stable

Author	SHA1	Message	Date
Marek Cieplucha	3264d7b890	Fix for #7534 in backtesting	2022-10-04 20:27:13 +02:00
Matthias	c1d8ade2fa	Improve supported exchange check by supporting exchange aliases	2022-10-04 19:28:57 +02:00
Matthias	68db0bc647	move check_exchange to exchange package	2022-10-04 18:25:23 +02:00
Matthias	a6296be2f5	Update market_change datatype	2022-10-04 10:27:04 +00:00
Matthias	eb8eebe492	Reset open_order_id after trade cancel Part of #7526	2022-10-04 10:08:58 +00:00
Matthias	016e438468	Calculate market-change in hyperopt closes #7532	2022-10-04 08:37:07 +00:00
Matthias	bc6729f724	Improve readability of "now_is_time_to_refresh"	2022-10-04 06:56:10 +02:00
Matthias	7f475e37d7	refactor refresh_latest_ohlcv	2022-10-04 06:56:06 +02:00
Matthias	4c83552f3b	Merge pull request #7506 from freqtrade/cancel_partial_sell Support cancellation partially filled exit orders	2022-10-03 19:36:51 +02:00
robcaulk	292d72d593	automatically handle model_save_type for user	2022-10-03 18:42:20 +02:00
Matthias	ca22d857b7	Improve handling of trades that fail to cancel as they are closed	2022-10-03 18:09:53 +02:00
Robert Caulk	3585742b43	remove trailing whitespace	2022-10-03 17:28:45 +02:00
Robert Caulk	265795824b	make default type for close_price and date_pred np.nan	2022-10-03 11:58:22 +02:00
Robert Caulk	6ecd92de4a	Allow updating without changing identifier	2022-10-03 09:55:57 +02:00
robcaulk	b70f18f4c3	add close price and date to historic_predictions	2022-10-02 18:33:39 +02:00
Matthias	d0b8c8b1a0	improve invalid canceled order response handling	2022-10-02 08:45:41 +02:00
Matthias	a5bc75b48c	Merge branch 'develop' into cancel_partial_sell	2022-10-02 08:38:18 +02:00
Matthias	9bb061073d	Improve tests	2022-10-02 08:36:34 +02:00
Matthias	2c94ed2e59	Decrease message throughput fixes memory leak by queue raising indefinitely	2022-10-01 21:23:33 +02:00
robcaulk	cf882fa84e	fix tests	2022-10-01 20:26:41 +02:00
robcaulk	048cb95bd6	Merge remote-tracking branch 'origin/develop' into dev-merge-rl	2022-10-01 17:48:47 +02:00
Robert Caulk	3e34f10e3d	Merge pull request #7508 from aemr3/fix-pca-errors Fix feature list match for PCA	2022-10-01 16:50:29 +02:00
robcaulk	f4c6b99d63	remove commented lines	2022-10-01 14:23:15 +02:00
robcaulk	cd514cf15d	fix inlier metric in backtesting	2022-10-01 14:18:46 +02:00
robcaulk	f2b875483f	ensure raw features match when PCA is employed	2022-10-01 13:14:59 +02:00
robcaulk	51556e08c3	Merge branch 'develop' into pr/th0rntwig/7495	2022-10-01 12:45:08 +02:00
Matthias	8f8b5cc28e	Disable log spam from analyze_df in webhook/discord	2022-10-01 09:35:21 +02:00
Matthias	201bbbcee6	Okx formatting	2022-10-01 09:32:16 +02:00
Matthias	a96aa568bf	Add binance futures mode checks closes #7505	2022-10-01 09:23:41 +02:00
Matthias	545d652352	Update okx exception wording	2022-10-01 09:02:05 +02:00
Emre	cdc01a0781	Fix feature list match for pca	2022-09-30 15:22:05 -07:00
Matthias	47ef99f588	Simplify interface to notify_exit_cancel	2022-09-30 17:18:27 +02:00
Matthias	819488c906	Improve exit message wording	2022-09-30 17:04:34 +02:00
Matthias	c946d30596	Add partial cancel message	2022-09-30 16:24:16 +02:00
Matthias	649879192b	Implement partial sell	2022-09-30 16:24:16 +02:00
Matthias	bd664580fb	Don't unnecessarily reset order_id	2022-09-30 15:43:23 +02:00
Matthias	cc06c60fd8	Fix pandas deprecation warnings from freqAI	2022-09-30 15:43:23 +02:00
Matthias	f6a0d677d2	Remove pointless notification assignment	2022-09-30 09:34:00 +02:00
Matthias	7dd984e25e	Simplify cancel_entry	2022-09-30 09:34:00 +02:00
Matthias	2d2ff2fff6	remove unnecessary assignments and comments	2022-09-30 09:34:00 +02:00
Matthias	2ce265bed3	Merge pull request #7473 from freqtrade/feat/producerpairlist Producerpairlist	2022-09-30 06:54:15 +02:00
robcaulk	be48131185	make shuffle false in constants	2022-09-30 00:33:08 +02:00
Matthias	578da343dc	Merge pull request #7491 from freqtrade/partial_close_leverage Partial close leverage	2022-09-29 19:42:16 +02:00
Matthias	00965d8c06	Default to assume stored data only contains complete candles closes #7468	2022-09-29 19:18:52 +02:00
Robert Caulk	6e74d46660	Ensure 1 thread available	2022-09-29 14:02:00 +02:00
Robert Caulk	7ef56e3029	Ensure at least 1 thread is available	2022-09-29 14:01:22 +02:00
Robert Caulk	555cc42630	Ensure 1 thread is available (for testing purposes)	2022-09-29 14:00:09 +02:00
Matthias	388a572cb3	Version bump develop version	2022-09-29 07:17:38 +02:00
Matthias	ac229b7a42	Reduce message consumer verbosity	2022-09-29 07:10:00 +02:00
Wagner Costa Santos	6845a5c6ea	backtest_live_models - refactoring after PR review	2022-09-29 01:48:38 -03:00
Matthias	4e920e9c53	Reduce verbosity of sending-message	2022-09-29 06:41:16 +02:00
Robert Caulk	dcf6ebe273	Update BaseReinforcementLearningModel.py	2022-09-29 00:37:03 +02:00
robcaulk	83343dc2f1	control number of threads, update doc	2022-09-29 00:10:18 +02:00
th0rntwig	683b084323	Set train-test-split shuffle=False as default and remove stratification	2022-09-28 18:23:56 +02:00
Wagner Costa Santos	df0927cdee	Merge branch 'develop' into backtest_live_models	2022-09-28 08:49:15 -03:00
Wagner Costa Santos	55ebbeec18	backtest_live models tests refactoring	2022-09-28 08:48:32 -03:00
Matthias	fb3d408338	Respect max_open_trades when forceentering closes #7489	2022-09-28 09:32:07 +00:00
Matthias	7c84edbc23	Avoid online call when asking for `/status`.	2022-09-28 07:21:52 +02:00
Timothy Pogue	099137adac	remove hasattr calls	2022-09-27 22:35:15 -06:00
Timothy Pogue	9e36b0d2ea	fix formatting	2022-09-27 22:02:33 -06:00
Timothy Pogue	caa47a2f47	close subproc env on shutdown	2022-09-28 03:06:05 +00:00
Matthias	42cecb83f2	Disable base64 loading via API closes severe RCE vulnerability reported privately.	2022-09-27 20:37:16 +02:00
Matthias	30a5bb08dd	partial exits should account for leverage	2022-09-27 19:53:55 +02:00
Matthias	6c491ee02e	Update missed changes to plot_feature_importance	2022-09-27 18:17:49 +02:00
Wagner Costa Santos	3c002ff752	Merge branch 'develop' into backtest_live_models	2022-09-27 10:27:47 -03:00
Wagner Costa Santos	0be115de9c	backtest_live_models - added new tests and refactoring	2022-09-27 10:26:57 -03:00
Matthias	24c1d84982	Fix lineending	2022-09-27 09:26:52 +00:00
Matthias	8c2e473ee5	Fix test warning	2022-09-27 08:53:29 +00:00
Matthias	43e847ff2f	Update to pandas 1.5.0 syntax, avoiding warnings	2022-09-27 08:02:51 +00:00
Matthias	bc007ce038	Update binance leverage tiers closes #7485	2022-09-27 07:14:55 +02:00
Wagner Costa Santos	72aa47fc51	backtest_live_models - fix issue with timerange BT and 2 trainings within same candle (no data)	2022-09-27 00:14:12 -03:00
Wagner Costa Santos	14b96aaa38	backtesting live models - fix ci issues	2022-09-26 19:52:59 -03:00
Wagner Costa Santos	290afd9699	backtest_live_models - fix typo	2022-09-26 19:21:53 -03:00
Wagner Costa Santos	0318ca9f12	backtest_live_models - fix typo	2022-09-26 19:08:25 -03:00
Wagner Costa Santos	22bef71d5d	backtest_live_models - add function comments and tests	2022-09-26 19:01:24 -03:00
Wagner Costa Santos	182d9e5426	Merge branch 'develop' into backtest_live_models	2022-09-26 17:23:44 -03:00
Matthias	ba8c714698	Require kwargs on ohlcv_load	2022-09-26 20:33:49 +02:00
Matthias	cf5267a4d3	Merge pull request #7481 from chusri/develop ✏️ fixed typo from StaticPairlist to StaticPairList	2022-09-26 18:11:56 +02:00
Matthias	8e0811d9de	Call cleanup explicitly	2022-09-26 09:35:21 +00:00
Matthias	cde1d1c2b3	Merge pull request #7474 from wizrds/bugfix-emc Fix bug in API Server WebSocket	2022-09-26 10:45:44 +02:00
Matthias	a1a62681bf	add fixes for random test failures	2022-09-26 08:11:00 +00:00
Thaweesak Chusri	c4784c6695	✏️ fixed typo from StaticPairlist to StaticPairList	2022-09-26 11:05:27 +08:00
Wagner Costa Santos	ec947ad65c	remove commented code - backtest_live_models	2022-09-25 23:47:27 -03:00
Wagner Costa Santos	5880f7a638	backtest_live_models - params validation and get timerange from live models in BT	2022-09-25 23:14:00 -03:00
Wagner Costa Santos	f3f3917da3	Merge branch 'develop' into backtest_live_models	2022-09-25 20:05:26 -03:00
Timothy Pogue	e54ed5b10e	fix runtime error: dict changed size during iteration	2022-09-25 15:05:56 -06:00
robcaulk	48e89e68b9	fix typos	2022-09-25 20:22:19 +02:00
Matthias	af59572cb9	prior pairlists should go first	2022-09-25 19:32:39 +02:00
Wagner Costa Santos	0ed7b2bfc3	change start_backtesting to handle backtest_live_models	2022-09-25 10:35:55 -03:00
robcaulk	873d2a5069	no model save backtest, plot features backtest, ensure inlier plays nice, doc	2022-09-25 11:18:10 +02:00
Matthias	bd106b4b8e	Add tests for Producerpairlist	2022-09-25 10:13:00 +02:00
Matthias	1bb45a2650	Fix crash due to insufficient check	2022-09-25 09:47:57 +02:00
Matthias	30d51b6939	Move "pairlist" logging to manager	2022-09-25 09:43:39 +02:00
Matthias	527fd36134	num_assets should be optional	2022-09-25 09:38:20 +02:00
Matthias	4940fa7be3	Add Producer Pairlist	2022-09-25 09:29:22 +02:00
Matthias	0c810868de	Add Dataprovider to pairlist	2022-09-25 09:22:21 +02:00
Matthias	f4fac53a13	Merge pull request #7458 from xmatthias/dataformat/feather new Dataformats feather and Parquet	2022-09-25 09:00:22 +02:00
Wagner Costa Santos	7f116db95e	added generic function to get timerange from existent models	2022-09-24 13:01:53 -03:00
Wagner Costa Santos	d9c16d4888	Merge branch 'develop' into backtest_live_models	2022-09-24 12:30:55 -03:00
Wagner Costa Santos	3ee7eb63f7	starting backtest live models	2022-09-24 12:28:52 -03:00
Matthias	873eb5f2ca	Improve EMC config validations	2022-09-24 16:43:58 +02:00
Matthias	585342f193	Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai Ensure the DF has the same size in backtesting FreqAI	2022-09-24 16:17:39 +02:00
Matthias	8d77ba118c	Fix line endings	2022-09-24 16:15:15 +02:00
Matthias	50dfde7048	Remove unnecessary typing import	2022-09-24 16:11:15 +02:00
Matthias	53c8e0923f	Improve typing in message_consumer	2022-09-24 16:10:42 +02:00
Matthias	166ae8e3a1	Remove missleading comment	2022-09-24 15:51:20 +02:00
Matthias	4efe2e9bc4	use FtPrecise to convert to contracts and back	2022-09-24 14:55:58 +02:00
paranoidandy	2cc00a1a2c	Allow use of --strategy-list with freqai, with warning (#7455 ) * Allow use of --strategy-list with freqai, with warning * ensure populate_any_indicators is identical for resused identifiers * use pair instead of metadata["pair"] Co-authored-by: robcaulk <rob.caulk@gmail.com>	2022-09-24 13:21:01 +02:00
Matthias	6643d90e64	simplify freqAI start_backtesting	2022-09-24 10:34:14 +02:00
Matthias	5d27d5689f	Merge pull request #7457 from aemr3/add-training-time Add elapsed time to Freqai training logs	2022-09-24 10:27:08 +02:00
Timothy Pogue	6b5d71049e	add sleep	2022-09-23 13:10:45 -06:00
Timothy Pogue	4c7cef570f	typo in exception	2022-09-23 12:58:26 -06:00
Timothy Pogue	b8e1d29a1b	catch connectionclosederror	2022-09-23 12:36:05 -06:00
robcaulk	647200e8a7	isort	2022-09-23 19:30:56 +02:00
robcaulk	77c360b264	improve typing, improve docstrings, ensure global tests pass	2022-09-23 19:17:27 +02:00
