752110a268
Add online tests for bybit
2023-01-24 07:21:56 +01:00
34e7433844
Add leverage to dry-run liquidation price calculation
2023-01-24 07:21:56 +01:00
3192af8df8
Limit bybit futures markets to USDT
2023-01-24 07:21:56 +01:00
63c732a560
Bybit futures data download
2023-01-24 07:21:56 +01:00
6c0fa0dc1f
Fix typo in docstring
2023-01-24 07:21:43 +01:00
8108a48f39
Follow PEP 484 - no implicit optionals
2023-01-21 20:01:56 +01:00
bb355cfac5
improve naming of backtest function
2023-01-21 19:46:27 +01:00
80bb120026
Simplify backtesting by removing now unnecessary private function
2023-01-21 18:01:01 +01:00
89eb1b0084
funding-fees need to be recalculated for detailed timeframes, too.
...
closes #7978
2023-01-21 17:47:37 +01:00
772800bf74
Fix bug in stake_amount adjustment
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This was preventing a DCA order to take the remaining stake
2023-01-21 08:52:10 +01:00
81349c2a03
Remove edge section from config template
2023-01-19 19:57:34 +01:00
2298656e45
Bump api_version to 2.23
2023-01-18 18:15:14 +01:00
3216a05a9e
Enable plot_config to work in webserver mode
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(requires strategy argument)
2023-01-18 18:15:07 +01:00
da0992f859
add Config typehint in rpc
2023-01-18 06:45:31 +01:00
4aaa439221
Merge pull request #7976 from adarkforce/max-open-trades
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Hyperopt Max open trades
2023-01-17 20:41:48 +01:00
c8ecedf6d5
Clarify a variable via typehint
2023-01-17 20:05:18 +01:00
6a4fc33c30
Remove <3.8 bandaid
2023-01-17 19:46:56 +01:00
7713f343a9
Bump ccxt to 2.6.26
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closes #8032
2023-01-17 06:46:49 +01:00
5e10bb2cca
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
2023-01-16 20:19:46 +01:00
81eb9ebc6e
Merge pull request #8031 from froggleston/eea_grp5
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Add a new analysis group to output stats grouped by exit_tag
2023-01-16 15:50:47 +01:00
8cfa5934db
Catch AttributeError when importing modules
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closes #8023
2023-01-16 13:54:25 +00:00
813724bd82
Add a new analysis group to output stats grouped by exit_tag
2023-01-16 13:28:40 +00:00
0296061e49
Fix version comparison to use packaging.version
2023-01-16 06:54:29 +01:00
270eed7e14
Fail if detecting invalid ccxt version for binance futures
2023-01-15 19:38:50 +01:00
ab12aace5f
changed `trades_space` to `max_open_trades_space`
2023-01-15 11:50:40 +01:00
5e64980319
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
2023-01-15 11:44:35 +01:00
b0f1d914c8
Changed max_open_trades type to int or inf
2023-01-15 11:44:10 +01:00
5d4a247fa0
Add test for binance data migration
2023-01-14 20:34:04 +01:00
cbcee02ded
call data migration from backtesting
2023-01-14 20:07:33 +01:00
47b50a8a29
Udpate binance leverage tiers to new pair format
2023-01-13 20:32:25 +01:00
c93b265ec8
Run migration commands on certain data commands
2023-01-13 07:27:18 +01:00
5b3304189c
trading_mode is not necessarily mandatory
2023-01-12 23:38:53 +01:00
5ad664aaca
Update binance futures name to swap
2023-01-12 23:35:16 +01:00
9cb7d6c26e
Run binance futures migrations on startup
2023-01-12 23:35:06 +01:00
ee7b505dcb
Add data migration method
2023-01-12 20:59:43 +01:00
b1bfd76741
Add binance futures db migration
2023-01-12 20:36:06 +01:00
518e8d24dc
Merge pull request #8007 from TheJoeSchr/fix/version-cwd
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fix "--version": needs to change working directory
2023-01-12 20:24:28 +01:00
1cf69f139c
refactor "--version" to use "pathlib" instead of "os"
2023-01-12 19:27:41 +01:00
9d647fd193
Fix websockets for dataframes with NaT entreis
2023-01-11 22:07:20 +01:00
08748dd021
fix "--version": needs to change working directory
...
before calling `git`. otherwise it would display git commit id from the
directory where you are calling `freqtrade` from instead of freqtrade's
current commit id
2023-01-11 21:12:06 +01:00
534aa8f7ff
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
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# Conflicts:
# freqtrade/optimize/backtesting.py
2023-01-11 18:55:57 +01:00
f677dea6a4
Merge pull request #7950 from freqtrade/freqai_feature_engineering_functions
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FreqAI Strategy - Improve user experience
2023-01-10 20:04:53 +01:00
2241f24290
moved deprecated warning to start function
2023-01-10 09:10:30 -03:00
93aff9325e
improve deprecation note
2023-01-09 20:15:03 +01:00
a61274ae18
ensure cached corr-pairs works with new framework
2023-01-09 20:04:36 +01:00
811f13e09a
Merge pull request #7981 from freqtrade/backtest_detail_speed
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Improve backtest detail speed
2023-01-09 18:21:54 +01:00
305b067e48
Support having no Amount/Price available from the exchange initially
2023-01-08 13:55:09 +01:00
fd694f14c2
Add new order columns, ft_amount and ft_price
2023-01-08 13:53:08 +01:00
10d8b016e4
Changed max_open_trades default range for optimization
2023-01-08 12:48:36 +01:00
f77dffc951
align to develop
2023-01-08 12:46:27 +01:00
24ace646c3
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
2023-01-08 12:40:01 +01:00
464cb4761c
Fixed max_open_trades update from hyperopt
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Fixed max_open_trades update from hyperopt + removed max_open_trades as a param to backtesting + refactoring
2023-01-08 12:39:39 +01:00
550ab2b8e8
Improve select_order to only consider filled where needed.
