Matthias
|
8d4f7341c9
|
Merge pull request #7987 from stash86/bt-metrics
update calmar, sharpe, and sortino hyperopt losses to use latest formula
|
2023-01-08 10:37:24 +01:00 |
|
Matthias
|
c7f485687f
|
Fix ccxt test failure
as identified and analyzed https://github.com/ccxt/ccxt/issues/16335
|
2023-01-07 15:13:22 +01:00 |
|
Antonio Della Fortuna
|
8c3ac56bc5
|
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
|
2023-01-07 11:11:59 +01:00 |
|
root
|
7bf531c8b8
|
isort fix
|
2023-01-07 09:50:05 +09:00 |
|
Stefano Ariestasia
|
c1042996db
|
flake8 fix
|
2023-01-07 09:46:46 +09:00 |
|
Stefano Ariestasia
|
6198b21001
|
update calmar loss
|
2023-01-07 09:30:16 +09:00 |
|
Stefano Ariestasia
|
d3b1aa7f01
|
update sortino calc
|
2023-01-07 09:19:06 +09:00 |
|
Stefano Ariestasia
|
157bf962f7
|
add missing imports
|
2023-01-07 09:14:56 +09:00 |
|
Stefano Ariestasia
|
86ba7dae92
|
change sharpe hyperopt loss
|
2023-01-07 08:56:40 +09:00 |
|
Matthias
|
8b456441a9
|
Merge pull request #7971 from paranoidandy/patch-1
Update FreqaiExampleStrategy.py
|
2023-01-06 15:16:31 +01:00 |
|
Stefano Ariestasia
|
329d95366a
|
Merge branch 'freqtrade:develop' into bt-metrics
|
2023-01-06 08:04:00 +08:00 |
|
Matthias
|
787d292ba0
|
Move "drop_candle" decision to coroutine
|
2023-01-05 22:31:32 +01:00 |
|
Wagner Costa
|
d82264ced9
|
Merge branch 'develop' into freqai_feature_engineering_functions
|
2023-01-05 17:55:35 -03:00 |
|
Matthias
|
bdf6537c60
|
Remove unused (and pointless) exchange method
|
2023-01-05 11:45:15 +01:00 |
|
Matthias
|
4bac66ff0e
|
Type ohlcv coroutine
|
2023-01-05 11:33:47 +01:00 |
|
Matthias
|
75b0a3e63d
|
Use dedicated type for OHLCV response
|
2023-01-05 11:30:15 +01:00 |
|
Matthias
|
92800930e9
|
Improve backtest detail speed
|
2023-01-05 10:14:58 +01:00 |
|
Wagner Costa
|
ed99e7f857
|
fix corr_pairs startup candle count bug
|
2023-01-04 14:21:37 -03:00 |
|
Matthias
|
8e5b4750d6
|
Continue in "regular backtest" case (no detail-data available).
link to #7967
|
2023-01-04 18:08:45 +01:00 |
|
Matthias
|
6470635753
|
In cases of no losing trade, sortino ratio can't be calculated.
