Matthias
|
7675187c37
|
Use telegram message length to avoid constants
|
2022-08-05 07:31:19 +02:00 |
|
Matthias
|
cffc769549
|
Fix /profit endpoint calculations for partial sells
* don't recalculate for closed trades
* include realized_profit in the calculation
part of #7178
|
2022-08-05 07:26:41 +02:00 |
|
Robert Caulk
|
51a6b4289f
|
improve DBSCAN performance for subsequent trainings
|
2022-08-04 17:41:58 +02:00 |
|
Robert Caulk
|
fe1b8515a8
|
fix bug in DBSCAN, update doc
|
2022-08-04 17:00:59 +02:00 |
|
robcaulk
|
29225e4baf
|
add DBSCAN outlier detection feature, add supporting documentation
|
2022-08-04 12:15:16 +02:00 |
|
Matthias
|
95327750dc
|
Final abs. profit should not be doubled in rpc messages
|
2022-08-04 07:07:54 +02:00 |
|
robcaulk
|
eae82d0222
|
fix bug with database url during backtesting. comment out example trade db analysis.
|
2022-08-03 16:17:57 +02:00 |
|
robcaulk
|
95d3009a95
|
give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality
|
2022-08-02 20:14:02 +02:00 |
|
Matthias
|
d75e0a9820
|
Fix Flake8 errors after flake update
|
2022-08-01 06:43:59 +02:00 |
|
robcaulk
|
3013282dbf
|
remove non-catboost stuff from schema
|
2022-08-01 05:39:38 +02:00 |
|
robcaulk
|
946d4c7cfc
|
fix trailing whitespace for flake8
|
2022-07-31 18:39:46 +02:00 |
|
robcaulk
|
4e68626bcb
|
ensure convolutional window is prepended for frequi consistency
|
2022-07-31 17:51:19 +02:00 |
|
robcaulk
|
d830105605
|
*BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests
|
2022-07-31 17:05:29 +02:00 |
|
robcaulk
|
153336d424
|
move corr_pairlist expansion to after expand_pairlist()
|
2022-07-31 15:45:28 +02:00 |
|
Matthias
|
659870312d
|
Use JSON Schema validation for freaAI schema validation
|
2022-07-31 15:23:27 +02:00 |
|
Kavinkumar
|
a4bada3ebe
|
Partial exit using average price (#6545)
Introduce Partial exits
|
2022-07-31 14:19:04 +02:00 |
|
Matthias
|
369c6da5d8
|
Merge pull request #7146 from freqtrade/fix/liquidation
Update liquidation price handling
|
2022-07-31 08:09:54 +02:00 |
|
Matthias
|
bad15f077c
|
Simplify fetch_positions by using already existing method
|
2022-07-30 17:49:06 +02:00 |
|
Matthias
|
fc31c890e3
|
Merge pull request #7135 from freqtrade/rpc/sendmsg
Strategy allow rpc messages
|
2022-07-30 16:15:00 +02:00 |
|
Matthias
|
d046f0cc5e
|
Improve method wording for liquidation price setter
|
2022-07-30 16:11:31 +02:00 |
|
Matthias
|
dba7a7257d
|
Use stop_or_liquidation instead of stop_loss
|
2022-07-30 16:10:16 +02:00 |
|
Matthias
|
845cecd38f
|
Add stoploss or liquidation property
|
2022-07-30 16:10:16 +02:00 |
|
Matthias
|
15752ce3c2
|
Rename set_stoploss method to be fully private
|
2022-07-30 16:10:16 +02:00 |
|
Matthias
|
9852733ef7
|
Improve tests to align with modified logic
|
2022-07-30 16:10:16 +02:00 |
|
Matthias
|
8711b7d99f
|
Liquidations cannot be rejected.
|
2022-07-30 16:10:16 +02:00 |
|
Matthias
|
995be90f91
|
Liquidation should be a separate exit type
|
2022-07-30 16:10:16 +02:00 |
|
robcaulk
|
dd8288c090
|
expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility
|
2022-07-30 13:40:05 +02:00 |
|
robcaulk
|
f22b140782
|
fix backtesting bug, undo move of label stat calc, fix example strat exit logic
|
2022-07-29 17:27:35 +02:00 |
|
robcaulk
|
08d3ac7ef8
|
add keras and conv_width to schema and documentation
|
2022-07-29 08:49:35 +02:00 |
|
robcaulk
|
59624181bd
|
isort BaseRegressionModel imports
|
2022-07-29 08:23:44 +02:00 |
|
robcaulk
|
c84d54b35e
|
Fix typing issue, avoid using .get() when unnecessary, convert to fstrings
|
2022-07-29 08:12:50 +02:00 |
|
Matthias
|
efbd83c56d
|
Small type and typo fixes in freqai_interface
|
2022-07-28 07:24:30 +02:00 |
|
Matthias
|
a2a0d35a24
|
Update missing typehints
|
2022-07-28 07:07:40 +02:00 |
|
Matthias
|
3273881282
|
Merge branch 'develop' into feat/freqai
|
2022-07-28 06:36:38 +02:00 |
|
Matthias
|
cc3ead9d7b
|
Set required_profit for stoploss guard, allowing to ignore small stoplosses.