2023-01-08 11:24:04 +01:00
8d4f7341c9
Merge pull request #7987 from stash86/bt-metrics
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update calmar, sharpe, and sortino hyperopt losses to use latest formula
2023-01-08 10:37:24 +01:00
c7f485687f
Fix ccxt test failure
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as identified and analyzed https://github.com/ccxt/ccxt/issues/16335
2023-01-07 15:13:22 +01:00
8c3ac56bc5
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
2023-01-07 11:11:59 +01:00
7bf531c8b8
isort fix
2023-01-07 09:50:05 +09:00
c1042996db
flake8 fix
2023-01-07 09:46:46 +09:00
6198b21001
update calmar loss
2023-01-07 09:30:16 +09:00
d3b1aa7f01
update sortino calc
2023-01-07 09:19:06 +09:00
157bf962f7
add missing imports
2023-01-07 09:14:56 +09:00
86ba7dae92
change sharpe hyperopt loss
2023-01-07 08:56:40 +09:00
8b456441a9
Merge pull request #7971 from paranoidandy/patch-1
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Update FreqaiExampleStrategy.py
2023-01-06 15:16:31 +01:00
329d95366a
Merge branch 'freqtrade:develop' into bt-metrics
2023-01-06 08:04:00 +08:00
feb6accc6c
Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils
2023-01-05 22:56:29 +01:00
4435c4fd0d
removed prints for strategy could not be loaded
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Changed logic to contain much less if conditions
currently still missing:
Webhook terminology, Telegram notification settings, Strategy/Config settings
2023-01-05 22:56:06 +01:00
787d292ba0
Move "drop_candle" decision to coroutine
2023-01-05 22:31:32 +01:00
d82264ced9
Merge branch 'develop' into freqai_feature_engineering_functions
2023-01-05 17:55:35 -03:00
bdf6537c60
Remove unused (and pointless) exchange method
2023-01-05 11:45:15 +01:00
4bac66ff0e
Type ohlcv coroutine
2023-01-05 11:33:47 +01:00
75b0a3e63d
Use dedicated type for OHLCV response
2023-01-05 11:30:15 +01:00
92800930e9
Improve backtest detail speed
2023-01-05 10:14:58 +01:00
e55638ed03
Merge branch 'freqtrade:develop' into strategy_utils
2023-01-04 23:52:35 +01:00
ed55296d20
removed prints for strategy could not be loaded
...
Changed logic to contain much less if conditions
currently still missing:
Webhook terminology, Telegram notification settings, Strategy/Config settings
2023-01-04 23:49:33 +01:00
ed99e7f857
fix corr_pairs startup candle count bug
2023-01-04 14:21:37 -03:00
8e5b4750d6
Continue in "regular backtest" case (no detail-data available).
...
link to #7967
2023-01-04 18:08:45 +01:00
6470635753
In cases of no losing trade, sortino ratio can't be calculated.
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closes #7977
2023-01-04 17:55:24 +01:00
7a43f37eb7
Merge pull request #7972 from Undertoned/develop
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Fix Backtesting Analysis Column Wrong
2023-01-04 16:38:29 +01:00
f2fa476dc6
max_open_trades should be an integer
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Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity
2023-01-04 16:09:27 +01:00
ed2b1b1ed1
Merge branch 'develop' into freqai_feature_engineering_functions
2023-01-04 10:40:20 -03:00
801ab39a24
fix get dataframe data to include startup_candle
2023-01-04 10:36:19 -03:00
3cbe51c3ca
remove duplicated line
2023-01-04 13:58:25 +01:00
dc25668468
handle data gaps between FreqAI and DP better
2023-01-04 11:41:06 +01:00
ce661cb58b
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
2023-01-04 10:35:09 +01:00
5fd85368a9
Added support for max_open_trades hyperopting
2023-01-04 10:34:44 +01:00
c384d1357e
Update FreqaiExampleStrategy.py
2023-01-03 21:52:16 +01:00
6f031f005d
Fix flake error
2023-01-03 20:29:08 +01:00
63db1fd894
Fix Backtesting Analysis Column Wrong
2023-01-04 01:38:07 +08:00
314c0925bf
fix get dataframe data to include startup_candle
2023-01-03 14:02:42 -03:00
73114b93c2
Update FreqaiExampleStrategy.py
...
Change can_short to True to enable shorting
2023-01-03 15:11:46 +00:00
71ec32ac9e
removed prints for strategy could not be loaded
...
changed back to ast, astor is not really needed.
2023-01-02 23:35:51 +01:00
697fad0ac4
Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils
2023-01-02 20:46:05 +01:00
0817e1698f
requirements thinned out again
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StrategyResolver.search_all_objects(enum_failed) set to False since we got no use in True
shortened update_code call
added modified_code8 test which currently still fails. (and thereby is commented out)
2023-01-02 20:45:56 +01:00
61d7129d7c
Update freqtrade/commands/strategy_utils_commands.py
...
