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9437 Commits

Author SHA1 Message Date
Robert Caulk 2077f84f9b
Merge pull request #7363 from wagnercosta/fixHyperoptFreqai 
Fix hyperopt - freqai
 2022-09-10 17:02:01 +02:00
Robert Caulk 4a47c63f71
Merge pull request #7374 from th0rntwig/filter-constant-features 2022-09-10 16:58:58 +02:00
robcaulk 10b6aebc5f enable continual learning and evaluation sets on multioutput models. 2022-09-10 16:54:13 +02:00
Wagner Costa Santos a1f88cca80 merge develop 2022-09-10 10:35:16 -03:00
Wagner Costa Santos 79985fda01 fix backtesting freqai startup candles bug 2022-09-10 10:27:17 -03:00
Matthias 5705b8759b Merge branch 'develop' into add-continual-learning 2022-09-10 08:24:04 +02:00
robcaulk 05581db4e3 ensure columns are only dropped in training 2022-09-09 20:37:21 +02:00
Matthias 939fb7acb3 Fix enum imports 2022-09-09 20:31:30 +02:00
Matthias 97be3318f4 Use Datetime_format from constants 2022-09-09 20:31:02 +02:00
Matthias 37fcbeba58 Update backtesting output wording to Entries 2022-09-09 19:58:55 +02:00
robcaulk a826c0eb83 ensure signatures match, reduce verbosity 2022-09-09 19:30:53 +02:00
Emre acb410a0de Remove verbosity params 2022-09-09 19:30:53 +02:00
Emre df6e43d2c5 Add XGBoostRegressorMultiTarget class 2022-09-09 19:30:53 +02:00
Emre 1b6410d7d1 Add XGBoostRegressor for freqAI, fix mypy errors 2022-09-09 19:30:53 +02:00
Wagner Costa Santos d38cc06139 Fix freqai backtesting time range issue 2022-09-09 19:27:05 +02:00
robcaulk c5d9180758 isort 2022-09-08 22:35:52 +02:00
robcaulk bc7295579f improve docs, make example strat hyperoptable 2022-09-08 22:22:50 +02:00
Matthias 883abe5b4f
Merge pull request #7379 from freqtrade/fix/keyerror_fundingfee 
Fix keyerror fundingfee update
 2022-09-08 12:06:52 +02:00
Matthias 9ef0ffe277 Update tests for funding-Fee exceptions 2022-09-08 07:19:17 +00:00
Matthias 791f61c089 Add test case for funding fee update failure 2022-09-08 07:13:15 +00:00
Matthias b91ad609f2
Merge pull request #7370 from wizrds/feat/suffix-merge-informative 
Add optional `suffix` parameter to `merge_informative_pair`
 2022-09-08 08:08:55 +02:00
Matthias 39b6cadd14 Test keyerror case for funding_Fee calculation 2022-09-08 07:24:57 +02:00
Matthias 4e15611b05 Don't crash in case of funding fee fetch error 2022-09-08 07:18:38 +02:00
Matthias f3417a8690 Revert condition sequence to simplify conditions 2022-09-08 06:59:14 +02:00
Matthias 20bf44a856
Merge pull request #7375 from freqtrade/combine-metrics 
ensure inlier metric can be combined with other cleaning methods
 2022-09-08 06:43:02 +02:00
Wagner Costa Santos f4f2884a66 Fix freqai backtesting time range issue 2022-09-07 18:52:58 -03:00
Timothy Pogue 1ef1fc269e docstring and tests 2022-09-07 15:26:38 -06:00
Wagner Costa Santos bf3ee51167 validate freqai hyperopt with freqai enabled param 2022-09-07 14:42:05 -03:00
Matthias f8e7ed5d7d Reduce shutdown verbosity of exchange 2022-09-07 19:28:42 +02:00
Matthias a9fd12b816 Allow more dynamic timeframes by disabling "choice" 
part of #7366
 2022-09-07 19:28:42 +02:00
robcaulk e51d352777 ensure pca is handling same DF as inlier 2022-09-07 19:11:54 +02:00
robcaulk 4c9ac6b7c0 add kwargs, reduce duplicated code 2022-09-07 18:58:55 +02:00
Timothy Pogue 5d338e697c change window to timeperiod in hybrid 2022-09-07 18:49:47 +02:00