Matthias	7e1e388b9c	Add feather/parquet docs	2022-09-23 18:24:30 +02:00
robcaulk	9c361f4422	increase test coverage for RL and FreqAI	2022-09-23 18:04:43 +02:00
Matthias	48352b8a37	Update hdf5 handler to reset index on load	2022-09-23 14:49:17 +00:00
Robert Caulk	f5cd8f62c6	Remove unused code from BaseEnv	2022-09-23 10:24:39 +02:00
Emre	a4eaff4da6	Add training elapsed time	2022-09-23 01:18:34 -07:00
Matthias	044891f543	Add conditional formats depending on mode	2022-09-23 07:18:18 +02:00
Matthias	dc2b93228b	Add ParquetDataHandler	2022-09-23 07:18:18 +02:00
Matthias	3c0d2c446d	Add Feather datahandler (no trade mode yet)	2022-09-23 07:18:18 +02:00
Matthias	1db8421b9d	Merge pull request #7303 from wizrds/feat/externalsignals Producer/consumer mode	2022-09-23 06:29:58 +02:00
robcaulk	7295ba0fb2	add test for Base4ActionEnv	2022-09-22 23:42:33 +02:00
robcaulk	eeebb78a5c	skip darwin in RL tests, remove example scripts, improve doc	2022-09-22 21:16:21 +02:00
Matthias	1626eb7f97	Update dataprovider function name to `get_producer_df`	2022-09-22 20:46:40 +02:00
Matthias	e6c5c22ea0	Update websocket/follower docs	2022-09-22 20:31:42 +02:00
robcaulk	ea8e34e192	Merge branch 'develop' into dev-merge-rl	2022-09-22 19:46:50 +02:00
th0rntwig	71e6c54ea4	Normalise distances before Weibull fit (#7432 ) * Normalise distances before Weibull * Track inlier-metric params	2022-09-22 18:11:50 +02:00
Wagner Costa Santos	b1dbc3a65f	remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count	2022-09-22 12:13:51 -03:00
Timothy Pogue	6a6ae809f4	fix jwt auth	2022-09-21 18:23:00 -06:00
Timothy Pogue	77ed713232	add catch for invalid message error	2022-09-21 16:04:25 -06:00
Timothy Pogue	128b117af6	support list of tokens in ws_token	2022-09-21 16:02:21 -06:00
Timothy Pogue	0811bca8b4	revise docs, update dp method docstring	2022-09-21 15:50:11 -06:00
Matthias	91dc5e7aa6	Be sure to provide an amount in entry notifications	2022-09-21 21:12:08 +02:00
Matthias	08e183fb55	Add note about okx trading mode	2022-09-21 20:59:12 +02:00
Matthias	923182680e	Explicitly define notification defaults	2022-09-21 12:46:58 +00:00
Matthias	02f2096fc3	Reverse and fix rangestability conditions closes #7447	2022-09-21 06:53:07 +02:00
Matthias	8f41f943b4	Fix 0.0 amount message wording	2022-09-21 06:42:55 +02:00
Matthias	3b0874eb37	Update exit message handling to gracefully handle kucoins "empty" responses closes #7444	2022-09-20 20:00:08 +02:00
Matthias	0c01b23cba	Capture exceptions in send_msg calls	2022-09-20 18:09:14 +02:00
Matthias	0bd6ad55a1	Always show freqtrade version	2022-09-20 14:14:54 +00:00
Matthias	8a91c8e220	Sort and dedup pairs before data conversion	2022-09-20 13:36:28 +00:00
Matthias	914eccecec	Merge branch 'develop' into pr/wizrds/7303	2022-09-20 06:56:15 +02:00
Matthias	3274bb0751	Remove msgpack for now	2022-09-20 06:55:22 +02:00
robcaulk	b5fd11f91b	protect against unforeseen issues in scanning thread	2022-09-19 21:18:31 +02:00
Matthias	703bcc099a	Fix list-pair regex to also support 1INCH/USDT	2022-09-19 20:32:54 +02:00
Matthias	eb9ac9cbda	add --exchange to convert-trade-data	2022-09-19 20:29:28 +02:00
robcaulk	42c75b4a7b	combine log messages	2022-09-19 19:16:32 +02:00
Robert Caulk	9b66297cc0	Fix append	2022-09-19 12:47:20 +02:00
Robert Caulk	995396c775	Add useful log info	2022-09-19 11:42:56 +02:00
Robert Caulk	ad652817ef	Ensure train ordering after restart Ensure lowest timestamps get trained first after restart	2022-09-19 11:11:23 +02:00
Robert Caulk	f9460c80c2	Merge pull request #7434 from freqtrade/improve-train-queue improve train queue system in FreqAI	2022-09-19 10:55:53 +02:00
Matthias	ea58c29ded	Add plot_feature_importance to schema definition	2022-09-19 08:13:54 +00:00
Matthias	225f7cd5f8	Merge pull request #7431 from initrv/add-plot-feature-importance Add plot feature importance	2022-09-19 08:41:10 +02:00
Matthias	4a0a0c307c	Use json_load to load leverage tiers	2022-09-19 07:23:26 +02:00
Matthias	d930931000	Bring back sleep - it'll ensure we give up control over the thread.	2022-09-19 07:14:33 +02:00
Matthias	8116ca847b	move trades_get_pairs to parent class	2022-09-18 19:40:03 +02:00
Matthias	a06eee300a	move ohlcv_get_pairs to parent class	2022-09-18 19:36:23 +02:00
Matthias	584b2381d1	Fix Imports	2022-09-18 19:36:11 +02:00
robcaulk	470d5d8405	ensure full new pairlist is in the queue	2022-09-18 17:08:07 +02:00
robcaulk	eaa43337d2	improve train queue system, ensure crash resilience in train queue.	2022-09-18 17:00:55 +02:00
robcaulk	95457d23ca	escape freqai-specific characters from file naming	2022-09-18 13:59:30 +02:00
Matthias	994c1c5ea0	use Config typing in more places	2022-09-18 13:31:52 +02:00
Matthias	667853c504	Use Alias to type config objects	2022-09-18 13:20:55 +02:00
robcaulk	188f75d8ec	set model in models dict	2022-09-18 12:50:44 +02:00
Matthias	9f23588154	strategy template - remove pointless noqa's	2022-09-18 08:58:33 +02:00
Matthias	7a73adb955	Improve default strategy template	2022-09-18 08:57:26 +02:00
Matthias	faf84295a5	Separate strategy subtemplates for better overview	2022-09-18 08:52:53 +02:00
Matthias	ab78fb373a	Improve freqAI strategy formatting and readability	2022-09-18 08:45:24 +02:00
Matthias	4634936265	additional support for --data-dir	2022-09-18 08:39:03 +02:00
Matthias	fa3d4b58ab	Revert unnecessary formatting	2022-09-18 08:30:59 +02:00
Robert Caulk	bdeb2f9c6a	Merge branch 'develop' into add-plot-feature-importance	2022-09-18 00:02:46 +02:00
robcaulk	1ef875901a	maintian user privacy by keeping plotly offline	2022-09-18 00:01:42 +02:00
robcaulk	68f7a31504	ensure continued operation despite not being able to plot	2022-09-18 00:00:14 +02:00
robcaulk	2c23effbf2	allow plot to plot multitargets, add test	2022-09-17 19:17:44 +02:00
initrv	1c92734f39	simplify plot_feature_importance call	2022-09-17 18:53:43 +03:00
robcaulk	7b1d409c98	fix mypy/flake8	2022-09-17 17:51:06 +02:00
Matthias	063511826c	Update stoploss on exchange logic closes #7424	2022-09-17 17:11:00 +02:00
Matthias	9f266cbcb2	Allow safe_price for market stop orders	2022-09-17 17:11:00 +02:00
Matthias	ca6dec3d4c	Binance spot also allows market orders closes #7426	2022-09-17 17:11:00 +02:00
Matthias	8639c1f23d	Reduce complexity in binance stoploss handling	2022-09-17 17:11:00 +02:00
Matthias	93237efc15	Merge pull request #7428 from freqtrade/informative_freqai Informative freqai	2022-09-17 16:44:28 +02:00
Matthias	4182a7891a	Allow leverage tier cache to be 4 weeks old. we've seen from binance that it's not changing this often.	2022-09-17 10:41:48 +02:00
Matthias	6682ae35b3	Update cached binance_leverage_tiers	2022-09-17 10:37:47 +02:00
Matthias	10ec681b30	Clean up no longer needed informative sample code	2022-09-17 10:19:46 +02:00
Matthias	0aada271ca	Move informative_pairs for freqAI to backend	2022-09-17 10:17:22 +02:00
Timothy Pogue	4422ac7f45	constrain port in config, catch value error	2022-09-16 19:22:24 -06:00
initrv	86aa875bc9	plot features as html instead of png	2022-09-16 21:47:12 +03:00
initrv	b707a6da35	Add ability to plot feature importance	2022-09-16 19:17:41 +03:00
Matthias	e5368f5a14	backtesting confirm_trade_entry should pass correct amount, not stake-amount closes #7423	2022-09-16 13:24:20 +00:00
Timothy Pogue	b0b575ead9	change json serialize to split orient	2022-09-16 00:02:27 -06:00
Timothy Pogue	efaef68ad7	Merge branch 'develop' into feat/externalsignals	2022-09-15 18:09:25 -06:00
Timothy Pogue	7d1645ac20	fix tests and warning message	2022-09-15 17:54:31 -06:00
Timothy Pogue	8e75852ff3	fix constants, update config example, add emc config validation	2022-09-15 11:12:05 -06:00
robcaulk	3b97b3d5c8	fix mypy error for strategy	2022-09-15 00:56:51 +02:00
robcaulk	8aac644009	add tests. add guardrails.	2022-09-15 00:46:35 +02:00
Timothy Pogue	6126925dbe	message size limit in mb, default to 8mb	2022-09-14 16:42:14 -06:00
robcaulk	48140bff91	fix bug in 4ActRLEnv	2022-09-14 22:53:53 +02:00
robcaulk	81417cb795	Merge branch 'develop' into dev-merge-rl	2022-09-14 22:49:11 +02:00
Timothy Pogue	aed19ff6ce	fix The future belongs to a different loop error	2022-09-13 19:17:12 -06:00
initrv	37dd22c89e	Fixed a bug that prevents clearing old models Corrects the error of clearing old models when the model directory contains directories with names that do not match a regular expression	2022-09-14 03:40:13 +03:00
Timothy Pogue	06350a13cb	support specifying message size in emc config	2022-09-13 16:39:53 -06:00
Timothy Pogue	d75d5a7dad	debug ping error message	2022-09-13 16:06:25 -06:00
Matthias	7a98775f01	Version bump apiVersion	2022-09-13 22:07:59 +02:00
Matthias	d2abc9417f	Simplify ws imports	2022-09-13 20:51:13 +02:00
Matthias	79c70bd52d	use WebSocketState from fastapi available since 0.82.0	2022-09-13 20:50:12 +02:00
Timothy Pogue	07aa206f71	real fix for reconnecting	2022-09-13 12:36:40 -06:00
Timothy Pogue	6d0dfd4dc8	continue trying connect on ping error	2022-09-13 12:27:41 -06:00
Robert Caulk	26441820a9	Merge pull request #7390 from aemr3/add-xgboostclassifier Add XGBoostClassifier	2022-09-12 23:38:04 +02:00
Timothy Pogue	bf2e5dee75	add running false on shutdown, fix dp typing	2022-09-12 14:21:39 -06:00
Timothy Pogue	0697041f14	remove copy statement where not needed	2022-09-12 14:09:12 -06:00
Timothy Pogue	c19a5fbe06	copy data being transferred, remove debug messages in emc	2022-09-12 13:57:29 -06:00
Matthias	b6434040de	Remove plain json serializer implementation	2022-09-12 20:24:28 +02:00
Matthias	867d59b930	Improve type specifitivity	2022-09-12 20:00:01 +02:00
Matthias	0052e58917	emc: Fix potential startup timing issue	2022-09-12 19:50:22 +02:00
Timothy Pogue	a477b3c244	remove log line, fix tests to not connect to actual ip	2022-09-12 10:45:59 -06:00
Timothy Pogue	10852555e5	change verbosity of testing log	2022-09-12 09:53:47 -06:00
Timothy Pogue	457075b823	one more line	2022-09-12 07:47:30 -06:00
Timothy Pogue	d6205e6cfb	test logging lines	2022-09-12 07:36:11 -06:00
Timothy Pogue	85b43a7c34	Merge branch 'develop' into feat/externalsignals	2022-09-12 07:28:08 -06:00
Matthias	715a71465d	Fix auth bug when no token is set	2022-09-12 07:28:31 +02:00
Timothy Pogue	5483cf21f6	remove default secret_ws_token, set timeout min to 0	2022-09-11 11:42:13 -06:00
Matthias	982c0315fa	Rename variable	2022-09-11 19:31:11 +02:00
Matthias	72d197a99d	Run first epoch in non-parallel mode this allows dataprovider to load it's cache. closes #7384	2022-09-11 17:51:07 +02:00
Matthias	78cd46ecd5	hyperopt Remove unnecessary arguments	2022-09-11 14:59:39 +02:00
Matthias	32e13d65c3	Refactor hyperopt to extract evaluate_result	2022-09-11 14:59:39 +02:00
Matthias	a48923c0e4	Extract widget colorization to separate function	2022-09-11 14:59:39 +02:00
Matthias	9c8c7a03a1	Improve typehint	2022-09-11 14:59:39 +02:00
Matthias	ccc70a21f2	Update pairs_file cli argument description	2022-09-11 14:59:39 +02:00
Matthias	4476b5a7f4	add user_data arg to test-pairlist	2022-09-11 14:59:39 +02:00
Timothy Pogue	ed4ba8801f	more emc tests	2022-09-10 23:57:17 -06:00
Timothy Pogue	0f8eaf98e7	Merge branch 'develop' into feat/externalsignals	2022-09-10 15:14:10 -06:00