Co-authored-by: Matthias <xmatthias@outlook.com>
2023-01-02 16:51:05 +01:00
df25dbc048
Don't require a configuration for strategy-updater
2023-01-02 08:52:18 +01:00
a712c5d42c
Improve if formatting
2023-01-02 08:52:01 +01:00
e89609dc3a
Fix crash due to invalid parameter
2023-01-02 08:51:54 +01:00
66f7c91357
Adding tests
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added more code inside NameUpdater to grab more variables.
2023-01-01 22:03:45 +01:00
762dd4f024
Adding tests
...
added more code inside NameUpdater to grab more variables.
2023-01-01 18:57:38 +01:00
a51e44eea3
Adding tests
2023-01-01 12:37:15 +01:00
cd7bd9bf9a
Update gate liquidation price link
2022-12-31 10:25:21 +01:00
6498e352c1
Remove pointless default
2022-12-31 10:23:39 +01:00
82218d01f4
sped up the function generic_visit that now skips unnecessary fields
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added mentioning of skipped class names since they could not be found
2022-12-30 21:49:09 +01:00
5188464fc0
fix typo
2022-12-31 02:03:02 +09:00
c8aa7720a2
added again feature check in BT from pred files
2022-12-30 11:16:35 -03:00
b39fc6b924
remove add pair to column from docs, fix keyerror bug and adjust hybrid strategy example
2022-12-30 10:42:31 -03:00
b2bab68fba
move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies
2022-12-30 13:02:39 +01:00
798438df9d
Extract funding-rate call to separate method
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this will allow overwriting in subclasses.
2022-12-30 07:32:59 +01:00
499cc5bae1
Better visualize downloaded candletype in debug mode
2022-12-30 07:15:24 +01:00
a6356c2821
Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils
2022-12-29 22:32:02 +01:00
c6f045afa9
fixing issues of the maintainer
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found a bug meaning elts could contain lists of elts (now recurively gone through)
Next in line: writing tests based on StrategyUpdater.update_code
2022-12-29 22:31:33 +01:00
2e30bdb9b2
freqai bt - fix tests
2022-12-29 16:35:11 -03:00
2b89f643b7
adjust backtest to new feature engineering functions
2022-12-28 19:03:41 -03:00
973cfd0182
Merge pull request #7810 from stash86/bt-metrics
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Add more calculations for backtest metrics
2022-12-28 15:57:07 +01:00
2805e83c9f
Bump Develop version to 2023.1
2022-12-28 15:53:43 +01:00
c52910f28b
Improve resiliance against invalid data
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closes #7947
2022-12-28 15:30:57 +01:00
32bbe603cb
Fix sortino std calculation
2022-12-28 14:59:49 +01:00
6f7eb71bbb
ensure RL works with new naming scheme
2022-12-28 14:52:33 +01:00
d5b516842c
Fix 2 docstrings
2022-12-28 14:44:23 +01:00
02eb00fa33
Merge branch 'develop' into pr/stash86/7810
2022-12-28 14:04:54 +01:00
c2936d551b
improve doc, update test strats, change function names
2022-12-28 13:25:40 +01:00
126b8dac07
Merge branch 'freqtrade:develop' into strategy_utils
2022-12-27 22:34:24 +01:00
70e9fa6136
implementing the strategy_updater in a first version
2022-12-27 20:43:43 +01:00
cd4faa9c59
keep max_stake_amount through backtests
2022-12-27 18:08:20 +01:00
8227b4aafe
freqAI Strategy - improve user experience
2022-12-27 11:37:01 -03:00
62c4675e29
Remove some deprecated fields from the API
2022-12-27 14:28:07 +01:00
cb66663fd2
show max_stake_amount in API
2022-12-27 14:28:07 +01:00
55001bf321
Keep max_stake_amount (only relevant for DCA orders).
2022-12-27 14:28:07 +01:00
63f114395a
is_short should be a boolean
2022-12-26 14:02:47 +01:00
6353f3ac1a
fix formulas and implement new metrics
2022-12-26 08:19:51 +09:00
7a5439321c
Show new metrics in backtesting
2022-12-25 21:29:37 +01:00
ce13ce4b10
Update binance stoploss order types
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closes #7927
an update to the most recent ccxt version (>2.4.55) would have the same effect.
