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
Matthias
e6affcc23e
Move parameter file loading to hyper-mixin
2022-05-29 16:39:52 +02:00
Matthias
1ee08d22d2
Delay parameter init
...
closes #6894
2022-05-29 16:39:52 +02:00
robcaulk
0aa7162055
ensure the prediction is reset in the pair_dict after any trade exit, not just custom_exit
2022-05-29 16:36:46 +02:00
robcaulk
fe36b08fce
fix key error in example strat
2022-05-29 16:26:34 +02:00
robcaulk
ce365eb9e3
improve example strat so that it has dynamic buy and sell logic according to original prediction
2022-05-29 14:45:46 +02:00
froggleston
df1c36e5aa
Change command name, use load_backtest_stats for strategy resolving
2022-05-29 11:54:27 +01:00
froggleston
c59209a01a
Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons
2022-05-29 11:20:32 +01:00
froggleston
e7c5818d16
First pass changes for cleaning up
2022-05-29 11:20:11 +01:00
Matthias
a875a7dc40
Use unified stopPrice for binance
2022-05-29 11:01:01 +02:00
Matthias
f64f2b1ad8
Fix /stats Formatting issue in multi-message settings
2022-05-29 10:34:22 +02:00
robcaulk
4eb29c8810
Dont reset pair priority if it doesnt successfully train
2022-05-28 18:34:26 +02:00
robcaulk
83dd453723
catch errors occuring on background thread, and make sure to keep the ball rolling. Improve pair retraining queue.
2022-05-28 18:26:19 +02:00
robcaulk
e54614fa2f
remove remnants of single threaded version, ensure pair queue priority is checked before retraining
2022-05-28 14:55:07 +02:00
robcaulk
2a4d1e2d64
fix bug in setting new timerange for retraining
2022-05-28 12:23:26 +02:00
robcaulk
7870a86e9a
fix live retraining bug
2022-05-28 11:38:57 +02:00
robcaulk
0bf915054d
handle key check correctly
2022-05-28 11:22:32 +02:00
robcaulk
c5a16e91fb
throw user error if user tries to load models but feeds the wrong features (while using PCA)
2022-05-28 11:11:41 +02:00
robcaulk
b8f9c3557b
dirty dirty, dont look here (hacking a flag to avoid reloading leverage_tiers in dry/live)
2022-05-27 13:56:34 +02:00
robcaulk
891fb87712
give load_cached_data_for_updating the right flags to avoid redownloading data in dry/live
2022-05-27 13:38:22 +02:00
robcaulk
65fdebab75
let load_pairs_histories load futures candles in live
2022-05-27 13:01:33 +02:00
robcaulk
c080571b7a
help futures go dry/live with auto download feature
2022-05-27 12:23:32 +02:00
Matthias
24cf044646
Fix bybit spot mode
2022-05-27 08:18:04 +00:00
robcaulk
8a501831d6
fix the error logic on previous commit
2022-05-27 01:15:55 +02:00
robcaulk
23c30dbc10
add error for user trying to backtest with backtest_period<1
2022-05-27 00:43:52 +02:00
robcaulk
6193205012
fix bug for target_mean/std array merging in backtesting
2022-05-26 21:07:50 +02:00
Matthias
43b7955fc2
Fully rely on pathlib
2022-05-26 19:37:55 +02:00
Matthias
682daa4e94
Reset logging mixin to avoid random test failure
2022-05-26 18:05:40 +02:00
Stefano Ariestasia
e1c6cf5f91
fix typo
2022-05-26 10:12:50 +09:00
Matthias
537d10c627
Improve some typing
2022-05-25 20:43:43 +02:00
Matthias
3e66275c98
Refactor bot_start to separate function
...
to be reused further ...
2022-05-25 20:01:21 +02:00
robcaulk
ff531c416f
reduce complexity inside start_download_data() in an effort to appease flake8
2022-05-25 15:31:50 +02:00
robcaulk
d79983c791
try to pass flake8
2022-05-25 14:55:19 +02:00
robcaulk
7593339c14
small cleanup
2022-05-25 14:42:46 +02:00
robcaulk
b79d4e8876
Allow user to go live and start from pretrained models (after a completed backtest) by simply reusing the identifier config parameter while dry/live.
