Commit Graph

8831 Commits

Author SHA1 Message Date
froggleston
bb758da940 Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not 2022-05-17 22:05:33 +01:00
eSeR1805
34684ec86a
Merge branch 'freqtrade:develop' into feat_bt_cancel_entry_reporting 2022-05-17 14:09:57 +03:00
eSeR1805
0585b378b3
BT: Report canceled/replaced orders also. 2022-05-17 14:07:42 +03:00
eSeR1805
6e8f24f6a7
BT: track canceled/replaced orders also. 2022-05-17 14:07:02 +03:00
Matthias
8d46e16c46
Merge pull request #6848 from freqtrade/datahandler_case
Datahandler case insensitive
2022-05-17 09:34:11 +02:00
Matthias
1cd8ebc8c8
Merge pull request #6847 from freqtrade/use_Precise
Use precise
2022-05-17 09:33:39 +02:00
Matthias
6fd003c655
Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting
BT: Reporting canceled trade entries
2022-05-17 07:05:26 +02:00
மனோஜ்குமார் பழனிச்சாமி
7cd0f8a7b1
Merge branch 'develop' into patch-10 2022-05-17 08:07:13 +05:30
eSeR1805
f2e2e57237
Report trade entries canceled by user. 2022-05-17 01:41:31 +03:00
eSeR1805
fb7c0792c0
Track trade entries canceled by user. 2022-05-17 01:41:01 +03:00
Matthias
76637d3939 Simplify timeframe-transition 2022-05-16 20:10:52 +02:00
Matthias
2e65a1793d Add fallback to load 1M files as well as 1Mo files 2022-05-16 19:48:27 +02:00
Matthias
a1048fb619 Store monthly candles as "Mo" 2022-05-16 19:39:43 +02:00
Matthias
9607d04279 Improve ccxt imports 2022-05-16 19:22:07 +02:00
Matthias
c8e0fc926d Update to do Builtin Precise math 2022-05-16 19:21:38 +02:00
Matthias
a793cf8f05 Use ccxt's "precise" to do precise math 2022-05-16 19:21:38 +02:00
Matthias
528509f809 Extract get_price_side from get_rate 2022-05-16 19:20:13 +02:00
Stefano Ariestasia
2cb8eecf18 add space 2022-05-16 07:43:36 +09:00
Stefano Ariestasia
e21f6a7787 missing newline 2022-05-16 07:28:40 +09:00
Matthias
3d36d35e30
Merge pull request #6825 from freqtrade/okx_history
Okx history
2022-05-15 19:27:45 +02:00
Matthias
a0b25938f4 Fix exit_reason assignment in backtesting 2022-05-15 17:41:59 +02:00
Matthias
a8f064a8cb Fix exit_reason assignment in live mode 2022-05-15 17:41:59 +02:00
Matthias
706994340f Fix bad docstring 2022-05-15 17:06:40 +02:00
Matthias
ebab02fce3
Merge pull request #6827 from eSeR1805/fix_readjust_entry_bt_sl
Fix: Refresh SL on entry order replacement
2022-05-15 16:41:18 +02:00
Matthias
18fd3bb333 Update stoploss handling for entry-order adjustment 2022-05-15 15:45:39 +02:00
Matthias
9143e9ecb1 Add some safety measures for new startup_candles verification 2022-05-15 15:12:29 +02:00
Matthias
d60d0f64d2 Revert ohlcv_candle_limit logic for okx 2022-05-14 19:35:06 +02:00
Matthias
116b58e97c add "date_minus_candles" method 2022-05-14 19:30:42 +02:00
Matthias
3b14439240 Slightly improve performance of order adjusts
Avoind  2nd call to `get_rate()`.

