Sam Germain
|
e78f38c7b6
|
Merge branch 'feat/short' into funding-fee
|
2021-09-16 23:32:44 -06:00 |
|
Sergey Khliustin
|
457e738b4a
|
Added days parameter to PerformanceFilter
|
2021-09-16 14:48:02 +03:00 |
|
Sam Germain
|
a8657bb1ce
|
Removed backtesting funding-fee code
|
2021-09-16 03:50:01 -06:00 |
|
Sam Germain
|
98b00e8daf
|
merged with feat/short
|
2021-09-15 22:28:10 -06:00 |
|
Sam Germain
|
5fcb69a0b5
|
Parametrized test_persistence
|
2021-09-15 18:29:17 -06:00 |
|
Sam Germain
|
d559b6d6c6
|
changed add_funding_fees template
|
2021-09-08 19:34:54 -06:00 |
|
Sam Germain
|
695a8fc73b
|
comment updates, formatting, TODOs
|
2021-09-08 03:09:39 -06:00 |
|
Sam Germain
|
f8248f3771
|
comments, formatting
|
2021-09-08 00:19:21 -06:00 |
|
Sam Germain
|
f5248be043
|
Changed funding fee tracking method, need to get funding_rate and open prices at multiple candles
|
2021-09-06 15:47:24 -06:00 |
|
Sam Germain
|
7eab855476
|
Merge branch 'feat/short' into lev-exchange
|
2021-09-04 20:15:36 -06:00 |
|
Sam Germain
|
d6d5bae2a1
|
New funding fee methods
|
2021-09-04 16:33:06 -06:00 |
|
Sam Germain
|
b7891485b3
|
Created FundingFee class and added funding_fee to LocalTrade and freqtradebot
|
2021-09-04 16:20:07 -06:00 |
|
Matthias
|
5184cc7749
|
Merge branch 'develop' into feat/short
|
2021-09-02 07:03:14 +02:00 |
|
Matthias
|
ef9c1addcf
|
Add expired to list of canceled statuses
|
2021-08-27 19:54:53 +02:00 |
|
Matthias
|
957551ea97
|
Merge branch 'develop' into feat/short
|
2021-08-24 06:25:06 +02:00 |
|
Sam Germain
|
6ac0ab0233
|
Added short functionality to exchange stoplss methods
|
2021-08-21 21:10:03 -06:00 |
|
Matthias
|
e03784d98d
|
Fix filled exception
closes #5404
|
2021-08-12 05:02:56 +00:00 |
|
Matthias
|
cf27968b97
|
Properly preserve trade's low during backtesting
|
2021-08-09 19:38:56 +02:00 |
|
Sam Germain
|
de4b0d1f7c
|
Merged with feat/short
|
2021-08-09 00:24:25 -06:00 |
|
Sam Germain
|
8e941e6836
|
Changed interest implementation
|
2021-08-08 17:09:17 -06:00 |
|
Sam Germain
|
0545a0ed3c
|
Replaced the term margin with leverage when it should say leverage
|
2021-08-08 17:04:24 -06:00 |
|
Matthias
|
07673ef47f
|
Update Migrations to use the latest added columns
|
2021-08-03 10:25:59 +02:00 |
|
Sam Germain
|
5b6dbbd750
|
Changed order of buy_tag in migrations
|
2021-08-03 00:23:21 -06:00 |
|
Sam Germain
|
d88e2ae603
|
Merge branch 'develop' into margin-db
|
2021-08-02 23:58:44 -06:00 |
|
Matthias
|
c5e3348b89
|
Migrations for indexes should run in a seperate session
closes #5349
|
2021-07-31 16:36:28 +02:00 |
|
Sam Germain
|
ef429afb6f
|
Removed is_oeing_trade is_closing_trade
|
2021-07-31 01:22:48 -06:00 |
|
Sam Germain
|
d6ffd23865
|
Merged with remote
|
2021-07-31 01:19:11 -06:00 |
|
Sam Germain
|
26be620f71
|
Removed LocalTrade.set_is_short
|
2021-07-31 00:20:25 -06:00 |
|
Sam Germain
|
fadb0de7c7
|
Removed excess modes stop_loss method, removed models.is_opening_side models.is_closing_side
|
2021-07-31 00:12:53 -06:00 |
|
Matthias
|
aa34889c04
|
Don't run migrations twice
|
2021-07-30 07:14:35 +02:00 |
|
Sam Germain
|
3fb7f983f8
|
Added is_short and leverage to __repr__
|
2021-07-28 12:25:56 -06:00 |
|
Sam Germain
|
195badeb80
|
Changed liquidation_price to isolated_liq
|
2021-07-28 12:25:56 -06:00 |
|
Sam Germain
|
6ad9b535a9
|
persistence all to one test file, use more regular values like 2.0 for persistence tests
|
2021-07-28 12:25:56 -06:00 |
|
Sam Germain
|
a900570f1a
|
Added enter_side and exit_side computed variables to persistence
|
2021-07-28 12:25:56 -06:00 |
|
Matthias
|
317f4ebce0
|
Boolean sqlite fix for orders table
|
2021-07-28 12:25:56 -06:00 |
|
Matthias
|
071f6309cc
|
Try fix migration tests
|
2021-07-28 12:25:56 -06:00 |
|
Sam Germain
|
af8875574c
|
updated mkdocs and leverage docs
Added tests for set_liquidation_price and set_stop_loss
updated params in interestmode enum
|
2021-07-28 12:25:56 -06:00 |
|
Sam Germain
|
256160740e
|
Updated interest and ratio calculations to correct functions
|
2021-07-28 12:25:56 -06:00 |
|
Sam Germain
|
8e52a3a29c
|
updated ratio_calc_profit function
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
006a60e5a4
|
Added docstrings to methods
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
b0476ebd3e
|
All persistence margin tests pass
Flake8 compliant, passed mypy, ran isort .
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