closes #7977
|
2023-01-04 17:55:24 +01:00 |
|
Matthias
|
7a43f37eb7
|
Merge pull request #7972 from Undertoned/develop
Fix Backtesting Analysis Column Wrong
|
2023-01-04 16:38:29 +01:00 |
|
Antonio Della Fortuna
|
f2fa476dc6
|
max_open_trades should be an integer
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 |
|
Wagner Costa
|
ed2b1b1ed1
|
Merge branch 'develop' into freqai_feature_engineering_functions
|
2023-01-04 10:40:20 -03:00 |
|
Wagner Costa
|
801ab39a24
|
fix get dataframe data to include startup_candle
|
2023-01-04 10:36:19 -03:00 |
|
Antonio Della Fortuna
|
ce661cb58b
|
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
|
2023-01-04 10:35:09 +01:00 |
|
Antonio Della Fortuna
|
5fd85368a9
|
Added support for max_open_trades hyperopting
|
2023-01-04 10:34:44 +01:00 |
|
Robert Caulk
|
c384d1357e
|
Update FreqaiExampleStrategy.py
|
2023-01-03 21:52:16 +01:00 |
|
Matthias
|
6f031f005d
|
Fix flake error
|
2023-01-03 20:29:08 +01:00 |
|
zhanglei14
|
63db1fd894
|
Fix Backtesting Analysis Column Wrong
|
2023-01-04 01:38:07 +08:00 |
|
Wagner Costa
|
314c0925bf
|
fix get dataframe data to include startup_candle
|
2023-01-03 14:02:42 -03:00 |
|
paranoidandy
|
73114b93c2
|
Update FreqaiExampleStrategy.py
Change can_short to True to enable shorting
|
2023-01-03 15:11:46 +00:00 |
|
Matthias
|
cd7bd9bf9a
|
Update gate liquidation price link
|
2022-12-31 10:25:21 +01:00 |
|
Matthias
|
6498e352c1
|
Remove pointless default
|
2022-12-31 10:23:39 +01:00 |
|
Stefano Ariestasia
|
5188464fc0
|
fix typo
|
2022-12-31 02:03:02 +09:00 |
|
Wagner Costa
|
c8aa7720a2
|
added again feature check in BT from pred files
|
2022-12-30 11:16:35 -03:00 |
|
Wagner Costa
|
b39fc6b924
|
remove add pair to column from docs, fix keyerror bug and adjust hybrid strategy example
|
2022-12-30 10:42:31 -03:00 |
|
robcaulk
|
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 |
|
Matthias
|
798438df9d
|
Extract funding-rate call to separate method
this will allow overwriting in subclasses.
|
2022-12-30 07:32:59 +01:00 |
|
Matthias
|
499cc5bae1
|
Better visualize downloaded candletype in debug mode
|
2022-12-30 07:15:24 +01:00 |
|
Wagner Costa
|
2e30bdb9b2
|
freqai bt - fix tests
|
2022-12-29 16:35:11 -03:00 |
|
Wagner Costa
|
2b89f643b7
|
adjust backtest to new feature engineering functions
|
2022-12-28 19:03:41 -03:00 |
|
Matthias
|
973cfd0182
|
Merge pull request #7810 from stash86/bt-metrics
Add more calculations for backtest metrics
|
2022-12-28 15:57:07 +01:00 |
|
Matthias
|
2805e83c9f
|
Bump Develop version to 2023.1
|
2022-12-28 15:53:43 +01:00 |
|
Matthias
|
c52910f28b
|
Improve resiliance against invalid data
closes #7947
|
2022-12-28 15:30:57 +01:00 |
|
Matthias
|
32bbe603cb
|
Fix sortino std calculation
|
2022-12-28 14:59:49 +01:00 |
|
robcaulk
|
6f7eb71bbb
|
ensure RL works with new naming scheme
|
2022-12-28 14:52:33 +01:00 |
|
Matthias
|
d5b516842c
|
Fix 2 docstrings
|
2022-12-28 14:44:23 +01:00 |
|
Matthias
|
02eb00fa33
|
Merge branch 'develop' into pr/stash86/7810
|
2022-12-28 14:04:54 +01:00 |
|
robcaulk
|
c2936d551b
|
improve doc, update test strats, change function names
|
2022-12-28 13:25:40 +01:00 |
|
Matthias
|
cd4faa9c59
|
keep max_stake_amount through backtests
|
2022-12-27 18:08:20 +01:00 |
|
Wagner Costa
|
8227b4aafe
|
freqAI Strategy - improve user experience
|
2022-12-27 11:37:01 -03:00 |
|
Matthias
|
62c4675e29
|
Remove some deprecated fields from the API
|
2022-12-27 14:28:07 +01:00 |
|
Matthias
|
cb66663fd2
|
show max_stake_amount in API
|
2022-12-27 14:28:07 +01:00 |
|
Matthias
|
55001bf321
|
Keep max_stake_amount (only relevant for DCA orders).
