Commit Graph

349 Commits

Author SHA1 Message Date
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
Stefano Ariestasia 05046b9eef Add more info on status message 2022-01-22 06:54:49 +00:00
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 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 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
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
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
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 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 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
Sam Germain d88e2ae603 Merge branch 'develop' into margin-db 2021-08-02 23:58:44 -06:00
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
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
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 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
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 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