2022-12-25 09:05:53 +01:00
4601705814
Merge pull request #7923 from freqtrade/freqai_backtest
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Freqai backtest
2022-12-23 19:17:12 +01:00
ad0d7c9a9e
Don't allow DCA trades to go beyond max order size
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closes #7924
2022-12-23 16:09:35 +01:00
73792fd6ce
Don't attempt to convert None to dict
2022-12-21 06:28:55 +01:00
70531224e6
Allow setting identifier via UI
2022-12-20 19:44:01 +01:00
07606a9e23
Simplify APi backtest config merging
2022-12-20 19:32:29 +01:00
6d9f1fafb7
allow backtest_cache to be provided via backtest API
2022-12-20 19:20:39 +01:00
5dbd5c235a
Add endpoint for freqAI models
2022-12-20 07:24:54 +01:00
3012c55ec5
Merge pull request #7867 from Bloodhunter4rc/remotepairlist
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Add Remotepairlist
2022-12-19 19:28:49 +01:00
a119fbd895
Small error-message finetuning
2022-12-19 18:19:55 +01:00
ebf60d85da
self._init_done placed wrong. fixed
2022-12-19 16:25:22 +01:00
43f5a16006
parse exception handling, remove info, cache change
2022-12-19 15:36:28 +01:00
cc30210b3f
Merge pull request #7908 from freqtrade/add-3action-rl-env
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Add 3 Action RL Env
2022-12-19 14:47:57 +01:00
6380c3d462
reduce duplicate code, fix cache check
2022-12-18 23:37:18 +01:00
bb33b96ba7
init cache on first iteration, init checks, limit length and charmap to info replace if invalid, move filter logic
2022-12-18 22:28:12 +01:00
bad6fe77d3
Remove deprecated trade property
2022-12-18 17:21:50 +01:00
c293401b22
Add can_short to freqai base model
2022-12-16 23:19:08 +03:00
7727f31507
Add 3 Action RL env
2022-12-16 22:18:49 +03:00
dde363343c
Add can_short param to base env
2022-12-16 22:16:19 +03:00
36948e2a74
fix base4 env done condition
2022-12-16 14:14:05 +03:00
c9bc91c75b
add shuffle_after_split option
2022-12-16 11:20:37 +01:00
32d57f624e
delisted bibox following ccxt PR https://github.com/ccxt/ccxt/pull/16067
2022-12-15 15:00:27 -05:00
2828255435
Merge pull request #7842 from wizrds/feat/refactor-emc
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Change to broadcasting single candles in Producer/Consumer
2022-12-15 19:47:29 +01:00
b915872f66
Merge pull request #7899 from freqtrade/fix/multiproc-dp
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Ensure data provider is passed to multiproc envs
2022-12-15 19:31:23 +01:00
9e20d13e50
Merge branch 'freqtrade:develop' into remotepairlist
2022-12-15 17:38:56 +01:00
581a5296cc
fix docstrings to reflect new env_info changes
2022-12-15 16:50:08 +01:00
7b4abd5ef5
use a dictionary to make code more readable
2022-12-15 12:25:33 +01:00
7a0eadbdf5
Don't recalc profit on closed trades
2022-12-15 07:05:07 +01:00
ca2a878b86
Update test naming
2022-12-14 20:06:55 +01:00
3af2251ce8
Fix add_state_info backtesting bug
2022-12-14 22:03:23 +03:00
2018da0767
Add env_info dict to base environment
2022-12-14 22:03:05 +03:00
fa260e6560
Move "replace or append" decision to dataprovider
2022-12-14 19:56:54 +01:00
2285ca7d2a
add dp to multiproc
2022-12-14 18:22:20 +01:00
97fee37072
Improve emc test
2022-12-14 07:22:51 +01:00
7f3524949c
- print
2022-12-13 21:00:23 +01:00
d52c1c7554
Add unit tests
2022-12-13 20:21:06 +01:00
e6da646e2f
Merge pull request #7866 from initrv/cleanup-tensorboard-callback
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Cleanup tensorboard callback
2022-12-13 09:05:46 +01:00
0dd3836cc7
fix rpc method docstring
2022-12-12 22:47:35 -07:00
a693495a6d
Improve external_candle aggregation
2022-12-12 22:47:35 -07:00
414c0ce050
change unused var
2022-12-12 22:47:35 -07:00
6717dff19b
update overlapping candle handling, move append to misc
2022-12-12 22:47:35 -07:00
0602479f7d
minor changes, update candle appending to support overlaps
2022-12-12 22:47:35 -07:00
f1ebaf4730
fix tests
2022-12-12 22:47:35 -07:00
49f6f40662
remove comment
2022-12-12 22:47:35 -07:00
0d5b2eed94
fix same candle handling
2022-12-12 22:47:35 -07:00
d376bf4052
fix indefinite reconnecting
2022-12-12 22:47:35 -07:00
ccd1aa70a2
change log calls to debug, handle already received candle
2022-12-12 22:47:35 -07:00
c050eb8b8b
add candle difference calculation to dataprovider
2022-12-12 22:47:35 -07:00
89338fa677
allow specifying channel send throttle
2022-12-12 22:47:35 -07:00
d2c8487ecf
update add_external_candle, fix breaking on ping error, handle empty dataframes
2022-12-12 22:47:35 -07:00
fce1e9d6d0
update analyzed df request to allow specifying a single pair
2022-12-12 22:47:35 -07:00
36a00e8de0
update add_external_candle returns
2022-12-12 22:47:35 -07:00
4cbb3341d7
change how missing candles will be handled
2022-12-12 22:47:35 -07:00
9660e445b8
use new channel apis in emc, extend analyzed df to include list of dates for candles
2022-12-12 22:47:35 -07:00
abc3badfb5
Improve shutdown behavior
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closes #7882
2022-12-12 20:01:54 +01:00
6f92c58e33
add docs, add bearer token.
2022-12-12 13:24:33 +01:00
f9b7d35900
add increment param for tensorboard_log
2022-12-12 14:14:23 +03:00
f6b90595fa
remove html. change var names.