closes #7076
|
2022-07-27 19:52:39 +02:00 |
|
Matthias
|
f31106dc61
|
Minor comment fixes
|
2022-07-27 07:27:24 +02:00 |
|
Matthias
|
7bac054668
|
Add documentation and clarity for send_msg
|
2022-07-26 20:24:52 +02:00 |
|
Matthias
|
229e8864bb
|
Add send_msg capability to dataprovider
|
2022-07-26 20:15:49 +02:00 |
|
Matthias
|
bc760b7eb2
|
Simplify small segment in datadrawer
|
2022-07-26 19:41:49 +02:00 |
|
robcaulk
|
324e54c015
|
fix possible memory leak associated with Catboost Pool object
|
2022-07-26 17:29:29 +02:00 |
|
robcaulk
|
3f149c4067
|
fix return type in BaseTensorFlowModel
|
2022-07-26 16:01:54 +02:00 |
|
robcaulk
|
ad25a4cb56
|
reduce number of pair_dict lookups, remove coin_first
|
2022-07-26 15:58:40 +02:00 |
|
robcaulk
|
fb4e8430cd
|
isort auto import sorting
|
2022-07-26 10:51:39 +02:00 |
|
robcaulk
|
e213d0ad55
|
isolate data_drawer functions from data_kitchen, accommodate tests, add new test
|
2022-07-26 10:24:14 +02:00 |
|
robcaulk
|
56b17e6f3c
|
allow user to pass test_size = 0 and avoid using eval sets in prediction models
|
2022-07-25 19:40:13 +02:00 |
|
Matthias
|
4c68bec171
|
Fix problem in is_cancel_order_result_suitable
fixes #7119
|
2022-07-25 17:47:52 +02:00 |
|
Robert Caulk
|
897f18a8c8
|
ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods
|
2022-07-25 15:07:09 +02:00 |
|
Robert Caulk
|
7b105532d1
|
fix mypy error and add test for principal component analysis
|
2022-07-25 11:46:59 +02:00 |
|
Robert Caulk
|
c9d46a5237
|
finish bringing follow_mode up to date
|
2022-07-25 09:24:40 +02:00 |
|
Robert Caulk
|
ab587747fb
|
first fix for follower path bug
|
2022-07-24 23:32:24 +02:00 |
|
Matthias
|
520ee3f7a1
|
Convert freqAI into packages
|
2022-07-24 17:07:45 +02:00 |
|
Matthias
|
1885deb632
|
More docstring changes
|
2022-07-24 16:54:39 +02:00 |
|
Matthias
|
70b7a254af
|
Update some areas to use default docstring formatting
|
2022-07-24 16:51:48 +02:00 |
|
Matthias
|
61c41fd919
|
Merge branch 'develop' into feat/freqai
|
2022-07-24 16:18:58 +02:00 |
|
Robert Caulk
|
88e10f7306
|
add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs
|
2022-07-24 09:01:23 +02:00 |
|
Robert Caulk
|
fff39eff9e
|
fix multitarget bug
|
2022-07-24 08:42:50 +02:00 |
|
Matthias
|
2eb1d18c2a
|
Don't load leverage tiers when not necessary
|
2022-07-23 19:56:38 +02:00 |
|
robcaulk
|
f3d46613ee
|
move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes.
|
2022-07-23 17:14:33 +02:00 |
|
Matthias
|
81c1aa3c13
|
Update imports in freqAI sample strategies
|
2022-07-23 17:08:05 +02:00 |
|
Matthias
|
8a3cffcd1b
|
Remove remaining CustomModel references
|
2022-07-23 17:08:05 +02:00 |
|
Matthias
|
8fa6e8b4ba
|
Remove freqAI model bridge in favor of self.freqai
|
2022-07-23 17:08:05 +02:00 |
|
robcaulk
|
c91e23dc50
|
let user avoid normalizing labels
|
2022-07-23 16:14:13 +02:00 |
|
robcaulk
|
50d630a155
|
remove unnecessary comments from data_drawer.py
|
2022-07-23 13:35:44 +02:00 |
|
robcaulk
|
a1cff377ec
|
add record of contribution to data_kitchen.py
|
2022-07-23 13:32:04 +02:00 |
|
robcaulk
|
c2d6a0e891
|
add record of contribution to doc and source
|
2022-07-23 13:04:06 +02:00 |
|
Matthias
|
e97468964a
|
Add support for --timeframe-detail in hyperopt
fix #7070
|
2022-07-23 08:52:03 +02:00 |
|
robcaulk
|
5559e605b8
|
small PR conversation resolutions
|
2022-07-22 17:46:14 +02:00 |
|
robcaulk
|
40f00196eb
|
use cloudpickle in place of pickle. define Paths once in data_drawer.