closes #6821
2022-05-14 16:16:32 +02:00
eSeR1805
c27e0a0a1b
Allow SL refresh only if no filled entry orders. 2022-05-14 16:56:56 +03:00
eSeR1805
1c20fb7638
Refresh open_rate and stoploss on order replacement. 2022-05-14 16:37:04 +03:00
Matthias
5767d652bf Add explicit test and document behavior 2022-05-14 14:18:51 +02:00
Matthias
2a1368d508 Offsetfilter: add number_assets parameter
closes #6824
2022-05-14 14:16:13 +02:00
Matthias
bb1b283d95 Update some ohlcv_candle_limit calls 2022-05-14 13:44:10 +02:00
Matthias
111b04c9e6 Okx - conditional candle-length 2022-05-14 09:51:44 +02:00
Matthias
64668b11da add ohlcv_has_history - disabling kraken downloads 2022-05-14 09:10:38 +02:00
மனோஜ்குமார் பழனிச்சாமி
64670726a6
flake8 fix 2022-05-13 21:52:26 +05:30
மனோஜ்குமார் பழனிச்சாமி
71a80cab3a
fixed variable naming style 2022-05-13 21:19:40 +05:30
மனோஜ்குமார் பழனிச்சாமி
8a3c2c6cad
Corrected docstring
Discussed in Discord
2022-05-13 19:32:52 +05:30
Matthias
c299601ece Add warning about OKX futures backtesting data 2022-05-13 07:03:18 +02:00
Matthias
5444f4ee6f
Merge pull request #6793 from mkavinkumar1/log
logged balance details
2022-05-12 19:11:28 +02:00
Matthias
891900c186
Merge pull request #6812 from freqtrade/db_migrate
Db migrate
2022-05-11 19:54:31 +02:00
Matthias
1fc041d0d6
Fix formatting issue 2022-05-11 19:39:56 +02:00
Matthias
ae463fcdf2
Merge pull request #6792 from mkavinkumar1/rpc
consistent exchange name
2022-05-11 19:23:36 +02:00
Matthias
f374c9da70 PR cleanup 2022-05-11 06:30:40 +02:00
Matthias
044afdf7af Add better test scenario 2022-05-10 20:27:24 +02:00
Matthias
31cce741ac Add sequence migration 2022-05-10 07:13:51 +02:00
Matthias
269630e755 Add preliminary documentation for database conversion 2022-05-10 07:13:42 +02:00
Matthias
0958c06b84 Implement database migration to other system 2022-05-09 20:58:40 +02:00
Matthias
c3b0f6b64b Add feature shell for database conversion 2022-05-09 20:58:40 +02:00
Matthias
0f499469fc
Merge pull request #6796 from freqtrade/model_reorg
Model reorg
2022-05-09 20:15:45 +02:00
Matthias
30d6eeffd0 Fix migration bug 2022-05-08 17:49:13 +02:00
Matthias
b58e811b14 Move trade/order Models to their own class 2022-05-08 17:45:20 +02:00
Matthias
af1a5e0449 Extract base and Pairlock from models file 2022-05-08 17:38:06 +02:00
Matthias
3221726d85 Update migration to use boolean value
closes #6794
2022-05-08 17:29:42 +02:00
Matthias
ab91758c7e
Merge pull request #6790 from eSeR1805/profit_reporting
Report profit only on filled entries.
2022-05-08 17:25:42 +02:00
Matthias
4a7515e66a Add test for 0.0 case 2022-05-08 16:04:06 +02:00
மனோஜ்குமார் பழனிச்சாமி
f43ae0ea43 logged balance details 2022-05-08 13:53:07 +05:30
மனோஜ்குமார் பழனிச்சாமி
d79b90a98f consistent exchange name 2022-05-08 12:46:58 +05:30
Matthias
45b328af2e explicitly call cleanup when cleaning backtest 2022-05-08 08:11:39 +02:00
eSeR1805
bfc7898654
Report profit only on filled entries. 2022-05-07 21:56:22 +03:00
Matthias
c9498d0117
Merge pull request #6692 from eSeR1805/feat_readjust_entry
Feature: Readjust Entry Order
2022-05-07 20:11:20 +02:00
Matthias
277e07589e update/fix some comments and docs 2022-05-07 17:47:37 +02:00
Matthias
f5f599c7f0 Add LowProfitPairs only_per_side option 2022-05-07 15:25:15 +02:00
Matthias
dc0c1bf87d Only fetch accounts when authenticated. 2022-05-07 13:17:27 +02:00
Matthias
149704e748 Fix wrong type 2022-05-07 11:39:47 +02:00
Matthias
6fdcf3a10a Support both position modes on OKX 2022-05-07 10:58:41 +02:00
Matthias
2da284b921 Properly type side for create_order 2022-05-07 10:02:54 +02:00
Matthias
5b3eaa3003 Ensure advanced strategy template is runnable 2022-05-06 06:42:08 +02:00
Matthias
d11c44940e Slightly reword docs
remove some Note-boxes - people tend to skip these.