2022-12-12 11:05:03 +01:00
0f6b98b69a
merge develop into tensorboard cleanup
2022-12-11 15:38:32 +01:00
0fd8e214e4
add documentation for tensorboard_log, change how users interact with tensorboard_log
2022-12-11 15:31:29 +01:00
888ba65367
Merge branch 'develop' into fix/multioutput-bug
2022-12-11 15:23:53 +01:00
cb8fc3c8c7
custom info to tensorboard_metrics
2022-12-11 15:37:45 +03:00
8c7ec07951
ensure predict_proba follows suit. Remove all lib specific params from example config
2022-12-11 12:39:31 +01:00
85f22b5c30
fix bug in MultiOutput* with conv_width = 1
2022-12-11 12:15:19 +01:00
6b9f3f2795
Fix test validation
2022-12-11 13:24:24 +03:00
272c3302e3
Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling
2022-12-11 13:12:45 +03:00
980a5a9b52
Fix docs typo
2022-12-10 19:54:04 +01:00
da4914513a
Merge pull request #7835 from rzhb/patch-1
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update strategy_analysis_example.ipynb
2022-12-08 14:17:50 +01:00
66412bfa58
Remove unnecessary loop
2022-12-08 01:51:12 +01:00
7efcbbb457
Local File Loading
2022-12-08 01:09:17 +01:00
da2747d487
Add Local .json file Loading
2022-12-08 00:52:54 +01:00
7b3406914c
flip add_state_info
2022-12-07 19:49:39 +01:00
9b4364ddc3
ensure that add_state_info is deactivated during backtesting
2022-12-07 19:49:14 +01:00
b144a6357d
Remove Duplicate
2022-12-07 18:24:55 +01:00
547a75d9c1
Fix Info
2022-12-07 17:49:21 +01:00
607d5b2f8f
Split to fetch_pairlist function, Info Message
2022-12-07 17:47:38 +01:00
48160f3fe9
Flake 8 fix, Json Fetching
2022-12-07 17:01:45 +01:00
199fd2d074
+Remote Pairlist
2022-12-07 15:08:33 +01:00
58604c747e
cleanup tensorboard callback
2022-12-07 14:37:55 +03:00
89c7c2fec6
isort fix
2022-12-07 18:09:57 +09:00
611e35ed81
flake8 fix
2022-12-07 15:47:58 +09:00
b9f6911a6a
Merge pull request #7843 from smarmau/develop
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freqai RL agent info during training
2022-12-06 20:06:41 +01:00
e7195b7bfb
Merge pull request #7862 from freqtrade/ws_newcandle
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New websocket message "new_candle"
2022-12-06 07:07:32 +01:00
c81b00fb37
Merge branch 'develop' into freqai_bt_from_predictions_improvement
2022-12-05 18:00:55 -03:00
227cdb0938
Change dict update order
2022-12-05 23:58:04 +03:00
26a61afa15
Move base tf logic to config validation
2022-12-05 23:54:15 +03:00
bc48099e48
Revert changes
2022-12-05 23:52:48 +03:00
62c69bf2b5
fix custom_info
2022-12-05 20:22:54 +01:00
7c27eedda5
Bump API version
2022-12-05 19:56:33 +01:00
24edc276ea
Simplify new_candle message
2022-12-05 19:46:39 +01:00
d30a872ed4
Move message-silencing list next to enum
2022-12-05 19:23:03 +01:00
5e533b550f
Emit a simple "new candle" message to allow UI's to refresh charts
2022-12-05 18:19:19 +01:00
189fa64052
Add more dynamic to directory change
2022-12-05 18:14:16 +01:00
730fba956b
Ensure base tf included in include_timeframes
2022-12-05 16:16:17 +03:00
e734b39929
Make model_training_parameters optional
2022-12-05 14:54:42 +03:00
d8565261e1
ignore initializer type
2022-12-04 14:10:33 +01:00
24766928ba
reorganize/generalize tensorboard callback
2022-12-04 13:54:30 +01:00
310eba5932
Merge pull request #7735 from freqtrade/gc_improvements
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Improve python GC behavior
2022-12-03 15:54:59 +01:00
b2edc58089
fix flake8
2022-12-03 22:31:02 +11:00
d6f45a12ae
add multiproc fix flake8
2022-12-03 22:30:04 +11:00
469aa0d43f
add state/action info to callbacks
2022-12-03 21:16:46 +11:00
075c8c23c8
add state/action info to callbacks
2022-12-03 21:16:04 +11:00
4dc591a170
Merge pull request #7834 from freqtrade/fix-data-drawer-model-load
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Fix sb3_contrib loading issue
2022-12-02 06:29:23 +01:00
77dc2c92a7
performance improvevemnts - backtest freqai from saved predictions
2022-12-01 12:53:19 -03:00
aceee67e2b
Merge remote-tracking branch 'origin/develop' into gc_improvements
2022-12-01 14:32:19 +01:00
2b3e166dc2
fix fees RL
2022-12-01 10:10:28 +01:00
eb81cccede
add download-data command
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change directory
fix relative config path
2022-12-01 16:37:24 +08:00
396e666e9b
Keep old behavior of model loading
2022-12-01 11:03:51 +03:00
4a9982f86b
Fix sb3_contrib loading issue
2022-12-01 10:08:42 +03:00
95651fcd5a
Improve/simplify telegram exception handling
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Move exceptionhandling to the decorator.
2022-12-01 06:27:25 +01:00
dac4a35be2
Merge pull request #7828 from freqtrade/fix-state-info-rl
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bring back market side setting in get_state_info
2022-11-30 19:57:28 +01:00
79821ebb33
fix flake8 errors
2022-11-30 08:41:44 -03:00
e7f72d52b8
bring back market side setting in get_state_info
2022-11-30 12:36:26 +01:00
26e8a5766f
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-30 08:29:28 -03:00
17cf3c7e83
bug fixes and removed fillna from fit_live_predictions
2022-11-30 08:28:45 -03:00
4571aedb33
consolidate and clean code
2022-11-30 00:53:35 +01:00
3c322bf7df
Improve forceenter validation messages
2022-11-29 18:27:08 +01:00
e6b8cb8ea9
Merge pull request #7795 from froggleston/entry_exit_date_print
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Add date selection arguments to backtest-analysis printout
2022-11-29 16:56:58 +01:00
8ea58ab352
change BT prediction files to feather format
2022-11-29 10:38:35 -03:00
df979ece33
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-29 09:39:15 -03:00
c3daddc629
Merge pull request #7809 from richardjozsa/develop
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Improve the RL learning process
2022-11-29 06:28:36 +01:00
100d65b20b
Merge pull request #7822 from eltociear/patch-1
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Fix typo in strategy_analysis_example.md
2022-11-29 06:24:36 +01:00
e891c41760
Fix typo in ipynb, too.
