Commit Graph

5961 Commits

Author SHA1 Message Date
Matthias
516e56bfaa Move init of _config to apiserver parent 2020-12-23 20:50:32 +01:00
Matthias
f11fd2fee1 Sort imports 2020-12-23 17:00:02 +01:00
Matthias
67193bca3d Move pairlists to be a plugin submodule 2020-12-23 16:54:35 +01:00
Matthias
7cef5ac217
Merge pull request #4092 from MrKrautee/telegram
Telegram: specify custom keyboard in config
2020-12-23 16:25:37 +01:00
Christof
74bcd82c3d Exception msg 2020-12-23 16:00:01 +01:00
Christof
cd1a8e2c42 better error msg 2020-12-22 12:39:27 +01:00
Christof
be28b42bfa Exception for invalid keyboard config 2020-12-22 12:34:21 +01:00
Matthias
39579b6e5d
Merge pull request #4093 from freqtrade/ohlcv_limit
set ohlcv limit on ccxt calls
2020-12-21 19:34:50 +01:00
Christof
5423c21be0 keyboard type 2020-12-20 22:51:40 +01:00
Christof
f39dde121a moved keyboard config validation to __inti__ 2020-12-20 22:36:56 +01:00
Christof
18a24d75ef cleanup 2020-12-20 21:31:01 +01:00
Christof
c1b8ad7232 renaming, comments, cleanups 2020-12-20 21:31:01 +01:00
Christof
43091a26ce simple tests 2020-12-20 21:28:57 +01:00
Christof
5b2902fcbc cleanup 2020-12-20 21:28:57 +01:00
Christof
16baca5eeb fixed: too complex warning 2020-12-20 21:28:57 +01:00
Christof
d901a86165 typo 2020-12-20 21:28:57 +01:00
Christof
75e4758936 changed config params, added fill area in subplots 2020-12-20 21:28:57 +01:00
Christof
cc39cf97dd revert to former create_plotconfig behaviour 2020-12-20 21:28:57 +01:00
Christof
4531c924da PEP8 2020-12-20 21:28:57 +01:00
Christof
fb3d82ccb9 cleanup 2020-12-20 21:28:57 +01:00
Christof
fdd4b40c34 fixed subplots, empty create plot_config if its not given by strategie 2020-12-20 21:28:57 +01:00
Christof
daa1727e2b Exeption for fill_area.traces 2020-12-20 21:28:57 +01:00
Christof
3fdfc06a1e label for fill_area added and documentation updated 2020-12-20 21:28:57 +01:00
Christof
ecadfdd98e fixed:advanced config. added. feature: fill area between traces by advanced configuration. 2020-12-20 21:28:57 +01:00
Christof
6b44545d37 sort order imports 2020-12-20 21:06:45 +01:00
Christof
621105df9a renaming shortcut_btns to keyboard 2020-12-20 21:06:45 +01:00
Christof
5b3ffd5141 better log msg, comments 2020-12-20 21:06:45 +01:00
Christof
e92bcb00f6 telegram: specify custom shortcut bottons (keyboard) in config.json 2020-12-20 21:06:45 +01:00
Matthias
8d3f096a97 AgeFilter does not require tickers 2020-12-20 20:08:54 +01:00
Matthias
d7daa86434 Add bybit subclass 2020-12-20 19:59:46 +01:00
Matthias
7d2395ddb7 Add limit parameter to fetch_ohlcv 2020-12-20 19:33:04 +01:00
Matthias
9d5961e224 Rename method to custom_stoploss 2020-12-20 11:17:50 +01:00
Matthias
277342f167 Rename flag to "use_custom_stoposs" 2020-12-20 11:12:22 +01:00
Matthias
8574751a07 Add stoploss_value to strategy template 2020-12-20 10:49:22 +01:00
Matthias
6892c08e9b Improve docstring 2020-12-19 13:18:06 +01:00
Matthias
b2c1098316 more docs for dynamic stoploss method 2020-12-19 12:03:18 +01:00
Matthias
f7b54c2415 Allow and document time-based custom stoploss
closes #3206
2020-12-19 11:46:49 +01:00
Matthias
a414b57d54 Experiment with custom stoploss interface 2020-12-18 06:56:56 +01:00
Matthias
8f6aefb591 Extract stoploss assignment 2020-12-18 06:56:56 +01:00
Matthias
768a24c375 Add stoplossvalue interface 2020-12-18 06:56:56 +01:00
Matthias
4e7f914e92 Improve test for AgeFilter, fix bug in Agefilter 2020-12-17 13:34:53 +01:00
Matthias
266031a6be Disallow PerformanceFilter for backtesting
closes #4072
2020-12-16 19:24:47 +01:00
Matthias
d1fda28d2e Fix typehints 2020-12-15 20:59:58 +01:00
Matthias
3c85d5201f Use async to get candle data for pairlists 2020-12-15 20:38:26 +01:00
Matthias
c8dde63227 Allow test-pairlist to run with verbosity 2020-12-15 09:23:40 +01:00
Matthias
69901c1314 Provide pair to _validate_pairs in pairlists 2020-12-15 09:23:40 +01:00
Matthias
39fec25ae0 add optional Cache arguments to refresh_pairs method 2020-12-15 09:23:27 +01:00
Matthias
9f5c4ead15 Remove support for 3.6 2020-12-14 19:18:54 +01:00
Matthias
7c6357cc45
Merge pull request #4041 from freqtrade/plugins/protections_backtest
Introduce Protection Plugins
2020-12-13 11:08:24 +01:00
Matthias
657b002a81 Explicitly check for False in fetch_ticker 2020-12-13 10:59:29 +01:00
Matthias
7eab33de08 Merge branch 'develop' into plugins/protections_backtest 2020-12-13 10:31:33 +01:00
Matthias
8a2fbf6592 Small cleanup of protection stuff 2020-12-13 10:16:09 +01:00
Matthias
181b88dc75 Don't accept too high fees, assuming they are erroneous
Forces fallback to "detection from trades"
2020-12-12 10:52:27 +01:00
Matthias
c784e5780e
Merge pull request #4054 from freqtrade/models_open_price
Models open price
2020-12-11 06:31:02 +01:00
Matthias
95fd3824da Finish renamal of open_trade_price to open_value 2020-12-10 19:36:52 +01:00
Matthias
201cc67e05 Rename open_trade_price to "open_trade_value" 2020-12-10 19:21:20 +01:00
Matthias
76594d5dde
Merge pull request #3799 from imxuwang/issue3783
Introduce Telegram /stats endpoint