2022-05-06 06:42:01 +02:00
Matthias
2d9be6dace move open_rate updating to close_bt_order 2022-05-05 19:50:16 +02:00
eSeR1805
29f1edbde7
Cleanup. Remove stray new line. 2022-05-05 12:24:32 +03:00
eSeR1805
495708df76
Merge branch 'develop' into feat_readjust_entry 2022-05-05 12:20:09 +03:00
eSeR1805
2bed0eab0c
BT: Update trade open_rate on first filled order. 2022-05-05 12:19:05 +03:00
eSeR1805
25c74e26d1
Models:Trade: Revert trade open_rate update. 2022-05-05 12:18:19 +03:00
Matthias
1a37c6ff42 Bump ccxt to 1.81.43
fixes bug in okx live liquidation pricing
2022-05-05 07:05:00 +02:00
eSeR1805
ae01afdd0f
Models:Trade: Fix open_rate updates. 2022-05-04 22:05:53 +03:00
eSeR1805
496bf84e3a
Merge branch 'develop' into feat_readjust_entry 2022-05-04 21:43:41 +03:00
eSeR1805
dbecc097df
Models:Trade: Update trade open_rate based on lastest order. 2022-05-04 21:34:45 +03:00
Mark Regan
ce035a5947
Add bot_loop_start() call in plotting.py
plotting.py was missing a call to strategy.bot_loop_start() resulting in strategies using this callback to not work.

Made changes and confirmed plotting now works for strategies using bot_loop_start() callback.

LMK if anything else needed for PR.
2022-05-03 23:34:12 +01:00
Matthias
2705096ce6
Merge pull request #6777 from freqtrade/fix/contractsizefee
Fix fee handling for futures trades
2022-05-03 20:34:37 +02:00
Matthias
091cb4fb8d Reduce no stake amount verbosity
closes #6768
2022-05-03 19:42:17 +02:00
Matthias
eb996a152a Fix fee handling for futures trades 2022-05-03 19:06:17 +02:00
Matthias
88c8fe5570
Merge pull request #6715 from nicolaspapp/feat/relative-drawdown
Add relative drawdown
2022-05-02 21:09:14 +02:00
Matthias
3f64c6307f Maintain compatibility with old backtest results 2022-05-02 20:01:44 +02:00
Matthias
1e2523af61 Fix some assumptions on the data
available_capital is not guaranteed to be available, while dry-run-wallet is.
2022-05-02 19:44:14 +02:00
eSeR1805
52d510c331
Merge branch 'develop' into feat_readjust_entry 2022-05-02 18:30:05 +03:00
eSeR1805
4c74601073
Freqtradebot: Cleanup stray debug messages. 2022-05-02 18:22:41 +03:00
eSeR1805
59397cdd19
Freqtradebot: Fix full cancel logging location. 2022-05-02 18:09:28 +03:00
Matthias
2a6efab8a2 Don't use deprecated abstractclassmethod decorator 2022-05-02 06:24:52 +00:00
eSeR1805
04c51d2d1a
Merge branch 'develop' into feat_readjust_entry 2022-05-01 21:42:15 +03:00
Nicolas Papp
f9244aad92 Fix on max drawdown formula to match tests 2022-05-01 12:25:53 -03:00
eSeR1805
4e43194dfe
BT: Refactor open order management. 2022-05-01 18:06:20 +03:00
Matthias
582e30bca6
Merge pull request #6716 from freqtrade/pairlocks_direction
Pairlocks direction
2022-05-01 17:04:20 +02:00
Matthias
910addd02b
Merge pull request #6753 from freqtrade/download_prepend
Download prepend
2022-05-01 15:15:16 +02:00
Matthias
995c48b642 Merge branch 'develop' into pairlocks_direction 2022-05-01 14:59:04 +02:00
eSeR1805
9d205132d0
Revert unintended comment change. 2022-05-01 12:10:11 +03:00
eSeR1805
8c19953cdd
Quick exit when order should be maintained. 2022-05-01 12:08:19 +03:00
Matthias
53a2f55cf0 Merge branch 'develop' into pr/nicolaspapp/6715 2022-05-01 10:03:10 +02:00
Matthias
d5fc923dcb Properly validate stoploss existence for optimize commands
closes #6740
2022-05-01 09:53:46 +02:00
Matthias
5c1ac3cf95 Fix caching bug with freqUI backtesting 2022-04-30 19:55:13 +02:00