|
2022-12-27 14:28:07 +01:00 |
|
Matthias
|
63f114395a
|
is_short should be a boolean
|
2022-12-26 14:02:47 +01:00 |
|
Stefano Ariestasia
|
6353f3ac1a
|
fix formulas and implement new metrics
|
2022-12-26 08:19:51 +09:00 |
|
Matthias
|
7a5439321c
|
Show new metrics in backtesting
|
2022-12-25 21:29:37 +01:00 |
|
Matthias
|
ce13ce4b10
|
Update binance stoploss order types
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 |
|
Matthias
|
4601705814
|
Merge pull request #7923 from freqtrade/freqai_backtest
Freqai backtest
|
2022-12-23 19:17:12 +01:00 |
|
Matthias
|
ad0d7c9a9e
|
Don't allow DCA trades to go beyond max order size
closes #7924
|
2022-12-23 16:09:35 +01:00 |
|
Matthias
|
73792fd6ce
|
Don't attempt to convert None to dict
|
2022-12-21 06:28:55 +01:00 |
|
Matthias
|
70531224e6
|
Allow setting identifier via UI
|
2022-12-20 19:44:01 +01:00 |
|
Matthias
|
07606a9e23
|
Simplify APi backtest config merging
|
2022-12-20 19:32:29 +01:00 |
|
Matthias
|
6d9f1fafb7
|
allow backtest_cache to be provided via backtest API
|
2022-12-20 19:20:39 +01:00 |
|
Matthias
|
5dbd5c235a
|
Add endpoint for freqAI models
|
2022-12-20 07:24:54 +01:00 |
|
Matthias
|
3012c55ec5
|
Merge pull request #7867 from Bloodhunter4rc/remotepairlist
Add Remotepairlist
|
2022-12-19 19:28:49 +01:00 |
|
Matthias
|
a119fbd895
|
Small error-message finetuning
|
2022-12-19 18:19:55 +01:00 |
|
Bloodhunter4rc
|
ebf60d85da
|
self._init_done placed wrong. fixed
|
2022-12-19 16:25:22 +01:00 |
|
Bloodhunter4rc
|
43f5a16006
|
parse exception handling, remove info, cache change
|
2022-12-19 15:36:28 +01:00 |
|
Robert Caulk
|
cc30210b3f
|
Merge pull request #7908 from freqtrade/add-3action-rl-env
Add 3 Action RL Env
|
2022-12-19 14:47:57 +01:00 |
|
Bloodhunter4rc
|
6380c3d462
|
reduce duplicate code, fix cache check
|
2022-12-18 23:37:18 +01:00 |
|
Bloodhunter4rc
|
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 |
|
Matthias
|
bad6fe77d3
|
Remove deprecated trade property
|
2022-12-18 17:21:50 +01:00 |
|
Emre
|
c293401b22
|
Add can_short to freqai base model
|
2022-12-16 23:19:08 +03:00 |
|
Emre
|
7727f31507
|
Add 3 Action RL env
|
2022-12-16 22:18:49 +03:00 |
|
Emre
|
dde363343c
|
Add can_short param to base env
|
2022-12-16 22:16:19 +03:00 |
|
initrv
|
36948e2a74
|
fix base4 env done condition
|
2022-12-16 14:14:05 +03:00 |
|
Sam Germain
|
32d57f624e
|
delisted bibox following ccxt PR https://github.com/ccxt/ccxt/pull/16067
|
2022-12-15 15:00:27 -05:00 |
|
Matthias
|
2828255435
|
Merge pull request #7842 from wizrds/feat/refactor-emc
Change to broadcasting single candles in Producer/Consumer
|
2022-12-15 19:47:29 +01:00 |
|
Matthias
|
b915872f66
|
Merge pull request #7899 from freqtrade/fix/multiproc-dp
Ensure data provider is passed to multiproc envs
|
2022-12-15 19:31:23 +01:00 |
|
Bloodhunter4rc
|
9e20d13e50
|
Merge branch 'freqtrade:develop' into remotepairlist
|
2022-12-15 17:38:56 +01:00 |
|
robcaulk
|
581a5296cc
|
fix docstrings to reflect new env_info changes
|
2022-12-15 16:50:08 +01:00 |
|
robcaulk
|
7b4abd5ef5
|
use a dictionary to make code more readable
