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429 Commits

Author SHA1 Message Date
Matthias
96fbb226c5 Implement better strategy checks 
part of #2696
 2021-06-19 19:32:29 +02:00
Matthias
e1010ff592 Don't load protections from config if strategy defines a property 2021-06-18 19:55:53 +02:00
Matthias
38ed49cef5 move low to stoploss_reached 
to clarify where which rate is used
 2021-06-15 09:05:36 +03:00
Rokas Kupstys
6d5fc96714 Implement most pessimistic handling of trailing stoploss. 2021-06-15 09:05:36 +03:00
Matthias
d4dfdf04fc Move RPCMessageType to enums 2021-06-09 20:23:17 +02:00
Matthias
3c149b9b59 Move signalType to enums 2021-06-08 21:09:39 +02:00
Matthias
89b9915c12 Update imports for SellType in tests 2021-06-08 21:07:16 +02:00
Matthias
d16a619489 Move SellType Enum to it's own module 2021-06-08 21:04:34 +02:00
Matthias
4bc018a456 Change rate back to "open" for custom_sell 
closes #4920
 2021-05-14 07:18:10 +02:00
Rokas Kupstys
6af4de8fe8 Remove dataframe parameter from docs. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
dc6e702fec Pass current_time to confirm_trade_entry/confirm_trade_exit. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
d34da3f981 Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods." 
This reverts commit 595b8735f8.

# Conflicts:
#	freqtrade/optimize/backtesting.py
#	freqtrade/strategy/interface.py
 2021-05-08 10:29:47 +03:00
Joe Schr
f3388ed9aa fix IStrategy: abstract methods still need to pass through return value 
otherwise doing something like:
```py
dataframe = super().populate_indicators(dataframe, ...)
```

won't work, because `dataframe` becomes `None`.

This is needed if one of those methods uses dataframe.copy() instead of
just working on reference. e.g. using `merge_informative` in
`populate_indicator` in a nested class hierarchy
 2021-04-30 14:39:01 +02:00
Matthias
55faa6a84a safe_wrapper should use kwargs to call methods 2021-04-26 20:18:03 +02:00
Matthias
dbf33271b5 Small doc changes 2021-04-26 19:52:26 +02:00
Rokas Kupstys
31a2285eac Fix mypy complaints. 2021-04-26 10:42:24 +03:00
Rokas Kupstys
595b8735f8 Add dataframe parameter to custom_stoploss() and custom_sell() methods. 2021-04-25 09:48:40 +03:00
Rokas Kupstys
961b38636f Remove explicit sell_flag parameter from SellCheckTuple. 2021-04-25 09:48:40 +03:00
Rokas Kupstys
bfad4e82ad Make execute_sell() use SellCheckTuple for sell reason. 2021-04-25 09:48:40 +03:00
Rokas Kupstys
a90e795695 Warn and trim custom sell reason if it is too long. 2021-04-25 09:48:40 +03:00
Rokas Kupstys
1aad128d85 Support returning a string from custom_sell() and have it recorded as custom sell reason. 2021-04-25 09:48:40 +03:00
Rokas Kupstys
1292e08fe4 Use strategy_safe_wrapper() when calling custom_sell(). 2021-04-25 09:48:40 +03:00
Rokas Kupstys
0fd68aee51 Add IStrategy.custom_sell method which allows per-trade sell signal evaluation. 2021-04-25 09:48:40 +03:00
Rokas Kupstys
bbe6ece38d [SQUASH] Fix parameter configs not loading. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
e9f0babe8a [SQUASH] Use HyperStrategyMixin as part of IStrategy interface. 2021-03-26 16:56:24 +02:00
Matthias
e32b2097f0 Use timestamp in UTC timezone for ROI comparisons 2021-02-27 09:32:59 +01:00
JoeSchr
642e3be7c5
Fix(strategy/interface.py): comment typo 
`advice_buy` -> `advise_buy`
 2021-02-26 23:17:59 +01:00
Matthias
3d9b4034e6 Use already calculated current_profit for sell_profit_offset comparison 2021-02-02 08:06:19 +01:00
Pan Long
4cc93151c5
Fix a bug when compare sell_profit_offset 
It should be comparing the ratio instead of absolut profit.

Also updated the comment.