Timothy Pogue	0bc18ea33c	call websocket close in channel close	2022-09-10 15:12:18 -06:00
Emre	330d7068ab	Merge branch 'develop' into add-xgboostclassifier	2022-09-10 23:59:11 +03:00
Robert Caulk	075748b21a	Merge pull request #7392 from freqtrade/improve_ai_tests Improve freqai tests by utilizing parametrization	2022-09-10 22:37:21 +02:00
Timothy Pogue	2afd5c202c	update message parsing, tests	2022-09-10 14:29:15 -06:00
robcaulk	5a0cfee27e	allow user to multithread jobs (advanced users only)	2022-09-10 22:16:49 +02:00
Robert Caulk	73e122ad10	Merge pull request #7391 from wagnercosta/fixBTfreqaiV2 Fix FreaqAI backtesting - startup_candle_count bug	2022-09-10 21:53:00 +02:00
Timothy Pogue	a7baccdb7d	update log messages in emc, more tests	2022-09-10 13:44:27 -06:00
Timothy Pogue	866a564958	update emc start/shutdown, initial emc tests	2022-09-10 12:51:29 -06:00
Matthias	e4caccc353	Merge pull request #7367 from freqtrade/add-continual-learning add continual learning to catboost and friends	2022-09-10 20:17:28 +02:00
Timothy Pogue	d8cdd92140	wrap background cleanup in finally, add tests	2022-09-10 11:47:21 -06:00
Wagner Costa Santos	311ae8bf1f	freqai backtesting - add startup_candle_count at function description	2022-09-10 14:45:42 -03:00
Emre	60eb02bb62	Add XGBoostClassifier	2022-09-10 20:13:16 +03:00
Robert Caulk	2077f84f9b	Merge pull request #7363 from wagnercosta/fixHyperoptFreqai Fix hyperopt - freqai	2022-09-10 17:02:01 +02:00
Robert Caulk	4a47c63f71	Merge pull request #7374 from th0rntwig/filter-constant-features	2022-09-10 16:58:58 +02:00
robcaulk	10b6aebc5f	enable continual learning and evaluation sets on multioutput models.	2022-09-10 16:54:13 +02:00
Wagner Costa Santos	a1f88cca80	merge develop	2022-09-10 10:35:16 -03:00
Wagner Costa Santos	79985fda01	fix backtesting freqai startup candles bug	2022-09-10 10:27:17 -03:00
Matthias	4250174de9	Fix ws exception when no token is provided	2022-09-10 14:29:58 +02:00
Matthias	b344f78d00	Improve logic for token validation	2022-09-10 14:20:49 +02:00
Matthias	5705b8759b	Merge branch 'develop' into add-continual-learning	2022-09-10 08:24:04 +02:00
robcaulk	05581db4e3	ensure columns are only dropped in training	2022-09-09 20:37:21 +02:00
Matthias	939fb7acb3	Fix enum imports	2022-09-09 20:31:30 +02:00
Matthias	97be3318f4	Use Datetime_format from constants	2022-09-09 20:31:02 +02:00
Matthias	37fcbeba58	Update backtesting output wording to Entries	2022-09-09 19:58:55 +02:00
Timothy Pogue	6cbc03a96a	support jwt token in place of ws token	2022-09-09 11:38:42 -06:00
robcaulk	a826c0eb83	ensure signatures match, reduce verbosity	2022-09-09 19:30:53 +02:00
Emre	acb410a0de	Remove verbosity params	2022-09-09 19:30:53 +02:00
Emre	df6e43d2c5	Add XGBoostRegressorMultiTarget class	2022-09-09 19:30:53 +02:00
Emre	1b6410d7d1	Add XGBoostRegressor for freqAI, fix mypy errors	2022-09-09 19:30:53 +02:00
Timothy Pogue	09679cc798	fix dependency	2022-09-09 11:27:20 -06:00
Wagner Costa Santos	d38cc06139	Fix freqai backtesting time range issue	2022-09-09 19:27:05 +02:00
Timothy Pogue	426f8f37e9	change var names	2022-09-09 10:45:49 -06:00
Matthias	e256ebd727	Add ws_token to auto-generated config	2022-09-09 07:13:05 +02:00
Timothy Pogue	75cf8dbfe4	missed await	2022-09-08 15:11:36 -06:00
robcaulk	c5d9180758	isort	2022-09-08 22:35:52 +02:00
robcaulk	bc7295579f	improve docs, make example strat hyperoptable	2022-09-08 22:22:50 +02:00
Timothy Pogue	2b9c8550b0	moved ws_schemas, first ws tests	2022-09-08 13:58:28 -06:00
Timothy Pogue	b9e7af1ce2	fix ws token auth	2022-09-08 11:25:30 -06:00
Timothy Pogue	fac6626459	update default timeouts	2022-09-08 10:54:31 -06:00
Timothy Pogue	b3b0c918d9	cleanup old code	2022-09-08 10:44:03 -06:00
Timothy Pogue	379b1cbc90	remove unnecessary returns	2022-09-08 10:37:41 -06:00
Timothy Pogue	df3c126146	fix mypy error	2022-09-08 10:34:37 -06:00
Timothy Pogue	4104d0f68a	Merge branch 'develop' into feat/externalsignals	2022-09-08 10:19:23 -06:00
Matthias	883abe5b4f	Merge pull request #7379 from freqtrade/fix/keyerror_fundingfee Fix keyerror fundingfee update	2022-09-08 12:06:52 +02:00
Matthias	9ef0ffe277	Update tests for funding-Fee exceptions	2022-09-08 07:19:17 +00:00
Matthias	791f61c089	Add test case for funding fee update failure	2022-09-08 07:13:15 +00:00
Matthias	b91ad609f2	Merge pull request #7370 from wizrds/feat/suffix-merge-informative Add optional `suffix` parameter to `merge_informative_pair`	2022-09-08 08:08:55 +02:00
Matthias	39b6cadd14	Test keyerror case for funding_Fee calculation	2022-09-08 07:24:57 +02:00
Matthias	4e15611b05	Don't crash in case of funding fee fetch error	2022-09-08 07:18:38 +02:00
Matthias	045c3f0f3a	Reduce diff by avoiding unnecessary changes	2022-09-08 07:01:37 +02:00
Matthias	f3417a8690	Revert condition sequence to simplify conditions	2022-09-08 06:59:14 +02:00
Matthias	20bf44a856	Merge pull request #7375 from freqtrade/combine-metrics ensure inlier metric can be combined with other cleaning methods	2022-09-08 06:43:02 +02:00
Timothy Pogue	a50923f796	add producers attribute to dataprovider	2022-09-07 17:14:26 -06:00
Wagner Costa Santos	f4f2884a66	Fix freqai backtesting time range issue	2022-09-07 18:52:58 -03:00
Timothy Pogue	1ef1fc269e	docstring and tests	2022-09-07 15:26:38 -06:00
Timothy Pogue	5934495dda	add websocket request/message schemas	2022-09-07 15:08:01 -06:00
Wagner Costa Santos	bf3ee51167	validate freqai hyperopt with freqai enabled param	2022-09-07 14:42:05 -03:00
Matthias	f8e7ed5d7d	Reduce shutdown verbosity of exchange	2022-09-07 19:28:42 +02:00
Matthias	a9fd12b816	Allow more dynamic timeframes by disabling "choice" part of #7366	2022-09-07 19:28:42 +02:00
robcaulk	e51d352777	ensure pca is handling same DF as inlier	2022-09-07 19:11:54 +02:00
robcaulk	4c9ac6b7c0	add kwargs, reduce duplicated code	2022-09-07 18:58:55 +02:00
Timothy Pogue	5d338e697c	change window to timeperiod in hybrid	2022-09-07 18:49:47 +02:00
Timothy Pogue	48cadbf933	remove duplicate line, change window to timeperiod	2022-09-07 18:49:47 +02:00
robcaulk	ea7bdac9ed	ensure inlier metric can be combined with other cleaning methods	2022-09-07 18:45:16 +02:00
Matthias	322f00e3e8	Fix empty entry message if order doesn't fill immediately closes #7368	2022-09-07 18:19:43 +02:00
th0rntwig	cdc72bf8ca	Correct indexing	2022-09-07 18:14:13 +02:00
th0rntwig	047ded1baa	Check for constant columns	2022-09-07 17:47:27 +02:00
Timothy Pogue	2c9b765953	add suffix parameter	2022-09-07 09:35:37 -06:00
Wagner Costa Santos	972b699105	hyperopt - freqai - change validation to config_validation	2022-09-07 11:11:31 -03:00
wagnercosta	6b7644029c	Merge branch 'freqtrade:develop' into fixHyperoptFreqai	2022-09-07 11:07:51 -03:00
Matthias	c08c82bc40	Merge pull request #7322 from freqtrade/add-inlier-metric Add inlier metric	2022-09-07 07:05:57 +02:00
Matthias	4d69df08dd	trunc to amount precision before checking valid partial exits closes #7368	2022-09-07 06:43:08 +02:00
Matthias	95a33ab2e6	Add amount_to_contract helper in the exchange	2022-09-07 06:34:03 +02:00
Timothy Pogue	8bfaf0a998	Merge branch 'develop' into feat/externalsignals	2022-09-06 13:02:36 -06:00
Wagner Costa Santos	e0490b3efc	Merge branch 'fixHyperoptFreqai' of https://github.com/wagnercosta/freqtrade into fixHyperoptFreqai	2022-09-06 15:43:08 -03:00
Wagner Costa Santos	8d16dd804d	hyperopt - freqai - docs and refactoring	2022-09-06 15:42:47 -03:00
Timothy Pogue	b1c0267449	mypy fixes	2022-09-06 12:40:58 -06:00
Robert Caulk	d7585161b2	Merge branch 'develop' into add-inlier-metric	2022-09-06 20:40:21 +02:00
wagnercosta	55195260e4	Merge branch 'freqtrade:develop' into fixHyperoptFreqai	2022-09-06 15:32:28 -03:00
robcaulk	97077ba18a	add continual learning to catboost and friends	2022-09-06 20:30:46 +02:00
Matthias	dc4a4bdf09	Wrap cleanup in try/finally handler If a database has errors, the database cleanups would fail, causing cleanup to be incomplete. closes #7364	2022-09-06 20:26:42 +02:00
Timothy Pogue	3535aa7724	add last_analyzed to emitted dataframe	2022-09-06 12:12:05 -06:00
robcaulk	d44296783e	isort datakitchen	2022-09-06 20:10:12 +02:00
robcaulk	e83c9b276d	fix whitespace	2022-09-06 19:56:52 +02:00
Matthias	f2f811a2fe	Fix telegram bug with open partial exit orders	2022-09-06 19:55:18 +02:00
robcaulk	4b28d0495f	fix timestamping, move imports, add words to doc	2022-09-06 19:46:58 +02:00
Matthias	98ec84fca6	Merge pull request #7339 from freqtrade/fix/fundingfee_handling Fix/fundingfee handling	2022-09-06 19:21:40 +02:00
wagnercosta	1820bc6832	Merge branch 'freqtrade:develop' into fixHyperoptFreqai	2022-09-06 10:02:17 -03:00
Matthias	3f3099cbfc	Merge pull request #7361 from italodamato/develop fix hyperopt df preprocessing	2022-09-06 07:26:14 +02:00
Timothy Pogue	38f14349e9	move bytes decoding to serializer	2022-09-05 23:25:25 -06:00
Matthias	d526dfb171	Revert some more changes in rpc_manager	2022-09-06 07:03:31 +02:00
Matthias	4dec19de9f	Add comment to explain why we use the non-trimmed DF	2022-09-06 06:52:50 +02:00
Timothy Pogue	a0d774fdc4	change default initial candle limit to 1500	2022-09-05 20:23:00 -06:00
Timothy Pogue	b949ea301c	fix failed apiserver tests	2022-09-05 19:29:07 -06:00
Timothy Pogue	cd8455ccb7	Merge branch 'develop' into feat/externalsignals	2022-09-05 15:10:25 -06:00
Wagner Costa Santos	2c8e5b191b	fix hyperopt - freqai	2022-09-05 17:43:55 -03:00
Wagner Costa Santos	5b826150df	fix hyperopt - freqai	2022-09-05 17:43:28 -03:00
Timothy Pogue	8f261d8edf	change from bytes to text in websocket, remove old logs	2022-09-05 13:47:17 -06:00
Matthias	36e5c18fa6	Don't raise exception when a message is not implemented in telegram	2022-09-05 20:54:03 +02:00
Italo	9f5642fd97	fix hyperopt df preprocessing	2022-09-05 18:12:19 +02:00
robcaulk	78d01810ed	reduce code redundancy, ensure live always gets the latest data	2022-09-05 00:12:00 +02:00
Wagner Costa Santos	d43ed186fc	fix issue with freqai backtesting at slice dataframe	2022-09-05 00:12:00 +02:00
Timothy Pogue	8a08f8ff8d	revert rpc manager	2022-09-04 10:27:34 -06:00
Timothy Pogue	07f806a314	minor improvements, fixes, old config+constant removal	2022-09-04 10:22:10 -06:00
Timothy Pogue	1601868854	dataprovider fix, updated config example	2022-09-04 09:42:43 -06:00
Robert Caulk	956ea43e55	Merge pull request #7340 from wizrds/sigint-freqai Support SIGINT in FreqAI	2022-09-04 16:43:36 +02:00
robcaulk	ec76214d02	backup historical predictions pickle and load the backup in case of corruption	2022-09-04 15:56:07 +02:00
robcaulk	69b3fcfd32	Merge branch 'develop' into dev-merge-rl	2022-09-04 11:23:25 +02:00
robcaulk	27dce20b29	fix bug in Base4ActionRLEnv, improve example strats	2022-09-04 11:21:54 +02:00
Timothy Pogue	3b5e5fc57b	fix method name in dummy class	2022-09-03 14:10:23 -06:00
Robert Caulk	8545d74378	Merge pull request #7331 from th0rntwig/pca Normalise PCA space	2022-09-03 21:49:54 +02:00
Timothy Pogue	dae3b3d86a	support shutting down freqai	2022-09-03 13:24:14 -06:00
Matthias	16573b19e3	Fix migration syntax error	2022-09-03 19:51:44 +02:00
robcaulk	5cfb4154eb	revert all changes in normalize_data()	2022-09-03 19:48:30 +02:00