|
2022-12-15 12:25:33 +01:00 |
|
Matthias
|
7a0eadbdf5
|
Don't recalc profit on closed trades
|
2022-12-15 07:05:07 +01:00 |
|
Matthias
|
ca2a878b86
|
Update test naming
|
2022-12-14 20:06:55 +01:00 |
|
Emre
|
3af2251ce8
|
Fix add_state_info backtesting bug
|
2022-12-14 22:03:23 +03:00 |
|
Emre
|
2018da0767
|
Add env_info dict to base environment
|
2022-12-14 22:03:05 +03:00 |
|
Matthias
|
fa260e6560
|
Move "replace or append" decision to dataprovider
|
2022-12-14 19:56:54 +01:00 |
|
robcaulk
|
2285ca7d2a
|
add dp to multiproc
|
2022-12-14 18:22:20 +01:00 |
|
Matthias
|
97fee37072
|
Improve emc test
|
2022-12-14 07:22:51 +01:00 |
|
Bloodhunter4rc
|
7f3524949c
|
- print
|
2022-12-13 21:00:23 +01:00 |
|
Bloodhunter4rc
|
d52c1c7554
|
Add unit tests
|
2022-12-13 20:21:06 +01:00 |
|
Robert Caulk
|
e6da646e2f
|
Merge pull request #7866 from initrv/cleanup-tensorboard-callback
Cleanup tensorboard callback
|
2022-12-13 09:05:46 +01:00 |
|
Timothy Pogue
|
0dd3836cc7
|
fix rpc method docstring
|
2022-12-12 22:47:35 -07:00 |
|
Matthias
|
a693495a6d
|
Improve external_candle aggregation
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
414c0ce050
|
change unused var
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
6717dff19b
|
update overlapping candle handling, move append to misc
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
0602479f7d
|
minor changes, update candle appending to support overlaps
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
f1ebaf4730
|
fix tests
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
49f6f40662
|
remove comment
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
0d5b2eed94
|
fix same candle handling
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
d376bf4052
|
fix indefinite reconnecting
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
ccd1aa70a2
|
change log calls to debug, handle already received candle
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
c050eb8b8b
|
add candle difference calculation to dataprovider
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
89338fa677
|
allow specifying channel send throttle
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
d2c8487ecf
|
update add_external_candle, fix breaking on ping error, handle empty dataframes
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
fce1e9d6d0
|
update analyzed df request to allow specifying a single pair
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
36a00e8de0
|
update add_external_candle returns
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
4cbb3341d7
|
change how missing candles will be handled
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
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 |
|
Matthias
|
abc3badfb5
|
Improve shutdown behavior
closes #7882
|
2022-12-12 20:01:54 +01:00 |
|
Bloodhunter4rc
|
6f92c58e33
|
add docs, add bearer token.
|
2022-12-12 13:24:33 +01:00 |
|
initrv
|
f9b7d35900
|
add increment param for tensorboard_log
|
2022-12-12 14:14:23 +03:00 |
|
Bloodhunter4rc
|
f6b90595fa
|
remove html. change var names.
