Commit Graph

6408 Commits

Author SHA1 Message Date
Matthias f658cfa349 Remove Slack
As the community is mostly active on discord, there's little point in
linking people to Slack as well
2021-07-11 11:13:27 +02:00
Matthias e4e2340f91 Fix bug where currencies are duplicated
in case there is dust
2021-07-10 10:02:05 +02:00
Matthias 6129c5ca9e Fix deprecation warnings from pandas 1.3.0
closes #5251
2021-07-09 20:46:38 +02:00
Matthias 2f33b97b95 Validate startup candles for backtesting correctly
closes #5250
2021-07-09 07:20:43 +02:00
Matthias fb25130588 Merge pull request #5244 from octaviusgus/develop
fix daily profit data bug and daily profit curve example
2021-07-09 07:06:14 +02:00
Matthias d96d6024f4 Merge pull request #5252 from kevinjulian/agefilter-max-days-listed
Fix Agefilter cannot appear on startup messages
2021-07-08 20:29:06 +02:00
kevinjulian 2a4a980855 Merge branch 'agefilter-max-days-listed' of https://github.com/kevinjulian/freqtrade into agefilter-max-days-listed 2021-07-08 19:25:32 +07:00
kevinjulian 863391122f fix short desc not appear 2021-07-08 13:42:52 +07:00
Matthias 225522762b Merge pull request #5231 from nightshift2k/enhancement/range-based-volumefilter
Range based VolumeFilter
2021-07-08 07:22:37 +02:00
Matthias 76e51cddba Merge pull request #5246 from nightshift2k/feature/offsetfilter
new filter OffsetFilter for offsetting incoming pairlists
2021-07-07 21:06:23 +02:00
Matthias 682f880630 Slightly simplify if statement, add additional test 2021-07-07 20:05:56 +02:00
kevinjulian 8248d1acd1 run flake8 2021-07-07 22:10:22 +07:00
kevinjulian 00a1931f40 fix test 2021-07-07 21:24:44 +07:00
nightshift2k 3c3772703b changed quoteVolume to be built over a
rolling period using lookback_period
to avoid pair_candles being larger
than requested lookback_period
2021-07-07 09:46:05 +02:00
octaviusgus d1104bd434 fix daily profit data and daily profit curve example 2021-07-06 22:47:39 +02:00
Kevin Julian 0f3d34eaf4 Merge branch 'develop' into agefilter-max-days-listed 2021-07-06 19:47:18 +07:00
kevinjulian 502c69dce3 change short desc 2021-07-06 19:36:42 +07:00
Matthias dec523eef0 Display verison of installed FreqUI 2021-07-06 07:20:05 +02:00
nightshift2k 1e87225e91 added test_VolumePairList_range to test_pairlist.py 2021-07-05 20:59:27 +02:00
Matthias 10998eb0fa Remove further usages of int(int_timestamp) 2021-07-05 19:51:14 +02:00
Matthias 1682578a39 Merge pull request #5234 from nightshift2k/fixups/pairlists
fixup pairlist filters, change  float_timestamp to int_timestamp
2021-07-05 19:45:35 +02:00
nightshift2k 346d66748b first version of OffsetFilter 2021-07-05 12:50:56 +02:00
nightshift2k 5626ca5a06 removed unnecessary casting to int() 2021-07-05 10:39:22 +02:00
Matthias eb3ead4930 Merge pull request #5229 from kevinjulian/telegram-balance
compact low balance currencies
2021-07-05 06:56:35 +02:00
nightshift2k 7ac55e5415 AgeFilter, RangeStabilityFilter, VolatilityFilter
changed `float_timestamp` to `int_timestamp`
2021-07-04 21:08:42 +02:00
nightshift2k 85c7b55750 improvements:
- `float_timestamp` switched to `int_timestamp`
- added documentation to pairlists.md
2021-07-04 20:46:24 +02:00
Matthias c5489d530a Reexport File to docs to have this available as documentation too 2021-07-04 19:50:44 +02:00
kevinjulian c3cf71bba8 sort import 2021-07-04 22:04:39 +07:00
kevinjulian 2d5ced7801 fix testcase 2021-07-04 21:59:59 +07:00
octaviusgus 558bcc7959 Jupyter notebook snippet: Plotting daily profit / equity line 2021-07-04 15:56:55 +02:00
octaviusgus 4aa2ae37bd add daily_profit_list
added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook

```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)

from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd

# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"

stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]

equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
    equity_daily.append(equity)
    equity += float(dp)

dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])

df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})

fig = px.line(df, x="dates", y="equity_daily")
fig.show()

```
2021-07-04 14:38:17 +02:00
Matthias 898bef1837 Merge pull request #5219 from freqtrade/hyperopt_paramfile
automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
nightshift2k 9919061c78 PEP8 compliance 2021-07-04 11:40:45 +02:00
nightshift2k 348dbeff3f added meaningful logging of used lookback range 2021-07-04 11:16:33 +02:00
Matthias 77293b1f1e Remove Zero duration Trades
after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
2021-07-04 10:50:10 +02:00
Matthias a4096318e0 Provide full backtest-statistics to Hyperopt loss functions
closes #5223
2021-07-04 10:15:19 +02:00
kevinjulian 7efa228d73 add dust balance 2021-07-04 03:08:29 +07:00
kevinjulian dbdd7f38a8 add plural 2021-07-04 02:56:05 +07:00
kevinjulian b722e12350 compact low balance currencies 2021-07-04 02:44:48 +07:00
kevinjulian f6511c3e3f fix typo and add blocker 2021-07-04 02:20:53 +07:00
kevinjulian b72bbebccb fix flake8 2021-07-04 01:46:51 +07:00
kevinjulian 3d9f3eeb07 feat(agefilter): add max_days_listed 2021-07-03 23:58:04 +07:00
Rokas Kupstys 3686efa08a Add range property to CategoricalParameter and DecimalParameter, add their tests.
At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
2021-07-03 16:02:45 +03:00
nightshift2k 53f963dd73 fixed self._tf_in_secs to self._tf_in_sec 2021-07-03 11:49:05 +02:00
nightshift2k 62da4b452c code cleanup and comments 2021-07-03 11:47:17 +02:00
nightshift2k 055229a44a first iteration of volume pairlist with range lookback 2021-07-03 11:39:14 +02:00
Matthias 9d6860337f Merge pull request #5212 from rokups/rk/trailing-stop-2
Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
Matthias fbd91cd3f8 Improve formatting to avoid backslash newlines 2021-07-03 08:22:21 +02:00
Matthias b25ad68c44 Fix np.bool_ not outputting correctly 2021-07-02 20:52:25 +02:00
Matthias b8de3270fa Plotting: Fix hover mode options after plotly update
closes #5209
2021-06-30 20:11:11 +02:00