Matthias
8b5d454b50 Fix subtle bug in trades download 2022-04-30 17:44:57 +02:00
Matthias
e49b3ef051 Improve message formatting 2022-04-30 17:35:11 +02:00
Matthias
f6a7e6b785 Add prepend option to download-data 2022-04-30 17:32:50 +02:00
Matthias
11d447cd5a Add support for download-data "until" 2022-04-30 15:42:41 +02:00
Matthias
4580127fa8 Small refactor 2022-04-30 14:51:57 +02:00
Matthias
c6c569b772 chore: split BTAnalyais to metrics 2022-04-30 14:47:27 +02:00
Matthias
4262f84744 Merge branch 'develop' into pr/nicolaspapp/6715 2022-04-30 14:22:18 +02:00
Matthias
2acb68e6e2 Move hyperopt-loss functions to their own package 2022-04-30 13:59:23 +02:00
eSeR1805
3be2afdd88
Merge branch 'develop' into feat_readjust_entry 2022-04-30 13:39:23 +03:00
eSeR1805
ad0c5d9440
Refactor entry adjustment for backtesting. 2022-04-30 13:38:17 +03:00
eSeR1805
f9977c26e7
Full cancel only for non DCA trades. 2022-04-30 12:55:03 +03:00
Matthias
09b74cebce Move edge bot_loop_start to edge_cli
(otherwise it's called twice when running trade mode with edge on).
2022-04-30 08:55:07 +02:00
Sam Germain
8756e7d9a1 flake8 linting 2022-04-29 23:35:08 -06:00
Sam Germain
4a6f1e90c3 Merge branch 'develop' into bot-start 2022-04-29 22:23:42 -06:00
Matthias
43049e0465 Evict cache if parameter file changed
closes #6735
2022-04-29 19:44:17 +02:00
Matthias
fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
eSeR1805
09089b160e
Merge branch 'develop' into feat_readjust_entry 2022-04-29 13:02:38 +03:00
Matthias
48ff788e82 Clarify that stoploss is required
closes #6740
2022-04-29 09:53:05 +00:00
Matthias
21df1b0db3 Use ORJSON for http responses 2022-04-29 07:17:31 +02:00
eSeR1805
17650d7e60
Maintain existing order. Update functionality and documentation 2022-04-29 00:10:17 +03:00
eSeR1805
eb23170c43
Merge branch 'develop' into feat_readjust_entry 2022-04-28 23:06:52 +03:00
Matthias
d1a61f9c61 Don't start futures backtest if leverage-tiers don't contain pair 2022-04-28 20:05:19 +02:00
Matthias
cb5c3316d1 Simplify log output 2022-04-28 19:43:52 +02:00
Matthias
e0d86307cb
Merge pull request #6732 from freqtrade/remove_duplicate_liqprice_call
Don't call interest_rate and isolated_liq twice
2022-04-28 07:38:32 +02:00
Matthias
2ef1181e16 Simplify trade __repr__ 2022-04-28 07:33:30 +02:00
Matthias
1e83589641 Fix hyperopt 2022-04-28 06:59:03 +02:00
Matthias
ca49821df0 Fix race condition for loop 2022-04-28 06:29:14 +02:00
Matthias
46855221aa Fix rounding issue with contract-sized pairs for dry-run orders 2022-04-27 19:58:19 +02:00
Matthias
2c0a7c5d74 Don't call interest_rate and isolated_liq twice 2022-04-27 17:13:58 +02:00
Matthias
30c9dc6975 Fix exit-signa being assigned when tag is set but no signal is present. 2022-04-27 13:53:11 +02:00
Matthias
ad7fbfab1b Slightly improved styling 2022-04-27 13:27:33 +02:00
Matthias
108f11b1d7 Fix docs typos 2022-04-27 06:42:56 +02:00
Rokas Kupstys
6d99222320 Add 'exit_tag' parameter to 'custom_exit_price' callback. 2022-04-26 10:01:51 +03:00
Sam Germain
e76c6e8ad3 added bot_start call to edge_positioning.__init__ 2022-04-25 17:48:57 -06:00
Sam Germain
e09b4498fa added bot_start call to plot/plotting 2022-04-25 17:48:57 -06:00
Sam Germain
4fd904e0a9 added bot_start to backtesting 2022-04-25 17:48:57 -06:00
Sam Germain
d92761b2b1 Revert "strategy callback on_whitelist_update"
This reverts commit 39798dc1192161c3060830dd4684571aa86b7821.