 2021-01-31 12:14:09 +08:00
Matthias
6007d5182a
Merge pull request #4147 from hoeckxer/ignore_expired_candle 
Ignoring candles that have expired within timeframe
 2021-01-12 19:04:16 +01:00
hoeckxer
1f6a71fdd9 Reformat code on new version 2021-01-12 08:24:11 +01:00
hoeckxer
71f45021b9 Removed redundant statement 2021-01-12 07:35:30 +01:00
hoeckxer
e328182bd7 Changed workings so it only needs to timing-parameter, instead of also requiring a boolean value 2021-01-12 07:30:39 +01:00
Matthias
63a579dbab Add sell_profit_offset parameter 
Allows defining positive offsets before enabling the sell signal
 2021-01-11 19:30:25 +01:00
Matthias
b43ef474ad Fix expired candle implementation 
Improve and simplify test by passing the current time to the function
 2021-01-07 07:51:49 +01:00
Matthias
c9e477214f Allow protections to be set in the strategy 2021-01-06 16:37:09 +01:00
hoeckxer
65d91a3a58 isort fix 2021-01-05 15:36:34 +01:00
hoeckxer
573de1cf08 Fixed flake8 warnings 2021-01-05 15:30:29 +01:00
hoeckxer
e3f3f36298 Changes based on review comments 2021-01-05 14:49:35 +01:00
hoeckxer
c9ed2137bb Simplified return statements 
Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
 2021-01-05 09:07:46 +01:00
Erwin Hoeckx
67306d943a
Update interface.py 
Simplified return value, thereby including the situation where the time simply hasn't expired yet
 2021-01-05 07:33:34 +01:00
Erwin Hoeckx
9a93a0876a
Update interface.py 
Adjusted comment
 2021-01-05 07:32:07 +01:00
hoeckxer
844df96ec7 Making changes so the build checks are satisified (imports & flake8) 
Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
 2021-01-05 07:06:53 +01:00
hoeckxer
614a996597 First commit about ignoring expired candle 
Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
 2021-01-04 20:49:24 +01:00
Matthias
512e163355 change docstring to better reflect what the method is for 2020-12-31 09:48:49 +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
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
768a24c375 Add stoplossvalue interface 2020-12-18 06:56:56 +01:00
Matthias
7eab33de08 Merge branch 'develop' into plugins/protections_backtest 2020-12-13 10:31:33 +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
be57ceb252 Remove confusing entry 
(in this branch of the if statement, candle_date is empty
 2020-12-07 08:23:10 +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
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
e602ac3406 Introduce Pairlocks middleware 2020-10-27 07:06:06 +01:00
Matthias
a143f7bc43 Improve pairlock docstrings 2020-10-21 19:35:57 +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
66b77d2f53 Fix some types 2020-10-02 06:52:43 +02:00
Matthias
253b7b763e Apply isort to freqtrade codebase 2020-09-28 19:40:46 +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
87e4a82041 Merge branch 'develop' into bt_add_maxdrawdown 2020-08-09 08:34:36 +02:00
Matthias
c4a9a79be0
Apply suggested documentation changes from code review 
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
 2020-07-04 09:43:49 +02:00
Matthias
1339479882 Have sell_type stringify correctly 2020-07-03 06:58:27 +02:00
Matthias
eef3c01da7 Fix function header formatting 2020-06-18 19:49:05 +02:00
Matthias
f1993fb2f4 Pass analyzed dataframe to get_signal 2020-06-18 08:09:52 +02:00
Matthias
48225e0d80 Improve interface docstrings for analyze functions 2020-06-18 07:54:00 +02:00
Matthias
f2a778d294 Combine tests for empty dataframe 2020-06-18 07:03:30 +02:00
Matthias
8b186dbe0e Add additional test scenarios 2020-06-18 06:50:06 +02:00
Matthias