|
2022-07-22 17:37:51 +02:00 |
|
robcaulk
|
98c8a447b2
|
add LightGBMPredictionMultiModel
|
2022-07-22 12:40:51 +02:00 |
|
robcaulk
|
afcb0bec00
|
clean up obsolete comments, move remove_features_from_df to datakitchen
|
2022-07-22 12:29:20 +02:00 |
|
robcaulk
|
3205788bce
|
extend doc to include descriptions of the return values from FreqAI to the strategy
|
2022-07-21 22:11:46 +02:00 |
|
robcaulk
|
8033e0bf23
|
add counter to backtesting log so users know how many more pairs and how many more models will need to be trained
|
2022-07-21 13:22:12 +02:00 |
|
robcaulk
|
183dec866a
|
remove ability to backtest open ended timeranges (safer)
|
2022-07-21 13:02:52 +02:00 |
|
robcaulk
|
e694ea1cfd
|
make sure backtesting gets the populated indicators with slimmed down user strat
|
2022-07-21 12:48:09 +02:00 |
|
robcaulk
|
ca4dd58642
|
remove superceded function from datakitchen
|
2022-07-21 12:40:54 +02:00 |
|
robcaulk
|
8f86b0deaa
|
*breaking change* simplify user strat by consolidating feature loops into backend
|
2022-07-21 12:24:22 +02:00 |
|
robcaulk
|
e7337728bf
|
add separator in folder name just incase an asset ends in an integer
|
2022-07-21 11:25:28 +02:00 |
|
robcaulk
|
921a7ef216
|
add requirements-freqai.txt to builds
|
2022-07-20 15:51:25 +02:00 |
|
robcaulk
|
d43c146676
|
add more tests for datakitchen functionalities, add regression tests for freqai_interface train/backtest
|
2022-07-20 12:56:46 +02:00 |
|
lolong
|
9c051958a6
|
Feat/freqai (#7105)
Vectorize weight setting, log training dates
Co-authored-by: robcaulk <rob.caulk@gmail.com>
|
2022-07-19 17:49:18 +02:00 |
|
robcaulk
|
714d9534b6
|
start adding tests
|
2022-07-19 16:16:44 +02:00 |
|
lolong
|
ed0f8b1189
|
Improve FreqAI documentation (#7072)
Improve doc + some other small fixes
Co-authored-by: robcaulk <rob.caulk@gmail.com>
|
2022-07-18 11:57:52 +02:00 |
|
Robert Caulk
|
921f3899f0
|
revert pickle reading for historic predictions
|
2022-07-17 16:06:36 +02:00 |
|
Robert Caulk
|
41eeb99177
|
load pickle file for writing
|
2022-07-17 10:05:21 +02:00 |
|
Matthias
|
05a5ae4fcf
|
Update plotting to use entry/exit terminology
|
2022-07-16 22:28:46 +02:00 |
|
Robert Caulk
|
9d184586f1
|
fix bug in historic prediction saving
|
2022-07-16 21:16:59 +02:00 |
|
Matthias
|
f6bfd89cef
|
Merge branch 'develop' into feat/freqai
|
2022-07-16 18:14:34 +02:00 |
|
Matthias
|
423af371c0
|
Simplify calculation by calling "get_fee" only once
|
2022-07-16 17:59:05 +02:00 |
|
Matthias
|
4172f92bfc
|
simplify dry-run taker/maker selection
|
2022-07-16 17:25:13 +02:00 |
|
Matthias
|
8b2535a8da
|
Update Typing for fees
|
2022-07-16 15:42:17 +02:00 |
|
Matthias
|
8d2e22f009
|
Merge branch 'develop' into pr/samgermain/6780
|
2022-07-16 15:35:00 +02:00 |
|
Matthias
|
004bf31142
|
Merge pull request #7093 from freqtrade/fix/gate_futures_stoposs
gateio futures - several fixes
|
2022-07-16 15:18:32 +02:00 |
|
Matthias
|
357000c478
|
Extract exchange validation to separate method
|
2022-07-16 13:45:26 +02:00 |
|
Matthias
|
d03dfb3934
|
Oder cost is real cost (including leverage)
|
2022-07-16 13:14:21 +02:00 |
|
Matthias
|
ed64e4299b
|
Stoploss orders should also be eligible to update closed fees
|
2022-07-16 13:14:21 +02:00 |
|
Matthias
|
415780a4fe
|
gateio order cost is not in contracts
closes #7081
|
2022-07-16 13:14:21 +02:00 |
|
Matthias
|
7b8a5585dd
|
Fetch 2ndary stoploss order once the order triggered.
|
2022-07-16 13:14:21 +02:00 |
|
Matthias
|
7c4dd4c48c
|
Support fee cost as string
closes #7056
|
2022-07-16 13:14:21 +02:00 |
|
Matthias
|
40e2da10f3
|
Add hypeorpt cloudpickle magic
closes #7078
|
2022-07-16 11:49:33 +02:00 |
|
Wagner Costa Santos
|
ca2029a46b
|
fix issue when bot restarts with same identifier, does not load prediction history
|
2022-07-14 18:55:24 -03:00 |
|
Matthias
|
cdc58058d7
|
Add candletype to notebook example
closes #7084, closes #7073
|
2022-07-14 19:40:26 +02:00 |
|
robcaulk
|
4141d165ff
|
add BaseTensorFlowModel class
|
2022-07-12 19:10:09 +02:00 |
|
robcaulk
|
ef409dd345
|
Add ground work for TensorFlow models, add protections from common mistakes
|
2022-07-12 18:09:17 +02:00 |
|
Robert Caulk
|
fea63fba12
|
Fix saving/loading historic predictions
|
2022-07-12 10:12:50 +02:00 |
|
Robert Caulk
|
8ce6b18318
|
start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available.
|
2022-07-11 22:01:48 +02:00 |
|
Matthias
|
0669d93f56
|
Merge pull request #7068 from freqtrade/ccxt_ordertype_validations
Ccxt ordertype validations
|
2022-07-11 19:41:05 +02:00 |
|
Matthias
|
5c164efdb6
|
Also check for createLimitOrder as optionals
|
2022-07-11 16:09:12 +02:00 |
|
Matthias
|
f9d3775d4c
|
Move "candle" logic for message to telegram
this avoids calling this method unless necessary
|
2022-07-11 14:09:39 +02:00 |
|
Matthias
|
9a3a2f9013
|
Simplify adding candle to message
|
2022-07-11 13:55:32 +02:00 |
|
Matthias
|
8e8f026ea7
|
Telegram candle message should be configurable
|
2022-07-11 12:14:19 +02:00 |
|
Matthias
|
ed03ef47ef
|
Merge branch 'develop' into pr/SurferAdmin/6916
|
2022-07-11 11:49:22 +02:00 |
|
Matthias
|
ec3179156c
|
Revert unwanted changes.
