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351 Commits

Author SHA1 Message Date
Matthias
91c70a0e9c Change to use ohlcv_purge 2019-12-28 11:01:41 +01:00
Matthias
37c5b68987 Move dataframe validation to abstract class 2019-12-28 11:01:41 +01:00
Matthias
e861f05b75 Move dataframe trim to within jsondatahandler 2019-12-28 11:01:41 +01:00
Matthias
552c93abf0 Improve some docstrings 2019-12-28 11:01:41 +01:00
Matthias
b7c1d55491 Modify tests to point to datahandlers 2019-12-28 11:01:41 +01:00
Matthias
9876d126ca Use handler for trades 2019-12-28 11:01:41 +01:00
Matthias
9547d47ae2 Initialize datahandlers 2019-12-28 11:01:41 +01:00
Matthias
5fca17d7e1 Allow initializing handler-class just once 2019-12-28 11:01:41 +01:00
Matthias
416517b0c9 Move trim_dataframe from history to converter 2019-12-28 11:01:41 +01:00
Matthias
9d8ea2f13b Replace calls to load_tickerdata_file with DataHandler calls 2019-12-28 11:01:41 +01:00
Matthias
88fa7fc24c Simplify validate dataframe method 2019-12-28 11:01:41 +01:00
Matthias
53ee636fa0 Check if file exists before loading 2019-12-28 11:01:41 +01:00
Matthias
873f5dbe6b Revrite validate_pairdata to work with pandas 2019-12-28 11:01:41 +01:00
Matthias
db520a09ee Trim dataframe, not tickerlist 2019-12-28 11:01:41 +01:00
Matthias
866908d2ca Load and save using pandas internal function 2019-12-28 11:01:41 +01:00
Matthias
d9e7d64f33 Split parse_ticker_dataframe some logic to clean_ohlcv_dataframe. 2019-12-28 11:01:41 +01:00
Matthias
1b90ec58b9 Use changed pair-handling for providers 2019-12-28 11:01:41 +01:00
Matthias
d923bab828 Remove abstract interface for now 2019-12-28 11:01:41 +01:00
Matthias
48728e2d66 Change DataProvider interface to accept pair per method 2019-12-28 11:01:41 +01:00
Matthias
e529a4c261 Fix typehint for get_datahandlerclass 2019-12-28 11:01:41 +01:00
Matthias
c6d6dbfdb1 Implement jsondatahandler file store 2019-12-28 11:01:41 +01:00
Matthias
abc6b9459a Add ohlcv_store call to convert_ohlcv 2019-12-28 11:01:41 +01:00
Matthias
2a728ee68f fix bug in find-files 2019-12-28 11:01:41 +01:00
Matthias
ef0fcb0e0f Make data-finding safe 2019-12-28 11:01:41 +01:00
Matthias
e5a61667dd Implement first version of jsondatahandler 2019-12-28 11:00:22 +01:00
Matthias
bb8acc61db Convert datadir within config to Path 
(it's used as Path all the time!)