84329ad2ca Add confirm_trade* methods to abort buying or selling 2020-06-18 06:50:06 +02:00
Matthias
910100f1c8 Improve docstring comment 2020-06-18 06:50:06 +02:00
Matthias
bc821c7c20 Add documentation for bot_loop_start 2020-06-18 06:50:06 +02:00
Matthias
77056a3119 Add bot_loop_start callback 2020-06-18 06:50:06 +02:00
Matthias
8166b37253 Explicitly check if dp is available 2020-06-18 06:50:06 +02:00
Matthias
55fa514ec9 Adapt most tests 2020-06-18 06:50:05 +02:00
Matthias
273aaaff12 Introduce .analyze() function for Strategy 
Fixing a few tests along the way
 2020-06-18 06:50:05 +02:00
Matthias
95f3ac08d4 Update some comments 2020-06-18 06:50:05 +02:00
Matthias
fd97ad9b76 Cache analyzed dataframe 2020-06-18 06:50:05 +02:00
Matthias
a8005819c9 Add class-level attributes to hyperopt and strategy 2020-06-02 10:19:27 +02:00
Matthias
09fe3c6f5e create compatibility code 2020-06-02 09:52:30 +02:00
Matthias
cadc50ce9b Replace more occurances of ticker_interval with timeframe 2020-06-01 20:49:40 +02:00
Matthias
ea5daee505 Allow changing severity of strategy-validations to log only. 2020-05-29 19:37:18 +02:00
Matthias
27e0c2604c
Add comment to ensure we're not accidentally removing this again 2020-05-26 16:58:29 +02:00
hroff-1902
9f573481a8 Fix #3378 2020-05-26 13:54:45 +03:00
Matthias
046202fdda Fix typing circular dependency 2020-05-22 20:56:34 +02:00
hroff-1902
8bf38443c2
Merge branch 'develop' into verify_date_on_new_candle_on_get_signal 2020-05-20 14:05:21 +03:00
hroff-1902
a8b1dcf3c8 Minor: cleanup in get_signal() 2020-05-19 22:20:53 +03:00
hroff-1902
7b2bb73a12
Merge branch 'develop' into verify_date_on_new_candle_on_get_signal 2020-05-19 21:34:58 +03:00
hroff-1902
115586a50f Introduce freqtrade.typing 2020-05-18 21:59:50 +03:00
hroff-1902
627c5059f0 Move create_pair_list to pairlistmanager 2020-05-18 13:54:21 +03:00
hroff-1902
f8b01f5a43 Make flake happy 2020-05-16 12:27:56 +03:00
hroff-1902
bf25746965 Introduce datatype for informative pairs 2020-05-16 12:27:56 +03:00
Matthias
431b244f43 Merge branch 'develop' into interface_ordertimeoutcallback 2020-04-19 06:58:44 +02:00
Matthias
c465552df4 Update comment to mention .copy() usage 2020-04-02 20:17:54 +02:00
Matthias
3fcd531eac Copy dataframe in interfac.py (reduces memory consumption) 2020-04-02 19:30:59 +02:00
Matthias
cd2e738e35 Add test for assert error 2020-03-29 11:40:13 +02:00
orehunt
3ef568029f different exception messages 2020-03-26 07:05:30 +01:00
orehunt
0f53e646fd check that the strategy dataframe matches the one given by the bot 2020-03-24 14:08:34 +01:00
Matthias
a1bbeaa668 Merge branch 'develop' into interface_ordertimeoutcallback 2020-03-15 14:56:14 +01:00
Yazeed Al Oyoun
1395f65872 meh 2020-03-11 17:29:22 +01:00
Yazeed Al Oyoun
c442913feb final 2020-03-11 17:28:03 +01:00
Yazeed Al Oyoun
ba596af636 final? 2020-03-11 17:26:57 +01:00
Yazeed Al Oyoun
d25cf1395b fixed log message 2020-03-11 17:23:22 +01:00
Yazeed Al Oyoun
7754742459 fix tests 2020-03-11 17:13:39 +01:00
Yazeed Al Oyoun
a82cdf0add fixed test 2020-03-11 17:04:51 +01:00
Yazeed Al Oyoun
4e45abbf13 added return false, false 2020-03-11 16:44:45 +01:00
Yazeed Al Oyoun
54bde6ac11 verify date on new candle before producing signal 2020-03-11 16:34:23 +01:00
hroff-1902
3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
Matthias
4d8430c687 Use string typehints to avoid import errors 2020-03-01 09:43:20 +01:00
hroff-1902
e411717de9 No percent where ratio is to be used 2020-02-28 12:36:39 +03:00
Matthias
bf556c8678 Merge branch 'develop' into interface_ordertimeoutcallback 2020-02-21 20:35:07 +01:00
Matthias