2020-12-10 15:41:09 +01:00
Matthias
ca99d484fc Refactor to use list comprehension 2020-12-10 07:39:50 +01:00
Matthias
33f330256b Reorder commands on telegram init 2020-12-09 20:36:30 +01:00
Matthias
f1af2972e2 Ensure non-defined attributes fail correctly
Remove unnecessary check, as stoploss cannot be none (it's mandatory and
a number)
2020-12-09 07:55:08 +01:00
Matthias
c37bc307e2 Small finetunings to documentation 2020-12-07 16:12:03 +01:00
Matthias
f047297995 Improve wording, fix bug 2020-12-07 15:48:06 +01:00
Matthias
3ab5514697 Add API endpoint for /stats 2020-12-07 15:07:08 +01:00
Matthias
81410fb404 Document /stats for telegram 2020-12-07 15:03:16 +01:00
Matthias
e873cafdc4 Beautify code a bit 2020-12-07 14:54:39 +01:00
Matthias
effc96e92b Improve tests for backtest protections 2020-12-07 11:39:01 +01:00
Matthias
5849d07497 Export locks as part of backtesting 2020-12-07 11:39:01 +01:00
Matthias
bb51da8297 Fix slow backtest due to protections 2020-12-07 11:39:01 +01:00
Matthias
75a5161650 Support multis-strategy backtests with protections 2020-12-07 11:39:01 +01:00
Matthias
a3f9cd2c26 Only load protections when necessary 2020-12-07 11:39:01 +01:00
Matthias
e2d15f4082 Add parameter to enable protections for backtesting 2020-12-07 11:39:01 +01:00
Matthias
32189d27c8 Disable output from plugins in backtesting 2020-12-07 11:39:01 +01:00
Matthias
9f34aebdaa Allow closing trades without message 2020-12-07 11:39:01 +01:00
Matthias
b606936eb7 Make changes to backtesting to incorporate protections 2020-12-07 11:39:01 +01:00
Matthias
98c88fa58e Prepare protections for backtesting 2020-12-07 11:39:01 +01:00
Matthias
3426e99b8b Improve formatting of protection startup message 2020-12-07 11:37:57 +01:00
Matthias
64d6c7bb65 Update developer docs 2020-12-07 11:17:11 +01:00
Matthias
0e2a43ab4d Add duration_explanation functions 2020-12-07 11:12:09 +01:00
Matthias
c993831a04 Add protections to startup messages 2020-12-07 10:57:01 +01:00
Matthias
d4799e6aa3 Implement *candle definitions 2020-12-07 10:54:26 +01:00
Matthias
a93bb6853b Document *candles settings, implement validations 2020-12-07 10:47:13 +01:00
Matthias
eb952d77be Move lookback_period to parent __init__ 2020-12-07 08:27:14 +01:00
Matthias
f06b58dc91 Test MaxDrawdown desc 2020-12-07 08:23:10 +01:00
Matthias
089c463cfb Introduce max_drawdown protection 2020-12-07 08:23:10 +01:00
Matthias
9d6f3a89ef Improve docs and fix typos 2020-12-07 08:23:10 +01:00
Matthias
768d7fa196 Readd optional for get_pair_locks - it's necessary 2020-12-07 08:23:10 +01:00
Matthias
ad746627b3 Fix lock-loop 2020-12-07 08:23:10 +01:00
Matthias
4351a26b4c Move stop_duration to parent class
avoids reimplementation and enhances standardization
2020-12-07 08:23:10 +01:00
Matthias
6d0f16920f Get Longest lock logic 2020-12-07 08:23:10 +01:00
Matthias
dce2364672 Add stoploss per pair support 2020-12-07 08:23:10 +01:00
Matthias
8f958ef723 Improve login-mixin structure 2020-12-07 08:23:10 +01:00
Matthias
8d9c66a638 Add LogginMixin to freqtradebot class to avoid over-logging 2020-12-07 08:23:10 +01:00
Matthias
be57ceb252 Remove confusing entry
(in this branch of the if statement, candle_date is empty
2020-12-07 08:23:10 +01:00
Matthias
5e3d2401f5 Only call stop methods when they actually support this method 2020-12-07 08:23:10 +01:00
Matthias
2cd54a5933 Allow disabling output from plugins 2020-12-07 08:23:10 +01:00
Matthias
8ebd6ad200 Rename login-mixin log method 2020-12-07 08:23:10 +01:00
Matthias
2e5b9fd4b2 format profit in low_profit_pairs 2020-12-07 08:23:10 +01:00
Matthias
e29d918ea5 Avoid double-locks also in per pair locks 2020-12-07 08:23:10 +01:00
Matthias
fc97266dd4 Add "now" to lock_pair method 2020-12-07 08:23:10 +01:00
Matthias
59091ef2b7 Add helper method to calculate protection until 2020-12-07 08:23:10 +01:00
Matthias
5133675988 Apply all stops in the list, even if the first would apply already 2020-12-07 08:23:10 +01:00
Matthias
9484ee6690 Test for low_profit_pairs 2020-12-07 08:23:10 +01:00
Matthias
bb06365c50 Improve protection documentation 2020-12-07 08:23:10 +01:00
Matthias
1f703dc341 Improve protection documentation 2020-12-07 08:23:10 +01:00
Matthias
00d4820bc1 Add low_profit_pairs 2020-12-07 08:23:10 +01:00
Matthias
9f6c2a583f Better wording for config options 2020-12-07 08:23:10 +01:00
Matthias
8dbef6bbea Add test for cooldown period 2020-12-07 08:23:10 +01:00
Matthias
fe0afb9883 Implement calling of per-pair protection 2020-12-07 08:23:10 +01:00
Matthias
2a66c33a4e Add locks per pair 2020-12-07 08:23:10 +01:00
Matthias
ff7ba23477 Simplify enter_positions and add global pairlock check 2020-12-07 08:23:10 +01:00
Matthias
05be33ccd4 Simplify is_pair_locked 2020-12-07 08:23:10 +01:00
Matthias
56975db2ed Add more tests 2020-12-07 08:23:10 +01:00
Matthias
816703b8e1 Improve protections work 2020-12-07 08:23:10 +01:00
Matthias
f39a534fc0 Implement global stop (First try) 2020-12-07 08:23:10 +01:00
Matthias
3447f1ae53 Implement first stop method 2020-12-07 08:23:10 +01:00
Matthias