2022-11-28 18:20:30 +01:00
9cbfa12011
Directly set model_type in base RL model
2022-11-28 16:02:17 +03:00
40b274351c
Merge pull request #7813 from freqtrade/dependabot/pip/develop/flake8-6.0.0
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Bump flake8 from 5.0.4 to 6.0.0
2022-11-28 08:00:45 +01:00
d73fd42769
Fix flake8 error introduced with 6.0 update
2022-11-28 06:38:35 +01:00
f410b1b14d
Update metrics.py
2022-11-28 08:56:49 +09:00
56518def42
isort
2022-11-27 21:06:01 +01:00
7fd6bc526e
add randomize_starting_position to the rl_config
2022-11-27 21:03:13 +01:00
25e041b98e
sneak in small change to FreqaiExampleHybridStrategy docstring and startup count
2022-11-27 20:50:03 +01:00
64d4a52a56
Improve the RL learning process
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Improve the RL learning process by selecting random start point for the agent, it can help to block the agent to only learn on the selected period of time, while improving the quality of the model.
2022-11-27 20:43:50 +01:00
f4025ee5de
Merge pull request #7289 from freqtrade/feat/freqai-rl-dev
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Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail
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backtesting - use full detail timeframe
2022-11-27 16:09:23 +01:00
cf000a4c00
Bump develop version to 2022.12-dev
2022-11-27 16:08:54 +01:00
e4a3efc7d4
Don't use strategy.stoploss too often
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discovered in #7760
2022-11-27 15:54:35 +01:00
3fc367f536
Merge pull request #7771 from wizrds/feat/refactor-ws
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Refactor WebSocket API for performance
2022-11-27 15:49:34 +01:00
21d7406291
Temporary fix for kraken download
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closes #7790
will be removed once the patch is in ccxt.
2022-11-27 15:16:43 +01:00
1a3f88c7b9
Replace separate start/end date option with usual timerange option
2022-11-27 11:30:13 +00:00
51d21b413d
Fix 4ac update_total_profit
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_update_total_profit() must be executed before "self._position = Positions.Neutral" because _update_total_profit() calls get_unrealized_profit(), which returns 0 if position is neutral and total_profit is not updated
2022-11-26 23:35:20 +03:00
dba30393fb
ensure extra_returns_per_train are set properly on first hist_preds build
2022-11-26 18:04:47 +01:00
706bc9ebea
Merge branch 'entry_exit_date_print' of github.com:froggleston/freqtrade into entry_exit_date_print
2022-11-26 16:59:27 +00:00
4790aaaae1
Implement cli options for backtesting-analysis date filtering
2022-11-26 16:58:56 +00:00
e1456e407b
Merge branch 'freqtrade:develop' into entry_exit_date_print
2022-11-26 16:53:48 +00:00
a26b3a9ca8
change sleep call back to 0.01
2022-11-26 09:40:22 -07:00
ce213b55a2
Bybit fix candle limit
2022-11-26 13:58:22 +01:00
b52f05923a
fix list to array in constants.py
2022-11-26 13:47:47 +01:00
be890b52fd
remove np import
2022-11-26 13:44:58 +01:00
aaaa5a5f64
add documentation for net_arch, other small changes
2022-11-26 13:44:58 +01:00
fcf13580f1
Revert "offload initial df computation to thread"
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This reverts commit f268187e9b
2022-11-26 13:33:54 +01:00
7b0a76fb70
Improve typehint
2022-11-26 13:33:26 +01:00
7ebc8ee169
Fix missing Optional typehint
2022-11-26 13:32:18 +01:00
bdfedb5fcb
Improve typehints / reduce warnings from mypy
2022-11-26 13:03:07 +01:00
81fd2e588f
ensure typing, remove unsued code
2022-11-26 12:11:59 +01:00
8dbfd2cacf
improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc
2022-11-26 11:51:08 +01:00
bd95392eea
fix formatted string in warning message :)
2022-11-25 13:10:22 -07:00
4aa4c6f49d
change sleep in channel send to 0
2022-11-25 13:08:41 -07:00
f268187e9b
offload initial df computation to thread
2022-11-25 12:56:33 -07:00
afc00bc30a
log warning if channel too far behind, add docstrings to message stream
2022-11-25 12:48:57 -07:00
391817243c
Tidy up complex functions
2022-11-25 16:12:15 +00:00
79c041b62d
Update tests for new export format
2022-11-25 16:57:58 +01:00
8c014bd365
Export trade-counts to csv
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closes #7789
2022-11-25 16:57:45 +01:00
8ee8b6e943
Improve hyperopt list output
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closes #7789
2022-11-25 16:31:21 +01:00
0f97ef0d7b
Reset stoploss_order_id when order is canceled
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closes #7766
2022-11-25 16:08:33 +01:00
1b3e62bcbc
Lock execute_entry to prevent timing hickups
2022-11-25 14:50:48 +01:00
c593cdc438
Improve type hints
2022-11-25 14:48:06 +01:00
5e6cda11ef
Update method name for trade fee updating
2022-11-25 14:43:56 +01:00
b8d1862ca8
Update cached binance leverage tiers
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closes #7794
2022-11-25 10:42:19 +01:00
bcc8063eeb
Merge branch 'develop' into feat/refactor-ws
2022-11-24 13:42:57 -07:00
fc59b02255
prevent ws endpoint from running without valid token
2022-11-24 13:41:10 -07:00
101dec461e
close ws channel if can't accept
2022-11-24 11:35:50 -07:00
2e82e6784a
move data_provider cleanup to shutdown()
