Commit Graph

10298 Commits

Author SHA1 Message Date
Wagner Costa
2b89f643b7 adjust backtest to new feature engineering functions 2022-12-28 19:03:41 -03:00
Matthias
973cfd0182
Merge pull request #7810 from stash86/bt-metrics
Add more calculations for backtest metrics
2022-12-28 15:57:07 +01:00
Matthias
2805e83c9f Bump Develop version to 2023.1 2022-12-28 15:53:43 +01:00
Matthias
c52910f28b Improve resiliance against invalid data
closes #7947
2022-12-28 15:30:57 +01:00
Matthias
32bbe603cb Fix sortino std calculation 2022-12-28 14:59:49 +01:00
robcaulk
6f7eb71bbb ensure RL works with new naming scheme 2022-12-28 14:52:33 +01:00
Matthias
d5b516842c Fix 2 docstrings 2022-12-28 14:44:23 +01:00
Matthias
02eb00fa33 Merge branch 'develop' into pr/stash86/7810 2022-12-28 14:04:54 +01:00
robcaulk
c2936d551b improve doc, update test strats, change function names 2022-12-28 13:25:40 +01:00
Matthias
cd4faa9c59 keep max_stake_amount through backtests 2022-12-27 18:08:20 +01:00
Wagner Costa
8227b4aafe freqAI Strategy - improve user experience 2022-12-27 11:37:01 -03:00
Matthias
62c4675e29 Remove some deprecated fields from the API 2022-12-27 14:28:07 +01:00
Matthias
cb66663fd2 show max_stake_amount in API 2022-12-27 14:28:07 +01:00
Matthias
55001bf321 Keep max_stake_amount (only relevant for DCA orders). 2022-12-27 14:28:07 +01:00
Matthias
63f114395a is_short should be a boolean 2022-12-26 14:02:47 +01:00
Stefano Ariestasia
6353f3ac1a fix formulas and implement new metrics 2022-12-26 08:19:51 +09:00
Matthias
7a5439321c Show new metrics in backtesting 2022-12-25 21:29:37 +01:00
Matthias
ce13ce4b10 Update binance stoploss order types
closes #7927
an update to the most recent ccxt version (>2.4.55) would have the same effect.
2022-12-25 09:05:53 +01:00
Matthias
4601705814
Merge pull request #7923 from freqtrade/freqai_backtest
Freqai backtest
2022-12-23 19:17:12 +01:00
Matthias
ad0d7c9a9e Don't allow DCA trades to go beyond max order size
closes  #7924
2022-12-23 16:09:35 +01:00
Matthias
73792fd6ce Don't attempt to convert None to dict 2022-12-21 06:28:55 +01:00
Matthias
70531224e6 Allow setting identifier via UI 2022-12-20 19:44:01 +01:00
Matthias
07606a9e23 Simplify APi backtest config merging 2022-12-20 19:32:29 +01:00
Matthias
6d9f1fafb7 allow backtest_cache to be provided via backtest API 2022-12-20 19:20:39 +01:00
Matthias
5dbd5c235a Add endpoint for freqAI models 2022-12-20 07:24:54 +01:00
Matthias
3012c55ec5
Merge pull request #7867 from Bloodhunter4rc/remotepairlist
Add Remotepairlist
2022-12-19 19:28:49 +01:00
Matthias
a119fbd895 Small error-message finetuning 2022-12-19 18:19:55 +01:00
Bloodhunter4rc
ebf60d85da self._init_done placed wrong. fixed 2022-12-19 16:25:22 +01:00
Bloodhunter4rc
43f5a16006 parse exception handling, remove info, cache change 2022-12-19 15:36:28 +01:00
Robert Caulk
cc30210b3f
Merge pull request #7908 from freqtrade/add-3action-rl-env
Add 3 Action RL Env
2022-12-19 14:47:57 +01:00
Bloodhunter4rc
6380c3d462 reduce duplicate code, fix cache check 2022-12-18 23:37:18 +01:00
Bloodhunter4rc
bb33b96ba7 init cache on first iteration, init checks, limit length and charmap to info replace if invalid, move filter logic 2022-12-18 22:28:12 +01:00