|
2022-07-11 11:48:24 +02:00 |
|
Matthias
|
3fc92b1b21
|
Create BaseRegression model - designed to reduce code duplication across currently available models.
|
2022-07-11 11:33:59 +02:00 |
|
Matthias
|
6ac1aa15f5
|
Reenable ccxt order checks
|
2022-07-11 10:36:19 +02:00 |
|
Matthias
|
523d8a84a8
|
skip "supports market order" for now until CCXT fixes their assignemnt bugs.
|
2022-07-11 10:22:51 +02:00 |
|
Matthias
|
7d6b3d0e02
|
Update hyperopt param docs to be clear that non-conclusive parameters will be ignored
|
2022-07-11 08:17:16 +02:00 |
|
Robert Caulk
|
607455919e
|
Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!)
|
2022-07-10 12:35:44 +02:00 |
|
Matthias
|
819cc9c0e4
|
Fully align LightGBM with Catboost
|
2022-07-10 11:06:18 +02:00 |
|
Matthias
|
58b18770e3
|
Fix LightGBM missing argument in predict method
|
2022-07-10 11:05:35 +02:00 |
|
Matthias
|
9313a2d294
|
Update leverage tiers to latest version
|
2022-07-10 10:11:39 +02:00 |
|
Matthias
|
2e1061af64
|
Fix faulty LightGBM model
|
2022-07-09 08:21:42 +00:00 |
|
Matthias
|
c98e7ea055
|
Revert allowing empty currency for futures
|
2022-07-09 08:57:15 +02:00 |
|
Matthias
|
b7167ec880
|
Fix wrong fee calclulation for gateio futures
|
2022-07-09 08:51:59 +02:00 |
|
Matthias
|
5b733a723d
|
use "fees" for trades responses
|
2022-07-09 08:51:28 +02:00 |
|
Matthias
|
81f7d77d74
|
Allow fee currency to be empty for futures
|
2022-07-09 08:51:28 +02:00 |
|
Matthias
|
2499276fca
|
Refactor calculate_fee_rate to take separate parameters instead of an "Order"
we passed in a trade object anyway
|
2022-07-09 08:51:28 +02:00 |
|
Matthias
|
e52f82b565
|
Add leverage to custom_stake_amount callback
closes #7047
|
2022-07-08 19:44:20 +02:00 |
|
Matthias
|
b39508f64d
|
remove loadMarkets from "required" section,
it's now implied that all ccxt exchanges provide this method.
|
2022-07-07 19:44:54 +02:00 |
|
robcaulk
|
d9acdc9767
|
remove excess, increase no model warning clarity
|
2022-07-06 18:20:21 +02:00 |
|
Matthias
|
dbc3376fe9
|
Add alias for gate to gateio
|
2022-07-06 07:12:13 +02:00 |
|
robcaulk
|
514f7d491c
|
change rejected to denied
|
2022-07-05 12:58:43 +02:00 |
|
robcaulk
|
647f9b5460
|
replace the word abortion with rejected in log messages
|
2022-07-05 12:49:09 +02:00 |
|
robcaulk
|
4cac67fd66
|
Catch infrequent issue associated with grabbing first candle
|
2022-07-05 12:43:33 +02:00 |
|
Matthias
|
6f0721ae2b
|
Update dry-order-fix to use sqlalchemy internals
|
2022-07-04 17:17:39 +02:00 |
|
Matthias
|
6da3fa08e4
|
Update migrations to also support Postgres
closes #7038
|
2022-07-04 11:14:59 +02:00 |
|
robcaulk
|
bd3a6ba2fe
|
update backtesting to handle new output framework
|
2022-07-03 17:34:44 +02:00 |
|
robcaulk
|
8ac8d53c32
|
All LGBMRegressor model parameters are now set in config
|
2022-07-03 16:30:01 +02:00 |
|
robcaulk
|
a6077ac7f4
|
Merge feat/freqai into develop to get new features
|
2022-07-03 16:17:13 +02:00 |
|
Matthias
|
07aa372e2a
|
Ensure bot_loop_start is called in hyperopt, too
closes #7001
|
2022-07-03 14:10:59 +02:00 |
|
Matthias
|
c5e6520fee
|
Reorder methods in freqtradebot
|
2022-07-03 13:35:26 +02:00 |
|
robcaulk
|
4ff0ef7359
|
fix bug returning multiple targets for training
|
2022-07-03 12:15:59 +02:00 |
|
Matthias
|
f2fdc21374
|
Only use exit_tag if exit_type i exit_signal
closes #7027
|
2022-07-03 11:07:05 +02:00 |
|
robcaulk
|
ffb39a5029
|
black formatting on freqai files
|
2022-07-03 10:59:38 +02:00 |
|
robcaulk
|
106131ff0f
|
Rehaul organization of return values
|
2022-07-02 18:09:38 +02:00 |
|
robcaulk
|
93e1410ed9
|
first step toward cleaning output and enabling multimodel training per pair
|
2022-07-01 14:00:30 +02:00 |
|
robcaulk
|
6c7d02cb18
|
expose nu in the SVM outlier detection via svm_nu in config
|