6c01542fed Ad check_sell_timeout 2020-02-21 20:27:13 +01:00
Matthias
d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
Matthias
49dcc561b7 POC for check_buy_timeout 2020-02-06 20:30:17 +01:00
Matthias
2816b96650 Create strategy_wrapper to call user-defined code with 2020-02-06 20:26:04 +01:00
hroff-1902
f3d500085c Add some type hints 2020-02-02 07:00:40 +03:00
Matthias
fc2970f41b Merge branch 'develop' into data_handler 2020-01-21 06:58:48 +01:00
Matthias
099bbc5c7f Fix bug when stoploss_on_exchange in combination with dry-run 
does not sell orders
 2020-01-20 20:14:40 +01:00
Matthias
bdda620397 add plot_config to startegy interface properly 2020-01-04 12:56:46 +01:00
Matthias
f04873b0b0 Add plot_config to interface 2020-01-04 11:14:00 +01:00
Matthias
dbe8f727cb Fix typehint 2019-12-28 11:01:41 +01:00
Matthias
9835312033 Improve pair_lock handling 2019-12-22 09:46:00 +01:00
Matthias
a2964afd42 Rename profit_percent to profit_ratio to be consistent 2019-12-17 08:53:30 +01:00
Matthias
3163cbdf8a Apply special case for negative ROI 2019-12-07 15:18:12 +01:00
hroff-1902
b8aa727edf Fix second part of freqtrade-strategies #51 2019-11-21 05:10:48 +03:00
Matthias
132a4da7cf Small style fixes and adjusted tests 2019-10-27 10:56:38 +01:00
Matthias
141c454187 Add startup-candles-argument for strategy 2019-10-27 09:44:56 +01:00
Matthias
3c8d27d098 remove correct comment ... 2019-10-13 09:54:03 +02:00
hroff-1902
4c1705fb1e No specific handling for trailing_stop_positive 2019-10-11 22:59:13 +03:00
Matthias
ff7a3cc885 remove last occurance of config. from stop_loss_reached 2019-10-11 09:05:21 +02:00
Matthias
4d1488498c stoploss_reached should not use config 2019-10-11 08:55:31 +02:00
hroff-1902
9b23376415 Move experimental settings to ask_strategy 2019-10-05 13:29:59 +03:00
hroff-1902
67ff48ce3e Comment out noisy log messages 2019-09-12 21:01:14 +03:00
hroff-1902
acf3b751f0 Log sell_flag, do not log sell_type=SellType.NONE 2019-09-12 01:21:14 +03:00
hroff-1902
9bdfaf3803 Remove quotes around the pairs 2019-09-11 23:32:08 +03:00
hroff-1902
35580b135a Improve backtesting logs 2019-09-10 10:42:45 +03:00
Matthias
ee808abfea Add emergency_sell as sell reason 2019-09-01 09:07:09 +02:00
Matthias
0e62b8bd85 Update strategy_version to INTERFACE_VERSION 2019-08-26 20:16:03 +02:00
Matthias
92011f8294 Introduce strategy_version variable 2019-08-26 19:44:33 +02:00
Matthias
e35a349229 Fix spelling of interface.py docstring 2019-08-14 06:07:03 +02:00
Matthias
200b6ea10f Add is_pair_locked 2019-08-12 19:50:38 +02:00
Matthias
c042d08bb7 Add lock_pairs to interface 2019-08-12 16:29:09 +02:00
Matthias
2af663dccb rename _analyze_ticker_int to _analyze_ticker_internal 2019-08-04 12:55:03 +02:00
Matthias
62262d0bb5 improve docstring of _analyze_ticker_int 2019-08-04 10:21:22 +02:00
Matthias
52d92cba90 Split analyze_ticker and _analyze_ticker_int 2019-08-04 10:20:31 +02:00
Matthias
700bc087d3
Merge pull request #1952 from hroff-1902/fix/1948 
Fix #1948
 2019-06-27 19:36:06 +02:00
hroff-1902
116d8e853e typos in docstrings fixed 2019-06-23 23:10:37 +03:00
hroff-1902
7fbdf36c64 avoid code duplication while selecting min_roi entries 2019-06-23 19:23:51 +03:00
hroff-1902
144e053a4e fix for #1948 2019-06-20 03:26:25 +03:00
Matthias
3240d4e70e
Merge pull request #1925 from hroff-1902/strategy-advise-logging 
debug logging for IStrategy.advise_*()
 2019-06-14 19:24:14 +02:00
Matthias
160894c031 Calculate profit_high to make sure stoploss_positive_offset is correct 2019-06-13 20:04:52 +02:00
hroff-1902
4801af4c77 debug logging for IStrategy.advise_*() added 2019-06-11 10:42:14 +03:00