 2019-12-23 15:11:29 +01:00
hroff-1902
cf4c3642ce Minor improvements in data.history 2019-12-18 01:06:03 +03:00
hroff-1902
021fa1ca1a
Merge pull request #2678 from hroff-1902/dataprovider-history-split-refresh 
Dataprovider history: split refresh part
 2019-12-18 00:30:47 +03:00
hroff-1902
3a542bce62
Merge pull request #2674 from freqtrade/bt_trade_open_price 
Pre-calculate open_trade_price
 2019-12-17 21:51:13 +03:00
hroff-1902
1537389617 Remove startup_candles argument in refresh_data 2019-12-17 18:23:31 +03:00
hroff-1902
b2796f99b6 Remove redundant refresh_pair_history 2019-12-17 14:06:21 +03:00
hroff-1902
60f89c8c01 Split refresh from load_data/load_pair_history 2019-12-17 13:43:42 +03:00
Matthias
a2964afd42 Rename profit_percent to profit_ratio to be consistent 2019-12-17 08:53:30 +01:00
hroff-1902
0277cd82ea Make mypy happy 2019-12-16 23:25:57 +03:00
hroff-1902
a6fc743d85 Align code in _download_*_history() 2019-12-16 22:12:26 +03:00
hroff-1902
fa968996ed Remove useless check 2019-12-16 22:01:26 +03:00
hroff-1902
4cd45b6535 Rename download_*_history as non-public 2019-12-16 21:57:03 +03:00
hroff-1902
2af9ffa7f2 Align refresh_backtest_ to each other 2019-12-16 21:43:33 +03:00
Matthias
7c7ca1cb90 Remove min (plural) from codebase 2019-12-11 07:12:37 +01:00
Matthias
054484ad73 load_pair_history should not return None, but an empty dataframe if no 
data is found
 2019-12-04 06:57:44 +01:00
Matthias
c8c48156dd Don't load trades twice ... 2019-11-13 20:44:55 +01:00
Matthias
6ac73f7cde Update missed strings 2019-11-13 11:28:26 +01:00
Matthias
1c57a4ac35 more replacements of ticker_interval 2019-11-12 15:13:06 +01:00
Matthias
08aedc18e1 Exchange ticker_interval with timeframe in some more places 2019-11-12 15:13:06 +01:00
Matthias
e4bdb92521 Replace some occurances of ticker_interval with timeframe 2019-11-12 15:13:06 +01:00
Matthias
da57396d07 Fix UTC handling of timestamp() conversation in fetch_my_trades 2019-11-08 06:55:07 +01:00
hroff-1902
f435384bf0
Merge pull request #2451 from freqtrade/bt_analysis_maxopen 
Bt analysis maxopen at any time
 2019-11-01 00:13:31 +03:00
hroff-1902
3149c12a14
Merge pull request #2444 from freqtrade/sql_cleanup 
Fix scoped_session and add Documentation for strategy
 2019-10-31 23:19:30 +03:00
Matthias
5dcf28cafb Reduce frequency of "startup-period" message 2019-10-31 06:57:37 +01:00
Matthias
dd408aa5d6 Add analyze_trade_parallelism analysis function 2019-10-30 14:07:23 +01:00
Matthias
dac88c6aed extract Find parallel trades per interval 2019-10-30 13:35:55 +01:00
Matthias
26a5800a7f Extract get_trades function 2019-10-30 11:12:49 +01:00
hroff-1902
5254059fe4
Merge pull request #2430 from freqtrade/startup_period_bt 
Add Startup period for strategies
 2019-10-28 23:33:30 +03:00
Matthias
e82460bde6 Fix create_cum_profit to work with trades that don't open on candle 
opens
 2019-10-28 14:24:12 +01:00
Matthias
61c037f2cf Fix some typos and comment mistakes 2019-10-28 13:05:54 +01:00
Matthias
132a4da7cf Small style fixes and adjusted tests 2019-10-27 10:56:38 +01:00
Matthias
33164ac78e Refactor loading of bt data to backtesting ... 2019-10-27 09:44:56 +01:00
Matthias
704121c197 Move most logic to history 2019-10-27 09:44:56 +01:00
Matthias
9e7e051eb4 add trim-dataframe method 2019-10-27 09:44:56 +01:00
hroff-1902
14755779de
Merge pull request #2391 from freqtrade/plot_trades_in_min 
[minor][plot] Plotting trades from database should show correct duration
 2019-10-20 20:11:01 +03:00
hroff-1902
4f17511fdc
Merge pull request #2393 from freqtrade/remove_timeframe 