2022-06-28 15:12:25 +02:00 |
|
robcaulk
|
7dfbd432d1
|
fix config saving bug, assign priorities to pairs in scanning, sleep the scanning loop to reduce CPU usage
|
2022-06-27 11:35:33 +02:00 |
|
robcaulk
|
68bafa9517
|
archive config to the model folder, filter out features before returning dataframe to strategy (to alleviate frequi issues)`
|
2022-06-26 23:03:48 +02:00 |
|
robcaulk
|
051b99791d
|
reduce unnecessary verbosity, fix error on first training sweep, add LightGBMPredictionModel
|
2022-06-26 19:04:23 +02:00 |
|
Matthias
|
2b07d34611
|
Revert several undesired changes
|
2022-06-23 20:47:51 +02:00 |
|
Matthias
|
8bf0bf10c5
|
Merge branch 'develop' into pr/SmartManoj/6859
|
2022-06-23 20:43:35 +02:00 |
|
Surfer
|
06571e99aa
|
Merge branch 'freqtrade:develop' into develop
|
2022-06-22 09:38:23 -04:00 |
|
Matthias
|
53e5483daa
|
Store StopPrice for dry-run orders
closes #6996
|
2022-06-22 06:31:51 +02:00 |
|
Surfer
|
cc4e5b26f0
|
Merge branch 'freqtrade:develop' into develop
|
2022-06-21 14:16:03 -04:00 |
|
Surfer Admin
|
e2a94d75b4
|
Merge branch 'develop' of https://github.com/Surfableio/freqtrade into develop
|
2022-06-21 14:06:56 -04:00 |
|
Surfer Admin
|
405ea74f16
|
stopPrice
|
2022-06-21 14:06:41 -04:00 |
|
Matthias
|
3a0f31fe89
|
Merge pull request #6914 from freqtrade/leverage_tiers_async
Leverage tiers async
|
2022-06-21 10:18:40 +02:00 |
|
Robert Caulk
|
852706cd6b
|
Fix default behavior for expiration_hours
|
2022-06-21 08:12:51 +02:00 |
|
robcaulk
|
b35c64b6c0
|
fix bug in backtest, typo in example strat
|
2022-06-19 16:41:09 +02:00 |
|
Matthias
|
0d967f93ba
|
Improve performance of some RPC calls
These don't need orders to be loaded. As a side-effect, this will
also reduce the strain on the database.
|
2022-06-19 16:13:04 +02:00 |
|
Matthias
|
0809f9aef6
|
Add offset to trade response
|
2022-06-18 19:27:05 +02:00 |
|
Matthias
|
bb61250bfe
|
Merge pull request #6987 from freqtrade/profit_metrics
Profit metrics
|
2022-06-18 17:20:20 +02:00 |
|
Matthias
|
0168343b76
|
Add trading-volume to api schema
|
2022-06-18 16:53:25 +02:00 |
|
Matthias
|
474e6705e6
|
Add Profit factor to backtesting
|
2022-06-18 16:35:40 +02:00 |
|
Matthias
|
8c46d19071
|
Fix backtesting bug
balance was never released on cancelled trades
|
2022-06-18 16:27:54 +02:00 |
|
robcaulk
|
3599d18ff6
|
fix bug in follow_mode, thanks @blood4rc
|
2022-06-18 12:05:28 +02:00 |
|
Matthias
|
40c9abc7e1
|
Add trading volume to /profit output
|
2022-06-18 11:40:32 +02:00 |
|
Matthias
|
6a15d36d14
|
Add Drawdown and profit_factor to /profit
#6816
|
2022-06-18 11:14:28 +02:00 |
|
Matthias
|
d77ce468ea
|
Add "dry" hint to buy/sell messages
part of #6962
|
2022-06-18 09:40:53 +02:00 |
|
Matthias
|
03815cb81b
|
Use fstrings in telegram messaging
|
2022-06-18 09:23:16 +02:00 |
|
Matthias
|
d62273294d
|
Update /help for /fx to align with actual command name
closes #6985
|
2022-06-18 09:10:33 +02:00 |
|
Matthias
|
017fd03180
|
Fix but with late entries in backtesting
|
2022-06-18 09:05:22 +02:00 |
|
Matthias
|
616bf315cb
|
gateio: futures market orders require IOC to be set.
|
2022-06-17 23:02:39 +02:00 |
|
Matthias
|
fda8248d41
|
Gateio allow market orders on futures markets
|
2022-06-17 22:43:24 +02:00 |
|
robcaulk
|
6da7a98857
|
add docstrings to new functions, remove superceded code
|
2022-06-17 16:16:23 +02:00 |
|
robcaulk
|
f631ae911b
|
add model expiration feature, fix bug in DI return values
|
2022-06-17 14:55:40 +02:00 |
|
Matthias
|
6bdf9c2a94
|
Simplify trade profit calculations further
|
2022-06-17 11:17:05 +00:00 |
|
Matthias
|
91f9818ae3
|
Simplify trade calculations
|
2022-06-17 09:53:29 +00:00 |
|
Matthias
|
d7770c507b
|
Remove implicit use of certain rates in profit calculations
|
2022-06-17 07:00:42 +00:00 |
|
robcaulk
|
0b0688a91e
|