Misagh
36dae7cc6c trailing stoploss reason fixed 2019-06-02 13:27:31 +02:00
hroff-1902
9fbe573cca limit usage of ccxt to freqtrade/exchange only 2019-04-09 12:27:35 +03:00
hroff-1902
2aa1b43f01 get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead 2019-04-04 20:56:40 +03:00
Matthias
9a632d9b7c Formatting 2019-03-23 16:51:36 +01:00
Matthias
c404e9ffd0 Simplify trailing_stop logic 2019-03-23 16:48:17 +01:00
Matthias
b1fe8c5325 Simplify stoploss_reached 2019-03-23 16:46:03 +01:00
Matthias
7307084dfd Move stoploss-adjustment to the top 2019-03-23 16:44:58 +01:00
Matthias
a7b60f6780 update trailing_stop with high in case of backtesting 2019-03-17 16:03:44 +01:00
Matthias
05ab1c2e0a Fix some comments 2019-03-17 16:02:13 +01:00
Matthias
2d4a2fd10b Use oppen_rate instead of artificial defaults 2019-03-17 13:12:04 +01:00
Matthias
fc360608b7 Rename function to adjust_min_max 2019-03-16 20:14:45 +01:00
Matthias
738ed93221 call new function 2019-03-16 19:54:34 +01:00
misagh
a772ab323e adding the option to resolver 2019-03-12 15:43:53 +01:00
misagh
9c1c962aa7 if condition fixed 2019-03-09 20:30:56 +01:00
misagh
c122eab77b added trailing_only_offset_is_reached option 2019-03-09 20:13:35 +01:00
hroff-1902
8e7e670003
Orthography in the log message 2019-02-13 12:42:39 +03:00
hroff-1902
585f525879
Cosmetic: fix logging 2019-02-10 21:02:53 +03:00
Misagh
421be5da86
Merge pull request #1511 from freqtrade/fix/more_settings_strategy 
add more settings to strategy
 2019-01-30 11:22:10 +01:00
Matthias
ba07348b82 Rename additional_pairs to informative_pairs 2019-01-26 19:22:45 +01:00
Matthias
5ea332e9be fix bug with trailing_stop_offset if it's disabled 2019-01-23 20:57:31 +01:00
Matthias
6e2de75bcb Add additional_pairs to strategy 2019-01-22 07:07:15 +01:00
Matthias
a2bc1da669 Remove private var from class instance 
it's overwritten in __init__ anyway
 2019-01-22 07:07:15 +01:00
Matthias
58f1abf287 Add dp / wallets to strategy interface 2019-01-22 07:04:19 +01:00
misagh
a2618208ef wrapping in parantheses instead of line breaks 2019-01-18 12:07:51 +01:00
misagh
5e2e96acd2 compatibility with edge added 2019-01-16 18:38:20 +01:00
misagh
a44f781284 Merge branch 'develop' into tsl_on_exchange 2019-01-16 14:56:27 +01:00
misagh
cffc9ce890 last step: stop loss on exchange added to trailing 2019-01-16 14:49:47 +01:00
Matthias
e9d61eb35d Fix ROI calculation problem 
Prior to that all ROI entries with a key > trade_duration where active.
This causes a problem if the ROI is not linearly declining
 2019-01-12 13:45:03 +01:00
misagh
f4ceeca438 Merge branch 'develop' into tsl_on_exchange 2019-01-08 15:33:32 +01:00
misagh
4fbb9d4462 adding stoploss_on_exchange_interval to order_types dict. default to 1 
minute (60)
 2019-01-08 12:39:53 +01:00
Matthias
4599c80e79 Add trailing-stop to strategy 2019-01-05 07:10:25 +01:00
Matthias
3329ffd071 improve comment 2019-01-02 14:44:17 +01:00
Matthias
516217b6cb Stop loss should also be shown when trailing is active 2019-01-02 13:34:08 +01:00
Matthias
1d518885a9 fix roi-reached when list is unsorted 2019-01-01 16:45:52 +01:00
Misagh
1dbcab0b09
Merge pull request #1413 from freqtrade/feat/data_helpers 
Feat/data helpers
 2018-12-17 09:14:10 +01:00
Matthias
b3bb98777b
Merge branch 'develop' into time_in_force 2018-12-17 06:37:46 +01:00
Matthias
1c5031b468 load_data to return dataframe 2018-12-15 14:28:37 +01:00
Matthias
b38195e9b3 Rename to converter 2018-12-14 06:32:49 +01:00
Matthias
453f62cdfa Adjust imports 2018-12-14 06:32:49 +01:00
Matthias
aca243086e Fix comment 2018-12-13 19:43:17 +01:00