2022-11-24 19:07:38 +01:00
73c458d47b
use importlib instead of __import___
2022-11-24 19:04:35 +01:00
4894d772ed
merge develop into feat/freqai-rl-dev
2022-11-24 18:50:11 +01:00
3a07749fcc
fix docstring
2022-11-24 18:46:54 +01:00
44b042ba51
remove unused function
2022-11-24 17:53:26 +01:00
8f1a8c752b
Add freqairl docker build process
2022-11-24 07:00:12 +01:00
48242ca02b
update catch block in cancel channel tasks
2022-11-22 12:43:45 -07:00
7785c91c5d
Merge pull request #7756 from wizrds/feat/secure-ws-conn
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Support SSL in WebSocket connection
2022-11-22 19:18:16 +01:00
d09157efb8
update code to use one prediction file / pair
2022-11-22 15:15:42 -03:00
a5442772fc
ensure only broadcasting to subscribed topics
2022-11-22 09:42:09 -07:00
91779bb28b
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-22 13:09:48 -03:00
c01f25ddc9
update code to freqai_backtest_live_models only from historic predictions
2022-11-22 13:09:09 -03:00
d9d7df70bf
fix tests, log unknown errors
2022-11-21 12:21:40 -07:00
0fa5217043
Improve protection setup
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lock_pair should be called when the order closes, not when the exit order is placed.
it should also be called for stoploss orders, too.
closes #7783
2022-11-21 19:30:49 +01:00
106ac2ab4d
fix tests, change to get call
2022-11-20 16:36:22 -07:00
d2870d48ea
change typing to async iterator
2022-11-20 16:24:44 -07:00
48a1f2418f
update typing, remove unneeded try block, readd sleep
2022-11-20 16:18:24 -07:00
60a167bdef
add dynamic send timeout
2022-11-20 14:09:45 -07:00
dc79284c54
Merge branch 'develop' into feat/refactor-ws
2022-11-20 10:05:22 -07:00
12b471c64b
Prevent 2 parallel open orders through forceentry
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this leads to forgetting the prior order
closes #7765
2022-11-20 09:28:14 +01:00
fdc82af883
fix tests - update code to backtest with historic_predictions
2022-11-19 22:27:58 -03:00
3714d7074b
smaller throttle in channel send
2022-11-19 13:29:23 -07:00
c1a73a5512
move sleep call in send, minor cleanup
2022-11-19 13:21:26 -07:00
80d070e9ee
update code to use historic_predictions for freqai_backtest_live_models
2022-11-19 14:15:58 -03:00
3d3195847c
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-18 17:53:34 -03:00
98d87b3ba6
Merge branch 'develop' into feat/refactor-ws
2022-11-18 13:41:22 -07:00
0cb6f71c02
better error handling, true async sending, more readable api
2022-11-18 13:32:27 -07:00
4de9a46618
Merge pull request #7759 from wizrds/fix/pd-mem-leak
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Fix Pandas to_json memory leak
2022-11-18 20:24:16 +01:00
b6a8e421f1
remove redundant timestamp conversion in ws serializer
2022-11-18 09:43:39 -07:00
12cd83453c
Add warning when queue websocket queue becomes too full
2022-11-18 14:03:56 +01:00
4c7bb79c86
Restore prior data transfer format
2022-11-18 13:59:29 +01:00
ba493eb7a7
Merge fix/pd-mem-leak
2022-11-17 16:21:12 -07:00
387c905a86
merge develop into RL
2022-11-17 21:59:07 +01:00
60fcd8dce2
fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc
2022-11-17 21:50:02 +01:00
91df79ff44
merge dev into backtest-live-predictions
2022-11-17 21:20:47 +01:00
436b314c80
add safe_remaining
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fixes #7757
2022-11-17 19:07:47 +00:00
49ecc83061
Merge branch 'develop' into fix/pd-mem-leak
2022-11-17 12:04:49 -07:00
ce43fa5f43
small fix to websocketchannel and relay
2022-11-17 12:03:11 -07:00
875e9ab447
change df serialization to avoid mem leak
2022-11-17 11:59:03 -07:00
cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
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Simplify timerange handling
2022-11-17 19:57:48 +01:00
b929e0bb2b
Merge branch 'develop' into gc_improvements
2022-11-17 19:55:03 +01:00
9432bcd065
Fix telegram error on force_enter exception
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closes #7727
2022-11-17 19:52:03 +01:00
3903b04d3f
save_live_data_backtest - added docs and tests
2022-11-17 15:20:07 -03:00
99bff9cbfa
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:51 -03:00
913749c81b
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:16 -03:00
b01e4e3dbf
change default value - save_live_data_backtest as false
2022-11-17 10:14:30 -03:00
1a19d90e2e
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-17 10:13:11 -03:00
afcb86f422
Improve migration types
2022-11-17 10:25:51 +00:00
93addbe5c3
Improve typechecking
2022-11-17 10:16:38 +00:00
6a1655c047
support ssl connections in emc
2022-11-15 22:26:54 -07:00
442467e8ae
remove old comments and code
2022-11-14 22:26:34 -07:00
6deb2dfb61
Merge pull request #7744 from freqtrade/dependabot/pip/develop/mypy-0.990
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Bump mypy from 0.982 to 0.990
2022-11-15 06:24:24 +01:00
d713af045f
remove main queue completely
2022-11-14 22:21:40 -07:00
659c8c237f
initial revision
2022-11-14 20:27:45 -07:00
0a702cdd26
Ensure more methods are typechecked
2022-11-14 20:56:35 +01:00
a951b49541
Use Generator when sending initial dataframes
2022-11-14 19:43:59 +01:00
30b467906c
Delist FTX, following ccxt's delisting.