Matthias
bad6fe77d3 Remove deprecated trade property 2022-12-18 17:21:50 +01:00
Emre
c293401b22
Add can_short to freqai base model 2022-12-16 23:19:08 +03:00
Emre
7727f31507
Add 3 Action RL env 2022-12-16 22:18:49 +03:00
Emre
dde363343c
Add can_short param to base env 2022-12-16 22:16:19 +03:00
initrv
36948e2a74 fix base4 env done condition 2022-12-16 14:14:05 +03:00
Sam Germain
32d57f624e delisted bibox following ccxt PR https://github.com/ccxt/ccxt/pull/16067 2022-12-15 15:00:27 -05:00
Matthias
2828255435
Merge pull request #7842 from wizrds/feat/refactor-emc
Change to broadcasting single candles in Producer/Consumer
2022-12-15 19:47:29 +01:00
Matthias
b915872f66
Merge pull request #7899 from freqtrade/fix/multiproc-dp
Ensure data provider is passed to multiproc envs
2022-12-15 19:31:23 +01:00
Bloodhunter4rc
9e20d13e50
Merge branch 'freqtrade:develop' into remotepairlist 2022-12-15 17:38:56 +01:00
robcaulk
581a5296cc fix docstrings to reflect new env_info changes 2022-12-15 16:50:08 +01:00
robcaulk
7b4abd5ef5 use a dictionary to make code more readable 2022-12-15 12:25:33 +01:00
Matthias
7a0eadbdf5 Don't recalc profit on closed trades 2022-12-15 07:05:07 +01:00
Matthias
ca2a878b86 Update test naming 2022-12-14 20:06:55 +01:00
Emre
3af2251ce8
Fix add_state_info backtesting bug 2022-12-14 22:03:23 +03:00
Emre
2018da0767
Add env_info dict to base environment 2022-12-14 22:03:05 +03:00
Matthias
fa260e6560 Move "replace or append" decision to dataprovider 2022-12-14 19:56:54 +01:00
robcaulk
2285ca7d2a add dp to multiproc 2022-12-14 18:22:20 +01:00
Matthias
97fee37072 Improve emc test 2022-12-14 07:22:51 +01:00
Bloodhunter4rc
7f3524949c - print 2022-12-13 21:00:23 +01:00
Bloodhunter4rc
d52c1c7554 Add unit tests 2022-12-13 20:21:06 +01:00
Robert Caulk
e6da646e2f
Merge pull request #7866 from initrv/cleanup-tensorboard-callback
Cleanup tensorboard callback
2022-12-13 09:05:46 +01:00
Timothy Pogue
0dd3836cc7 fix rpc method docstring 2022-12-12 22:47:35 -07:00
Matthias
a693495a6d Improve external_candle aggregation 2022-12-12 22:47:35 -07:00
Timothy Pogue
414c0ce050 change unused var 2022-12-12 22:47:35 -07:00
Timothy Pogue
6717dff19b update overlapping candle handling, move append to misc 2022-12-12 22:47:35 -07:00
Timothy Pogue
0602479f7d minor changes, update candle appending to support overlaps 2022-12-12 22:47:35 -07:00
Timothy Pogue
f1ebaf4730 fix tests 2022-12-12 22:47:35 -07:00
Timothy Pogue
49f6f40662 remove comment 2022-12-12 22:47:35 -07:00
Timothy Pogue
0d5b2eed94 fix same candle handling 2022-12-12 22:47:35 -07:00
Timothy Pogue
d376bf4052 fix indefinite reconnecting 2022-12-12 22:47:35 -07:00
Timothy Pogue
ccd1aa70a2 change log calls to debug, handle already received candle 2022-12-12 22:47:35 -07:00
Timothy Pogue
c050eb8b8b add candle difference calculation to dataprovider 2022-12-12 22:47:35 -07:00
Timothy Pogue
89338fa677 allow specifying channel send throttle 2022-12-12 22:47:35 -07:00
Timothy Pogue
d2c8487ecf update add_external_candle, fix breaking on ping error, handle empty dataframes 2022-12-12 22:47:35 -07:00