2022-05-25 14:40:32 +02:00
robcaulk
7486d9d9e2
proper validation of freqai config parameters
2022-05-25 12:37:25 +02:00
Matthias
b2968df5dc
Fix some type problems
2022-05-25 10:13:37 +00:00
robcaulk
7ff3258607
remove assertions, log error if user has not assigned freqai in config, fix stratify bug
2022-05-25 11:43:45 +02:00
robcaulk
35bed842cb
cleanup, add clarity to comments and docstrings
2022-05-25 11:31:03 +02:00
froggleston
2873ca6d38
Add cleanup, adjust _print_table for indicators, add rsi to test output
2022-05-25 09:57:12 +01:00
froggleston
3adda84b96
Update docs, add test
2022-05-24 20:27:15 +01:00
Matthias
d6773bc32c
Merge pull request #6886 from freqtrade/fix/typing
...
Fix/typing
2022-05-24 19:41:59 +02:00
Matthias
a8ee77cd5e
Simplify backtesting typechecking
2022-05-24 19:13:35 +02:00
robcaulk
58b5abbaa6
improve multithreaded training queue system
2022-05-24 15:28:38 +02:00
robcaulk
31ae2b3060
alleviate FutureWarning in sklearn about ensuring svm model features are passed with identical order
2022-05-24 14:46:16 +02:00
froggleston
8c03ebb78f
Fix group 0 table, add pathlib.Path use
2022-05-24 12:48:13 +01:00
robcaulk
255d35976e
add priority metadata to pairs to avoid a sync of train time + train period
2022-05-24 12:58:53 +02:00
froggleston
80c6190c05
Fix analyze_commands setup
2022-05-24 11:47:26 +01:00
froggleston
ae1ede58da
Fix import order
2022-05-24 11:47:26 +01:00
froggleston
a1a09a802b
Add analyze_commands
2022-05-24 11:47:25 +01:00
froggleston
9488e8992d
First commit for integrating buy_reasons into FT
2022-05-24 11:47:25 +01:00
robcaulk
059c285425
paying closer attention to managing live retraining on separate thread without affecting prediction of other coins on master thread
2022-05-24 12:01:01 +02:00
Matthias
7f3853bbcd
Merge pull request #6883 from freqtrade/makeProcessCandlesTrue
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Change default value of process_only_new_candles to True since False …
2022-05-24 07:03:14 +02:00
Matthias
904f094b80
Don't reassign method, but implement it properly
2022-05-24 06:59:54 +02:00
Matthias
23e089061b
Merge pull request #6870 from freqtrade/should_exit_list
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Should exit list
2022-05-24 06:57:50 +02:00
Matthias
0a713faca8
Fix some type errors
2022-05-24 06:54:16 +02:00
Matthias
f1a72e448a
Align interfaces and strategy templates
2022-05-24 06:54:16 +02:00
Matthias
3f68c3b68e
Update some types
2022-05-24 06:54:16 +02:00
Matthias
7f4161ff78
Add typehints to strategy wrapper
2022-05-24 06:54:16 +02:00
Matthias
07ec3b27fe
Add typing information to retrier decorator
2022-05-24 06:54:16 +02:00
robcaulk
b0d2d13eb1
improve data persistence/mapping for live/dry. This accommodates quick reloads after crash and handles multi-pair cleanly
2022-05-23 21:05:05 +02:00
Matthias
42ae8ba6fb
Refactor hyperopt parameters to separate file
2022-05-23 20:18:09 +02:00
robcaulk
e1c068ca66
add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params.
2022-05-23 12:07:09 +02:00
robcaulk
5c4014ee62
Change default value of process_only_new_candles to True since False is an uncommon usecase for expert strategy devs
2022-05-23 10:24:58 +02:00
robcaulk
dede128648
set process_only_new_candles to true in example strat
2022-05-23 10:15:59 +02:00
robcaulk
ee3cdd0ffe
more cleanup
2022-05-23 09:55:58 +02:00
Matthias
eb5fe9e3ae
Merge pull request #6857 from froggleston/develop
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Add support for fudging unavailable funding rates, allowing backtesti…
2022-05-23 06:31:51 +02:00
robcaulk
3587bd82e1
cleanup superceded code
2022-05-23 00:10:36 +02:00
robcaulk
af0cc21af9
Enable hourly/minute retraining in live/dry. Suppress catboost folder output. Update config + constants + docs to reflect updates.
