Commit Graph

278 Commits

Author SHA1 Message Date
Matthias 326e3d1f8e Selectively convert quote to base volume in volumepairlist 2022-01-06 19:07:43 +01:00
Matthias e88a1ab209 Improve VolumePairlist behaviour
Filter pairs before downloading ohlcv candles - this will greatly speed up some instances.
2022-01-06 13:49:27 +01:00
Matthias 09fae25c94 Fix some tests after drawdown calculation change 2022-01-04 17:07:31 +01:00
Matthias ddfbe55e7c Merge branch 'develop' into feat/short 2022-01-01 19:16:49 +01:00
Matthias c06496e66f Update some more TODO-lev's 2021-12-31 16:49:47 +01:00
Sam Germain 9a220f6cfe removed a few todos 2021-12-31 07:30:01 -06:00
Wade Dyck a26c82b7cc Also check candle_type_def when creating the pairlist and getting the ohlcv. 2021-12-27 16:51:02 -07:00
Matthias 5a546855e6 Import TTLCache from cachetools
Importing from cachetools.ttl is deprecated, and will be removed in 5.0
2021-12-27 19:30:17 +01:00
Matthias f88b6af26f
Merge pull request #6070 from cdimauro/suppress_logs
Suppress additional logs for pairs in blacklist
2021-12-21 21:07:15 +01:00
Matthias e5aaef6440 Fix CI failure 2021-12-21 19:20:09 +01:00
cdimauro 6ba8b17fdd Use LoggingMixin.log_once to remove/reduce logs on pairlists 2021-12-21 09:11:57 +01:00
Matthias 3398469e55 Update PerformanceFilter to have min_profit as ratio again.
closes #6056
2021-12-12 13:21:36 +01:00
cdimauro 8dd3128ed4 Add type annotation to new logs suppression code 2021-12-12 12:32:09 +01:00
cdimauro 5b998aeca7 Remove unused import
Remove the import from copy, since deepcopy() isn't used anymore
(list.copy() is used instead).
2021-12-12 10:21:54 +01:00
cdimauro 878e16545d Suppress additional logs for pairs in blacklist
Every time that there's freqtrade "ticks", pairs in the blacklist are
checked and a warning message is displayed.
So, the logs are continuously flooded with the same warnings.

For example:
2021-07-26 06:24:45 freqtrade.plugins.pairlistmanager: WARNING -
Pair XTZUP/USDT in your blacklist. Removing it from whitelist...
2021-07-26 06:24:45 freqtrade.plugins.pairlistmanager: WARNING -
Pair SUSHIUP/USDT in your blacklist. Removing it from whitelist...
2021-07-26 06:24:45 freqtrade.plugins.pairlistmanager: WARNING -
Pair XTZDOWN/USDT in your blacklist. Removing it from whitelist...
2021-07-26 06:24:50 freqtrade.plugins.pairlistmanager: WARNING -
Pair XTZUP/USDT in your blacklist. Removing it from whitelist...
2021-07-26 06:24:50 freqtrade.plugins.pairlistmanager: WARNING -
Pair SUSHIUP/USDT in your blacklist. Removing it from whitelist...
2021-07-26 06:24:50 freqtrade.plugins.pairlistmanager: WARNING -
Pair XTZDOWN/USDT in your blacklist. Removing it from whitelist...

This patch shows the warning only the first time, by keeping track
of which pairs in the blacklist were already logged.