2022-04-25 17:48:43 -06:00
Sam Germain
bf7da35e31 strategy callback on_whitelist_update 2022-04-25 17:48:07 -06:00
Sam Germain
0b90e1d309 Added bot_start callback to strategy interface 2022-04-25 17:47:12 -06:00
Matthias
44000ae0b3 Fix CAGR missing for old results 2022-04-25 17:37:25 +02:00
Matthias
246a336f56
Merge pull request #6726 from froggleston/bt_concat
Move df append to pd concat
2022-04-25 16:03:27 +02:00
Matthias
e38c4883dc
Merge pull request #6725 from freqtrade/cagr
Add CAGR calculation to backtesting
2022-04-25 16:02:39 +02:00
Matthias
9a5a57d848
Merge pull request #6724 from freqtrade/pre-commit-additional_updates
Check pre-commit verison updates
2022-04-25 14:57:45 +02:00
froggleston
431c539cbd Fix isort import order 2022-04-25 10:42:24 +01:00
Matthias
4444259078 Fix hyperopt-loss interface to enforce kwargs 2022-04-25 11:33:18 +02:00
froggleston
580da21dda Move df append to pd concat 2022-04-25 10:31:19 +01:00
Matthias
500fdc2759 run mypy also against tests 2022-04-25 11:12:35 +02:00
Matthias
4143ebbeae Add CAGR calculation to backtesting 2022-04-25 10:51:11 +02:00
Matthias
7b02114ad2 Restrict trading pairs with too low precision
closes #6606
2022-04-25 09:49:51 +02:00
Matthias
86b3aac9ba Fix FTX not fetching the very latest data 2022-04-25 08:38:02 +02:00
Matthias
9bc6bbe472 Improve test for max_drawdown calculations 2022-04-25 07:23:16 +02:00
Matthias
562e36c3ec Remove Interface V1 support 2022-04-25 07:01:27 +02:00
Nicolas Papp
e8aec967dd Update on note 2022-04-24 17:42:52 -03:00
Nicolas Papp
086cc6be93 Correction on tests 2022-04-24 17:37:09 -03:00
Matthias
4de0fdbfca Minor edits found during review 2022-04-24 14:43:30 +02:00
Matthias
6623192108 improve doc wording 2022-04-24 14:39:13 +02:00
Matthias
737bdfe844 Use "side" parameter when calling Pairlocks 2022-04-24 14:33:24 +02:00
Matthias
b0a8bf3025 Show lock side 2022-04-24 14:33:24 +02:00
Matthias
4942d73693 update pairlock tests 2022-04-24 14:33:24 +02:00
Matthias
845f960a4e realign pairlock naming to side 2022-04-24 14:33:24 +02:00
Matthias
fc201bb4ff implement pairlock side further 2022-04-24 14:33:24 +02:00
Matthias
7c79d937e0 Properly type "side" parameter 2022-04-24 14:33:24 +02:00
Matthias
b7cada1edd Convert ProtectionReturn to dataclass 2022-04-24 14:33:24 +02:00
Matthias
9e199165b4 Update protection-interface to support per-side locks 2022-04-24 14:33:24 +02:00
Matthias
6ff3b178b0 Add direction column to pairlocks 2022-04-24 14:33:24 +02:00
Matthias
25c6c5e326 Update backtest sell terminology to exit 2022-04-24 14:30:50 +02:00
Matthias
3c17409bd7 Update buy to entry in backtesting 2022-04-24 14:28:15 +02:00
Nicolas Papp
0f943c482b PEP8 code compliance 2022-04-23 13:15:14 -03:00
Matthias
8cac0a47cc Fix joblib being in wrong requirements 2022-04-23 17:08:34 +02:00
Matthias
d4e12371c2
Merge pull request #6558 from samgermain/recursive-strategy-folder
Recursively search subdirectories in config['user_data_dir']/strategies for a strategy