2022-05-23 00:06:26 +02:00
Matthias
e3beaae8be
update hyperopt typing
2022-05-22 19:32:32 +02:00
Matthias
0b5544ef9e
Stoploss fill should fill as "filled" notification
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Closes #6873
2022-05-22 19:18:12 +02:00
robcaulk
42d95af829
Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs
2022-05-22 17:51:49 +02:00
Matthias
938a66511a
Update Documentation for new confirm_trade_exit behavior
2022-05-22 11:28:11 +02:00
Matthias
3692fcd3d5
Improve exit signal sequence
2022-05-22 11:01:18 +02:00
Matthias
ce3bfd59f5
Add explicit should_sell test
2022-05-22 10:31:29 +02:00
Matthias
bdb904e714
Should_exit should return all sell signals
2022-05-22 10:17:49 +02:00
Matthias
1315d02437
Fix startup sending "longed" messages for open stoplosses
2022-05-22 09:01:46 +02:00
Matthias
26d394ca74
Add liquidation Price to api response
2022-05-22 08:54:27 +02:00
Matthias
1ff1e3b43d
Merge pull request #6869 from freqtrade/update_levtiers
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Update leveraged tiers
2022-05-22 08:35:02 +02:00
Matthias
f006978caf
Be more explicit in default value
2022-05-21 17:35:49 +02:00
Matthias
97abcf4b32
Add documentation for leverage_tiers update
2022-05-21 16:10:00 +02:00
Matthias
963cc17c18
Update leveraged tiers
2022-05-21 16:05:00 +02:00
Matthias
0d388b561b
Add test for "combine_funding_and_mark", fix bug
2022-05-21 09:03:30 +02:00
Matthias
2df42a3035
Move "funding fillup" logic to exchange class
2022-05-21 08:50:39 +02:00
Matthias
6bd5535d6c
Use exchange method to combine funding and mark candles
2022-05-21 08:31:34 +02:00
froggleston
c499a92f57
Remove surplus mark columns, and make fillna on funding rate only
2022-05-20 11:48:53 +01:00
Matthias
0138114fc2
Merge pull request #6866 from freqtrade/dry_order_db
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Dry orders from db
2022-05-20 12:10:09 +02:00
Matthias
c3e3188c6a
Rename variable
2022-05-20 11:30:25 +02:00
robcaulk
c5ecf94177
move live retraining to separate thread.
2022-05-19 21:15:58 +02:00
Matthias
46ea135b6b
Update dry-run considerations
2022-05-19 20:10:11 +02:00
Matthias
219363fffb
Check for both ask and bid in SpreadFilter
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closes #6865
2022-05-19 19:53:23 +02:00
Matthias
56a73575a1
Add explicit test for order_to_ccxt
2022-05-19 19:29:39 +02:00
robcaulk
1fae6c9ef7
keep model accessible in memory to avoid loading objects from disk during live/dry
2022-05-19 19:27:38 +02:00
robcaulk
67eb94c69d
download-data will now check if freqai is active in config, and if so will also download data for corr_pairlist
2022-05-19 17:55:00 +02:00
robcaulk
89eacf2f47
Retrain model if FreqAI found a pretrained model but user strategy is not passing the expected features (user has changed the features in the strategy but has passed a the same config[freqai][identifier]). Logger warning output to user.