2022-11-14 19:40:57 +01:00
95fd4072fa
Merge pull request #7701 from freqtrade/add-single-precision-freqai
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add option to force single precision
2022-11-14 07:02:35 +01:00
42b29cd307
Fix constants type
2022-11-13 19:31:49 +01:00
bf4d5b432a
ensure model_type is defined
2022-11-13 18:50:25 +01:00
6394ef4558
fix docstrings
2022-11-13 17:43:52 +01:00
96fafb7f56
remove limit_ram_use
2022-11-13 17:14:47 +01:00
b421521be3
help default ReinforcementLearner users by assigning the model_type automatically
2022-11-13 17:12:17 +01:00
90f168d1ff
remove more user references. cleanup dataprovider
2022-11-13 17:06:06 +01:00
388ca21200
update docs, fix bug in environment
2022-11-13 16:56:31 +01:00
1e9e7887aa
fix constants.py, fix freqai test
2022-11-13 15:38:35 +01:00
af9e400562
add test coverage, fix bug in base environment. Ensure proper fee is used.
2022-11-13 15:31:37 +01:00
942840da2d
Improve setting wording to keep future possibilities open
2022-11-13 15:22:44 +01:00
81f800a79b
switch to using FT calc_profi_pct, reverse entry/exit fees
2022-11-13 13:41:17 +01:00
e45d791c19
Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev
2022-11-13 13:00:16 +01:00
fed3bc6730
Simplify Websocket Init
2022-11-13 10:33:54 +01:00
954da4fec9
Add "forcebuy error" exception log
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part of #7727
2022-11-12 19:52:10 +01:00
e71a8b8ac1
add ability to integrate state info or not, and prevent state info integration during backtesting
2022-11-12 18:46:48 +01:00
27fa9f1f4e
backtest saved dataframe from live
2022-11-12 14:37:23 -03:00
ee0e59157c
Update join relationship of orders table to selectin
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closes #6791 by slightly improving performance in this area.
2022-11-12 16:34:00 +01:00
7adca97358
Improve python GC behavior
2022-11-12 15:43:02 +01:00
f9c6c538be
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-12 09:37:45 -03:00
9c6b97c678
ensure normalization acceleration methods are employed in RL
2022-11-12 12:01:59 +01:00
6746868ea7
store dataprovider to self instead of strategy
2022-11-12 11:33:03 +01:00
7a4bb040a5
merge develop into feat/freqai-rl-dev
2022-11-12 10:54:34 +01:00
214c622475
move dataframe converter to converter.py
2022-11-12 10:38:25 +01:00
9617d8143d
Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai
2022-11-12 10:21:38 +01:00
e6172a68d7
Merge pull request #7730 from freqtrade/fix-metric-tracker
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fix loading of metric tracker from disk
2022-11-11 20:01:26 +01:00
833578716c
Merge pull request #7644 from markdregan/multi-target-classifier
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Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
790ff2a84b
merge develop into add-single-prec
2022-11-11 18:08:51 +01:00
e46a57bbd0
move mem logs to debug
2022-11-11 18:05:32 +01:00
66514e84e4
add LightGBMClassifierMultiTarget. add test
2022-11-11 17:45:53 +01:00
054133955b
fix loading of metric tracker from disk
2022-11-11 17:24:09 +01:00
0f9c5f8d41
Simplify timerange handling
2022-11-10 18:28:18 +01:00
57313dd961
Update some usages of timerange to new, simplified method
2022-11-10 18:11:39 +01:00
3e676dbaa4
Add properties to simplify timerange handling
2022-11-10 16:33:57 +01:00
9e17eabd0a
Improve Bybit configuration
2022-11-10 07:09:54 +01:00
4f0f3e5b64
removed unnecessary code
2022-11-09 10:07:24 -03:00
8ee95db927
refactoring backtesting_fit_live_predictions function
2022-11-09 09:51:42 -03:00
3e57c18ac6
add fix_live_predictions function to backtesting
2022-11-08 18:20:39 -03:00
f43f967040
Improve handling of unfilled stoploss orders in edge-cases
2022-11-08 20:34:18 +01:00
ce3959a0c6
Merge pull request #7708 from freqtrade/improve_iteration
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Improve iteration logic
2022-11-08 19:25:01 +01:00
8d9988a942
enforce date column in backtesting freqai predictions files
2022-11-08 11:06:23 -03:00
9c5ba0732a
save predictions with date and merge by date
2022-11-08 10:32:18 -03:00
Matthias
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