52def4e826
|
Changed InterestMode enum implementation
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
60572c9e0d
|
Took liquidation price out of order completely
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
737a62be52
|
set initial_stop_loss in stoploss helper
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
f566d83839
|
Tried to add liquidation price to order object, caused a test to fail
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
31fa6f9c25
|
updated timezone.utc time
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
811cea288d
|
Added checks for making sure stop_loss doesn't go below liquidation_price
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
286427c04a
|
Moved interest calculation to an enum
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
be3a9390fe
|
Switched migrations.py check for stake_currency back to open_rate, because stake_currency is no longer a variable
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
0ffc85fed9
|
Set default leverage to 1.0
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
78708b27f2
|
Updated tests to new persistence
|
2021-07-28 12:25:55 -06:00 |
|
Matthias
|
e0d42d2eb7
|
Fix migrations, revert some parts related to amount properties
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
e4d4d1d1f1
|
Wrote all tests for shorting
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
f194673001
|
Updated ratio calculation, updated short tests
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
5ac03762f0
|
Kraken interest test comes really close to passing
Added more trades to conftest_trades
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
df360fb281
|
Made borrowed a computed property
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
68d3699c19
|
Turned amount into a computed property
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
efcc2adacf
|
About 15 margin tests pass
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
f5d7deedf4
|
added exception checks to LocalTrade.leverage and LocalTrade.borrowed
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
34073135b7
|
Added types to setters
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
d07fe1586c
|
Set leverage and borowed to computed properties
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
c24ec89dc4
|
Started some pytests for short and leverage
1 short test passes
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
b80f8ca0af
|
Created interest function
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
000932eed0
|
Adding templates for leverage/short tests
All previous pytests pass
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
10979361c1
|
Added changes suggested in pull request, fixed breaking changes,
can run the bot again
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
741ca0e58c
|
Added changed to persistance/migrations
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
7823a33cbb
|
Updated Trade class
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
c7e8439c76
|
Updated LocalTrade and Order classes
|
2021-07-28 12:25:55 -06:00 |
|
Sam Germain
|
10d214ccad
|
Added is_short and leverage to __repr__
|
2021-07-26 23:09:47 -06:00 |
|
Sam Germain
|
4fcae0d927
|
Changed liquidation_price to isolated_liq
|
2021-07-26 23:09:47 -06:00 |
|
Sam Germain
|
1918304c5b
|
persistence all to one test file, use more regular values like 2.0 for persistence tests
|
2021-07-26 23:09:47 -06:00 |
|
Sam Germain
|
35fd8d6a02
|
Added enter_side and exit_side computed variables to persistence
|
2021-07-26 23:09:47 -06:00 |
|
Matthias
|
3d7a74551f
|
Boolean sqlite fix for orders table
|
2021-07-26 23:09:47 -06:00 |
|
Matthias
|
9a03cae920
|
Try fix migration tests
|
2021-07-26 23:09:47 -06:00 |
|
Sam Germain
|
0d06d7e108
|
updated mkdocs and leverage docs
Added tests for set_liquidation_price and set_stop_loss
updated params in interestmode enum
|
2021-07-26 23:09:47 -06:00 |
|
Sam Germain
|
f1dc6b54ad
|
Updated interest and ratio calculations to correct functions
|
2021-07-26 23:09:47 -06:00 |
|
Sam Germain
|
358f0303b9
|
updated ratio_calc_profit function
|
2021-07-26 23:09:47 -06:00 |
|
Sam Germain
|
546a7353df
|
Added docstrings to methods
|
2021-07-26 23:09:47 -06:00 |
|
Sam Germain
|
7f75c978a0
|
All persistence margin tests pass
Flake8 compliant, passed mypy, ran isort .