Robert Caulk	63514b0443	Merge pull request #7325 from wagnercosta/develop Improve Freqai backtesting performance	2022-09-03 19:28:04 +02:00
robcaulk	c21808ff98	remove metadata redundancy, fix pca bug	2022-09-03 16:54:30 +02:00
robcaulk	c9be66b5b6	increase test coverage for dk, improve function naming, extra cleaning	2022-09-03 15:52:29 +02:00
Matthias	ed4cc18cdd	Migration to check order funding fee	2022-09-03 15:19:40 +02:00
Matthias	0f483ee31f	Use "since last order" approach for live as well.	2022-09-03 15:01:42 +02:00
Matthias	0c6a02687a	Don't calculate funding fees if we're not going to use them.	2022-09-03 15:01:42 +02:00
Matthias	df50b1928d	Fix funding fee calculation for backtesting	2022-09-03 15:01:42 +02:00
Matthias	80b5f035ab	Remove typo in log message	2022-09-03 15:01:28 +02:00
robcaulk	599c1c79fb	reorganized backtest utilities, test new functionality, improve/update doc	2022-09-03 14:00:01 +02:00
Wagner Costa Santos	af5460cebf	Add option to keep models only in memory for backtest	2022-09-02 22:01:53 -03:00
Timothy Pogue	05cbcf834c	minor logging changes	2022-09-02 16:01:33 -06:00
Timothy Pogue	cf917ad2f5	initial candle request limit, better error reporting, split up _handle_producer_connection	2022-09-02 15:05:16 -06:00
Matthias	b26126cb57	Don't use ticker['symbol'] but use "pair" instead closes #7262	2022-09-02 20:09:30 +02:00
Timothy Pogue	5b0b802f31	hybrid json ws serializer	2022-09-02 00:05:36 -06:00
Timothy Pogue	eb4cd6ba82	split initial data into separate requests	2022-09-01 23:52:13 -06:00
Timothy Pogue	dccde88c83	fix dataframe serializing	2022-09-01 23:15:03 -06:00
Matthias	b53791fef2	Futures volumepairlist to account for contract size	2022-09-02 07:11:32 +02:00
Timothy Pogue	00f35f4870	remove old constant, add initial_data requesting, minor changes	2022-09-01 20:06:36 -06:00
th0rntwig	11b2bc269e	Added missing s	2022-09-01 22:37:32 +02:00
th0rntwig	3f8400df10	Normalise PCA space	2022-09-01 21:51:33 +02:00
Matthias	11fbfd3402	Remove unnecessary assignment	2022-09-01 19:39:20 +02:00
Wagner Costa Santos	d6e115178a	refactoring freqai backtesting - remove duplicate code	2022-09-01 07:09:23 -03:00
Matthias	f3c73189d5	Remove pointless default on wallet_balance argument	2022-09-01 06:49:51 +02:00
Matthias	ba2eb7cf0f	Fix BNB fee bug when selling thanks @epigramx, for reporting and for the detailed data.	2022-09-01 06:42:51 +02:00
Wagner Costa Santos	44d3a9140d	Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop	2022-08-31 15:37:06 -03:00
Wagner Costa Santos	7bed0450d2	pr review - refactoring backtesting freqai	2022-08-31 15:36:29 -03:00
Timothy Pogue	c72a2c26c7	remove external pairlist	2022-08-31 12:06:24 -06:00
Timothy Pogue	6e8abf8674	add producer name to required fields in config	2022-08-31 11:58:58 -06:00
wagnercosta	3d4497467c	Merge branch 'freqtrade:develop' into develop	2022-08-31 14:47:06 -03:00
Timothy Pogue	865b34cd6f	add producer names	2022-08-31 11:43:02 -06:00
Timothy Pogue	510cf4f305	remove data waiting, remove explicit analyzing of external df	2022-08-31 10:40:26 -06:00
robcaulk	240b529533	fix tensorboard path so that users can track all historical models	2022-08-31 16:50:39 +02:00
Richard Jozsa	2493e0c8a5	Unnecessary lines in Base4, and changes for box space, to fit better for our needs (#7324 )	2022-08-31 16:37:02 +02:00
Wagner Costa Santos	df51da22ee	refactoring freqai backtesting	2022-08-31 11:23:48 -03:00
Matthias	57ff6f8ac5	Init timerange object properly	2022-08-31 10:28:31 +00:00
Matthias	13ccd940d5	Remove startup_candle_count from freqai sample config to avoid confusion	2022-08-31 10:27:08 +00:00
Matthias	7ba4fda5d7	Implement PR feedback	2022-08-31 10:26:47 +00:00
Matthias	a88ffd2c9d	Merge branch 'develop' into move_datadownload	2022-08-31 10:23:45 +00:00
Timothy Pogue	115a901773	minor fix for conditional in handle func	2022-08-30 19:34:43 -06:00
Timothy Pogue	ddc45ce2eb	message handling fix, data waiting fix	2022-08-30 19:30:14 -06:00
Timothy Pogue	346e73dd75	client implementation, minor fixes	2022-08-30 19:21:34 -06:00
Matthias	c9aa09ec89	Simplify base fee handling	2022-08-30 20:46:06 +02:00
robcaulk	7e8e29e42d	use continuous value for inlier_metric	2022-08-30 20:41:37 +02:00
Timothy Pogue	418bd26a80	minor fixes, rework consumer request, update requirements.txt	2022-08-30 11:04:16 -06:00
robcaulk	7f52908e87	ensure the lost points are prepended for FreqUI	2022-08-30 18:55:58 +02:00
robcaulk	a58dd0bbf9	add noise feature, improve docstrings	2022-08-30 18:26:24 +02:00
robcaulk	b11742a4c5	integrate inlier metric function	2022-08-30 18:26:24 +02:00
th0rntwig	d3cb211283	Add inlier metric computation	2022-08-30 18:26:24 +02:00
th0rntwig	50e2808667	Fix bug in DI (#7321 )	2022-08-30 12:54:39 +02:00
Timothy Pogue	47f7c384fb	consumer subscriptions, fix serializer bug	2022-08-29 15:48:29 -06:00
Timothy Pogue	7952e0df25	initial rework separating server and client impl	2022-08-29 13:41:15 -06:00
robcaulk	62c0a174c8	allow users to properly reverse train-test data ordering	2022-08-29 11:04:58 +02:00
Matthias	27a9f98d5f	Simplify liquidation price structure, improve test cov	2022-08-29 07:04:48 +02:00
Matthias	226fa5d93c	Simplify liquidation price calling structure	2022-08-29 07:04:48 +02:00
Matthias	4def3678b7	Merge pull request #7298 from freqtrade/tif_align align TimeInForce to ccxt usage	2022-08-29 06:36:51 +02:00
Matthias	8be8a12cc4	Merge pull request #7260 from JohanVlugt/develop Example FreqAI hybrid strategy	2022-08-29 06:34:45 +02:00
Matthias	40c00d2d8f	Version bump dev version to 2022.9	2022-08-29 06:34:20 +02:00
Timothy Pogue	8c4e68b8eb	updated example configs	2022-08-28 13:00:52 -06:00
robcaulk	7766350c15	refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling	2022-08-28 19:21:57 +02:00
Robert Caulk	39a739eadb	Merge pull request #7296 from th0rntwig/dbscan Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests	2022-08-28 14:37:47 +02:00
robcaulk	fcb5d1cb5a	remove debugging flag	2022-08-28 13:01:39 +02:00
robcaulk	dd628eb525	add tests for outlier detection and removal functions	2022-08-28 12:56:39 +02:00
robcaulk	1e41c773a0	fix outlier protection	2022-08-28 12:11:29 +02:00
smarmau	ff3a4995c1	remove unnecessary code	2022-08-28 11:45:20 +02:00
Matthias	b9f35cadb3	add /stopentry alias for /stopbuy	2022-08-28 11:37:22 +02:00
smarmau	005594c29c	simplify hybrid template	2022-08-28 11:29:48 +02:00
th0rntwig	71f7d68783	Fixed mypy error	2022-08-27 12:44:55 +02:00
Matthias	c61b986c3d	FTX - support time_in_force (and PO ordertype) closes #7175	2022-08-27 10:30:38 +02:00
Matthias	104a73025d	Uppercase TimeInForce (align with ccxt)	2022-08-27 10:30:06 +02:00
Matthias	6686489c06	Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator Add flag to move hyperopt populate_indicators to epoch	2022-08-27 09:21:16 +02:00
Matthias	2b70c3d0c0	support price callback for partial exits in bt This will align results to how live works. closes #7292	2022-08-27 08:50:09 +02:00
Timothy Pogue	05ca673883	Catch status code errors	2022-08-27 00:06:03 -06:00
Timothy Pogue	fcceb744c5	Add janus to requirements.txt	2022-08-26 23:43:05 -06:00
Timothy Pogue	2b5f067877	Refactoring, minor improvements, data provider improvements	2022-08-26 23:40:13 -06:00
Matthias	9204f01312	Don't lock pairs on partial exit	2022-08-27 07:23:02 +02:00
elintornquist	86c5ac44e4	Add outlier percentage check	2022-08-26 23:05:07 +02:00
Matthias	01126c43f7	Fix liquidation price tier calculation closes #7294	2022-08-26 20:14:24 +02:00
Matthias	753d1b2aad	Update leverage tier terminology to be clear and aligned with ccxt	2022-08-26 19:34:51 +02:00
elintornquist	b2d664c63c	Change MinPts calculation	2022-08-26 18:57:27 +02:00
robcaulk	bb3523f383	download data homogeneously across timeframes	2022-08-26 18:51:42 +02:00
robcaulk	e7261cf515	add freqai utils.py file	2022-08-26 15:30:28 +02:00
robcaulk	65b552e310	make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection	2022-08-26 15:30:01 +02:00
robcaulk	4b7e640f31	reduce code duplication, optimize auto data download per tf	2022-08-26 13:56:44 +02:00
robcaulk	baa4f8e3d0	remove Base3ActionEnv in favor of Base4Action	2022-08-26 11:04:25 +02:00
richardjozsa	d31926efdf	Added Base4Action	2022-08-26 11:04:25 +02:00
Matthias	53d46a0385	align `max_entry_position_adjustment` behavior of backtesting to live closes #7293	2022-08-25 20:36:17 +02:00
robcaulk	3199eb453b	reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use.	2022-08-25 19:05:51 +02:00
Matthias	1fd223c815	Update --prepend help string closes #7290	2022-08-25 17:03:41 +02:00
robcaulk	05ccebf9a1	automate eval freq in multiproc	2022-08-25 12:29:48 +02:00
robcaulk	94cfc8e63f	fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward	2022-08-25 11:46:18 +02:00
Matthias	f2a356a80c	Fix some imports	2022-08-25 07:08:58 +02:00
Matthias	6636f17e0f	Simplify usage of amount_to_contract precision	2022-08-25 07:08:22 +02:00
Timothy Pogue	d474111a65	Renamed to external signals, controller class refactored	2022-08-24 22:42:29 -06:00
Timothy Pogue	592373f096	Remove pairlist waiting, add .db files to .gitignore	2022-08-24 18:30:30 -06:00
Matthias	32faad9333	Fix backtest calculation problem with DCA closes #7287	2022-08-24 20:36:08 +02:00
robcaulk	d1bee29b1e	improve default reward, fix bugs in environment	2022-08-24 18:32:40 +02:00
robcaulk	a61821e1c6	remove monitor log	2022-08-24 16:33:13 +02:00
robcaulk	bd870e2331	fix monitor bug, set default values in case user doesnt set params	2022-08-24 16:32:14 +02:00
robcaulk	c0cee5df07	add continual retraining feature, handly mypy typing reqs, improve docstrings	2022-08-24 13:00:55 +02:00
robcaulk	b708134c1a	switch multiproc thread count to rl_config definition	2022-08-24 13:00:55 +02:00
robcaulk	b26ed7dea4	fix generic reward, add time duration to reward	2022-08-24 13:00:55 +02:00
robcaulk	280a1dc3f8	add live rate, add trade duration	2022-08-24 13:00:55 +02:00
robcaulk	f9a49744e6	add strategy to the freqai object	2022-08-24 13:00:55 +02:00
richardjozsa	a2a4bc05db	Fix the state profit calculation logic	2022-08-24 13:00:55 +02:00
robcaulk	29f0e01c4a	expose environment reward parameters to the user config	2022-08-24 13:00:55 +02:00
robcaulk	d88a0dbf82	add sb3_contrib models to the available agents. include sb3_contrib in requirements.	2022-08-24 13:00:55 +02:00
robcaulk	8b3a8234ac	fix env bug, allow example strat to short	2022-08-24 13:00:55 +02:00
mrzdev	8cd4daad0a	Feat/freqai rl dev (#7 ) * access trades through get_trades_proxy method to allow backtesting	2022-08-24 13:00:55 +02:00
robcaulk	3eb897c2f8	reuse callback, allow user to acces all stable_baselines3 agents via config	2022-08-24 13:00:55 +02:00
robcaulk	4b9499e321	improve nomenclature and fix short exit bug	2022-08-24 13:00:55 +02:00
sonnhfit	4baa36bdcf	fix persist a single training environment for PPO	2022-08-24 13:00:55 +02:00
robcaulk	f95602f6bd	persist a single training environment.	2022-08-24 13:00:55 +02:00
robcaulk	5d4e5e69fe	reinforce training with state info, reinforce prediction with state info, restructure config to accommodate all parameters from any user imported model type. Set 5Act to default env on TDQN. Clean example config.	2022-08-24 13:00:55 +02:00