a0bd2ce837 Add first version of protection manager 2020-12-07 08:23:10 +01:00
Matthias
b6b9c8e5cc Move "slow-log" to it's own mixin 2020-12-07 08:23:10 +01:00
Matthias
51fbd0698c Move get_logs to be static method 2020-12-06 19:57:48 +01:00
Matthias
245c19f5e9 Add simple test for /stats call 2020-12-05 14:48:56 +01:00
Matthias
aa27c9ace2 Reorder methods in telegram
/stats is closely related to /profit
2020-12-05 14:39:50 +01:00
Matthias
143423145c Refactor most of the logic to rpc.py
this way /stats can be used by other RPC methods too
2020-12-05 14:38:42 +01:00
Matthias
c556d1b37e Make /stats working 2020-12-05 14:06:46 +01:00
Matthias
8f61b68b2a Merge branch 'develop' into pr/imxuwang/3799 2020-12-05 14:06:23 +01:00
Matthias
058d40a72c Fix telegram /daily command without arguments 2020-12-05 08:16:40 +01:00
Matthias
2fbbeb970b Gracefully handle cases where no buy price was found
closes #4030
2020-12-04 07:42:16 +01:00
Matthias
22595e6f92
Merge pull request #3929 from radwayne/roi_trailing_backtest
change backtesting behaviour if roi and trailing-stop happen at the same time
2020-12-03 19:40:46 +01:00
Matthias
36b7edc342 Update typing errors 2020-12-01 19:57:09 +01:00
Matthias
dda5bcbc8d
Merge pull request #4009 from mrsegen/patch-4
[Pairlist] Add PerformanceFilter
2020-11-30 07:48:15 +01:00
Leif Segen
e7a035eefe Lint 2020-11-28 12:29:31 -06:00
Leif Segen
323c0657f8 Sort by profit after sort by count/pair 2020-11-28 12:17:03 -06:00
Leif Segen
6a74c57c3d Pair name-based sorting.
Attempt at more rational string sorting. Change test to show not working as expected.
2020-11-28 11:33:25 -06:00
Matthias
e40d97e05e Small formatting improvements 2020-11-28 17:52:29 +01:00
Matthias
5d3f59df90 Add best / worst trade 2020-11-28 17:45:56 +01:00
Matthias
a00f852cf9 Add best / worst pair to summary statistics 2020-11-28 17:37:10 +01:00
Leif Segen
03c5714399 Use explicit merge without depending on library detail. Add no trades case. 2020-11-28 09:45:17 -06:00
Leif Segen
e1d42ba78c Alphabetize 2020-11-28 09:44:01 -06:00
Matthias
a47d8dbe56 Small refactor, avoiding duplicate calculation of profits 2020-11-28 11:35:29 +01:00
Leif Segen
37d2e476df isort imports 2020-11-28 01:59:30 -06:00
Leif Segen
966c6b308f Satisfy linter. 2020-11-28 01:34:18 -06:00
Leif Segen
cfbd1c4c43
Merge branch 'develop' into patch-4 2020-11-28 01:17:34 -06:00
Leif Segen
662ec32073 Add test cases 2020-11-28 01:15:36 -06:00
Leif Segen
91b4c80d35 Remove unused parameters 2020-11-27 22:18:49 -06:00
Leif Segen
380cca2252 Remove unused imports 2020-11-27 22:00:48 -06:00
Leif Segen
7cbd89657f Initial step towards implementing proposed code 2020-11-27 21:24:40 -06:00
Matthias
af1b3721fb remove duplicate settings check 2020-11-27 20:28:17 +01:00
Matthias
95c3c45ec9 Remove long deprecated settings that moved from experimental to
ask_strategy
2020-11-27 20:24:32 +01:00
Matthias
fefb4b23d0 revise logic in should_sell 2020-11-27 09:24:53 +01:00
Matthias
81d08c4def Add detailed backtest test verifying the ROI / trailing stop collision 2020-11-27 08:24:56 +01:00
Matthias
dddbc799f9 have kraken stoploss-limit support trailing stop 2020-11-26 19:40:36 +01:00
Matthias
1d56c87a34 Fully support kraken limit stoploss 2020-11-25 21:40:39 +01:00
Matthias
53231d94a9
Merge pull request #3975 from freqtrade/volatility_filter
RangeStabilityFilter filter - filter for pairs without much movement
2020-11-25 19:17:06 +01:00
Matthias
c14c0f60a1 Add Support for kraken stoploss-limit 2020-11-25 16:27:27 +01:00
Matthias
6810192992 Update docstring for new filter 2020-11-25 15:14:36 +01:00
Matthias
8ae604d473 Ensure we're not running off of empty dataframes 2020-11-25 15:14:36 +01:00
Matthias
0d349cb355 Small finetuning 2020-11-25 15:14:36 +01:00
Matthias
8f1d2ff070 Renamd volatilityFilter to RangeStabilityFilter 2020-11-25 15:14:29 +01:00
Matthias
0104c9fde6 Fix double logging 2020-11-25 14:31:34 +01:00
Matthias
ceb50a7807 use exception handler when downloading data
closes #3992
2020-11-25 07:57:27 +01:00
Matthias
bd98ff6332 Update docstring in all pairlists 2020-11-24 20:24:51 +01:00
Matthias
006436a18d Require use_sell_signal to be true for edge
Otherwise edge will have strange results, as
edge runs with sell signal, while the bot runs without sell signal,
causing results to be invalid

closes #3900
2020-11-24 07:47:35 +01:00
Matthias
730c9ce471 Add Max_open_trades to summary metrics 2020-11-24 06:57:26 +01:00
Matthias
29c6a9263d Protect against 0 values 2020-11-22 15:50:44 +01:00
Matthias
2e1551a2eb Improve tests of volatilityfilter 2020-11-21 19:57:17 +01:00
Matthias
f8fab5c4f8 Add tests for failure cases 2020-11-21 15:51:39 +01:00
Matthias
109824c9a8 Add VolatilityFilter 2020-11-21 15:39:00 +01:00
Matthias
fb86d8f8ff Add get_historic_ohlcv_as_df to support VolatilityFilter 2020-11-21 15:28:50 +01:00
Matthias
4d60a4cf4e Add warning to StochRSI in sample strategy
closes #2961
2020-11-21 11:32:46 +01:00
Matthias
e8e3ca0c3c Catch ValueError from trade_conversion
closes #3967
2020-11-21 10:57:19 +01:00
Matthias