Remove non-date based timeframe selection
 2019-10-19 22:05:44 +03:00
Matthias
16e10d99b9 Remove timeframe logic for non-date entries 2019-10-19 15:10:48 +02:00
Matthias
f41c659cb2 Plotting trades from database should show correct duration 2019-10-19 13:18:52 +02:00
Matthias
13e80e449c cleanup and better docstring 2019-10-14 06:22:10 +02:00
Matthias
3e4617be37 add pandas-based converter-functions 2019-10-13 19:25:16 +02:00
Matthias
2374cda8d0 Cleanup and tests for refresh_backtest_trades 2019-10-13 13:15:22 +02:00
Matthias
0d592f6c55 Refactor trade downloading to handle exceptions only once 2019-10-13 13:15:22 +02:00
Matthias
476adf872a Add conversion from trades to ohlcv at different intervals 2019-10-13 13:15:22 +02:00
Matthias
9584629f50 Rename argument from dl_path to datadir 2019-10-13 13:15:22 +02:00
Matthias
8069cd6689 add refresh_trades_ method 2019-10-13 13:15:22 +02:00
Matthias
19f3669fbd add docstring 2019-10-13 13:15:22 +02:00
Matthias
6e952a0aa8 Capture downloaded data 2019-10-13 13:15:22 +02:00
Matthias
2c0bb71a6e Add download_trades_history() 2019-10-13 13:15:22 +02:00
Matthias
d250b67f33 Add load/store trades data 2019-10-13 13:15:22 +02:00
Matthias
42b8241541 use gz to save / load trades data 2019-10-13 13:15:22 +02:00
Matthias
63e87ef85b Add pair_trades_filename 2019-10-13 13:15:22 +02:00
Matthias
5e23cc719d Add tests for orderbook and market in dataprovider 2019-10-10 19:38:01 +02:00
Matthias
bba5f54722
Merge pull request #2335 from hroff-1902/dataprovider-market 
Allow to use market data in the strategies
 2019-10-10 16:54:04 +02:00
hroff-1902
211b9cbe04 Cleanup in data.history 2019-10-06 18:35:09 +03:00
hroff-1902
3ac5b91899 Add market() method to dataprovider 2019-10-03 02:58:45 +03:00
hroff-1902
0268bfdbd4
Minor: fix typo in comment 
Minor cosmetics. typo caught.
 2019-09-26 02:04:48 +03:00
Matthias
508a35fc20 Update comment as to why certain points have not been removed 2019-09-20 20:20:16 +02:00
Matthias
9cedbc1345 Cleanup history.py and update documentation 2019-09-20 20:16:49 +02:00
Matthias
1cd8ed0c1a Remove --refresh-pairs 2019-09-20 20:02:07 +02:00
hroff-1902
dda513c923 Minor class cosmetics 2019-09-12 12:13:20 +03:00
Jonathan Raviotta
a5510d14e9 de-mangling 2019-09-09 06:58:41 +02:00
Matthias
972b8a1726 Remove defaulting to test_data folder when no datadir is present 2019-09-07 21:06:20 +02:00
Matthias
816d942ded Merge branch 'develop' into plot_commands 2019-08-30 20:42:58 +02:00
Matthias
3232251fea Refactor downloading ohlcv from utils to history 2019-08-25 15:01:27 +02:00
Matthias
2ae398913d Fix bug in bt-analysis when multiple trades sell at the same time 2019-08-24 15:11:31 +02:00
Matthias
545e5c5bc6 simplify load_trades call 2019-08-24 15:11:31 +02:00
Matthias
e8ee087e9d Merge branch 'develop' into download_module 2019-08-20 06:49:18 +02:00
Matthias
9e8ca8d4bf
Merge pull request #2138 from freqtrade/history_docstrings 
Refactorings to history
 2019-08-20 06:35:54 +02:00
hroff-1902
407a3bca62 implementation of ohlcv optimized 2019-08-18 13:00:37 +03:00
hroff-1902
310e438706 logging message improved 2019-08-18 12:55:31 +03:00
hroff-1902
8a2a8ab8b5 docstring for ohlcv improved 2019-08-18 12:47:19 +03:00
hroff-1902
84a0f9ea42 get_pair_dataframe helper method added 2019-08-17 12:57:44 +03:00
Matthias
219d0b7fb0 Adjust documentation to removed download-script 2019-08-16 15:27:48 +02:00
Matthias
12677f2d42 Adjust docstring to match functioning of load_cached_data 2019-08-15 20:13:19 +02:00
Matthias
a94a89086f Don't forward timerange to load_ticker_file 
when loading cached data for updating.