Timothy Pogue
fce1e9d6d0 update analyzed df request to allow specifying a single pair 2022-12-12 22:47:35 -07:00
Timothy Pogue
36a00e8de0 update add_external_candle returns 2022-12-12 22:47:35 -07:00
Timothy Pogue
4cbb3341d7 change how missing candles will be handled 2022-12-12 22:47:35 -07:00
Timothy Pogue
9660e445b8 use new channel apis in emc, extend analyzed df to include list of dates for candles 2022-12-12 22:47:35 -07:00
Matthias
abc3badfb5 Improve shutdown behavior
closes #7882
2022-12-12 20:01:54 +01:00
Bloodhunter4rc
6f92c58e33 add docs, add bearer token. 2022-12-12 13:24:33 +01:00
initrv
f9b7d35900 add increment param for tensorboard_log 2022-12-12 14:14:23 +03:00
Bloodhunter4rc
f6b90595fa remove html. change var names. 2022-12-12 11:05:03 +01:00
robcaulk
0f6b98b69a merge develop into tensorboard cleanup 2022-12-11 15:38:32 +01:00
robcaulk
0fd8e214e4 add documentation for tensorboard_log, change how users interact with tensorboard_log 2022-12-11 15:31:29 +01:00
Matthias
888ba65367
Merge branch 'develop' into fix/multioutput-bug 2022-12-11 15:23:53 +01:00
initrv
cb8fc3c8c7 custom info to tensorboard_metrics 2022-12-11 15:37:45 +03:00
robcaulk
8c7ec07951 ensure predict_proba follows suit. Remove all lib specific params from example config 2022-12-11 12:39:31 +01:00
robcaulk
85f22b5c30 fix bug in MultiOutput* with conv_width = 1 2022-12-11 12:15:19 +01:00
Emre
6b9f3f2795
Fix test validation 2022-12-11 13:24:24 +03:00
Emre
272c3302e3
Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling 2022-12-11 13:12:45 +03:00
Matthias
980a5a9b52 Fix docs typo 2022-12-10 19:54:04 +01:00
Matthias
da4914513a
Merge pull request #7835 from rzhb/patch-1
update strategy_analysis_example.ipynb
2022-12-08 14:17:50 +01:00
Bloodhunter4rc
66412bfa58 Remove unnecessary loop 2022-12-08 01:51:12 +01:00
Bloodhunter4rc
7efcbbb457 Local File Loading 2022-12-08 01:09:17 +01:00
Bloodhunter4rc
da2747d487 Add Local .json file Loading 2022-12-08 00:52:54 +01:00
robcaulk
7b3406914c flip add_state_info 2022-12-07 19:49:39 +01:00
robcaulk
9b4364ddc3 ensure that add_state_info is deactivated during backtesting 2022-12-07 19:49:14 +01:00
Bloodhunter4rc
b144a6357d Remove Duplicate 2022-12-07 18:24:55 +01:00
Bloodhunter4rc
547a75d9c1 Fix Info 2022-12-07 17:49:21 +01:00
Bloodhunter4rc
607d5b2f8f Split to fetch_pairlist function, Info Message 2022-12-07 17:47:38 +01:00
Bloodhunter4rc
48160f3fe9 Flake 8 fix, Json Fetching 2022-12-07 17:01:45 +01:00
Bloodhunter4rc
199fd2d074 +Remote Pairlist 2022-12-07 15:08:33 +01:00
initrv
58604c747e cleanup tensorboard callback 2022-12-07 14:37:55 +03:00
Stefano Ariestasia
89c7c2fec6 isort fix 2022-12-07 18:09:57 +09:00
Stefano Ariestasia
611e35ed81 flake8 fix 2022-12-07 15:47:58 +09:00
Robert Caulk
b9f6911a6a
Merge pull request #7843 from smarmau/develop
freqai RL agent info during training
2022-12-06 20:06:41 +01:00
Matthias
e7195b7bfb
Merge pull request #7862 from freqtrade/ws_newcandle
New websocket message "new_candle"
2022-12-06 07:07:32 +01:00
Wagner Costa
c81b00fb37 Merge branch 'develop' into freqai_bt_from_predictions_improvement 2022-12-05 18:00:55 -03:00