2022-04-23 14:23:53 +02:00
Matthias
b1ca47e3d6
Merge pull request #6707 from koradiyakaushal/develop
Ref: timeseries friendly merge_ordered in merge_informative_pair func…
2022-04-23 14:22:23 +02:00
Matthias
f2912f8815 Improve mypy runs 2022-04-23 11:31:12 +02:00
Matthias
84f5a4d5bc Fix indentation 2022-04-23 10:51:24 +02:00
Matthias
89f16ad3a5
Merge pull request #6543 from froggleston/v3_fixes
Add support for storing buy candle indicator rows in backtesting results
2022-04-23 09:45:11 +02:00
Matthias
5a90d5ece6 Fix docstring quotes 2022-04-23 09:44:04 +02:00
Matthias
7328553c0b
Merge pull request #6563 from italodamato/opt-ask-force-new-points
Optimize only new points
2022-04-23 09:43:33 +02:00
Matthias
580a2c6545 Don't repeat backtest-storing 2022-04-23 09:23:53 +02:00
Matthias
f1f4846053 Merge branch 'develop' into pr/samgermain/6558 2022-04-23 09:16:28 +02:00
Matthias
ba92e09b7b list-strategies should find recursively as well 2022-04-23 09:11:50 +02:00
Matthias
c6927a1501 Fix argument spelling 2022-04-23 09:10:40 +02:00
Matthias
dff9d52b30 Remove hints on no longer used option, add very primitive test 2022-04-23 08:51:52 +02:00
froggleston
2fc4e5e117 Fix weird removal of comma 2022-04-22 18:54:02 +01:00
froggleston
767592a1d6 Add signals enum to 'export' cli option 2022-04-22 18:46:12 +01:00
Patel Kaushal
ba305e93ed
Ref: timeseries friendly merge_ordered in merge_informative_pair function 2022-04-21 18:35:41 +05:30
froggleston
f92997d378 Move signal candle generation into separate function 2022-04-20 14:05:33 +01:00
froggleston
b3cb722646 Use joblib instead of pickle, add signal candle read/write test, move docs to new Advanced Backtesting doc 2022-04-20 13:38:52 +01:00
froggleston
aa5984930d Fix filename generation 2022-04-19 13:00:09 +01:00
froggleston
165f59325f Merge branch 'v3_fixes' of github.com:froggleston/freqtrade into v3_fixes 2022-04-19 12:48:29 +01:00
froggleston
84f486295d Add tests for new storing of backtest signal candles 2022-04-19 12:48:21 +01:00
Robert Davey
4b0f168e52
Merge branch 'freqtrade:develop' into v3_fixes 2022-04-19 12:10:30 +01:00
eSeR1805
76558f284f
Fix user cancellation functionality. 2022-04-19 13:33:37 +03:00
eSeR1805
cea4f663d5
Merge branch 'develop' into feat_readjust_entry 2022-04-18 21:22:19 +03:00
eSeR1805
d24ee9032a
Update usage in backtest. No functional update. 2022-04-18 21:21:38 +03:00
eSeR1805
d9f838a65f
Update template usage to reflect changes. 2022-04-18 21:20:50 +03:00
eSeR1805
3166739ec9
Update strategy callback params and description. 2022-04-18 21:17:39 +03:00
eSeR1805
95e009b9cb
Update adjustment functionality and add cancelation option 2022-04-18 21:16:45 +03:00
eSeR1805
2cac1b7dcc
Add new (user cancellation) reason. 2022-04-18 21:14:35 +03:00
eSeR1805
17da4ca099
Use order_date_utc 2022-04-17 12:11:30 +03:00
Sam Germain
591a2fb7fc switch notionalFloor -> minNotional and notionalCap -> maxNotional 2022-04-16 21:47:44 -06:00