We always want to get all data, not just a fraction (we would end up
overwriting the non-loaded part of the data).
 2019-08-15 20:09:00 +02:00
Matthias
f3e6bcb20c Avoid using negative indexes 2019-08-15 06:35:50 +02:00
Matthias
b2a22f1afb Fix samll errors 2019-08-14 21:39:53 +02:00
Matthias
91d1061c73 Abstract tickerdata storing 2019-08-14 20:49:06 +02:00
Matthias
0ffb184eba Change some docstrings and formatting from history 2019-08-14 20:45:24 +02:00
Matthias
84baef922c Rename get_history to get_historic_ohlcv 2019-08-14 10:14:54 +02:00
Matthias
4d1ce8178c intend if to be clearer 2019-08-04 10:38:37 +02:00
Matthias
c4e30862ee load_trades_db should give as many columns as possible 2019-08-03 19:55:54 +02:00
Matthias
76d22bc743 Show correct valueerror message 2019-08-02 09:41:24 +02:00
Matthias
a0cecc6c52 Fix test after pandas 0.25.0 update 2019-07-24 06:29:50 +02:00
Matthias
5144e98a82
Merge pull request #2015 from hroff-1902/refactor/config2 
Make configuration a module
 2019-07-15 19:41:57 +02:00
Matthias
4238ee090d Cleanup some code 
after deepcode.ai suggestions
 2019-07-14 20:05:28 +02:00
hroff-1902
1bdffcc73b make configuration a sep. module, including arguments 2019-07-12 00:49:23 +03:00
Matthias
b3644f7fa0 Fix typo in docstring 2019-07-03 06:26:39 +02:00
Matthias
5a11ffcad8 Add test for add_profit 2019-06-30 10:24:10 +02:00
Matthias
6b387d320e extract combine_tickers to btanalysis 2019-06-30 10:04:43 +02:00
Matthias
8aa327cb8a Add load_trades abstraction (to load trades from either DB or file) 2019-06-29 20:52:23 +02:00
Matthias
edd3fc8825 Add test for create_cum_profit 2019-06-29 17:22:47 +02:00
Matthias
044be3b93e Add create_cum_profit column 2019-06-29 16:57:04 +02:00
Matthias
31a2aac627
Merge pull request #1959 from freqtrade/split_btanalysis_load_trades 
Split btanalysis load trades
 2019-06-24 19:41:56 +02:00
Matthias
eba7327058 Merge branch 'develop' into split_btanalysis_load_trades 2019-06-24 07:15:14 +02:00
Matthias
a07653a6cc Merge branch 'develop' into fix/validate_dataframe 2019-06-24 06:21:08 +02:00
hroff-1902
116d8e853e typos in docstrings fixed 2019-06-23 23:10:37 +03:00
Matthias
559d5ebd1d Remove combined load-method since it's confusing 2019-06-22 16:20:41 +02:00
Matthias
de38aea164 Fix sequence of loading trades 2019-06-22 15:45:20 +02:00
Matthias
fc3e3c468c File existence is checked in load_backtest_data 2019-06-16 19:35:21 +02:00
Matthias
1cd8415723 Move extract_trades_of_period to btanlaysis 2019-06-16 19:33:48 +02:00
Matthias
c7643e142b Move load_trades to bt_anlaysis 2019-06-16 19:33:48 +02:00
Matthias
4a916125a0 Tests need to pass pair to parse_ticker_dataframe 2019-06-15 13:48:08 +02:00
Matthias
89ff614e1d Add pair as parameter, and warn when fillup was necessary 2019-06-15 13:46:19 +02:00
Matthias
cd4cf215e1 Convert validate_backtest_data to take dataframe directly 2019-06-15 13:31:27 +02:00
Matthias
01b5ece642 Log missing data filllup if necessary 2019-06-15 13:31:14 +02:00
Matthias
08105641d9
Merge pull request #1901 from yperfanov/bid_ask_strategy 
Bid ask strategy
 2019-06-11 11:14:39 +02:00
Matthias