83861fabde Fix #3967, move TradeList type to constants 2020-11-21 10:52:15 +01:00
Matthias
5ed85963a9 Allow forcebuy price to be a string by converting it to float
fix #3970
2020-11-21 10:39:49 +01:00
Matthias
fa0fcfb492
Merge pull request #3939 from drdux/historic-pair
Historic pair
2020-11-19 19:46:08 +01:00
Matthias
7a8b274a44 Merge branch 'develop' into pr/imxuwang/3799 2020-11-19 13:18:03 +01:00
Matthias
52c9a2c37f Convert np to None when loading hdf5 trades to allow duplicate detection 2020-11-19 07:31:54 +01:00
Matthias
9621734adc Allow setting datafromat via configuration
closes #3953
2020-11-17 06:53:38 +01:00
Matthias
05f0cc787c Plotting should use startup_candles too
closes #3943
2020-11-14 09:28:00 +01:00
Matthias
164105acf2 Adjust startup_candle_count of sample strategies 2020-11-14 08:25:57 +01:00
Matthias
08b52926c8 Catch asyncio.TimeoutError when reloading async markets 2020-11-13 10:43:48 +01:00
Matthias
4eb96cfc4f Allow locks to be gathered even when the bot is stopped 2020-11-13 06:51:45 +01:00
Daniel Goller
2d6bfe1592 only skip pair validation rather than all of it 2020-11-12 11:32:45 +00:00
Daniel Goller
2424ac94c2 skip the check for active markets with flag for existing StaticPairList 2020-11-12 11:29:46 +00:00
Daniel Goller
2640dfee93 Revert "Added ConstPairList handler to skip validation of pairs if you want to backtest a pair that's not live any more, e.g. expiring contracts."
This reverts commit 13da8f9368.
2020-11-12 11:27:30 +00:00
Daniel Goller
916776bb53 Option to skip exchange validation, required to backtest pairs that are not live on the exchange any more. 2020-11-09 08:37:38 +00:00
Daniel Goller
13da8f9368 Added ConstPairList handler to skip validation of pairs if you want to backtest a pair that's not live any more, e.g. expiring contracts. 2020-11-09 08:34:40 +00:00
Matthias
2af1c80fd5 Convert _rpc_show_config to static method 2020-11-08 11:26:02 +01:00
radwayne
8e03fee868
Update interface.py
Changed The should_sell() method, to handle the case where both ROI and trailing stoploss are reached in backtest.
2020-11-06 13:56:46 +01:00
Matthias
b58d6d38b5 Use correct fields in telegram 2020-11-03 08:59:11 +01:00
Matthias
d1dab23283 Remove deprecated api fields 2020-11-03 08:59:11 +01:00
Matthias
cf89a773da Standardize trade api outputs
there should be no difference between current_profit and close_profit
 it's always profit, and the information if it's a closed trade is available elsewhere
2020-11-03 08:58:57 +01:00
Matthias
887d78171c
Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp
Convert timestamp to int_timestamp for all arrow occurances
2020-11-02 16:40:43 +01:00
Matthias
e73203acb8 FIx bug with dmmp 2020-11-01 10:51:07 +01:00
Matthias Spiller
78874fa865 informative_pairs does not honor dataformat 2020-10-31 10:53:51 +00:00
Matthias
f4d39f2a12 Improve test coverage of deploy_commands 2020-10-29 07:44:03 +01:00
Matthias
19fcbc92a7 Remove stake-currency for download-data - it's not needed 2020-10-29 07:43:40 +01:00
Matthias
5cb3735a57 Improve error when hyperopt-loss-function is missing 2020-10-28 07:58:55 +01:00
Matthias
72f61f4682 Remove optional, now is not optional 2020-10-27 10:08:24 +01:00
Matthias
5c8779b155 Sort imports 2020-10-27 08:11:57 +01:00
Matthias
6c913fa617 Fix locking - should round before storing to have a consistent picture 2020-10-27 08:01:31 +01:00
Matthias
e602ac3406 Introduce Pairlocks middleware 2020-10-27 07:06:06 +01:00
Matthias
b8c12f6576 Test if return value is an exception when downloading historic data 2020-10-23 07:50:40 +02:00
Matthias
50e7418d24 Merge branch 'develop' into pr/imxuwang/3799 2020-10-22 08:05:09 +02:00
Matthias
9999017953 Fix small bug in case of duplicate locks 2020-10-22 08:04:48 +02:00
Matthias
2f91f87ad3 Merge branch 'develop' into pr/imxuwang/3799 2020-10-22 07:55:48 +02:00
Matthias
cf1a726198 Rename table to be inline with other table naming 2020-10-22 07:35:59 +02:00
Matthias
a143f7bc43 Improve pairlock docstrings 2020-10-21 19:35:57 +02:00
Matthias
fd6018f67a Fix dependency sorting 2020-10-21 06:21:13 +02:00
Matthias
adffd402ea Replace some pointless occurances of arrow 2020-10-20 20:11:38 +02:00
Matthias
7a092271c5 Merge branch 'develop' into arrow_deprecation_timestamp 2020-10-20 20:01:54 +02:00
Matthias
5f63fdd8ad Use better lock message 2020-10-20 19:40:39 +02:00
Matthias
64e680d7ee Document new api method 2020-10-20 19:30:00 +02:00
Matthias
1156f5e686 Use constant for times 2020-10-20 19:21:13 +02:00
Matthias
0daf77f313 Don't check for lock start date 2020-10-20 19:21:13 +02:00
Matthias
cd2866eaec Add rest endpoint for /locks 2020-10-20 19:21:13 +02:00
Matthias
7a9768ffa6 Add /locks Telegram endpoint 2020-10-20 19:21:13 +02:00
Matthias
7caa6cfe31 Add tests for pairlock 2020-10-20 19:21:13 +02:00
Matthias
e513871fd5 Persist pairlocks
closes #3034
2020-10-20 19:21:13 +02:00
Matthias
6eab20e337 Use constant to format datetime 2020-10-20 19:21:13 +02:00
Matthias
2d04c2dd4f Fix small bug when cancel-order does not contain id
happens with kraken ...