2021-12-12 10:20:08 +01:00
Matthias be6b1f6f83 Import from enums, not submodules 2021-12-09 06:18:21 +01:00
Matthias 9b9d61c6d6 Remove SPOT_ candletype 2021-12-08 14:38:09 +01:00
Matthias d89cbda7b8 Use `candle_type_def` where possible 2021-12-08 14:15:54 +01:00
Matthias bead867940 Improve some typehints 2021-12-03 15:08:00 +01:00
Matthias 2f17fa2765 Update more to use candleType 2021-12-03 14:15:35 +01:00
Matthias f4d0abc51a Merge branch 'feat/short' into pr/samgermain/5780 2021-12-02 07:09:37 +01:00
Matthias 67f3570bf3 Merge branch 'develop' into feat/short 2021-12-01 07:21:36 +01:00
incrementby1 60eca8b1f1
revert to random object 2021-11-29 20:35:43 +01:00
incrementby1 c7d10e2c7e
delete unneeded comment 2021-11-28 19:05:02 +01:00
Matthias 2b3e7eeb21 Use Enum values within bot code 2021-11-27 19:41:36 +01:00
incrementby1 b90303c9a3
Update ShuffleFilter.py
random.Random() is deprecated since 3.9
2021-11-27 18:26:30 +01:00
incrementby1 8c52ba3360
ShuffleFilterDetectLiveMode
# Apply seed in backtesting mode to get comparable results,
        # but not in live modes to get a non-repeating order of pairs during live modes.
2021-11-27 16:21:23 +01:00
Sam Germain 920151934a Added candle_type to a lot of methods, wrote some tests 2021-11-21 17:48:14 -06:00
Matthias f40221dd9f Merge branch 'develop' into feat/short 2021-11-18 20:20:01 +01:00
Sam Germain 01ad65de68 test_rpc_apiserver.py 2021-11-13 19:22:43 -06:00
Matthias e0fd880c11 Improve some more pct formattings 2021-11-11 16:12:23 +01:00
Matthias 4eb9038358 Some more fixes to % formatting 2021-11-11 15:06:16 +01:00
Sam Germain 3fffc315ac Merge branch 'develop' into feat/short 2021-10-20 08:11:53 -06:00
Matthias 55b0216180 Allow StaticPairlist in non-first position
closes #5754
2021-10-19 19:48:56 +02:00
Matthias 69fdb8edfa Merge branch 'develop' into feat/short 2021-10-17 10:40:08 +02:00
Matthias c02a538187 Add documentation and log to PerformanceFilter 2021-10-14 19:36:34 +02:00
Sergey Khliustin 07750518c3 Added min_profit param to PerformanceFilter 2021-10-04 18:49:57 +03:00
Sam Germain e8b4cf6eaa Merge branch 'develop' into feat/short 2021-10-02 03:15:12 -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
Sergey Khliustin d7395e873b Removed unused OperationalException 2021-09-17 22:05:57 +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
Sergey Khliustin 457e738b4a Added days parameter to PerformanceFilter 2021-09-16 14:48:02 +03:00
Matthias 90ad178932 Remove verbosity of edge 2021-09-15 21:04:25 +02:00
Matthias 3ce5197e8d Add Tests for AgeFilter caching
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 8afb3c4b70 Move AgeFilter cache to instance level 2021-09-13 19:33:28 +02:00
Matthias 432c3df17e Add documentation for Bittex/Gemini with VolumePairlist
closes #5565
2021-09-12 08:04:22 +02:00
Sam Germain 84c121652a Added more todos 2021-09-10 23:42:16 -06:00
Sam Germain 694460c8e0 merged with feat/short 2021-09-10 23:16:12 -06:00
Sam Germain 695a8fc73b comment updates, formatting, TODOs 2021-09-08 03:09:39 -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 3026583ed4 Reduce verbosity of "is in blacklist" logging 2021-08-22 19:40:43 +02:00
Matthias 9758bed250 Fix refresh_latest_ohlcv bug 2021-08-17 06:44:36 +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 6532aba765
Merge pull request #5360 from freqtrade/hyperopt_protections
Hyperopt protections and Boolean parameter
2021-08-07 09:42:05 +02:00
Sam Germain b9356a5564 Autopep8 formatting 2021-08-06 16:35:39 -06:00
Matthias ad0e4a8567 Add BooleanParameter 2021-08-04 20:52:56 +02:00
Matthias 091bf7c4d2 Output protection space 2021-08-04 06:50:14 +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
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
Matthias 6129c5ca9e Fix deprecation warnings from pandas 1.3.0
closes #5251
2021-07-09 20:46:38 +02:00
Matthias d96d6024f4
Merge pull request #5252 from kevinjulian/agefilter-max-days-listed
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
Range based VolumeFilter
2021-07-08 07:22:37 +02:00
Matthias 76e51cddba