Timothy Pogue 48cadbf933 remove duplicate line, change window to timeperiod 2022-09-07 18:49:47 +02:00
robcaulk ea7bdac9ed ensure inlier metric can be combined with other cleaning methods 2022-09-07 18:45:16 +02:00
Matthias 322f00e3e8 Fix empty entry message if order doesn't fill immediately 
closes #7368
 2022-09-07 18:19:43 +02:00
th0rntwig cdc72bf8ca Correct indexing 2022-09-07 18:14:13 +02:00
th0rntwig 047ded1baa Check for constant columns 2022-09-07 17:47:27 +02:00
Timothy Pogue 2c9b765953 add suffix parameter 2022-09-07 09:35:37 -06:00
Wagner Costa Santos 972b699105 hyperopt - freqai - change validation to config_validation 2022-09-07 11:11:31 -03:00
wagnercosta 6b7644029c
Merge branch 'freqtrade:develop' into fixHyperoptFreqai 2022-09-07 11:07:51 -03:00
Matthias c08c82bc40
Merge pull request #7322 from freqtrade/add-inlier-metric 
Add inlier metric
 2022-09-07 07:05:57 +02:00
Matthias 4d69df08dd trunc to amount precision before checking valid partial exits 
closes #7368
 2022-09-07 06:43:08 +02:00
Matthias 95a33ab2e6 Add amount_to_contract helper in the exchange 2022-09-07 06:34:03 +02:00
Wagner Costa Santos e0490b3efc Merge branch 'fixHyperoptFreqai' of https://github.com/wagnercosta/freqtrade into fixHyperoptFreqai 2022-09-06 15:43:08 -03:00
Wagner Costa Santos 8d16dd804d hyperopt - freqai - docs and refactoring 2022-09-06 15:42:47 -03:00
Robert Caulk d7585161b2
Merge branch 'develop' into add-inlier-metric 2022-09-06 20:40:21 +02:00
wagnercosta 55195260e4
Merge branch 'freqtrade:develop' into fixHyperoptFreqai 2022-09-06 15:32:28 -03:00
robcaulk 97077ba18a add continual learning to catboost and friends 2022-09-06 20:30:46 +02:00
Matthias dc4a4bdf09 Wrap cleanup in try/finally handler 
If a database has errors, the database cleanups would fail, causing
cleanup to be incomplete.

closes #7364
 2022-09-06 20:26:42 +02:00
robcaulk d44296783e isort datakitchen 2022-09-06 20:10:12 +02:00
robcaulk e83c9b276d fix whitespace 2022-09-06 19:56:52 +02:00
Matthias f2f811a2fe Fix telegram bug with open partial exit orders 2022-09-06 19:55:18 +02:00
robcaulk 4b28d0495f fix timestamping, move imports, add words to doc 2022-09-06 19:46:58 +02:00
Matthias 98ec84fca6
Merge pull request #7339 from freqtrade/fix/fundingfee_handling 
Fix/fundingfee handling
 2022-09-06 19:21:40 +02:00
wagnercosta 1820bc6832
Merge branch 'freqtrade:develop' into fixHyperoptFreqai 2022-09-06 10:02:17 -03:00
Matthias 3f3099cbfc
Merge pull request #7361 from italodamato/develop 
fix hyperopt df preprocessing
 2022-09-06 07:26:14 +02:00
Matthias 4dec19de9f Add comment to explain why we use the non-trimmed DF 2022-09-06 06:52:50 +02:00
Wagner Costa Santos 2c8e5b191b fix hyperopt - freqai 2022-09-05 17:43:55 -03:00
Wagner Costa Santos 5b826150df fix hyperopt - freqai 2022-09-05 17:43:28 -03:00
Matthias 36e5c18fa6 Don't raise exception when a message is not implemented in telegram 2022-09-05 20:54:03 +02:00
Italo 9f5642fd97 fix hyperopt df preprocessing 2022-09-05 18:12:19 +02:00
robcaulk 78d01810ed reduce code redundancy, ensure live always gets the latest data 2022-09-05 00:12:00 +02:00
Wagner Costa Santos d43ed186fc fix issue with freqai backtesting at slice dataframe 2022-09-05 00:12:00 +02:00
Robert Caulk 956ea43e55
Merge pull request #7340 from wizrds/sigint-freqai 
Support SIGINT in FreqAI
 2022-09-04 16:43:36 +02:00