|
2022-12-12 11:05:03 +01:00 |
|
robcaulk
|
0f6b98b69a
|
merge develop into tensorboard cleanup
|
2022-12-11 15:38:32 +01:00 |
|
robcaulk
|
0fd8e214e4
|
add documentation for tensorboard_log, change how users interact with tensorboard_log
|
2022-12-11 15:31:29 +01:00 |
|
Matthias
|
888ba65367
|
Merge branch 'develop' into fix/multioutput-bug
|
2022-12-11 15:23:53 +01:00 |
|
initrv
|
cb8fc3c8c7
|
custom info to tensorboard_metrics
|
2022-12-11 15:37:45 +03:00 |
|
robcaulk
|
8c7ec07951
|
ensure predict_proba follows suit. Remove all lib specific params from example config
|
2022-12-11 12:39:31 +01:00 |
|
robcaulk
|
85f22b5c30
|
fix bug in MultiOutput* with conv_width = 1
|
2022-12-11 12:15:19 +01:00 |
|
Emre
|
6b9f3f2795
|
Fix test validation
|
2022-12-11 13:24:24 +03:00 |
|
Emre
|
272c3302e3
|
Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling
|
2022-12-11 13:12:45 +03:00 |
|
Matthias
|
980a5a9b52
|
Fix docs typo
|
2022-12-10 19:54:04 +01:00 |
|
Matthias
|
da4914513a
|
Merge pull request #7835 from rzhb/patch-1
update strategy_analysis_example.ipynb
|
2022-12-08 14:17:50 +01:00 |
|
Bloodhunter4rc
|
66412bfa58
|
Remove unnecessary loop
|
2022-12-08 01:51:12 +01:00 |
|
Bloodhunter4rc
|
7efcbbb457
|
Local File Loading
|
2022-12-08 01:09:17 +01:00 |
|
Bloodhunter4rc
|
da2747d487
|
Add Local .json file Loading
|
2022-12-08 00:52:54 +01:00 |
|
robcaulk
|
7b3406914c
|
flip add_state_info
|
2022-12-07 19:49:39 +01:00 |
|
robcaulk
|
9b4364ddc3
|
ensure that add_state_info is deactivated during backtesting
|
2022-12-07 19:49:14 +01:00 |
|
Bloodhunter4rc
|
b144a6357d
|
Remove Duplicate
|
2022-12-07 18:24:55 +01:00 |
|
Bloodhunter4rc
|
547a75d9c1
|
Fix Info
|
2022-12-07 17:49:21 +01:00 |
|
Bloodhunter4rc
|
607d5b2f8f
|
Split to fetch_pairlist function, Info Message
|
2022-12-07 17:47:38 +01:00 |
|
Bloodhunter4rc
|
48160f3fe9
|
Flake 8 fix, Json Fetching
|
2022-12-07 17:01:45 +01:00 |
|
Bloodhunter4rc
|
199fd2d074
|
+Remote Pairlist
|
2022-12-07 15:08:33 +01:00 |
|
initrv
|
58604c747e
|
cleanup tensorboard callback
|
2022-12-07 14:37:55 +03:00 |
|
Stefano Ariestasia
|
89c7c2fec6
|
isort fix
|
2022-12-07 18:09:57 +09:00 |
|
Stefano Ariestasia
|
611e35ed81
|
flake8 fix
|
2022-12-07 15:47:58 +09:00 |
|
Robert Caulk
|
b9f6911a6a
|
Merge pull request #7843 from smarmau/develop
freqai RL agent info during training
|
2022-12-06 20:06:41 +01:00 |
|
Matthias
|
e7195b7bfb
|
Merge pull request #7862 from freqtrade/ws_newcandle
New websocket message "new_candle"
|
2022-12-06 07:07:32 +01:00 |
|
Wagner Costa
|
c81b00fb37
|
Merge branch 'develop' into freqai_bt_from_predictions_improvement
|
2022-12-05 18:00:55 -03:00 |
|
Emre
|
227cdb0938
|
Change dict update order
|
2022-12-05 23:58:04 +03:00 |
|
Emre
|
26a61afa15
|
Move base tf logic to config validation
|
2022-12-05 23:54:15 +03:00 |
|
Emre
|
bc48099e48
|
Revert changes
|
2022-12-05 23:52:48 +03:00 |
|
robcaulk
|
62c69bf2b5
|
fix custom_info
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2022-12-05 20:22:54 +01:00 |
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Matthias
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7c27eedda5
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Bump API version
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2022-12-05 19:56:33 +01:00 |
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Matthias
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24edc276ea
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Simplify new_candle message
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2022-12-05 19:46:39 +01:00 |
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Matthias
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d30a872ed4
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Move message-silencing list next to enum
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2022-12-05 19:23:03 +01:00 |
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Matthias
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5e533b550f
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Emit a simple "new candle" message to allow UI's to refresh charts
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2022-12-05 18:19:19 +01:00 |
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Matthias
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189fa64052
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Add more dynamic to directory change
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2022-12-05 18:14:16 +01:00 |
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Emre
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730fba956b
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Ensure base tf included in include_timeframes
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2022-12-05 16:16:17 +03:00 |
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