ensure scanning purges models
|
2022-06-16 16:12:38 +02:00 |
|
Surfer
|
36f7315481
|
Merge branch 'freqtrade:develop' into develop
|
2022-06-16 08:19:57 -04:00 |
|
robcaulk
|
c5de0c49e4
|
first functional scanning commit
|
2022-06-16 00:24:18 +02:00 |
|
robcaulk
|
4d472a0ea1
|
merging datarehaul into scanning branch
|
2022-06-16 00:22:49 +02:00 |
|
Matthias
|
8f32fa5cb3
|
Avoid exception on exchange recycling if __init__ fails
|
2022-06-15 20:13:07 +02:00 |
|
Matthias
|
f9e2e87346
|
Improve some formatting and typehints
|
2022-06-15 20:03:36 +02:00 |
|
Matthias
|
ec40e79362
|
Merge pull request #6874 from froggleston/buy_reasons
Buy reasons
|
2022-06-15 19:06:00 +02:00 |
|
froggleston
|
14110bd5ca
|
Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons
|
2022-06-15 11:25:24 +01:00 |
|
froggleston
|
c391ca08de
|
Change backtesting-analysis options to space separated lists
|
2022-06-15 11:25:06 +01:00 |
|
Matthias
|
29d8aeb9b3
|
Don't fail on invalid parameter
|
2022-06-15 07:13:47 +02:00 |
|
Matthias
|
3c62df6b86
|
Ensure the same timestamp is used for backtest and signal export
|
2022-06-15 06:53:52 +02:00 |
|
froggleston
|
6bb342f23a
|
Add export-filename support
|
2022-06-14 16:54:27 +01:00 |
|
Matthias
|
01a68e1060
|
Remove unnecessary check and condition
|
2022-06-13 20:48:49 +02:00 |
|
Matthias
|
1ffee96bad
|
Fix protection parameters not loading from parameter file
closes #6978
|
2022-06-13 19:59:05 +02:00 |
|
Matthias
|
d5fd1f9c38
|
Improve order filled handling
|
2022-06-13 13:24:48 +00:00 |
|
Matthias
|
c981ad4608
|
Fix missing space
|
2022-06-12 08:31:02 +02:00 |
|
Matthias
|
75a248cf42
|
Fstring freqAI sample strategy, remove duplicate features
|
2022-06-11 19:56:37 +02:00 |
|
Matthias
|
2e1ed132f7
|
Merge pull request #6964 from freqtrade/rpc_rel_daily
Telegram / api daily relative profit
|
2022-06-11 19:31:32 +02:00 |
|
Matthias
|
9c65fad73f
|
Merge Pull request #6919 into develop
|
2022-06-11 17:49:32 +02:00 |
|
Matthias
|
4b70e03daa
|
Add some rudimentary tsts for discord webhook integration
|
2022-06-11 17:49:23 +02:00 |
|
Matthias
|
fdfa94bcc3
|
make discord notifications fully configurable.
|
2022-06-11 17:43:46 +02:00 |
|
Matthias
|
f816c15e1e
|
Update discord message format
|
2022-06-11 16:48:28 +02:00 |
|
Matthias
|
3a06337601
|
Update API to provide new values.
|
2022-06-11 11:28:45 +02:00 |
|
Matthias
|
9ba11f7bcc
|
Update docs and tests for new daily command
|
2022-06-11 11:26:49 +02:00 |
|
Matthias
|
76827b31a9
|
Add relative profit to daily/weekly commands
|
2022-06-11 11:18:21 +02:00 |
|
robcaulk
|
eb47c74096
|
merge datarehaul into main freqai branch
|
2022-06-10 20:26:19 +02:00 |
|
Matthias
|
76f87377ba
|
Reduce decimals on FIAT daily column
|
2022-06-10 20:18:53 +02:00 |
|
Matthias
|
e8f8cd9d36
|
Merge pull request #6960 from italodamato/opt-ask-force-new-points
remove `random_state` condition when sampling random points
|
2022-06-10 19:45:36 +02:00 |
|
Italo
|
7142394121
|
remove random_state condition
otherwise the random sample always draws the same set of points
|
2022-06-10 09:46:45 +01:00 |
|
Matthias
|
ad3c01736e
|
time aggregate to only query for data necessary
improves the query by not creating a full trade object.
|
2022-06-10 07:26:53 +02:00 |
|
Matthias
|
2218313f5c
|
Merge pull request #6957 from freqtrade/rpc_consolidate_daily
Rpc consolidate daily
|
2022-06-10 06:39:59 +02:00 |
|
Italo
|
dce9fdd0e4
|
don't overwrite is_random
this should fix issue #6746
|
2022-06-09 20:06:23 +01:00 |
|
Matthias
|
8fb743b91d
|
improve variable wording
|
2022-06-09 20:13:26 +02:00 |
|
Matthias
|
dd32127014
|
Merge pull request #6944 from gaugau3000/develop
give extra info on rate origin for confirm_trade_*
|
2022-06-09 20:10:29 +02:00 |
|
Matthias
|
1ddd5f1901
|
Update docstring throughout the bot.