|
2021-07-26 23:09:47 -06:00 |
|
Sam Germain
|
a368dfa7b5
|
Changed InterestMode enum implementation
|
2021-07-26 23:09:47 -06:00 |
|
Sam Germain
|
86888dbbf0
|
Took liquidation price out of order completely
|
2021-07-26 23:09:47 -06:00 |
|
Sam Germain
|
98acb0f4ff
|
set initial_stop_loss in stoploss helper
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
dd6cc1153b
|
Tried to add liquidation price to order object, caused a test to fail
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
1414df5e27
|
updated timezone.utc time
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
2aa2b5bcff
|
Added checks for making sure stop_loss doesn't go below liquidation_price
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
1b202ca22e
|
Moved interest calculation to an enum
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
b6c8b60e65
|
Switched migrations.py check for stake_currency back to open_rate, because stake_currency is no longer a variable
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
0d5749c508
|
Set default leverage to 1.0
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
9ddb6981dd
|
Updated tests to new persistence
|
2021-07-26 23:09:46 -06:00 |
|
Matthias
|
75b2c9ca1b
|
Fix migrations, revert some parts related to amount properties
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
25ff726921
|
Wrote all tests for shorting
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
4d057b8047
|
Updated ratio calculation, updated short tests
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
3a8a9eb255
|
Kraken interest test comes really close to passing
Added more trades to conftest_trades
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
876386d2db
|
Made borrowed a computed property
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
2a50f4ff7b
|
Turned amount into a computed property
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
da81be9050
|
About 15 margin tests pass
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
6f6deae376
|
added exception checks to LocalTrade.leverage and LocalTrade.borrowed
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
c68a0f05d8
|
Added types to setters
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
691a042e29
|
Set leverage and borowed to computed properties
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
692c55088a
|
Started some pytests for short and leverage
1 short test passes
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
b6cc3f02bf
|
Created interest function
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
613eecf16a
|
Adding templates for leverage/short tests
All previous pytests pass
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
67341aa4f2
|
Added changes suggested in pull request, fixed breaking changes,
can run the bot again
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
20dcd9a1a2
|
Added changed to persistance/migrations
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
69e81100e4
|
Updated Trade class
|
2021-07-26 23:09:46 -06:00 |
|
Sam Germain
|
a27171b371
|
Updated LocalTrade and Order classes
|
2021-07-26 23:09:46 -06:00 |
|
kevinjulian
|
dd809f756b
|
run mypy
|
2021-07-22 02:34:20 +07:00 |
|
kevinjulian
|
49886874aa
|
rename to buy_tag
|
2021-07-21 20:05:35 +07:00 |
|
kevinjulian
|
c558fc0b17
|
fix feedback
|
2021-07-20 20:40:32 +07:00 |
|
Kevin Julian
|
edf9c08f06
|
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name
|
2021-07-20 19:19:46 +07:00 |
|
kevinjulian
|
7d04005218
|
add test and migration
|
2021-07-20 16:14:48 +07:00 |
|
kevinjulian
|
9e63bdbac9
|
feat: add buy signal name
|
2021-07-20 04:58:20 +07:00 |
|
Matthias
|
b41c234440
|
Extract Closed profit calculation to trade object
|
2021-07-12 06:54:06 +02:00 |
|
Eugene Schava
|
d54de72471
|
"/profit N" command should print best pair for the same period of time, not for all trades
|
2021-06-28 23:42:09 +03:00 |
|
Matthias
|
c65b4e5d3b
|
Small fix to models
|
2021-06-13 11:20:22 +02:00 |
|
Matthias
|
756904f985
|
Set sell_reason to stoploss when closing the trade as stoploss
closes #5101
|
2021-06-08 21:21:29 +02:00 |
|
Matthias
|
66de5df1d1
|
Update sqlite init method
|
2021-05-27 11:38:28 +02:00 |
|
Matthias
|
b82f7a2dfd
|
Update orders-migrations to work with new sqlalchemy syntax
|
2021-05-27 11:38:28 +02:00 |
|
Matthias
|
a01d05997e
|
Add Trade.commit method for easy use
|
2021-05-27 11:38:28 +02:00 |
|
Matthias
|
6fb32c3594
|
Use commit instead of .flush()
|
2021-05-27 11:38:28 +02:00 |
|
Matthias
|
eaa47ff335
|
Don't use autocommit
|
2021-05-27 11:38:28 +02:00 |
|
Matthias
|
c31cb67118
|
Further changes for sqlalchemy 1.4
|
2021-05-27 11:38:28 +02:00 |
|
Matthias
|
2f79958acb
|
Move declarative_base import to import from .orm
|
2021-05-27 11:38:28 +02:00 |
|
Matthias
|
cc064f1574
|
String columns should have a max-length defined
otherwise MySql will not work.
