 2022-01-25 11:43:40 +00:00
Matthias
d9347e9900 Update references to remove python 3.7 support 2022-01-25 06:43:36 +01:00
Matthias
f7be93aaa6 leverage limits can be None, so we need to check for that 2022-01-25 06:30:03 +01:00
Stefano Ariestasia
0fa7986369
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-25 10:30:18 +09:00
Stefano Ariestasia
7c975df42a
Merge branch 'freqtrade:develop' into fix-docs 2022-01-25 10:30:03 +09:00
Reigo Reinmets
78986a0def I sort managed to fit it on another row. Impressive. 2022-01-24 14:09:23 +02:00
Reigo Reinmets
1d59a6b7e3
Merge branch 'freqtrade:develop' into health 2022-01-24 13:52:53 +02:00
Matthias
194a5ce3cc Update advanced strategy template with missing methods 2022-01-24 07:02:02 +01:00
Matthias
e252830229 Add entry_tag to "entry" callbacks 2022-01-24 07:02:01 +01:00
Reigo Reinmets
bf62fc9b25 Add /health endpoint that returns last_process timestamp, fix issue #6009 2022-01-23 21:58:46 +02:00
Reigo Reinmets
451eca51c8 Optimise the multiple usages of the same timestamp. 2022-01-23 20:58:25 +02:00
Reigo Reinmets
e67a54f7a9 Fix missing order time info in backtesting. 2022-01-23 20:52:35 +02:00
Matthias
daee59f4f1 Reorder interface methods 2022-01-23 19:20:31 +01:00
Matthias
57067ce88d Add tests for max_adjustment_buy handling 2022-01-23 19:07:37 +01:00
Matthias
7429f535c1 Imrpove code by reusing available properties 2022-01-23 18:59:09 +01:00
Matthias
62df044618
Merge pull request #6279 from xataxxx/develop
Fix position adjustment not counting older orders because of missing average field value
2022-01-23 17:42:51 +01:00
Matthias
4b6f9121ca
Merge pull request #6275 from freqtrade/extract_timedout_from_ftbot
Extract timedout from ftbot
2022-01-23 17:28:10 +01:00
Reigo Reinmets
6613e3757a Additional fix 2022-01-23 18:09:57 +02:00
Matthias
09db4bcadd Don't use strings, use methods directly 2022-01-23 17:00:00 +01:00
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
821a9d9cdc Add current_time to check_timeout functions for convenience 2022-01-23 08:10:35 +01:00
Stefano Ariestasia
cc3852daf3 Add defaults to constants.py and update docs 2022-01-23 03:54:58 +00:00
Matthias
ad28543d4d Update kraken calculation 2022-01-22 19:46:11 +01:00
Matthias
a0c0c4dcbe Update funding_fee formula to correctly calculate fees for long trades 2022-01-22 19:46:10 +01:00
Matthias
f26cd19146 Merge index and mark rates as part of dataload 2022-01-22 19:45:46 +01:00
Matthias
82c90c0049 Extract funding and mark mergin to separate method 2022-01-22 19:45:46 +01:00
Matthias
84c6d92d4c calculate_funding_fees is actually a public exchange interface (used in backtesting). 2022-01-22 19:45:46 +01:00
Matthias
e9e7fd749b Support funding-fees while running backtest 2022-01-22 19:45:43 +01:00