2020-10-20 06:24:46 +02:00
Xu Wang
1c27aaab72 Declare type of 'dur'. 2020-10-18 20:24:13 +01:00
Matthias
cf2ae788d7 Convert backtesting rows to Tuples for performance gains 2020-10-18 17:16:57 +02:00
Matthias
5d3a67d324 Don't debug-log during backtesting.
Even though log-messages are surpressed, calling "debug" will always
have to do something.
2020-10-18 16:38:16 +02:00
Matthias
b80a219d03 Improve typehints for backtesting 2020-10-18 16:35:23 +02:00
Matthias
380e6628e0 Merge branch 'develop' into feat/backtest_speedup_serialize 2020-10-18 16:19:04 +02:00
Matthias
2591a34db4 Don't use arrow objects for backtesting 2020-10-18 16:18:52 +02:00
Matthias
8cdc795a44 Rename persistence.init to init_db 2020-10-16 08:15:18 +02:00
Matthias
ec713ff5ae Convert _rpc_analysed_history_full to static method 2020-10-16 06:26:57 +02:00
Matthias
07da21e633 Fix problem when limit is > max allowed limit 2020-10-13 20:38:02 +02:00
Matthias
8165cc11df Change get_next_limit_in_list to use list comprehension 2020-10-13 20:30:35 +02:00
Matthias
8962b6d5c9 Add Bittrex subclass to correctly handle L2 orderbook 2020-10-13 20:09:43 +02:00
Matthias
077374ac42 Implement generic solution for l2 limited limit 2020-10-13 20:02:47 +02:00
Matthias
ecddaa663b Convert timestamp to int_timestamp for all arrow occurances 2020-10-13 06:24:01 +02:00
Matthias
44e374878c Fix mypy errors due to new version 2020-10-12 19:28:14 +02:00
Matthias
23bad8fd9f Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss 2020-10-10 14:22:29 +02:00
Matthias
f676156ec7 Implement division/0 checks for win and loss columns in edge
closes #3839
2020-10-09 06:39:13 +02:00
Matthias
23278e52db remove obsolete logging statements 2020-10-08 20:22:59 +02:00
Matthias
e8f2c09f08 Extract handling of left open trades to seperate method 2020-10-08 20:11:45 +02:00
Matthias
52502193c4 Backtesting should not double-loop for sell signals 2020-10-07 20:59:05 +02:00
Matthias
8c2f763193 Add test to ensure --hyperopt-loss is mandatory 2020-10-05 20:36:16 +02:00
Matthias
378b214a56 Remove hyperopt-loss default option
Force users to make a concious choice on a hyperopt-loss function
2020-10-05 19:27:28 +02:00
Matthias
584d095295
Merge pull request #3835 from freqtrade/hyperopt_trailing_output
Fix Hyperopt trailing output
2020-10-05 19:09:02 +02:00
Matthias
b86a602ad4 Update typehint 2020-10-05 16:17:37 +02:00
Matthias
40b61bbfe3 Adjust trailing-stop to be python compliant 2020-10-05 07:44:12 +02:00
Matthias
301598bac9
Merge pull request #3818 from freqtrade/rpc/candlehistory
Rpc/candlehistory
2020-10-04 09:34:25 +02:00
Matthias
c9b3766fa3 Remove rest_dump
it's just a wrapper around jsonify with no benefits
2020-10-04 09:14:46 +02:00
Matthias
63e1cba597 fix some typos 2020-10-04 09:12:52 +02:00
Matthias
cb74c9bcde Fix hyperopt output 2020-10-03 13:27:06 +02:00
Matthias
176006da29 Sort imports 2020-10-02 07:00:45 +02:00
Matthias
66b77d2f53 Fix some types 2020-10-02 06:52:43 +02:00
Matthias
62110dc2fc Add buy / sell signal count to dataframe interface 2020-09-29 06:35:47 +02:00
Matthias
350fcc071e Don't use __code__
__code__ is a special method name used by python already
source:
https://docs.python.org/3/reference/datamodel.html#special-method-names
2020-09-29 06:35:47 +02:00
Matthias
b38f68b3b0 Add 404 when strategy is not found 2020-09-29 06:35:47 +02:00
Matthias
becccca3d1 Add test for __code__ loading 2020-09-29 06:35:47 +02:00
Matthias
ba10bd7756 Add strategy code to __code__ 2020-09-29 06:35:47 +02:00
Matthias
4b6b7f8343 Add timeframe to candle return values 2020-09-29 06:35:47 +02:00
Matthias
f82d39e1b0 Enhance restclient and add tests for new api methods 2020-09-29 06:35:47 +02:00
Matthias
bb4993dc20 Add new endpoints to the documentation 2020-09-29 06:35:47 +02:00
Matthias
c0654f3caf Add resiliancy against not having a analyzed dataframe yet 2020-09-29 06:35:47 +02:00
Matthias
c59a1be154 show_config should not use freqtrade object 2020-09-29 06:35:47 +02:00
Matthias
1de248fe38 add list_available_pairs endpoint 2020-09-29 06:35:47 +02:00