|
2021-05-22 10:12:23 +02:00 |
|
Matthias
|
6acb2eb2b6
|
Add average column to orders table
|
2021-05-21 20:35:39 +02:00 |
|
Matthias
|
6b2a38ccfb
|
Add absolute Profit to apiserver
|
2021-05-15 19:39:46 +02:00 |
|
Matthias
|
6eb947ae09
|
Move static Trade functions to right class
|
2021-04-28 06:37:40 +02:00 |
|
Matthias
|
9f6f3e0862
|
Address ZeroDivisionExceptiond
closes #4764 closes #4617
|
2021-04-20 21:41:49 +02:00 |
|
Matthias
|
37c8fd6ad7
|
Remove arrow from models.py
|
2021-04-13 11:55:03 +02:00 |
|
Matthias
|
9a58a85347
|
Don't export "hum" date versions for trade objects.
They are not used and have a rather high performance penalty due to
using arrow.get
|
2021-04-13 06:17:11 +02:00 |
|
Matthias
|
7132aefd60
|
Rename Trade.session to Trade._session
|
2021-04-05 08:46:12 +02:00 |
|
Matthias
|
0407bf755f
|
Use .query.session to make sure the scoped session is used properly
|
2021-04-05 07:28:51 +02:00 |
|
shubhendra
|
537ad059bc
|
Remove unnecessary use of comprehension
Signed-off-by: shubhendra <withshubh@gmail.com>
|
2021-03-21 17:14:46 +05:30 |
|
Matthias
|
3b99f04a78
|
Merge pull request #4535 from freqtrade/fix/backtestperformance
Improve backtest performance after enabling compounding
|
2021-03-13 16:51:00 +01:00 |
|
Matthias
|
0320c8dc92
|
Improve tests for trades_proxy
|
2021-03-13 15:51:27 +01:00 |
|
Matthias
|
d1acc8092c
|
Improve backtest performance
|
2021-03-13 10:17:14 +01:00 |
|
Matthias
|
441d3fad39
|
Merge pull request #4513 from freqtrade/fix/4511
Fix stoploss order problem with FTX
|
2021-03-11 19:39:44 +01:00 |
|
Matthias
|
0db5c9746f
|
Merge pull request #4454 from freqtrade/backtest_compound_speed
Backtest compound, wallet, ...
|
2021-03-10 10:07:40 +01:00 |
|
Matthias
|
99583bbd0c
|
Fix problem with FTX
where cancelled orders are "cancelled", not "canceled"
|
2021-03-09 20:21:08 +01:00 |
|
Matthias
|
3d65ba2dcb
|
Add rpc method to delete locks
|
2021-03-01 07:51:33 +01:00 |
|
Matthias
|
b2e9295d7f
|
Small stylistic fixes
|
2021-02-27 19:57:42 +01:00 |
|
Matthias
|
60db6ccf45
|
Add test for subclassing
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
03eb23a4ce
|
2 levels of Trade models, one with and one without sqlalchemy
Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
0754a7a78f
|
total_open_trades_stake should support no-db mode
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
20455de2a9
|
Small enhancements to docs
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
081b9be45c
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use get_all_locks to get locks for backtest result
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2021-02-27 09:32:59 +01:00 |
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Matthias
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712d503e6c
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Use sell-reason value in backtesting, not the enum object
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2021-02-27 09:32:59 +01:00 |
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Matthias
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c5ab3a80a5
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Check if order is a dict before parsing
closes #4331
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2021-02-08 19:35:22 +01:00 |
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Matthias
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c659150d9f
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Also print trade_duration in seconds to json
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2021-01-25 19:42:34 +01:00 |
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Matthias
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3b51545d23
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Add trade_duration to to_json
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2021-01-24 08:58:41 +01:00 |
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