|
2022-06-09 19:41:08 +02:00 |
|
Matthias
|
88f8cbe172
|
Update tests to reflect new naming
|
2022-06-09 19:38:18 +02:00 |
|
Matthias
|
a547001601
|
Reduce Telegram "unit" stats
|
2022-06-09 07:06:32 +02:00 |
|
Matthias
|
d4dd026310
|
Consolidate monthly stats to common method
|
2022-06-09 07:06:32 +02:00 |
|
Matthias
|
3cb15a2a54
|
Combine weekly and daily profit methods
|
2022-06-09 07:06:32 +02:00 |
|
Matthias
|
c550cd8b0d
|
Simplify query in freqtradebot
|
2022-06-09 07:04:46 +02:00 |
|
Matthias
|
7eacb847b0
|
Fix backtesting bug when order is not replaced
|
2022-06-08 20:21:45 +02:00 |
|
robcaulk
|
d9b79d94e4
|
increase candle update flexibility to allow long sequential trainings that may last more than one candle
|
2022-06-07 20:57:10 +02:00 |
|
robcaulk
|
66800c7a45
|
ensure newest candles are always appended
|
2022-06-07 20:24:23 +02:00 |
|
robcaulk
|
f8f25e36ef
|
update example config/strat
|
2022-06-07 19:54:45 +02:00 |
|
robcaulk
|
15d049cffe
|
detect if upper tf candles are new or not, append if so. Correct the epoch for candle update check
|
2022-06-07 19:49:20 +02:00 |
|
Matthias
|
9534d6cca1
|
Cancel orders which can no longer be found after several days
|
2022-06-07 07:03:40 +02:00 |
|
robcaulk
|
cab8f517b4
|
add lock to datadrawer
|
2022-06-07 01:07:30 +02:00 |
|
robcaulk
|
4b26b6aaec
|
add lock to any historic data access
|
2022-06-07 00:54:18 +02:00 |
|
Robert Caulk
|
3c2e314ee5
|
Fix bugs
|
2022-06-06 16:26:07 -06:00 |
|
Robert Caulk
|
e6c5e737a2
|
Fix other bugs
|
2022-06-06 16:24:32 -06:00 |
|
Robert Caulk
|
bf19055e53
|
Update function spelling
|
2022-06-06 15:56:12 -06:00 |
|
Robert Caulk
|
2451ed8c88
|
Quick bug fix
|
2022-06-06 15:11:54 -06:00 |
|
Matthias
|
0b806af487
|
Add orders column to btresult
|
2022-06-06 10:59:10 +02:00 |
|
Matthias
|
79107fd062
|
Add minimal order object serialization
|
2022-06-05 22:12:27 +02:00 |
|
Matthias
|
8369d5bedd
|
Include open orders in json responses
|
2022-06-05 22:12:27 +02:00 |
|
Matthias
|
c0ff554d5b
|
Cleanup old, left open dry-run orders
|
2022-06-05 22:12:27 +02:00 |
|
Matthias
|
f709222943
|
Properly close out orders in backtesting
|
2022-06-05 22:12:27 +02:00 |
|
Matthias
|
c499bb051f
|
Allow empty unfilledtimeout for webserver mode
|
2022-06-05 19:41:17 +02:00 |
|
Matthias
|
a790bad1e4
|
Add entry_tag to leverage callback
closes #6929
|
2022-06-05 10:24:54 +02:00 |
|
robcaulk
|
d6b8801f41
|
fix follower bug
|
2022-06-05 04:40:58 +02:00 |
|
robcaulk
|
e8c0dcf9f3
|
add debug message to timerange
|
2022-06-03 17:14:07 +02:00 |
|
robcaulk
|
f2762e3b4b
|
fix bug in return_values()
|
2022-06-03 16:58:51 +02:00 |
|
robcaulk
|
16b4a5b71f
|
rehaul of backend data management - increasing performance by holding history in memory, reducing load on the ratelimit by only pinging exchange once per candle. Improve code readability.
|
2022-06-03 15:19:46 +02:00 |
|
robcaulk
|
15a971346d
|
catch infinity values when filtering
|
2022-06-02 17:13:20 +02:00 |
|
Robert Caulk
|
7d41542f93
|
process_only_new_candles in examplestrat should be True, thanks @Bloodhunter4rc
|
2022-06-02 07:24:08 -06:00 |
|
robcaulk
|
fea39254d9
|
fix custom_exit (thanks @paranoidandy)
|
2022-06-02 14:58:45 +02:00 |
|
robcaulk
|
b37c31cc21
|
fix ta-lib issue with simultaneous method access
|
2022-06-02 14:37:40 +02:00 |
|
robcaulk
|
4ac6ef2972
|
make defining period intervals more user friendly and flexible
|
2022-06-02 13:45:29 +02:00 |
|
robcaulk
|
ace951bf7e
|
another queue bug fix for fresh starts
|
2022-06-02 13:28:06 +02:00 |
|
Anuj Shah
|
eb4adeab4d
|
fix flake8 issues
|
2022-06-02 11:19:29 +05:30 |
|
Anuj Shah
|
45c47bda60
|
refactor into discord rpc module
|
2022-06-01 21:14:48 +05:30 |
|
Anuj Shah
|
afd8e85835
|
feat: add support for discord notification
|
2022-06-01 15:54:32 +05:30 |
|
robcaulk
|
833d25bda0
|
Save data after queue reorg
|
2022-06-01 08:05:38 +02:00 |
|
robcaulk
|
0b0dd8dd80
|
Force high priority pair to be trained before anything else.
|
2022-06-01 07:55:05 +02:00 |
|
Surfer Admin
|
7fe8b7661d
|
Display the signal candle analyzed in telegram.
|
2022-05-31 15:46:43 -04:00 |
|
Matthias
|
34a44b9dd2
|
Fix backtesting bug when canceling orders
closes #6911
|
2022-05-31 20:32:41 +02:00 |
|
Matthias
|
66edbcd3d5
|
Fix slight backtesting bug in edge-case scenarios
|
2022-05-31 20:08:34 +02:00 |
|
robcaulk
|
7523ed825e
|
automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now).
|
2022-05-31 18:42:27 +02:00 |
|
Matthias
|
3549176370
|
Update missleading docstring
closes #6913
|
2022-05-31 17:52:45 +02:00 |
|
Matthias
|
88845f6d88
|
Fix cancel order deleting trade
if one order was successfully filled, the trade cannot be deleted.