robcaulk ec76214d02 backup historical predictions pickle and load the backup in case of corruption 2022-09-04 15:56:07 +02:00
Timothy Pogue 3b5e5fc57b fix method name in dummy class 2022-09-03 14:10:23 -06:00
Robert Caulk 8545d74378
Merge pull request #7331 from th0rntwig/pca 
Normalise PCA space
 2022-09-03 21:49:54 +02:00
Timothy Pogue dae3b3d86a support shutting down freqai 2022-09-03 13:24:14 -06:00
Matthias 16573b19e3 Fix migration syntax error 2022-09-03 19:51:44 +02:00
robcaulk 5cfb4154eb revert all changes in normalize_data() 2022-09-03 19:48:30 +02:00
Robert Caulk 63514b0443
Merge pull request #7325 from wagnercosta/develop 
Improve Freqai backtesting performance
 2022-09-03 19:28:04 +02:00
robcaulk c21808ff98 remove metadata redundancy, fix pca bug 2022-09-03 16:54:30 +02:00
robcaulk c9be66b5b6 increase test coverage for dk, improve function naming, extra cleaning 2022-09-03 15:52:29 +02:00
Matthias ed4cc18cdd Migration to check order funding fee 2022-09-03 15:19:40 +02:00
Matthias 0f483ee31f Use "since last order" approach for live as well. 2022-09-03 15:01:42 +02:00
Matthias 0c6a02687a Don't calculate funding fees if we're not going to use them. 2022-09-03 15:01:42 +02:00
Matthias df50b1928d Fix funding fee calculation for backtesting 2022-09-03 15:01:42 +02:00
Matthias 80b5f035ab Remove typo in log message 2022-09-03 15:01:28 +02:00
robcaulk 599c1c79fb reorganized backtest utilities, test new functionality, improve/update doc 2022-09-03 14:00:01 +02:00
Wagner Costa Santos af5460cebf Add option to keep models only in memory for backtest 2022-09-02 22:01:53 -03:00
Matthias b26126cb57 Don't use ticker['symbol'] but use "pair" instead 
closes #7262
 2022-09-02 20:09:30 +02:00
Matthias b53791fef2 Futures volumepairlist to account for contract size 2022-09-02 07:11:32 +02:00
th0rntwig 11b2bc269e Added missing s 2022-09-01 22:37:32 +02:00
th0rntwig 3f8400df10 Normalise PCA space 2022-09-01 21:51:33 +02:00
Matthias 11fbfd3402 Remove unnecessary assignment 2022-09-01 19:39:20 +02:00
Wagner Costa Santos d6e115178a refactoring freqai backtesting - remove duplicate code 2022-09-01 07:09:23 -03:00
Matthias f3c73189d5 Remove pointless default on wallet_balance argument 2022-09-01 06:49:51 +02:00
Matthias ba2eb7cf0f Fix BNB fee bug when selling 
thanks @epigramx, for reporting and for the detailed data.
 2022-09-01 06:42:51 +02:00
Wagner Costa Santos 44d3a9140d Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop 2022-08-31 15:37:06 -03:00
Wagner Costa Santos 7bed0450d2 pr review - refactoring backtesting freqai 2022-08-31 15:36:29 -03:00
wagnercosta 3d4497467c
Merge branch 'freqtrade:develop' into develop 2022-08-31 14:47:06 -03:00
Wagner Costa Santos df51da22ee refactoring freqai backtesting 2022-08-31 11:23:48 -03:00
Matthias 57ff6f8ac5 Init timerange object properly 2022-08-31 10:28:31 +00:00
Matthias 13ccd940d5 Remove startup_candle_count from freqai sample config to avoid confusion 2022-08-31 10:27:08 +00:00
Matthias 7ba4fda5d7 Implement PR feedback 2022-08-31 10:26:47 +00:00
Matthias a88ffd2c9d Merge branch 'develop' into move_datadownload 2022-08-31 10:23:45 +00:00
Matthias c9aa09ec89 Simplify base fee handling 2022-08-30 20:46:06 +02:00
robcaulk 7e8e29e42d use continuous value for inlier_metric 2022-08-30 20:41:37 +02:00
robcaulk 7f52908e87 ensure the lost points are prepended for FreqUI 2022-08-30 18:55:58 +02:00