Commit Graph

2356 Commits

Author SHA1 Message Date
hroff-1902
e8ef36fb6e
execute_buy: do not use ticker if use_order_book:true is set in config
This PR corresponds to:
https://github.com/freqtrade/freqtrade/issues/1377#issue-386200394
in understanfing that pair Ticker is mostly statistics, but on the other side, create_trade/execute_buy.

It resolves problem with some exchanges (BitMex) where ticker structure returned by ccxt does not contain bid and ask values.

1. On exchanges like Bitmex, set use_order_book: true for buys. FT won't request ticker and will use data from order book only.
2. On exchanges where order book is not available, set use_order_book: false, ticker data (including ask/last balance logic) will be used.
3. On other exchanges, either approach may be used in the config.

Performance: current implementation fetches ticker every time even if order book data will be later used. With this change it's eliminated.

Comparison of order book rate and ticker rate is removed (in order to split fetching order book and ticker completely in execute_buy), so some tests that touch this code may require adjustments.
2019-02-13 02:55:55 +03:00
Matthias
d91dbf4090
Merge pull request #1545 from hroff-1902/patch-3
Cosmetic: fix logging
2019-02-11 06:12:17 +01:00
hroff-1902
69f69d965c
test asserts aligned accordingly to new log messages 2019-02-10 23:37:24 +03:00
hroff-1902
5e741a0f73
fixed flake 2019-02-10 22:28:40 +03:00
hroff-1902
d6c0c107ac
fixed flake
hmm, even in the comments?
2019-02-10 22:23:00 +03:00
hroff-1902
7ed15c64ba
what else? 2019-02-10 22:13:40 +03:00
hroff-1902
08d35f3e15
fix checks
Should not make cosmetic changes right in the github editor without local smoketests...
2019-02-10 22:09:11 +03:00
hroff-1902
4dffb17dd6
fix flake 2019-02-10 22:01:46 +03:00
hroff-1902
14d6cdf9b2
OHLCV should be float for TA-LIB indicators in the strategy
Some exchanges (BitMEX) return integer values for Volume field. And sometimes even for OHLC -- same, on BitMEX, since price decrease is 0.5. TA-LIB functions assume floats and fail with exception.
Of course, this can be fixed (converted) in ccxt for particular exchange, but TA-LIB will still fail for exchanges for that such a conversion is not implemented in ccxt code. So let's make perform this conversion here in order to be sure our strategy will not crash on a new exchange.
2019-02-10 21:52:33 +03:00
hroff-1902
b91981f0aa
Cosmetic: fix logging
Output stake_amount as it is defined in the config (it may by int) instead of float. In order to avoid unnecessary questions where and why it was converted to float and changed in the last digit while it should be integer for the exchange...

Other small cosmetic improvements to logging in freqtradebot.py
2019-02-10 21:31:13 +03:00
hroff-1902
585f525879
Cosmetic: fix logging 2019-02-10 21:02:53 +03:00
Matthias
0a71ebce68 Remove unneeded pair conversation, add docstring 2019-02-04 06:13:22 +01:00
Matthias
1d940041e3 Add log test for cancelled order 2019-02-03 13:52:05 +01:00
Matthias
40fea4593f Add log_has_re 2019-02-03 13:52:05 +01:00
Matthias
02c3552954 Adjust comment 2019-02-03 13:52:05 +01:00
Matthias
91ed02134e Add tests for cancelled on exchnage 2019-02-03 13:52:05 +01:00
Matthias
e8ed8a2ea7 Handle orders cancelled on exchange
fix #1527
2019-02-03 13:51:52 +01:00
Samuel Husso
e3ae8d3f69 flake8 3.7.1 fixes 2019-01-31 07:51:03 +02:00
Matthias
2b71e8de5c
Merge pull request #1525 from mishaker/edge_messages
Edge messages enriched
2019-01-30 11:41:32 +01:00
misagh
84b6b8fe97 edge messages enriched 2019-01-30 11:23:23 +01:00
Misagh
421be5da86
Merge pull request #1511 from freqtrade/fix/more_settings_strategy
add more settings to strategy
2019-01-30 11:22:10 +01:00
Misagh
22e82f5e47
Merge pull request #1507 from xmatthias/feat/dataprovider
Data Provider
2019-01-27 12:32:18 +01:00
Matthias
38f73dafb3 Fix indexing error 2019-01-27 10:47:24 +01:00
Matthias
e0ad095bc7 Simplify conversation to python dates (pandas offers this "for free" 2019-01-27 10:47:02 +01:00
Matthias
1d08ada939 Fix backtest-test with timestamp-conversion 2019-01-27 10:40:52 +01:00
Matthias
3446dd1792 Add test informative_pairs_added 2019-01-26 20:05:49 +01:00
Matthias
02d13645b0 Merge branch 'develop' into feat/dataprovider 2019-01-26 19:29:41 +01:00
Matthias
ba07348b82 Rename additional_pairs to informative_pairs 2019-01-26 19:22:45 +01:00
Matthias
bfd8609352 Fix comment 2019-01-26 19:16:33 +01:00
Matthias
da5210ef5b
Merge branch 'develop' into feature/plot_df_refactoring_multiple_pairs 2019-01-26 11:04:35 +01:00
AxelCh
eec7276393 fix crash when backtest-result.json not exist 2019-01-26 11:00:04 +01:00
Matthias
3c316fe3e4 Fix alignment 2019-01-25 19:14:38 +01:00
Matthias
3afe54790e
Merge pull request #1510 from gianlup/add_totprofit_to_bt
Added total profit column to backtest result
2019-01-25 06:38:39 +01:00
Matthias
74b03d0529 Add tests and default values for all experimental features 2019-01-24 07:03:41 +01:00
Matthias
d136cac181 Merge branch 'develop' into feat/dataprovider 2019-01-23 21:01:19 +01:00
Matthias
97f6a45819 Allow more settings to come from strategy 2019-01-23 20:59:41 +01:00
Matthias
5ea332e9be fix bug with trailing_stop_offset if it's disabled 2019-01-23 20:57:31 +01:00
Gianluca Puglia
896c9d34fd Added total profit column do backtest result 2019-01-22 22:41:53 +01:00
Matthias
13e2f71d30 Add flake8 plugins and implement small improvements 2019-01-22 20:01:12 +01:00
Matthias
86a0863e30 Clarify logmessage Done fetching 2019-01-22 19:26:07 +01:00
Matthias
a06593e6e9 Fix test 2019-01-22 19:17:21 +01:00
Matthias
89ddfe08f4 Add additional-pairs (sample) to defaultstrategy 2019-01-22 19:17:08 +01:00
Matthias
c77607b997 Fix tests after rebase 2019-01-22 07:38:15 +01:00
Matthias
3221f883d3 Wrap line correctly 2019-01-22 07:07:15 +01:00
Matthias
1e7431a7b8 Blackify 2019-01-22 07:07:15 +01:00
Matthias
e66808bb02 Add additional pairs to refresh call 2019-01-22 07:07:15 +01:00
Matthias
6e2de75bcb Add additional_pairs to strategy 2019-01-22 07:07:15 +01:00
Matthias
d6cdfc58af Fix mypy hickup after changing list to tuples 2019-01-22 07:07:15 +01:00
Matthias
27b2021726 Only run once per pair 2019-01-22 07:07:15 +01:00
Matthias
e7800aa88a Import only what's necessary 2019-01-22 07:07:15 +01:00