sonnhfit	7962a1439b	remove keep low profit	2022-08-24 13:00:55 +02:00
sonnhfit	81b5aa66e8	make env keep current position when low profit	2022-08-24 13:00:55 +02:00
sonnhfit	45218faeb0	fix coding convention	2022-08-24 13:00:55 +02:00
robcaulk	b90da46b1b	improve price df handling to enable backtesting	2022-08-24 13:00:55 +02:00
MukavaValkku	2080ff86ed	5ac base fixes in logic	2022-08-24 13:00:55 +02:00
robcaulk	16cec7dfbd	fix save/reload functionality for stablebaselines	2022-08-24 13:00:55 +02:00
sonnhfit	0475b7cb18	remove unuse code and fix coding conventions	2022-08-24 13:00:55 +02:00
MukavaValkku	d60a166fbf	multiproc TDQN with xtra callbacks	2022-08-24 13:00:55 +02:00
robcaulk	dd382dd370	add monitor to eval env so that multiproc can save best_model	2022-08-24 13:00:55 +02:00
robcaulk	69d542d3e2	match config and strats to upstream freqai	2022-08-24 13:00:55 +02:00
robcaulk	e5df39e891	ensuring best_model is placed in ram and saved to disk and loaded from disk	2022-08-24 13:00:55 +02:00
robcaulk	bf7ceba958	set cpu threads in config	2022-08-24 13:00:55 +02:00
MukavaValkku	57c488a6f1	learning_rate + multicpu changes	2022-08-24 13:00:55 +02:00
robcaulk	acf3484e88	add multiprocessing variant of ReinforcementLearningPPO	2022-08-24 13:00:55 +02:00
MukavaValkku	cf0731095f	type fix	2022-08-24 13:00:55 +02:00
MukavaValkku	1c81ec6016	3ac and 5ac example strategies	2022-08-24 13:00:55 +02:00
MukavaValkku	13cd18dc9a	PPO policy change + verbose=1	2022-08-24 13:00:55 +02:00
robcaulk	926023935f	make base 3ac and base 5ac environments. TDQN defaults to 3AC.	2022-08-24 13:00:55 +02:00
MukavaValkku	096533bcb9	3ac to 5ac	2022-08-24 13:00:55 +02:00
MukavaValkku	718c9d0440	action fix	2022-08-24 13:00:55 +02:00
robcaulk	9c78e6c26f	base PPO model only customizes reward for 3AC	2022-08-24 13:00:55 +02:00
robcaulk	6048f60f13	get TDQN working with 5 action environment	2022-08-24 13:00:55 +02:00
robcaulk	d4db5c3281	ensure TDQN class is properly named	2022-08-24 13:00:55 +02:00
robcaulk	91683e1dca	restructure RL so that user can customize environment	2022-08-24 13:00:55 +02:00
sonnhfit	ecd1f55abc	add rl module	2022-08-24 13:00:55 +02:00
MukavaValkku	9b895500b3	initial commit - new dev branch	2022-08-24 13:00:55 +02:00
MukavaValkku	cd3fe44424	callback function and TDQN model added	2022-08-24 13:00:55 +02:00
MukavaValkku	01232e9a1f	callback function and TDQN model added	2022-08-24 13:00:55 +02:00
MukavaValkku	8eeaab2746	add reward function	2022-08-24 13:00:55 +02:00
MukavaValkku	ec813434f5	ReinforcementLearningModel	2022-08-24 13:00:55 +02:00
MukavaValkku	2f4d73eb06	Revert "ReinforcementLearningModel" This reverts commit 4d8dfe1ff1daa47276eda77118ddf39c13512a85.	2022-08-24 13:00:55 +02:00
MukavaValkku	c1e7db3130	ReinforcementLearningModel	2022-08-24 13:00:55 +02:00
robcaulk	05ed1b544f	Working base for reinforcement learning model	2022-08-24 13:00:40 +02:00
Matthias	a6d78a8615	initialize Since parameter properly closes #7285	2022-08-23 06:43:04 +02:00
Matthias	fe7108ae75	Convert amount to contracts before comparing for close closes #7279	2022-08-23 06:37:38 +02:00
Matthias	78b161e14c	add contract_size to database	2022-08-23 06:37:38 +02:00
Matthias	6036018f35	Extract contracts_to_amount and amount_to_contracts to standalone functions	2022-08-23 06:37:38 +02:00
Matthias	5f38a574ce	Add okx broker id	2022-08-23 06:37:38 +02:00
th0rntwig	5ce1c69803	Improve DBSCAN epsilon identification (#7269 ) * Improve DBSCAN epsilon identification	2022-08-22 19:57:20 +02:00
robcaulk	ac42c0153d	deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.	2022-08-22 18:19:07 +02:00
robcaulk	96d8882f1e	Plug mem leak, add training timer	2022-08-22 13:30:30 +02:00
Matthias	f55d5ffd8c	Don't fail when `--strategy-path` is not a valid directory. closes #7264	2022-08-22 09:20:14 +00:00
Timothy Pogue	4fa01548f6	Remove old var from strategy interface	2022-08-21 22:49:42 -06:00
Timothy Pogue	6f5478cc02	DataFrame transmission, strategy follower logic	2022-08-21 22:45:36 -06:00
Matthias	015be770c3	ccxt now defaults to base volume for all markets	2022-08-22 06:42:14 +02:00
Matthias	f6d832c6d9	Add get_option to expose ft_has via method	2022-08-21 17:51:46 +02:00
Matthias	87a3115073	Add get_open_trade_count() to simplify getting open trade count.	2022-08-21 17:08:27 +02:00
Matthias	6189aa817c	Fix HybridExample formatting	2022-08-20 19:50:18 +02:00
robcaulk	64b0834437	add credit in docstring	2022-08-20 17:04:38 +02:00
robcaulk	90c03178b1	provide user directions, clean up strategy, remove unnecessary code.	2022-08-20 17:02:18 +02:00
Matthias	cdd4745693	Merge pull request #7263 from freqtrade/okx_cache_tiers Okx cache tiers	2022-08-20 15:18:13 +02:00
Matthias	5b3f031590	Use hyperopt safe amount precision method	2022-08-20 14:13:15 +02:00
Matthias	738e95b875	Add tests for leverage tiers caching	2022-08-20 13:54:54 +02:00
Matthias	b6e8b9df35	Use cached leverage tiers	2022-08-20 13:01:58 +02:00
Matthias	52ec0d1046	Update binance Leverage tiers	2022-08-20 11:53:15 +02:00
Matthias	0da0600836	Have backtesting respect tradable size closes #7161	2022-08-20 11:41:11 +02:00
Matthias	54ddc1a4c2	Add --tradingmode alias	2022-08-20 11:24:20 +02:00
Matthias	aa3da092a0	Dont' use classProperty - that's not supported on 3.8	2022-08-20 10:55:52 +02:00
Matthias	01d45ed12e	Merge pull request #7257 from freqtrade/feat/list-pair-time Get min/max data in list-data command	2022-08-20 08:16:52 +02:00
Matthias	7b8b73e651	Merge pull request #7243 from lolongcovas/newbranch_test Improve PCA and pairwise distance calcs	2022-08-20 08:13:40 +02:00
Timothy Pogue	739b68f8fd	ExternalPairList plugin	2022-08-19 22:40:01 -06:00
Johan van der Vlugt	b44bd0171c	Example Classifier strat	2022-08-19 19:10:37 +02:00
Matthias	b9d48c3278	use numbers in HyperoptState properly ...	2022-08-19 15:40:06 +02:00
Matthias	bc359675a2	Add --analyze-per-epoch - moving populate_analysis to the epoch process	2022-08-19 15:19:43 +02:00
Matthias	09f8904545	Extract analysis to separate method	2022-08-19 15:12:55 +02:00
Matthias	08ef5ad2d8	Add HyperoptState enum and container class	2022-08-19 15:11:43 +02:00
Matthias	1c6f966579	Hyperopt: simplify parameter "can_optimize" handling	2022-08-19 15:03:03 +02:00
Matthias	16af10a5bc	Update notebook sample with simplified datadir configuration closes #7252	2022-08-19 14:05:27 +02:00
Matthias	b7553d20d4	Get min/max data in list-data command	2022-08-19 13:45:55 +02:00
Matthias	7d84ef2e2c	Remove unused imports	2022-08-19 13:45:10 +02:00
longyu	521381ebf0	undo example strategy newline	2022-08-19 12:40:03 +02:00
Matthias	b420614d65	Reduce code duplication in datahandlers	2022-08-19 09:33:07 +02:00
Matthias	975bf8fe88	Update Docstring to match actual return values	2022-08-19 09:23:53 +02:00
Timothy Pogue	6834db11f3	minor improvements and pairlist data transmission	2022-08-19 00:06:19 -06:00
Matthias	42eb508515	Attempt fix of #7184	2022-08-19 07:09:46 +02:00
Matthias	76a3e97e05	Add migrations end message closes #7251	2022-08-19 06:39:51 +02:00
Timothy Pogue	9f6bba40af	initial concept for replicate, basic leader and follower logic	2022-08-18 20:10:58 +02:00
Matthias	70a77ba3d9	Check for "last" availability in PrecisionFilter closes #7250	2022-08-18 20:07:50 +02:00
longyu	1fada53ddd	remove newline	2022-08-18 19:40:00 +02:00
Matthias	85b43ec1a1	Remove double-check for "isolated margin"	2022-08-18 15:23:58 +02:00
Matthias	fde469a253	Remove unnecessary check	2022-08-18 14:53:44 +02:00
Matthias	075e9b8526	Log Exchange responses for set_leverage	2022-08-18 09:52:03 +02:00
Matthias	46e8d9a5e4	Reduce verbosity when whitelist is empty	2022-08-18 09:09:37 +02:00
Matthias	0461a89348	Fix test failures	2022-08-18 07:20:49 +02:00
longyu	f70b0bab80	remove line	2022-08-17 23:49:20 +02:00
Matthias	66910bfe63	Don't fail if mark candles are missing closes #7239	2022-08-17 20:01:57 +02:00
robcaulk	88dd9920ea	sort imports for isort	2022-08-17 16:38:09 +02:00
robcaulk	5155afb4e7	clean up code remnants	2022-08-17 15:22:48 +02:00
robcaulk	0c34104e45	extract download-data from freqai to prepare for future async changes	2022-08-17 15:18:44 +02:00
longyu	9c38c27eed	ignore sample itself distance for avg_mean_dist computation	2022-08-17 15:09:57 +02:00
longyu	72c34291e3	newline	2022-08-17 15:09:10 +02:00
Matthias	3983368228	gateio futures is showing base currency in volume!	2022-08-17 14:51:48 +02:00
Matthias	83ca168bb8	Merge pull request #7216 from freqtrade/precise_calcs Precise calcs	2022-08-17 14:32:02 +02:00
Matthias	c615e1bc62	Avoid loop error during ccxt tests	2022-08-17 14:31:40 +02:00
Matthias	e7902bffa0	Remove checks for dataprovider existance - it's available in all modes.	2022-08-17 10:57:25 +02:00
Matthias	8d182768f9	stoploss should also use trimmed prices	2022-08-17 09:57:11 +02:00
Matthias	0b0e7eaf96	Mutex TTL Cache accesses which can be accessed by multiple threads Apparently, cachetools is (intentionally) not threadsafe when using the Caches directly. It's therefore recommended to wrap these with an explicit lock to avoid problems. source: https://github.com/tkem/cachetools/issues/245 closes #7215	2022-08-16 19:48:21 +02:00
Matthias	24690c1918	Don't convert open_rate to precision this may cause more problems than it solves.	2022-08-16 18:32:00 +02:00
Matthias	3b44dc52e1	Minor corrections	2022-08-16 18:10:48 +02:00
Matthias	ea6bc47d7a	gateio default configs should specify unknown_fee_rate	2022-08-16 17:26:53 +02:00
Matthias	a1e4fbf313	Run price_to_precision for dry-run orders	2022-08-16 17:23:49 +02:00
Matthias	1ac81aa316	Show message if fee update failed due to missing closes #7234	2022-08-16 17:09:23 +02:00
robcaulk	4c0fda400f	fix input shape warning for LGBMClassifier, add sample_weights/eval_weights	2022-08-16 11:41:53 +02:00
Matthias	fa89368c02	Add test for precision backpopulation	2022-08-16 11:11:52 +02:00
Matthias	96d2f61812	Properly round timestamps to avoid constant log messages	2022-08-16 10:22:59 +02:00
Matthias	15a1c59a91	Backtesting should cache precisionMode	2022-08-16 10:15:19 +02:00
Matthias	a73e4f8e41	Truncate amount before comparing for closure	2022-08-16 09:49:53 +02:00
Matthias	2fb7a3091d	Improve backfill of precisions	2022-08-16 09:32:31 +02:00
Matthias	711b6b1a1a	Merge branch 'develop' into precise_calcs	2022-08-16 09:29:39 +02:00
Matthias	a5b438e41e	Run price_to_precision for dry-run orders	2022-08-16 09:28:23 +02:00
Matthias	1dd56e35d5	Ensure comparisions align when closing a trade	2022-08-16 08:21:02 +02:00
Matthias	e818797427	Minor fix in amount_to_precision logic	2022-08-15 20:29:05 +02:00
Matthias	c0bdb71810	Update docstring	2022-08-15 20:06:29 +02:00
Matthias	f2b6ff910f	Accept wrong pair in get_precision_amount	2022-08-15 20:05:22 +02:00
Matthias	09ee9089fb	Merge pull request #6832 from freqtrade/feat/freqai Freqai: an interface for users to build/train/backtest predictive models and run them live	2022-08-15 20:03:08 +02:00
Matthias	e6af9a6903	Allow empty precisionMode on conversions	2022-08-15 20:00:15 +02:00
Matthias	c3f159bd57	Add precision fields to database	2022-08-15 19:58:40 +02:00