ce317b62f9 Add docstrings to load_pair_history 2019-06-09 14:40:45 +02:00
Matthias
fdbbefdddd Make drop_incomplete optional 2019-06-09 14:35:58 +02:00
Matthias
d7c63347e1 Use kwarg for parse_ticker_dataframe 2019-06-09 13:19:01 +02:00
Yuliyan Perfanov
199426460a implemented DataProvider.orderbook() 2019-06-02 13:25:09 +03:00
Matthias
15984b5c43 Adjust some tests - implement new "live" method to plot_script 2019-05-29 20:25:07 +02:00
Matthias
c2f6897d8b Move download of live data to load_data 
Avoids code duplication in backtesting and plot_dataframe
 2019-05-29 20:20:20 +02:00
Matthias
9225cdea8a Move validate_backtest_data and get_timeframe to histoyr 2019-05-25 16:51:52 +02:00
hroff-1902
98eeec3145 renaming of make_testdata_path reverted 2019-05-22 14:04:58 +03:00
hroff-1902
11dce91281 data/history minor cleanup 2019-05-21 20:49:02 +03:00
hroff-1902
e2b83624a3 data/history cleanup 2019-05-17 19:05:36 +03:00
hroff-1902
ad85ac3dde make --refresh-pairs-cached common option for optimization; added support for it into hyperopt 2019-04-22 21:24:45 +03:00
hroff-1902
9fbe573cca limit usage of ccxt to freqtrade/exchange only 2019-04-09 12:27:35 +03:00
hroff-1902
ebf1126351 cosmetic: rename interval, tick_interval, etc --> ticker_interval 2019-04-07 16:28:53 +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
9f7f089d8a adjust plot_dataframe to use btanalysis 2019-03-16 17:28:28 +01:00
Matthias
e1f48c2b46 Add btanalysis file 2019-03-16 17:28:28 +01:00
hroff-1902
d6c0c107ac
fixed flake 
hmm, even in the comments?
 2019-02-10 22:23:00 +03:00
hroff-1902
7ed15c64ba
what else? 2019-02-10 22:13:40 +03:00
hroff-1902
4dffb17dd6
fix flake 2019-02-10 22:01:46 +03:00
hroff-1902
14d6cdf9b2
OHLCV should be float for TA-LIB indicators in the strategy 
Some exchanges (BitMEX) return integer values for Volume field. And sometimes even for OHLC -- same, on BitMEX, since price decrease is 0.5. TA-LIB functions assume floats and fail with exception.
Of course, this can be fixed (converted) in ccxt for particular exchange, but TA-LIB will still fail for exchanges for that such a conversion is not implemented in ccxt code. So let's make perform this conversion here in order to be sure our strategy will not crash on a new exchange.
 2019-02-10 21:52:33 +03:00
Samuel Husso
e3ae8d3f69 flake8 3.7.1 fixes 2019-01-31 07:51:03 +02:00
Matthias
bfd8609352 Fix comment 2019-01-26 19:16:33 +01:00
Matthias
e66808bb02 Add additional pairs to refresh call 2019-01-22 07:07:15 +01:00
Matthias
d6cdfc58af Fix mypy hickup after changing list to tuples 2019-01-22 07:07:15 +01:00
Matthias
6525a838d1 Adjust documentation to tuple use 2019-01-22 07:07:15 +01:00
Matthias
f0af4601f9 Adopt plot_dataframe to work with --live 2019-01-22 07:07:15 +01:00
Matthias
0aa0b1d4fe Store tickers by pair / ticker_interval 2019-01-22 07:07:15 +01:00
Matthias
a206777fe5 Rename refresh_tickers to refresh_latest_ohlcv 2019-01-22 07:05:09 +01:00
Matthias
646e98da55 Always return dataframe 2019-01-22 07:04:19 +01:00
Matthias
2b029b2a86 Only return ohlcv if available (Live and dry modes) 2019-01-22 07:04:19 +01:00