Matthias
6a59740f83 Strategies should be a nested object 2020-09-29 06:35:47 +02:00
Matthias
32e6ea314c Return strategy with analyzed data 2020-09-29 06:35:47 +02:00
Matthias
18bbfdd341 Add /strategies endpoint 2020-09-29 06:35:47 +02:00
Matthias
f227f6a755 Use passed in config object to allow this to work in webserver mode 2020-09-29 06:35:47 +02:00
Matthias
bf0e75e2a5 Include data start and end date in dataframe api 2020-09-29 06:35:47 +02:00
Matthias
b93ad8840a Return date column unmodified 2020-09-29 06:35:47 +02:00
Matthias
482f1faa88 Don't fail if no buy-signal is present 2020-09-29 06:35:46 +02:00
Matthias
f5dc10e4ae Add pair_history endpoint 2020-09-29 06:35:46 +02:00
Matthias
677078350f Add plot_config endpoint 2020-09-29 06:35:46 +02:00
Matthias
133ca9c770 Convert types to support valid json 2020-09-29 06:35:46 +02:00
Matthias
a38b33cd9c Support limiting analyzed history 2020-09-29 06:35:46 +02:00
Matthias
9dfbc1a7ff Add analyzed_history endpoint 2020-09-29 06:35:46 +02:00
Xu Wang
7bce2cd29d Add trade duration by win/loss. 2020-09-28 20:30:20 +01:00
Matthias
6977ffdbf9 Merge branch 'develop' into isort_config 2020-09-28 20:21:55 +02:00
Matthias
253b7b763e Apply isort to freqtrade codebase 2020-09-28 19:40:46 +02:00
Xu Wang
627e221b65 Use tabulate to create sell reason message. 2020-09-27 20:23:13 +01:00
Matthias
6e70ae6e95 Improve code quality 2020-09-27 19:40:55 +02:00
Matthias
8de9c46110 Document hyperopt-filename usage 2020-09-27 17:09:33 +02:00
Matthias
3cb1a9a5a9 Support loading results from a specific hyperopt history file 2020-09-27 17:03:30 +02:00
Matthias
c42a924df8 Load latest file 2020-09-27 16:50:42 +02:00
Matthias
ff96cf154c Keep hyperopt result history 2020-09-27 16:33:26 +02:00
Matthias
b736691e0e Remove hyperopt --continue 2020-09-27 16:18:28 +02:00
Xu Wang
44ad0f631c Summarize trade reason for telegram command /stats. 2020-09-26 22:40:54 +01:00
Matthias
bb27b236ce Remove unused arguments 2020-09-26 14:55:12 +02:00
Matthias
ff3e2641ae generate_backtest_stats must take config options from the strategy
config

as a strategy can override certain options.
2020-09-25 20:47:37 +02:00
Matthias
378f03a5b1 Add relevant parameters to stored backtest result 2020-09-25 06:37:40 +02:00
Matthias
fa18274e9a
Merge pull request #3798 from freqtrade/fix/wallets_dont_reset
Fix wallets dont reset
2020-09-24 19:22:14 +02:00
Matthias
66ca596e7c
Merge pull request #3787 from freqtrade/rpc/telegram_settings
Allow Notification finetuning for telegram messages
2020-09-23 10:20:43 +02:00
Xu Wang
28411da83e Add the telegram command function template. 2020-09-22 22:28:12 +01:00
Matthias
6b46a35b19 Fix bug of balances not disappearing 2020-09-22 19:37:31 +02:00
Matthias
c349499985 Also add 2w (supported by kraken) 2020-09-20 11:18:45 +02:00
Matthias
a31de431ed Explicitly convert to type to string 2020-09-19 20:38:42 +02:00
HumanBot
a95dbdbde4
Added 1M and 1y timeframes
Huobi Pro allows monthly and yearly data downloading
2020-09-19 14:31:23 -04:00
Matthias
2554dc48e4 Add test for notification settings 2020-09-19 20:29:44 +02:00
Matthias
e53b88bde3 Introduce notification_settings for telegram 2020-09-19 19:38:33 +02:00
Matthias
2a7935e35e Rename custom_notification to startup_notification 2020-09-19 17:51:31 +02:00
Matthias
6674285b12
Merge pull request #3756 from allenday/patch-1
prettify hyperopt console output
2020-09-19 17:43:05 +02:00
Matthias
f0d7f18cf9 Pad wins / draws / losses for hyperopt with spaces instead of 0's 2020-09-19 17:32:22 +02:00
Matthias
934abb0094
Merge pull request #3786 from freqtrade/download_data_timerange
Download data should support absolute starting point
2020-09-19 17:19:45 +02:00
Matthias
a559611c15
Merge pull request #3682 from freqtrade/db_keep_orders
Keep order history in the database
2020-09-19 17:12:14 +02:00
Matthias
bf95fe2e5c have the 2 timerange arguments next to each other 2020-09-19 11:33:55 +02:00
Matthias
5daaed1449 Help endpoint does not make sense for the rest api server.
therefore, remove the TODO.