Matthias	22241c55d5	Add methods to get precision_amount from markets	2022-08-15 19:56:25 +02:00
Matthias	15e85797c2	Simplify to_precision tests and imports	2022-08-15 08:51:15 +02:00
Matthias	6c32331740	Move precision calculations to standalone functions	2022-08-15 08:43:58 +02:00
Matthias	c7e1719215	Fix interface import sorting	2022-08-15 06:53:02 +02:00
robcaulk	006b11e5d5	fix leftover bug in indicator population	2022-08-14 21:42:55 +02:00
robcaulk	8961b8d560	merge in inference timer and historic predictions handling improvements.	2022-08-14 20:31:15 +02:00
robcaulk	ad846cdb76	fix lock bug, update docstring	2022-08-14 20:24:29 +02:00
Matthias	464d99808f	Update doc table formatting	2022-08-14 18:22:01 +02:00
Matthias	a29402ddde	Rename and move analysis_lock to data_kitchen	2022-08-14 17:23:14 +02:00
Matthias	3a9ec76c91	Move "freqai.lock" to backend to simplify user interface	2022-08-14 17:19:50 +02:00
Matthias	044cf8bb2e	Allow new whitelist combination in "button" commands	2022-08-14 08:41:25 +02:00
Matthias	22ac291c3a	Merge pull request #7211 from ecoppen/rpc/whitelist_options Optional /whitelist args - sorted, nobase	2022-08-14 08:26:21 +02:00
Robert Caulk	c9c128f781	finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy	2022-08-14 02:49:01 +02:00
robcaulk	58de20af0f	make BaseClassifierModel. Add predict_proba to lightgbm	2022-08-13 20:07:31 +02:00
robcaulk	31be707cc8	clean up code, add docstrings	2022-08-13 19:40:24 +02:00
robcaulk	3e38c1b0bd	take dynamic sized tail off historic_predictions as return dataframe to strategy.	2022-08-13 19:40:24 +02:00
robcaulk	7d448fd4ac	allow fit_live_predictions access to current pair	2022-08-13 19:40:24 +02:00
robcaulk	1f192be43b	avoid denormalizing labels twice	2022-08-13 19:40:24 +02:00
robcaulk	b1b76a2dbe	debug classifier with predict proba	2022-08-13 19:40:24 +02:00
robcaulk	23cc21ce59	add predict_proba to base classifier, improve historic predictions handling	2022-08-13 19:40:24 +02:00
Matthias	7075b00e20	Remove odd dry run stoploss behavior closes #7208	2022-08-13 11:37:23 +02:00
Matthias	5aaab75d1c	Add test for dynamic_pairlist_expand	2022-08-13 10:18:57 +02:00
Matthias	b682fc446e	Graciously fail if strategy has freqAI code, but freqAI is not enabled.	2022-08-13 09:53:18 +02:00
Matthias	3918f4abbd	Simplify strategy interface by removing explicit self.freqai_info assignment	2022-08-13 09:27:56 +02:00
Matthias	3b827ee60a	Add "freqai.enabled" flag to disable freqAI via config flag aligns with how other optional modules work in freqtrade.	2022-08-13 09:24:04 +02:00
Matthias	f6545ebdb8	Disallow backtesting with --strategy-list for now.	2022-08-13 09:10:03 +02:00
Matthias	e3a5b97b45	Update recalc_from_trades to use FtPrecise	2022-08-13 08:43:56 +02:00
Matthias	3bcb47d75d	Remove usage of Decimal	2022-08-13 08:43:56 +02:00
Matthias	902afc2f02	Use FtPrecise in interest calculation	2022-08-13 08:43:56 +02:00
Matthias	0e61c2d057	Replace Decimal with FtPrecise in trade_model	2022-08-13 08:43:56 +02:00
Matthias	df701b5862	Merge branch 'develop' into feat/freqai	2022-08-13 08:43:24 +02:00
ecoppen	923f73a516	nobase -> baseonly	2022-08-12 19:56:46 +01:00
robcaulk	fb4b73ce89	ensure dates are saved	2022-08-12 12:03:44 +02:00
Matthias	cc885e25ac	Improve NAN Handling in RPC	2022-08-11 20:16:07 +02:00
Matthias	de690b0a69	Use PEP440 compatible versioning	2022-08-11 20:08:40 +02:00
Matthias	dd4e44931e	Improve NAN handling in RPC module	2022-08-11 15:02:52 +00:00
robcaulk	2cae3c42e6	remove trade database analyzer, clean up a bit	2022-08-10 17:43:06 +02:00
ecoppen	c0d60c63ab	Optional /whitelist args - sorted, nobase Added two optional arguments for whitelist - `sorted` for alphabetical order and `nobase` for displaying the whitelist without base currency e.g. /USDT. Updated help with optional commands. Added a space in an unrelated help message.	2022-08-10 14:56:38 +01:00
Matthias	ed004236ce	Add float initializer to FtPrecise	2022-08-10 11:54:07 +00:00
Matthias	e7cb1b7375	Wrap Precise into FtPecise	2022-08-10 11:26:06 +00:00
Matthias	adc8ee88e2	Move periodicCache to Utils package	2022-08-10 08:57:19 +00:00
Matthias	573964b19f	Dry Market orders should update "remaining"	2022-08-10 07:12:56 +02:00
Matthias	53251e7140	Merge pull request #7194 from freqtrade/rpc/partial_forceexit Partial forceExit	2022-08-10 07:12:40 +02:00
Matthias	ce2c9bf26d	Slight renaming of variable	2022-08-10 06:44:41 +02:00
Matthias	736884c5a9	Orders should be allowed to have empty fill/remaining values	2022-08-09 20:43:58 +02:00
Matthias	b5c5a95b64	FTX: Use conditionalOrders endpoint to get proper stop-market order id closes #7165	2022-08-09 20:09:35 +02:00
robcaulk	5a16d5a512	Deactivate database analyzer if user does not use sqlite	2022-08-09 16:36:22 +02:00
robcaulk	e7de812948	Allow user to user pair_dict for persistent storage of custom data	2022-08-09 16:03:10 +02:00
robcaulk	aef086b02e	Improved dict typing, timeframe parser, collect dates associated with training data points	2022-08-09 15:30:25 +02:00
Matthias	9a82898d6b	Merge branch 'develop' into feat/freqai	2022-08-09 06:22:57 +02:00
Matthias	77b3b8a134	Use main exchange instead of creating a separate instance.	2022-08-08 18:34:11 +00:00
robcaulk	ea64f43e52	bring back auto DF resizing for okx	2022-08-08 01:13:13 +02:00
robcaulk	67c722c9c8	fix asyncio bug	2022-08-07 14:48:39 +02:00
Matthias	e48e82232d	Force response API to js to fix faulty system configs closes #7147	2022-08-07 10:42:56 +02:00
Matthias	0b2104fc7a	Properly increment the api version	2022-08-07 10:13:36 +02:00
Matthias	6ded2d5b7c	Improve forceexit API test	2022-08-07 09:47:11 +02:00
Matthias	d1998f7ed0	Fix forceexit calling	2022-08-07 09:47:11 +02:00
Matthias	eff8cd7ecb	Add leverage to force_entry	2022-08-07 09:47:11 +02:00
Matthias	daf015d007	extract nested force_exit function to private instance function	2022-08-07 09:47:11 +02:00
Matthias	82aecc81f3	Accept parameters to forceexit	2022-08-07 09:47:11 +02:00
robcaulk	eb8bde37c1	Add lightgbm classifier, add classifier check test, fix classifier bug.	2022-08-06 17:51:21 +02:00
Matthias	bfa859e618	Remove unnecessary method (simplify)	2022-08-06 17:46:58 +02:00
Matthias	5250189f77	Add Rollback function to Trade simplifies Session work	2022-08-06 17:03:49 +02:00
Matthias	47a30047eb	Fix typo	2022-08-06 15:03:10 +02:00
Matthias	b16f57cb0d	Minor stylistic fixes	2022-08-06 14:55:46 +02:00
Robert Caulk	c172ce1011	improve flexibility of user defined prediction dataframe	2022-08-06 13:51:19 +02:00
Matthias	45d68222a1	Reduce verbosity of Fiat Converter	2022-08-06 13:18:40 +02:00
Matthias	f8f1ade163	Reduce function complexity by extracting message sending	2022-08-06 09:21:11 +02:00
Matthias	2687633941	Test iterative sending of /status	2022-08-06 09:16:04 +02:00
Matthias	b12dd15f4f	Send multiple messages in /status if required	2022-08-06 09:10:12 +02:00
Robert Caulk	07763d0d4f	add classifier, improve model naming scheme	2022-08-06 08:33:55 +02:00
Robert Caulk	ce8fbbf743	ensure loading historical df matches frequi indices	2022-08-06 07:25:59 +02:00
robcaulk	60d782e5c5	remove unnecessary function	2022-08-05 21:31:32 +02:00
robcaulk	a42a060ab5	fix DB once and for all. Make DBSCAN more efficient and robust.	2022-08-05 21:29:03 +02:00
Robert Caulk	a3799c4d5d	start frequi with historical data if available	2022-08-05 18:27:47 +02:00
robcaulk	29b7b014e5	fix bug in DB path initialization	2022-08-05 18:19:26 +02:00
robcaulk	db1d367941	fix bug associated to fit_live_predictions_candles	2022-08-05 13:46:20 +02:00
robcaulk	26de992d20	ensure user sets startup candles in backtesting mode	2022-08-05 12:23:14 +02:00
robcaulk	05ec5c5e54	generalize database url path for any db type	2022-08-05 12:19:29 +02:00
Matthias	9545402452	Improve defaults for config builder	2022-08-05 11:58:09 +02:00
Matthias	7675187c37	Use telegram message length to avoid constants	2022-08-05 07:31:19 +02:00
Matthias	cffc769549	Fix /profit endpoint calculations for partial sells * don't recalculate for closed trades * include realized_profit in the calculation part of #7178	2022-08-05 07:26:41 +02:00
Robert Caulk	51a6b4289f	improve DBSCAN performance for subsequent trainings	2022-08-04 17:41:58 +02:00
Robert Caulk	fe1b8515a8	fix bug in DBSCAN, update doc	2022-08-04 17:00:59 +02:00
robcaulk	29225e4baf	add DBSCAN outlier detection feature, add supporting documentation	2022-08-04 12:15:16 +02:00
Matthias	95327750dc	Final abs. profit should not be doubled in rpc messages	2022-08-04 07:07:54 +02:00
robcaulk	eae82d0222	fix bug with database url during backtesting. comment out example trade db analysis.	2022-08-03 16:17:57 +02:00
robcaulk	95d3009a95	give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality	2022-08-02 20:14:02 +02:00
Matthias	d75e0a9820	Fix Flake8 errors after flake update	2022-08-01 06:43:59 +02:00
robcaulk	3013282dbf	remove non-catboost stuff from schema	2022-08-01 05:39:38 +02:00
robcaulk	946d4c7cfc	fix trailing whitespace for flake8	2022-07-31 18:39:46 +02:00
robcaulk	4e68626bcb	ensure convolutional window is prepended for frequi consistency	2022-07-31 17:51:19 +02:00
robcaulk	d830105605	BREAKING CHANGE remove unnecessary arguments from populate_any_indicators(), accommodate tests	2022-07-31 17:05:29 +02:00
robcaulk	153336d424	move corr_pairlist expansion to after expand_pairlist()	2022-07-31 15:45:28 +02:00
Matthias	659870312d	Use JSON Schema validation for freaAI schema validation	2022-07-31 15:23:27 +02:00
Kavinkumar	a4bada3ebe	Partial exit using average price (#6545 ) Introduce Partial exits	2022-07-31 14:19:04 +02:00
Matthias	369c6da5d8	Merge pull request #7146 from freqtrade/fix/liquidation Update liquidation price handling	2022-07-31 08:09:54 +02:00
Matthias	bad15f077c	Simplify fetch_positions by using already existing method	2022-07-30 17:49:06 +02:00
Matthias	fc31c890e3	Merge pull request #7135 from freqtrade/rpc/sendmsg Strategy allow rpc messages	2022-07-30 16:15:00 +02:00
Matthias	d046f0cc5e	Improve method wording for liquidation price setter	2022-07-30 16:11:31 +02:00
Matthias	dba7a7257d	Use stop_or_liquidation instead of stop_loss	2022-07-30 16:10:16 +02:00
Matthias	845cecd38f	Add stoploss or liquidation property	2022-07-30 16:10:16 +02:00
Matthias	15752ce3c2	Rename set_stoploss method to be fully private	2022-07-30 16:10:16 +02:00
Matthias	9852733ef7	Improve tests to align with modified logic	2022-07-30 16:10:16 +02:00
Matthias	8711b7d99f	Liquidations cannot be rejected.	2022-07-30 16:10:16 +02:00
Matthias	995be90f91	Liquidation should be a separate exit type	2022-07-30 16:10:16 +02:00
robcaulk	dd8288c090	expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility	2022-07-30 13:40:05 +02:00
robcaulk	f22b140782	fix backtesting bug, undo move of label stat calc, fix example strat exit logic	2022-07-29 17:27:35 +02:00
robcaulk	08d3ac7ef8	add keras and conv_width to schema and documentation	2022-07-29 08:49:35 +02:00
robcaulk	59624181bd	isort BaseRegressionModel imports	2022-07-29 08:23:44 +02:00
robcaulk	c84d54b35e	Fix typing issue, avoid using .get() when unnecessary, convert to fstrings	2022-07-29 08:12:50 +02:00