Merge pull request #5246 from nightshift2k/feature/offsetfilter
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
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
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
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
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
kevinjulian 2d5ced7801 fix testcase 2021-07-04 21:59:59 +07:00
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
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
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
aayush-jain18 d294ef10d7 unexpected docstring params 2021-06-25 23:56:16 +05:30
aayush-jain18 a46f60bd94 spell corrections 2021-06-25 22:10:04 +05:30
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 e1010ff592 Don't load protections from config if strategy defines a property 2021-06-18 19:55:53 +02:00
Matthias d16a619489 Move SellType Enum to it's own module 2021-06-08 21:04:34 +02:00
Matthias dfa412f0de Fix typo in filter 2021-05-21 13:24:13 +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 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 856b65206b Reduce log-frequency of AgeFilter
closes #4840
2021-04-30 19:42:41 +02:00
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
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 a2acb54e7e Clarify comments in pairlist 2021-04-19 15:15:40 +02:00
Matthias 8cd3c05c39
Merge pull request #4686 from gerrito333/develop
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
gbojen 5ee879a747 isort resolves freqtrade/freqtrade#4650 2021-04-07 10:15:51 +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
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
shubhendra f47dc31786 Refactor the comparison involving `not`
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-04-02 16:57:44 +05:30
shubhendra 910e15b174
Remove methods with unnecessary super delegation.
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-21 17:14:47 +05:30
Matthias e315a6a0da assume "last" can miss from a ticker response
closes #4573
2021-03-20 14:58:51 +01:00
Matthias 0db5c9746f
Merge pull request #4454 from freqtrade/backtest_compound_speed
Backtest compound, wallet, ...
2021-03-10 10:07:40 +01:00
Matthias 02d7dc4780 Increase cache size to be large enough to hold all pairs
closes #4483
2021-03-06 19:55:02 +01:00
Matthias 53a57f2c81 Change some types
Fix types of new model object
2021-02-27 09:33:00 +01:00
Matthias 0d2f877e77 Use absolute drawdown calc 2021-02-27 09:32:59 +01:00
Matthias 3629892fc3 Stoploss-guard should use the trade_limit or more
fix #4404
2021-02-20 19:38:44 +01:00
Matthias 5622bb3247 Make candle_limit optionally timeframe dependent 2021-02-14 10:29:45 +01:00
Matthias 52acf9aaf6 Fix "disappearing pairs" bug
closes #4277
2021-02-01 19:40:31 +01:00
Matthias a9b4d6de33 Check for existance of ask key in ticker
closes #4267
2021-01-26 17:18:55 +01:00
Matthias 16f9675356 Fix whitelist expansion problem 2021-01-23 20:40:27 +01:00
Matthias bf5868c96d Add testcase for nonexisting pairs on whitelist 2021-01-15 07:10:17 +01:00
nas- f72d53351c Added ability to keep invalid pairs while expanding expand_pairlist 2021-01-15 06:37:57 +01:00
nas- 4d7ffa8c81 Added suppoort for regex in whitelist 2021-01-12 01:13:58 +01:00
Matthias f159c46438 Include stoploss_on_exchange in stoploss_guard
fix #4183
2021-01-11 07:55:01 +01:00
Matthias bd7600ff06 Small visual changes 2020-12-31 09:43:24 +01:00
Matthias 04624aae40 Add documentation for wildcard-blacklist 2020-12-30 12:30:50 +01:00
Matthias 0affacd39a Support invalid regex blacklist from config 2020-12-30 10:14:22 +01:00
Matthias 704cf14383 Add expand_pairlist method 2020-12-30 09:55:44 +01:00
Matthias f11fd2fee1 Sort imports 2020-12-23 17:00:02 +01:00
Matthias 67193bca3d Move pairlists to be a plugin submodule 2020-12-23 16:54:35 +01:00
Matthias f047297995 Improve wording, fix bug 2020-12-07 15:48:06 +01:00
Matthias effc96e92b Improve tests for backtest protections 2020-12-07 11:39:01 +01:00
Matthias 75a5161650 Support multis-strategy backtests with protections 2020-12-07 11:39:01 +01:00