2020-09-19 11:25:00 +02:00
Matthias
77d0189695 Remove not needed argument in update_trade_state 2020-09-19 09:37:11 +02:00
Matthias
35857b3dde Datetime should support --timerange too 2020-09-19 09:10:34 +02:00
Matthias
bfd0e3553a Don't build this branch anymore in CI 2020-09-19 08:42:37 +02:00
Matthias
dd87938a5e Fix bug causing close_date to be set again 2020-09-19 08:34:06 +02:00
Matthias
ec01f20bf8 Add ratio to sell reason stats 2020-09-16 20:27:28 +02:00
Matthias
962fed24b0 Readd refind_order logic 2020-09-14 17:34:13 +02:00
Matthias
77c28187a6 Don't run refind order on stoploss 2020-09-11 20:06:05 +02:00
Matthias
977ccaac16 Merge branch 'develop' into db_keep_orders 2020-09-11 20:01:28 +02:00
Matthias
aa8832f70e Convert select_order to use ft_is_open flag 2020-09-11 07:12:10 +02:00
Matthias
41942e3af1 Update docstring for select_order 2020-09-11 06:59:07 +02:00
Matthias
b8773de5b0 scoped sessions should be closed after requests 2020-09-11 06:44:20 +02:00
Matthias
85d90645c7 Remove duplciate check for buy orders 2020-09-10 15:42:34 +02:00
Matthias
25938efee6 Add partial test for refind_order 2020-09-09 07:50:52 +02:00
Matthias
aa2d1e9cca
Merge pull request #3744 from freqtrade/fix/infomrativesample
fix Informative pair documentation
2020-09-08 16:38:08 +02:00
Allen Day
f63a378967
Update hyperopt.py
zero pad wins/draws/losses (W/D/L) column to preserve alignment in console pretty print
2020-09-07 23:26:55 +08:00
Matthias
7852feab05 support smaller timeframes 2020-09-07 09:06:43 +02:00
Matthias
26a5cc5959 Add return-type for select_order 2020-09-07 07:41:58 +02:00
Matthias
f6ebe51314 Add test for update_open_orders 2020-09-06 19:32:00 +02:00
Matthias
5fba446e9a Merge branch 'develop' into db_keep_orders 2020-09-06 15:22:13 +02:00
Matthias
b4da36d6e9 Fix small typo and add small testcase 2020-09-06 15:05:47 +02:00
Matthias
68d51a9787 Don't raise OperationalException when orderid's dont' match 2020-09-06 14:33:45 +02:00
Matthias
a78d61150c Deleting must delete orders first 2020-09-06 14:28:24 +02:00
Matthias
b7662722ba Add tests for Order object parsing 2020-09-06 14:17:45 +02:00
Matthias
8c9297e1f0 Don't crash if a strategy imports something wrongly 2020-09-05 16:51:19 +02:00
Matthias
c18441f36f Fix typo in reloading_conf 2020-09-05 16:44:23 +02:00
Matthias
71af64af94 Move comment to the right place 2020-09-04 20:10:43 +02:00
Matthias
cc684c5141 Correctly handle identical timerame merges 2020-09-04 20:09:02 +02:00
Matthias
7bc8927914 Add documentation for merge_informative_pair helper 2020-09-04 20:02:31 +02:00
Matthias
bd4f3d838a Implement merge_informative_pairs helper 2020-09-04 19:44:35 +02:00
Matthias
5c5cf782f5 Fix small bug with /daily if close_profit_abs is not yet filled 2020-09-03 19:29:48 +02:00
Matthias
f54fecaeba Expose helpermethods thorugh freqtrade.strategy 2020-09-02 19:58:26 +02:00
Matthias
43035a3f76
Merge pull request #3724 from freqtrade/fix/3084
Forcesell should use the available methods for handling a trade correctly
2020-09-01 15:11:05 +02:00
Matthias
3bc6cb36c6 Remove deprectead volumepairlist options 2020-09-01 08:04:02 +02:00
Matthias
d6d3a02a23 Merge branch 'develop' into db_keep_orders 2020-09-01 07:51:16 +02:00
Matthias
a4e3edbcc5 Fix stoploss_last_update beein updated with date object in wrong
timezone
2020-09-01 07:10:48 +02:00
Matthias
38c52c7eee
Merge pull request #3626 from freqtrade/feat/hdf5
Introduce HDF5 Datahandler
2020-08-31 16:10:24 +02:00
Matthias
284d39930f Allow using pairlists through dataprovider in backtesting 2020-08-30 10:07:28 +02:00
Matthias
9c20d488a9
Merge branch 'develop' into fix/3084 2020-08-28 15:43:24 +02:00
Matthias
a9e7ee8113
Merge pull request #3683 from freqtrade/logging_endpoints
Logging endpoints
2020-08-27 15:11:17 +02:00
Matthias
dc6d71f651 Improve comment formatting 2020-08-27 14:41:31 +02:00
Matthias
cf719bc5d3 Fix logformat to use epoch timestamp in ms 2020-08-27 12:04:55 +02:00
Matthias
bf5a082358 bufferhandler should log right from the beginning 2020-08-27 11:37:20 +02:00
Matthias
b2373fccfd Adjust tests as send_msg is only called once 2020-08-27 06:35:28 +02:00
Matthias
9c0a3fffd7 Avoid double notifications in case of partially filled buy orders 2020-08-26 22:17:43 +02:00
Matthias
85e71275d3 Simplify forcesell method by using freqtrade methods 2020-08-26 21:27:09 +02:00
Matthias
add78414e4 Don't overwrite cancel_reason 2020-08-26 21:24:47 +02:00
Matthias
d161b94d72 Allow simulating cancelled orders in dry-run 2020-08-26 21:22:36 +02:00
Matthias
309ea1246a Update config to use single quotes 2020-08-26 20:52:09 +02:00
Matthias
9d4ecb625a Allow numpy numbers as comparisons, too 2020-08-26 07:16:29 +02:00
Matthias
21f4aba4e3
Merge pull request #3055 from yazeed/verify_date_on_new_candle_on_get_signal
Verify date on last candle before producing signal
2020-08-25 20:22:48 +02:00