Matthias	efbd83c56d	Small type and typo fixes in freqai_interface	2022-07-28 07:24:30 +02:00
Matthias	a2a0d35a24	Update missing typehints	2022-07-28 07:07:40 +02:00
Matthias	3273881282	Merge branch 'develop' into feat/freqai	2022-07-28 06:36:38 +02:00
Matthias	cc3ead9d7b	Set required_profit for stoploss guard, allowing to ignore small stoplosses. closes #7076	2022-07-27 19:52:39 +02:00
Matthias	f31106dc61	Minor comment fixes	2022-07-27 07:27:24 +02:00
Matthias	7bac054668	Add documentation and clarity for send_msg	2022-07-26 20:24:52 +02:00
Matthias	229e8864bb	Add send_msg capability to dataprovider	2022-07-26 20:15:49 +02:00
Matthias	bc760b7eb2	Simplify small segment in datadrawer	2022-07-26 19:41:49 +02:00
robcaulk	324e54c015	fix possible memory leak associated with Catboost Pool object	2022-07-26 17:29:29 +02:00
robcaulk	3f149c4067	fix return type in BaseTensorFlowModel	2022-07-26 16:01:54 +02:00
robcaulk	ad25a4cb56	reduce number of pair_dict lookups, remove coin_first	2022-07-26 15:58:40 +02:00
robcaulk	fb4e8430cd	isort auto import sorting	2022-07-26 10:51:39 +02:00
robcaulk	e213d0ad55	isolate data_drawer functions from data_kitchen, accommodate tests, add new test	2022-07-26 10:24:14 +02:00
robcaulk	56b17e6f3c	allow user to pass test_size = 0 and avoid using eval sets in prediction models	2022-07-25 19:40:13 +02:00
Matthias	4c68bec171	Fix problem in `is_cancel_order_result_suitable` fixes #7119	2022-07-25 17:47:52 +02:00
Robert Caulk	897f18a8c8	ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods	2022-07-25 15:07:09 +02:00
Robert Caulk	7b105532d1	fix mypy error and add test for principal component analysis	2022-07-25 11:46:59 +02:00
Robert Caulk	c9d46a5237	finish bringing follow_mode up to date	2022-07-25 09:24:40 +02:00
Robert Caulk	ab587747fb	first fix for follower path bug	2022-07-24 23:32:24 +02:00
Matthias	520ee3f7a1	Convert freqAI into packages	2022-07-24 17:07:45 +02:00
Matthias	1885deb632	More docstring changes	2022-07-24 16:54:39 +02:00
Matthias	70b7a254af	Update some areas to use default docstring formatting	2022-07-24 16:51:48 +02:00
Matthias	61c41fd919	Merge branch 'develop' into feat/freqai	2022-07-24 16:18:58 +02:00
Robert Caulk	88e10f7306	add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs	2022-07-24 09:01:23 +02:00
Robert Caulk	fff39eff9e	fix multitarget bug	2022-07-24 08:42:50 +02:00
Matthias	2eb1d18c2a	Don't load leverage tiers when not necessary	2022-07-23 19:56:38 +02:00
robcaulk	f3d46613ee	move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes.	2022-07-23 17:14:33 +02:00
Matthias	81c1aa3c13	Update imports in freqAI sample strategies	2022-07-23 17:08:05 +02:00
Matthias	8a3cffcd1b	Remove remaining CustomModel references	2022-07-23 17:08:05 +02:00
Matthias	8fa6e8b4ba	Remove freqAI model bridge in favor of `self.freqai`	2022-07-23 17:08:05 +02:00
robcaulk	c91e23dc50	let user avoid normalizing labels	2022-07-23 16:14:13 +02:00
robcaulk	50d630a155	remove unnecessary comments from data_drawer.py	2022-07-23 13:35:44 +02:00
robcaulk	a1cff377ec	add record of contribution to data_kitchen.py	2022-07-23 13:32:04 +02:00
robcaulk	c2d6a0e891	add record of contribution to doc and source	2022-07-23 13:04:06 +02:00
Matthias	e97468964a	Add support for --timeframe-detail in hyperopt fix #7070	2022-07-23 08:52:03 +02:00
robcaulk	5559e605b8	small PR conversation resolutions	2022-07-22 17:46:14 +02:00
robcaulk	40f00196eb	use cloudpickle in place of pickle. define Paths once in data_drawer.	2022-07-22 17:37:51 +02:00
robcaulk	98c8a447b2	add LightGBMPredictionMultiModel	2022-07-22 12:40:51 +02:00
robcaulk	afcb0bec00	clean up obsolete comments, move remove_features_from_df to datakitchen	2022-07-22 12:29:20 +02:00
robcaulk	3205788bce	extend doc to include descriptions of the return values from FreqAI to the strategy	2022-07-21 22:11:46 +02:00
robcaulk	8033e0bf23	add counter to backtesting log so users know how many more pairs and how many more models will need to be trained	2022-07-21 13:22:12 +02:00
robcaulk	183dec866a	remove ability to backtest open ended timeranges (safer)	2022-07-21 13:02:52 +02:00
robcaulk	e694ea1cfd	make sure backtesting gets the populated indicators with slimmed down user strat	2022-07-21 12:48:09 +02:00
robcaulk	ca4dd58642	remove superceded function from datakitchen	2022-07-21 12:40:54 +02:00
robcaulk	8f86b0deaa	breaking change simplify user strat by consolidating feature loops into backend	2022-07-21 12:24:22 +02:00
robcaulk	e7337728bf	add separator in folder name just incase an asset ends in an integer	2022-07-21 11:25:28 +02:00
robcaulk	921a7ef216	add requirements-freqai.txt to builds	2022-07-20 15:51:25 +02:00
robcaulk	d43c146676	add more tests for datakitchen functionalities, add regression tests for freqai_interface train/backtest	2022-07-20 12:56:46 +02:00
lolong	9c051958a6	Feat/freqai (#7105 ) Vectorize weight setting, log training dates Co-authored-by: robcaulk <rob.caulk@gmail.com>	2022-07-19 17:49:18 +02:00
robcaulk	714d9534b6	start adding tests	2022-07-19 16:16:44 +02:00
lolong	ed0f8b1189	Improve FreqAI documentation (#7072 ) Improve doc + some other small fixes Co-authored-by: robcaulk <rob.caulk@gmail.com>	2022-07-18 11:57:52 +02:00
Robert Caulk	921f3899f0	revert pickle reading for historic predictions	2022-07-17 16:06:36 +02:00
Robert Caulk	41eeb99177	load pickle file for writing	2022-07-17 10:05:21 +02:00
Matthias	05a5ae4fcf	Update plotting to use entry/exit terminology	2022-07-16 22:28:46 +02:00
Robert Caulk	9d184586f1	fix bug in historic prediction saving	2022-07-16 21:16:59 +02:00
Matthias	f6bfd89cef	Merge branch 'develop' into feat/freqai	2022-07-16 18:14:34 +02:00
Matthias	423af371c0	Simplify calculation by calling "get_fee" only once	2022-07-16 17:59:05 +02:00
Matthias	4172f92bfc	simplify dry-run taker/maker selection	2022-07-16 17:25:13 +02:00
Matthias	8b2535a8da	Update Typing for fees	2022-07-16 15:42:17 +02:00
Matthias	8d2e22f009	Merge branch 'develop' into pr/samgermain/6780	2022-07-16 15:35:00 +02:00
Matthias	004bf31142	Merge pull request #7093 from freqtrade/fix/gate_futures_stoposs gateio futures - several fixes	2022-07-16 15:18:32 +02:00
Matthias	357000c478	Extract exchange validation to separate method	2022-07-16 13:45:26 +02:00
Matthias	d03dfb3934	Oder cost is real cost (including leverage)	2022-07-16 13:14:21 +02:00
Matthias	ed64e4299b	Stoploss orders should also be eligible to update closed fees	2022-07-16 13:14:21 +02:00
Matthias	415780a4fe	gateio order cost is not in contracts closes #7081	2022-07-16 13:14:21 +02:00
Matthias	7b8a5585dd	Fetch 2ndary stoploss order once the order triggered.	2022-07-16 13:14:21 +02:00
Matthias	7c4dd4c48c	Support fee cost as string closes #7056	2022-07-16 13:14:21 +02:00
Matthias	40e2da10f3	Add hypeorpt cloudpickle magic closes #7078	2022-07-16 11:49:33 +02:00
Wagner Costa Santos	ca2029a46b	fix issue when bot restarts with same identifier, does not load prediction history	2022-07-14 18:55:24 -03:00
Matthias	cdc58058d7	Add candletype to notebook example closes #7084, closes #7073	2022-07-14 19:40:26 +02:00
robcaulk	4141d165ff	add BaseTensorFlowModel class	2022-07-12 19:10:09 +02:00
robcaulk	ef409dd345	Add ground work for TensorFlow models, add protections from common mistakes	2022-07-12 18:09:17 +02:00
Robert Caulk	fea63fba12	Fix saving/loading historic predictions	2022-07-12 10:12:50 +02:00
Robert Caulk	8ce6b18318	start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available.	2022-07-11 22:01:48 +02:00
Matthias	0669d93f56	Merge pull request #7068 from freqtrade/ccxt_ordertype_validations Ccxt ordertype validations	2022-07-11 19:41:05 +02:00
Matthias	5c164efdb6	Also check for createLimitOrder as optionals	2022-07-11 16:09:12 +02:00
Matthias	f9d3775d4c	Move "candle" logic for message to telegram this avoids calling this method unless necessary	2022-07-11 14:09:39 +02:00
Matthias	9a3a2f9013	Simplify adding candle to message	2022-07-11 13:55:32 +02:00
Matthias	8e8f026ea7	Telegram candle message should be configurable	2022-07-11 12:14:19 +02:00
Matthias	ed03ef47ef	Merge branch 'develop' into pr/SurferAdmin/6916	2022-07-11 11:49:22 +02:00
Matthias	ec3179156c	Revert unwanted changes.	2022-07-11 11:48:24 +02:00
Matthias	3fc92b1b21	Create BaseRegression model - designed to reduce code duplication across currently available models.	2022-07-11 11:33:59 +02:00
Matthias	6ac1aa15f5	Reenable ccxt order checks	2022-07-11 10:36:19 +02:00
Matthias	523d8a84a8	skip "supports market order" for now until CCXT fixes their assignemnt bugs.	2022-07-11 10:22:51 +02:00
Matthias	7d6b3d0e02	Update hyperopt param docs to be clear that non-conclusive parameters will be ignored	2022-07-11 08:17:16 +02:00
Robert Caulk	607455919e	Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!)	2022-07-10 12:35:44 +02:00
Matthias	819cc9c0e4	Fully align LightGBM with Catboost	2022-07-10 11:06:18 +02:00
Matthias	58b18770e3	Fix LightGBM missing argument in predict method	2022-07-10 11:05:35 +02:00
Matthias	9313a2d294	Update leverage tiers to latest version	2022-07-10 10:11:39 +02:00
Matthias	2e1061af64	Fix faulty LightGBM model	2022-07-09 08:21:42 +00:00
Matthias	c98e7ea055	Revert allowing empty currency for futures	2022-07-09 08:57:15 +02:00
Matthias	b7167ec880	Fix wrong fee calclulation for gateio futures	2022-07-09 08:51:59 +02:00
Matthias	5b733a723d	use "fees" for trades responses	2022-07-09 08:51:28 +02:00
Matthias	81f7d77d74	Allow fee currency to be empty for futures	2022-07-09 08:51:28 +02:00
Matthias	2499276fca	Refactor calculate_fee_rate to take separate parameters instead of an "Order" we passed in a trade object anyway	2022-07-09 08:51:28 +02:00
Matthias	e52f82b565	Add leverage to custom_stake_amount callback closes #7047	2022-07-08 19:44:20 +02:00
Matthias	b39508f64d	remove loadMarkets from "required" section, it's now implied that all ccxt exchanges provide this method.	2022-07-07 19:44:54 +02:00
robcaulk	d9acdc9767	remove excess, increase no model warning clarity	2022-07-06 18:20:21 +02:00
Matthias	dbc3376fe9	Add alias for gate to gateio	2022-07-06 07:12:13 +02:00
robcaulk	514f7d491c	change rejected to denied	2022-07-05 12:58:43 +02:00
robcaulk	647f9b5460	replace the word abortion with rejected in log messages	2022-07-05 12:49:09 +02:00
robcaulk	4cac67fd66	Catch infrequent issue associated with grabbing first candle	2022-07-05 12:43:33 +02:00
Matthias	6f0721ae2b	Update dry-order-fix to use sqlalchemy internals	2022-07-04 17:17:39 +02:00
Matthias	6da3fa08e4	Update migrations to also support Postgres closes #7038	2022-07-04 11:14:59 +02:00
robcaulk	bd3a6ba2fe	update backtesting to handle new output framework	2022-07-03 17:34:44 +02:00
robcaulk	8ac8d53c32	All LGBMRegressor model parameters are now set in config	2022-07-03 16:30:01 +02:00
robcaulk	a6077ac7f4	Merge feat/freqai into develop to get new features	2022-07-03 16:17:13 +02:00
Matthias	07aa372e2a	Ensure bot_loop_start is called in hyperopt, too closes #7001	2022-07-03 14:10:59 +02:00
Matthias	c5e6520fee	Reorder methods in freqtradebot	2022-07-03 13:35:26 +02:00