closes #6907
|
2022-05-31 17:49:51 +02:00 |
|
robcaulk
|
9b3b08a2bb
|
let follower purge old model files
|
2022-05-31 15:37:38 +02:00 |
|
robcaulk
|
bac4ced382
|
Ensure follower predictions are persistent and uniquely stored
|
2022-05-31 14:35:04 +02:00 |
|
robcaulk
|
70adf55643
|
Automatically detect and change follower data_path to accommodate remote systems
|
2022-05-31 12:35:09 +02:00 |
|
robcaulk
|
0306f5ca13
|
Add autopurge feature so that FreqAI cleans up after itself when it no longer needs old models on disk
|
2022-05-31 11:58:21 +02:00 |
|
Matthias
|
cce8d1aa4d
|
Update get_market_leverage_tiers to be async
|
2022-05-31 08:48:34 +00:00 |
|
Matthias
|
be6e0813db
|
Remove --strategy from analysis test
|
2022-05-31 06:53:03 +02:00 |
|
robcaulk
|
45f4f0f603
|
ensure follower sends back null arrays in case leader hasnt created a model file yet
|
2022-05-31 01:48:48 +02:00 |
|
robcaulk
|
29d2f59f12
|
fix PCA bug
|
2022-05-31 00:40:45 +02:00 |
|
robcaulk
|
606f18e5c1
|
Add follow_mode feature so that secondary bots can be launched with the same identifier and load models trained by the leader
|
2022-05-30 21:35:48 +02:00 |
|
Matthias
|
c285ad0e2b
|
Remove --strategy parameters, update docs
|
2022-05-30 20:26:24 +02:00 |
|
robcaulk
|
5b4c649d43
|
detect variable sized dataframes coming from strat, adjust our stored/returned data accordingly
|
2022-05-30 13:55:46 +02:00 |
|
robcaulk
|
e229902381
|
fix bug in previous commit
|
2022-05-30 12:48:22 +02:00 |
|
robcaulk
|
a20651efd8
|
Increase performance by only predicting on most recent candle instead of full strat provided dataframe. Collect predictions and store them so that we can feed true predictions back to strategy (so that frequi isnt updating historic predictions based on newly trained models).
|
2022-05-30 11:37:05 +02:00 |
|
Matthias
|
8e2c7e1298
|
extract detect_parameters to separate function
|
2022-05-30 07:26:26 +02:00 |
|
Matthias
|
eaa656f859
|
Hyperoptable parameters can be instance attributes
|
2022-05-30 07:07:47 +02:00 |
|
Matthias
|
386d3e0353
|
Rename stop/roi loading method
|
2022-05-30 06:52:44 +02:00 |
|
Matthias
|
ad8ff10a05
|
Minor doc changes
|
2022-05-30 06:32:46 +02:00 |
|
robcaulk
|
2f1a2c1cd7
|
allow users to store data in custom formats, update spot config to reflect better target horizon to training period ratio
|
2022-05-30 02:12:31 +02:00 |
|
robcaulk
|
d59eac3321
|
revert a79032b
|
2022-05-29 21:33:38 +02:00 |
|
robcaulk
|
a79032bf75
|
fixing bug in training queue
|
2022-05-29 20:19:32 +02:00 |
|
Matthias
|
056047f635
|
Fix --help
|
2022-05-29 20:07:02 +02:00 |
|
robcaulk
|
3f72263278
|
allow pairs deeper in the queue to get trained if the higher priority pairs dont need training
|
2022-05-29 20:02:43 +02:00 |
|
robcaulk
|
cc6cae47ec
|
allow pairs deeper in the queue to get trained if the higher priority pairs dont need training
|
2022-05-29 19:49:43 +02:00 |
|
robcaulk
|
4eb4753e20
|
allow subdaily retraining for backtesting
|
2022-05-29 17:44:35 +02:00 |
|
froggleston
|
9a068c0b14
|
Add test for each analysis group, remove default table output if not indicator-list
|
2022-05-29 16:25:31 +01:00 |
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Matthias
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e6affcc23e
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Move parameter file loading to hyper-mixin
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2022-05-29 16:39:52 +02:00 |
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Matthias
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1ee08d22d2
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Delay parameter init
closes #6894
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2022-05-29 16:39:52 +02:00 |
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robcaulk
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0aa7162055
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ensure the prediction is reset in the pair_dict after any trade exit, not just custom_exit
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2022-05-29 16:36:46 +02:00 |
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robcaulk
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fe36b08fce
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fix key error in example strat
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2022-05-29 16:26:34 +02:00 |
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robcaulk
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ce365eb9e3
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improve example strat so that it has dynamic buy and sell logic according to original prediction
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2022-05-29 14:45:46 +02:00 |
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froggleston
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df1c36e5aa
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Change command name, use load_backtest_stats for strategy resolving
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2022-05-29 11:54:27 +01:00 |
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froggleston
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c59209a01a
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Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons
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2022-05-29 11:20:32 +01:00 |
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froggleston
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e7c5818d16
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First pass changes for cleaning up
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2022-05-29 11:20:11 +01:00 |
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Matthias
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a875a7dc40
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Use unified stopPrice for binance
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2022-05-29 11:01:01 +02:00 |
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Matthias
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f64f2b1ad8
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Fix /stats Formatting issue in multi-message settings
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2022-05-29 10:34:22 +02:00 |
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robcaulk
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4eb29c8810
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Dont reset pair priority if it doesnt successfully train
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2022-05-28 18:34:26 +02:00 |
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robcaulk
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83dd453723
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catch errors occuring on background thread, and make sure to keep the ball rolling. Improve pair retraining queue.
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2022-05-28 18:26:19 +02:00 |
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robcaulk
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e54614fa2f
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remove remnants of single threaded version, ensure pair queue priority is checked before retraining
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2022-05-28 14:55:07 +02:00 |
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robcaulk
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2a4d1e2d64
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fix bug in setting new timerange for retraining
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2022-05-28 12:23:26 +02:00 |
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robcaulk
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7870a86e9a
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fix live retraining bug
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2022-05-28 11:38:57 +02:00 |
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robcaulk
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0bf915054d
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handle key check correctly
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2022-05-28 11:22:32 +02:00 |
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