2022-05-19 17:15:50 +02:00
Matthias
a3d9384bc0
Remove clean-dry-run code
2022-05-19 06:56:34 +02:00
Matthias
0a95ef6ab2
Don't reset open orders in dry-run on restart
2022-05-19 06:42:38 +02:00
froggleston
363098d32d
Fix reversed makr/funding_rate columns
2022-05-18 12:56:43 +01:00
froggleston
736f9f4972
Fix docs and add outer join support for merging funding rates across full timerange
2022-05-18 12:47:37 +01:00
மனோஜ்குமார் பழனிச்சாமி
2b61aa282a
Removed None in dict.get()
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https://stackoverflow.com/a/12631641
Extra Changes: freqtrade\freqtradebot.py:70
freqtrade\plugins\pairlistmanager.py:31
2022-05-18 03:41:10 +05:30
froggleston
37e4ede65c
Fix flake issues
2022-05-17 22:32:17 +01:00
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
Matthias
c81b960791
Fix some typos
2022-05-17 19:58:36 +02:00
robcaulk
db66b82f6f
accept open-ended timeranges from user
2022-05-17 19:50:06 +02:00
robcaulk
d1d451c27e
auto populate features based on a prepended % in the strategy (remove feature assignment from config). Update doc/constants/example strategy to reflect change
2022-05-17 18:15:03 +02:00
robcaulk
8664e8f9a3
create a prediction_models folder where basic prediction models can live (similar to optimize/hyperopt-loss. Update resolver/docs/and gitignore to accommodate change
2022-05-17 17:13:38 +02:00
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
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Datahandler case insensitive
2022-05-17 09:34:11 +02:00
Matthias
1cd8ebc8c8
Merge pull request #6847 from freqtrade/use_Precise
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Use precise
2022-05-17 09:33:39 +02:00
Matthias
6fd003c655
Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting
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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
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Okx history
2022-05-15 19:27:45 +02:00
robcaulk
80dcd88abf
allow user to run config from anywhere on their system
2022-05-15 17:42:15 +02:00
robcaulk
a8022c104a
give beta testers more information in the doc
2022-05-15 17:42:15 +02:00
robcaulk
a7029e35b5
ensure informative pairs includes any combination of whitelist - corr_pairlist
2022-05-15 17:42:15 +02:00
robcaulk
9b3e5faebe
create more flexible whitelist, avoid duplicating whitelist features into corr_pairlist, update docs
2022-05-15 17:42:15 +02:00
robcaulk
22bd5556ed
add self-retraining functionality for live/dry
2022-05-15 17:42:15 +02:00
robcaulk
178c2014b0
appease mypy
2022-05-15 17:42:15 +02:00
robcaulk
a4f5811a5b
fix flake8 issue in arguments.py
2022-05-15 17:42:15 +02:00
robcaulk
aae233bd6c
try passing the check tests
2022-05-15 17:42:15 +02:00
robcaulk
f653ace24b
another attempt at fixing datalength bug
2022-05-15 17:42:15 +02:00
robcaulk
b08c0888bb
add USERPATH_FREQAIMODELS, remove return values from @abstract methods
2022-05-15 17:42:15 +02:00
robcaulk
b03c7b514d
optional style for interfacing freqai with backtesting
2022-05-15 17:42:15 +02:00
robcaulk
e9a7b68bc1
revert constants.py and add changes
2022-05-15 17:42:15 +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
robcaulk
3020218096
fix bug on backtest timerange
2022-05-15 17:41:34 +02:00
robcaulk
00ff0c9b91
ensure user defined timerange truncates final backtest so that we arent mismatching data lengths upon return to strategy. Rename DataHandler class to FreqaiDataKitchen
2022-05-15 17:41:34 +02:00
robcaulk
def71a0afe
auto build full_timerange and self manage training_timerange
2022-05-15 17:41:34 +02:00
robcaulk
764f9449b4
fix logger, debug some flake8 appeasements
2022-05-15 17:41:34 +02:00
robcaulk
29c2d1d189
use logger in favor of print
2022-05-15 17:38:58 +02:00
robcaulk
99f7e44c30
flake8 passing, use pathlib in lieu of os.path to accommodate windows/mac OS
2022-05-15 17:38:58 +02:00
robcaulk
2600ba4e74
remove unused remnants
2022-05-15 17:38:58 +02:00
robcaulk
630d201546
remove trained_stake
2022-05-15 17:38:58 +02:00
robcaulk
b40f8f88ac
cleaning and bug fixing
2022-05-15 17:38:58 +02:00
robcaulk
fc837c4daa
add freqao backend machinery, user interface, documentation
2022-05-15 17:38:58 +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
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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
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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
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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
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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
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logged balance details
2022-05-12 19:11:28 +02:00
Matthias
891900c186
Merge pull request #6812 from freqtrade/db_migrate
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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
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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
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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
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closes #6794
2022-05-08 17:29:42 +02:00
Matthias
ab91758c7e
Merge pull request #6790 from eSeR1805/profit_reporting
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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
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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
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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
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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
Sam Germain
e8803477df
exchange/exchange add param taker_or_maker to add_dry_order_fee
2022-05-03 23:56:40 -06:00
Mark Regan
ce035a5947
Add bot_loop_start() call in plotting.py
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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
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Fix fee handling for futures trades
2022-05-03 20:34:37 +02:00
Matthias
091cb4fb8d
Reduce no stake amount verbosity
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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
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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