Matthias
35c8d1dcbe Update comment 2019-01-22 07:04:19 +01:00
Matthias
8f3ea3608a some cleanup 2019-01-22 07:04:19 +01:00
Matthias
d3a37db79a Provide available pairs 2019-01-22 07:04:19 +01:00
Matthias
f034235af4 Tests for RunMode 2019-01-22 07:04:19 +01:00
Matthias
1340b71633 Add RunMode setting to determine bot state 2019-01-22 07:04:19 +01:00
Matthias
84cc4887ce Add copy parameter 2019-01-22 07:04:19 +01:00
Matthias
e38c06afe9 Small fixes 2019-01-22 07:04:19 +01:00
Matthias
f1a5a8e20e provide history 2019-01-22 07:04:19 +01:00
Matthias
4ab7edd3d6 small adaptations 2019-01-22 07:04:19 +01:00
Misagh
26a77e193e
Merge pull request #1454 from freqtrade/feat/interpolate_missing 
interpolate missing candles
 2019-01-04 22:33:53 +01:00
Matthias
c337a931c2 Fix bug on --refresh-pairs-cached 2019-01-01 13:42:30 +01:00
Matthias
672d115eca Change default value and add docstring 2018-12-31 19:42:14 +01:00
Matthias
ef4555735a Fill up missing as part of loading data 2018-12-31 19:13:34 +01:00
Matthias
03389d961f ADd test for data_interpolate 2018-12-31 09:18:22 +01:00
Matthias
a021cd3ae2 Add ohlcv data interpolator 2018-12-31 07:12:54 +01:00
Matthias
61f8ce5c0e remove unused imports 2018-12-28 10:44:24 +01:00
Matthias
7dc40cdac5 refactor file_load_json to be standalone 2018-12-28 10:25:41 +01:00
Matthias
27abdd9788 Move load_json to misc 2018-12-28 10:04:28 +01:00
Matthias
c955415cc3 Switch from ujson to rapidjson 2018-12-28 10:01:16 +01:00
Matthias
5493d1a7e0 Fix wonrly named module 2018-12-17 06:32:59 +01:00
Matthias
806ab3729f Add / fix some comments 2018-12-16 14:14:17 +01:00
Matthias
eb7034c7a7 Rename download_backtest_testdata to download_pair_history 2018-12-16 10:33:08 +01:00
Matthias
8bd4d03e13 remove download_pairs 2018-12-16 10:29:53 +01:00
Matthias
043cefd60a allow reloading single pair 2018-12-16 10:17:11 +01:00
Matthias
ebb80b6906 remove ujson / json fallback hack as it's now in requirements 2018-12-16 09:58:54 +01:00
Matthias
f5b2430cda Fix docstrings and typo 2018-12-16 09:58:46 +01:00
Matthias
8a3c2a0c63 allow only loading 1 pair if necessary 
* simplify tests nad remove unnecessary mocking
 2018-12-15 20:32:55 +01:00
Matthias
acd07d40a0 Cleanup some comments and code formatting 2018-12-15 19:52:52 +01:00
Matthias
34ea214f7c Fix some tests to use dataframe 2018-12-15 14:42:21 +01:00
Matthias
1c5031b468 load_data to return dataframe 2018-12-15 14:28:37 +01:00
Matthias
c1a32bc6c8 use json_load to load data 
- otherwise unforseen problems could appear due to the default beeing ujson
 2018-12-15 14:22:49 +01:00
Matthias
6c02cc5993 Adjust test to pathlib 2018-12-15 14:14:38 +01:00
Matthias
21aba1620c Replace calls to load_data 2018-12-15 14:10:33 +01:00
Matthias
f261911285 replace os.path with pathlib.Path 2018-12-15 13:54:35 +01:00
Matthias
407139b0e0 remove unused imports 2018-12-14 06:32:49 +01:00
Matthias
1a3fcd4771 extract data-handling methods from optimize 2018-12-14 06:32:49 +01:00
Matthias
b38195e9b3 Rename to converter 2018-12-14 06:32:49 +01:00
Matthias
1f29802884 only export what's needed 2018-12-14 06:32:49 +01:00