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278 Commits

Author SHA1 Message Date
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
Matthias 98c88fa58e Prepare protections for backtesting 2020-12-07 11:39:01 +01:00
Matthias 64d6c7bb65 Update developer docs 2020-12-07 11:17:11 +01:00
Matthias 0e2a43ab4d Add duration_explanation functions 2020-12-07 11:12:09 +01:00
Matthias d4799e6aa3 Implement *candle definitions 2020-12-07 10:54:26 +01:00
Matthias eb952d77be Move lookback_period to parent __init__ 2020-12-07 08:27:14 +01:00
Matthias f06b58dc91 Test MaxDrawdown desc 2020-12-07 08:23:10 +01:00
Matthias 089c463cfb Introduce max_drawdown protection 2020-12-07 08:23:10 +01:00
Matthias 4351a26b4c Move stop_duration to parent class 
avoids reimplementation and enhances standardization
 2020-12-07 08:23:10 +01:00
Matthias dce2364672 Add stoploss per pair support 2020-12-07 08:23:10 +01:00
Matthias 8f958ef723 Improve login-mixin structure 2020-12-07 08:23:10 +01:00
Matthias 5e3d2401f5 Only call stop methods when they actually support this method 2020-12-07 08:23:10 +01:00
Matthias 8ebd6ad200 Rename login-mixin log method 2020-12-07 08:23:10 +01:00
Matthias 2e5b9fd4b2 format profit in low_profit_pairs 2020-12-07 08:23:10 +01:00
Matthias e29d918ea5 Avoid double-locks also in per pair locks 2020-12-07 08:23:10 +01:00
Matthias fc97266dd4 Add "now" to lock_pair method 2020-12-07 08:23:10 +01:00
Matthias 59091ef2b7 Add helper method to calculate protection until 2020-12-07 08:23:10 +01:00
Matthias 5133675988 Apply all stops in the list, even if the first would apply already 2020-12-07 08:23:10 +01:00
Matthias 9484ee6690 Test for low_profit_pairs 2020-12-07 08:23:10 +01:00
Matthias bb06365c50 Improve protection documentation 2020-12-07 08:23:10 +01:00
Matthias 00d4820bc1 Add low_profit_pairs 2020-12-07 08:23:10 +01:00
Matthias 9f6c2a583f Better wording for config options 2020-12-07 08:23:10 +01:00
Matthias 8dbef6bbea Add test for cooldown period 2020-12-07 08:23:10 +01:00
Matthias 2a66c33a4e Add locks per pair 2020-12-07 08:23:10 +01:00
Matthias 56975db2ed Add more tests 2020-12-07 08:23:10 +01:00
Matthias 816703b8e1 Improve protections work 2020-12-07 08:23:10 +01:00
Matthias f39a534fc0 Implement global stop (First try) 2020-12-07 08:23:10 +01:00
Matthias 3447f1ae53 Implement first stop method 2020-12-07 08:23:10 +01:00
Matthias a0bd2ce837 Add first version of protection manager 2020-12-07 08:23:10 +01:00