Matthias
605ed90567
Merge pull request #3592 from freqtrade/stoploss_distance
Add stoploss-distance (to current price) to /status output
2020-08-25 19:56:23 +02:00
Matthias
c6ead02da0
Merge pull request #3705 from mschultheiss83/update_bad_exchanges
update bad exchanges
2020-08-25 11:47:51 +02:00
Matthias
3bb69bc1bd Add returns statement to docstring 2020-08-24 17:31:00 +02:00
Matthias
fca11160e4 Improve docstring of is_pair_locked 2020-08-24 17:18:57 +02:00
Matthias
354a406248 Sort imports in interface.py 2020-08-24 11:45:38 +02:00
Matthias
c272944834 Lock pair until a new candle arrives 2020-08-24 11:09:09 +02:00
Matthias
8b767eedfd Merge branch 'develop' into pr/yazeed/3055 2020-08-24 07:21:48 +02:00
Matthias
26f45c8323 Improve logmessage for trailing stoploss 2020-08-24 06:56:56 +02:00
Matthias
38809acde8 Don't rerun for known closed orders 2020-08-24 06:50:43 +02:00
Matthias
c3a367e4f0 Merge branch 'develop' into db_keep_orders 2020-08-23 19:14:57 +02:00
Matthias
ec94961437 Reduce loglevel of "using cached rate" 2020-08-23 19:14:28 +02:00
Matthias
9ba9f73706 Improve logging, don't search for buy orders in refind_lost_order 2020-08-23 16:04:32 +02:00
Matthias
4ecb67d1d1 Merge branch 'develop' into db_keep_orders 2020-08-23 10:36:56 +02:00
Matthias
05ec56d906 Dates should be changed to UTC to provide the correct timestamp 2020-08-23 10:16:28 +02:00
Martin Schultheiss
2701a7cb12 update bad exchanges 2020-08-23 09:11:34 +02:00
Matthias
d8a6410fd1 Fix small bug when using max-open-trades -1 in backtesting 2020-08-23 09:00:57 +02:00
Matthias
674b510d23 Parametrize fetch_order retry counts 2020-08-22 17:35:42 +02:00
Matthias
3d7e800ff2 Remove test code 2020-08-22 16:08:54 +02:00
Matthias
11e69bdd65 Update open trades too 2020-08-22 15:49:32 +02:00
Matthias
fd33282eb1 Add handle_insufficient exception 2020-08-22 15:48:00 +02:00
Matthias
3b4446339e Use fetch_order_or_stoploss order 2020-08-22 09:30:25 +02:00
Matthias
f2b390a271 Add fetch_order_or_stoploss wrapper 2020-08-22 09:28:36 +02:00
Matthias
fc2104bfad Fix bug with time when updating order_date 2020-08-22 09:12:09 +02:00
Matthias
39beb5c837 Add method to update fees on closed trades 2020-08-22 08:59:54 +02:00
Matthias
fc42d552ab Convert logs to fstrings 2020-08-22 08:59:50 +02:00
Matthias
2d6bcbb454 Fix small error in trades updating 2020-08-21 19:51:31 +02:00
Matthias
3d93236709 Remove unused import 2020-08-21 14:55:47 +02:00
Matthias
301f74fd1b
Merge pull request #3418 from freqtrade/hyperopt_colorama_init
Test colorama init again (after the fixes done to progressbar)
2020-08-21 14:54:35 +02:00
Matthias
357d7714ec Add docstring to update_trade_state 2020-08-21 07:31:22 +02:00
Matthias
3be14933d4 Add comment explaining update_open_orders 2020-08-21 07:24:49 +02:00
Matthias
0b6014fae3 update_trade_state should take the order id directly - not from the trade object 2020-08-21 07:17:52 +02:00
Matthias
838985f6a0 Don't reset open-order-id just yet
it's needed to get the fees
2020-08-21 07:13:13 +02:00
Matthias
4f1179d85c Test for empty case 2020-08-20 20:11:58 +02:00
Matthias
f5a9001dc0 Handle backtest results without any trades 2020-08-20 19:51:36 +02:00
Matthias
42273ae042
Merge pull request #3695 from freqtrade/fix_daily_rpc
Fix daily rpc for webservice
2020-08-19 14:16:24 +02:00
Matthias
3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
Revise backtesting export format, add some metrics
2020-08-19 06:39:47 +02:00
Matthias
375e671aaf Move formatting of /daily to telegram
so /daily can return numbers in the API
2020-08-18 20:12:14 +02:00
Matthias
9982ad2f36 Add profit to backtest summary output 2020-08-18 16:59:24 +02:00
Matthias
668d167adc Add docstring to store_backtest_stats 2020-08-18 16:15:24 +02:00
Matthias
4eb17b4daf Remove unneeded function 2020-08-18 15:20:37 +02:00
Matthias
a6dac9acf3
Merge pull request #3667 from freqtrade/hyperopt_enable_dataprovider
Hyperopt enable dataprovider
2020-08-17 07:00:48 +02:00
Matthias
1f153f51ee
Merge pull request #3660 from freqtrade/hyperopt_default_tests
Move DefaultHyperopt to tests
2020-08-17 06:49:55 +02:00
Matthias
56ca37fd8b Also provide stacktrace via log endpoints 2020-08-15 20:15:02 +02:00
Matthias
1cb10d8f8e Merge branch 'develop' into pr/hroff-1902/3619 2020-08-15 09:08:59 +02:00
Matthias
9dd2800b98 Apply some review changes 2020-08-15 09:08:50 +02:00
Matthias
89b9a8cb1f
Merge pull request #3396 from freqtrade/fix/broken_getpairs
Use dict for symbol_is_pair
2020-08-15 08:58:53 +02:00
Matthias
1ffa3d1ae0 Improve telegram message formatting 2020-08-15 08:31:36 +02:00
Matthias
f5863a1c6f Fix mypy errors 2020-08-15 08:15:47 +02:00
Matthias
9659e516c8 Remove queue import
Improve tests
2020-08-14 20:35:15 +02:00
Matthias
c4f78203ab Initialize streamhandler early to have it apply to all logs 2020-08-14 20:08:55 +02:00