robcaulk	4ff0ef7359	fix bug returning multiple targets for training	2022-07-03 12:15:59 +02:00
Matthias	f2fdc21374	Only use exit_tag if exit_type i exit_signal closes #7027	2022-07-03 11:07:05 +02:00
robcaulk	ffb39a5029	black formatting on freqai files	2022-07-03 10:59:38 +02:00
robcaulk	106131ff0f	Rehaul organization of return values	2022-07-02 18:09:38 +02:00
robcaulk	93e1410ed9	first step toward cleaning output and enabling multimodel training per pair	2022-07-01 14:00:30 +02:00
robcaulk	6c7d02cb18	expose nu in the SVM outlier detection via svm_nu in config	2022-06-28 15:12:25 +02:00
robcaulk	7dfbd432d1	fix config saving bug, assign priorities to pairs in scanning, sleep the scanning loop to reduce CPU usage	2022-06-27 11:35:33 +02:00
robcaulk	68bafa9517	archive config to the model folder, filter out features before returning dataframe to strategy (to alleviate frequi issues)`	2022-06-26 23:03:48 +02:00
robcaulk	051b99791d	reduce unnecessary verbosity, fix error on first training sweep, add LightGBMPredictionModel	2022-06-26 19:04:23 +02:00
Matthias	2b07d34611	Revert several undesired changes	2022-06-23 20:47:51 +02:00
Matthias	8bf0bf10c5	Merge branch 'develop' into pr/SmartManoj/6859	2022-06-23 20:43:35 +02:00
Surfer	06571e99aa	Merge branch 'freqtrade:develop' into develop	2022-06-22 09:38:23 -04:00
Matthias	53e5483daa	Store StopPrice for dry-run orders closes #6996	2022-06-22 06:31:51 +02:00
Surfer	cc4e5b26f0	Merge branch 'freqtrade:develop' into develop	2022-06-21 14:16:03 -04:00
Surfer Admin	e2a94d75b4	Merge branch 'develop' of https://github.com/Surfableio/freqtrade into develop	2022-06-21 14:06:56 -04:00
Surfer Admin	405ea74f16	stopPrice	2022-06-21 14:06:41 -04:00
Matthias	3a0f31fe89	Merge pull request #6914 from freqtrade/leverage_tiers_async Leverage tiers async	2022-06-21 10:18:40 +02:00
Robert Caulk	852706cd6b	Fix default behavior for expiration_hours	2022-06-21 08:12:51 +02:00
robcaulk	b35c64b6c0	fix bug in backtest, typo in example strat	2022-06-19 16:41:09 +02:00
Matthias	0d967f93ba	Improve performance of some RPC calls These don't need orders to be loaded. As a side-effect, this will also reduce the strain on the database.	2022-06-19 16:13:04 +02:00
Matthias	0809f9aef6	Add offset to trade response	2022-06-18 19:27:05 +02:00
Matthias	bb61250bfe	Merge pull request #6987 from freqtrade/profit_metrics Profit metrics	2022-06-18 17:20:20 +02:00
Matthias	0168343b76	Add trading-volume to api schema	2022-06-18 16:53:25 +02:00
Matthias	474e6705e6	Add Profit factor to backtesting	2022-06-18 16:35:40 +02:00
Matthias	8c46d19071	Fix backtesting bug balance was never released on cancelled trades	2022-06-18 16:27:54 +02:00
robcaulk	3599d18ff6	fix bug in follow_mode, thanks @blood4rc	2022-06-18 12:05:28 +02:00
Matthias	40c9abc7e1	Add trading volume to /profit output	2022-06-18 11:40:32 +02:00
Matthias	6a15d36d14	Add Drawdown and profit_factor to /profit #6816	2022-06-18 11:14:28 +02:00
Matthias	d77ce468ea	Add "dry" hint to buy/sell messages part of #6962	2022-06-18 09:40:53 +02:00
Matthias	03815cb81b	Use fstrings in telegram messaging	2022-06-18 09:23:16 +02:00
Matthias	d62273294d	Update /help for /fx to align with actual command name closes #6985	2022-06-18 09:10:33 +02:00
Matthias	017fd03180	Fix but with late entries in backtesting	2022-06-18 09:05:22 +02:00
Matthias	616bf315cb	gateio: futures market orders require IOC to be set.	2022-06-17 23:02:39 +02:00
Matthias	fda8248d41	Gateio allow market orders on futures markets	2022-06-17 22:43:24 +02:00
robcaulk	6da7a98857	add docstrings to new functions, remove superceded code	2022-06-17 16:16:23 +02:00
robcaulk	f631ae911b	add model expiration feature, fix bug in DI return values	2022-06-17 14:55:40 +02:00
Matthias	6bdf9c2a94	Simplify trade profit calculations further	2022-06-17 11:17:05 +00:00
Matthias	91f9818ae3	Simplify trade calculations	2022-06-17 09:53:29 +00:00
Matthias	d7770c507b	Remove implicit use of certain rates in profit calculations	2022-06-17 07:00:42 +00:00
robcaulk	0b0688a91e	ensure scanning purges models	2022-06-16 16:12:38 +02:00
Surfer	36f7315481	Merge branch 'freqtrade:develop' into develop	2022-06-16 08:19:57 -04:00
robcaulk	c5de0c49e4	first functional scanning commit	2022-06-16 00:24:18 +02:00
robcaulk	4d472a0ea1	merging datarehaul into scanning branch	2022-06-16 00:22:49 +02:00
Matthias	8f32fa5cb3	Avoid exception on exchange recycling if __init__ fails	2022-06-15 20:13:07 +02:00
Matthias	f9e2e87346	Improve some formatting and typehints	2022-06-15 20:03:36 +02:00
Matthias	ec40e79362	Merge pull request #6874 from froggleston/buy_reasons Buy reasons	2022-06-15 19:06:00 +02:00
froggleston	14110bd5ca	Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons	2022-06-15 11:25:24 +01:00
froggleston	c391ca08de	Change backtesting-analysis options to space separated lists	2022-06-15 11:25:06 +01:00
Matthias	29d8aeb9b3	Don't fail on invalid parameter	2022-06-15 07:13:47 +02:00
Matthias	3c62df6b86	Ensure the same timestamp is used for backtest and signal export	2022-06-15 06:53:52 +02:00
froggleston	6bb342f23a	Add export-filename support	2022-06-14 16:54:27 +01:00
Matthias	01a68e1060	Remove unnecessary check and condition	2022-06-13 20:48:49 +02:00
Matthias	1ffee96bad	Fix protection parameters not loading from parameter file closes #6978	2022-06-13 19:59:05 +02:00
Matthias	d5fd1f9c38	Improve order filled handling	2022-06-13 13:24:48 +00:00
Matthias	c981ad4608	Fix missing space	2022-06-12 08:31:02 +02:00
Matthias	75a248cf42	Fstring freqAI sample strategy, remove duplicate features	2022-06-11 19:56:37 +02:00
Matthias	2e1ed132f7	Merge pull request #6964 from freqtrade/rpc_rel_daily Telegram / api daily relative profit	2022-06-11 19:31:32 +02:00
Matthias	9c65fad73f	Merge Pull request #6919 into develop	2022-06-11 17:49:32 +02:00
Matthias	4b70e03daa	Add some rudimentary tsts for discord webhook integration	2022-06-11 17:49:23 +02:00
Matthias	fdfa94bcc3	make discord notifications fully configurable.	2022-06-11 17:43:46 +02:00
Matthias	f816c15e1e	Update discord message format	2022-06-11 16:48:28 +02:00
Matthias	3a06337601	Update API to provide new values.	2022-06-11 11:28:45 +02:00
Matthias	9ba11f7bcc	Update docs and tests for new daily command	2022-06-11 11:26:49 +02:00
Matthias	76827b31a9	Add relative profit to daily/weekly commands	2022-06-11 11:18:21 +02:00
robcaulk	eb47c74096	merge datarehaul into main freqai branch	2022-06-10 20:26:19 +02:00
Matthias	76f87377ba	Reduce decimals on FIAT daily column	2022-06-10 20:18:53 +02:00
Matthias	e8f8cd9d36	Merge pull request #6960 from italodamato/opt-ask-force-new-points remove `random_state` condition when sampling random points	2022-06-10 19:45:36 +02:00
Italo	7142394121	remove random_state condition otherwise the random sample always draws the same set of points	2022-06-10 09:46:45 +01:00
Matthias	ad3c01736e	time aggregate to only query for data necessary improves the query by not creating a full trade object.	2022-06-10 07:26:53 +02:00
Matthias	2218313f5c	Merge pull request #6957 from freqtrade/rpc_consolidate_daily Rpc consolidate daily	2022-06-10 06:39:59 +02:00
Italo	dce9fdd0e4	don't overwrite is_random this should fix issue #6746	2022-06-09 20:06:23 +01:00
Matthias	8fb743b91d	improve variable wording	2022-06-09 20:13:26 +02:00
Matthias	dd32127014	Merge pull request #6944 from gaugau3000/develop give extra info on rate origin for confirm_trade_*	2022-06-09 20:10:29 +02:00
Matthias	1ddd5f1901	Update docstring throughout the bot.	2022-06-09 19:41:08 +02:00
Matthias	88f8cbe172	Update tests to reflect new naming	2022-06-09 19:38:18 +02:00
Matthias	a547001601	Reduce Telegram "unit" stats	2022-06-09 07:06:32 +02:00
Matthias	d4dd026310	Consolidate monthly stats to common method	2022-06-09 07:06:32 +02:00
Matthias	3cb15a2a54	Combine weekly and daily profit methods	2022-06-09 07:06:32 +02:00
Matthias	c550cd8b0d	Simplify query in freqtradebot	2022-06-09 07:04:46 +02:00
Matthias	7eacb847b0	Fix backtesting bug when order is not replaced	2022-06-08 20:21:45 +02:00
robcaulk	d9b79d94e4	increase candle update flexibility to allow long sequential trainings that may last more than one candle	2022-06-07 20:57:10 +02:00
robcaulk	66800c7a45	ensure newest candles are always appended	2022-06-07 20:24:23 +02:00
robcaulk	f8f25e36ef	update example config/strat	2022-06-07 19:54:45 +02:00
robcaulk	15d049cffe	detect if upper tf candles are new or not, append if so. Correct the epoch for candle update check	2022-06-07 19:49:20 +02:00
Matthias	9534d6cca1	Cancel orders which can no longer be found after several days	2022-06-07 07:03:40 +02:00
robcaulk	cab8f517b4	add lock to datadrawer	2022-06-07 01:07:30 +02:00
robcaulk	4b26b6aaec	add lock to any historic data access	2022-06-07 00:54:18 +02:00
Robert Caulk	3c2e314ee5	Fix bugs	2022-06-06 16:26:07 -06:00
Robert Caulk	e6c5e737a2	Fix other bugs	2022-06-06 16:24:32 -06:00
Robert Caulk	bf19055e53	Update function spelling	2022-06-06 15:56:12 -06:00
Robert Caulk	2451ed8c88	Quick bug fix	2022-06-06 15:11:54 -06:00
Matthias	0b806af487	Add orders column to btresult	2022-06-06 10:59:10 +02:00
Matthias	79107fd062	Add minimal order object serialization	2022-06-05 22:12:27 +02:00
Matthias	8369d5bedd	Include open orders in json responses	2022-06-05 22:12:27 +02:00
Matthias	c0ff554d5b	Cleanup old, left open dry-run orders	2022-06-05 22:12:27 +02:00
Matthias	f709222943	Properly close out orders in backtesting	2022-06-05 22:12:27 +02:00
Matthias	c499bb051f	Allow empty unfilledtimeout for webserver mode	2022-06-05 19:41:17 +02:00
Matthias	a790bad1e4	Add entry_tag to leverage callback closes #6929	2022-06-05 10:24:54 +02:00
robcaulk	d6b8801f41	fix follower bug	2022-06-05 04:40:58 +02:00
robcaulk	e8c0dcf9f3	add debug message to timerange	2022-06-03 17:14:07 +02:00
robcaulk	f2762e3b4b	fix bug in return_values()	2022-06-03 16:58:51 +02:00
robcaulk	16b4a5b71f	rehaul of backend data management - increasing performance by holding history in memory, reducing load on the ratelimit by only pinging exchange once per candle. Improve code readability.	2022-06-03 15:19:46 +02:00
robcaulk	15a971346d	catch infinity values when filtering	2022-06-02 17:13:20 +02:00
Robert Caulk	7d41542f93	process_only_new_candles in examplestrat should be True, thanks @Bloodhunter4rc	2022-06-02 07:24:08 -06:00
robcaulk	fea39254d9	fix custom_exit (thanks @paranoidandy)	2022-06-02 14:58:45 +02:00
robcaulk	b37c31cc21	fix ta-lib issue with simultaneous method access	2022-06-02 14:37:40 +02:00
robcaulk	4ac6ef2972	make defining period intervals more user friendly and flexible	2022-06-02 13:45:29 +02:00
robcaulk	ace951bf7e	another queue bug fix for fresh starts	2022-06-02 13:28:06 +02:00
Anuj Shah	eb4adeab4d	fix flake8 issues	2022-06-02 11:19:29 +05:30
Anuj Shah	45c47bda60	refactor into discord rpc module	2022-06-01 21:14:48 +05:30
Anuj Shah	afd8e85835	feat: add support for discord notification	2022-06-01 15:54:32 +05:30
robcaulk	833d25bda0	Save data after queue reorg	2022-06-01 08:05:38 +02:00
robcaulk	0b0dd8dd80	Force high priority pair to be trained before anything else.	2022-06-01 07:55:05 +02:00
Surfer Admin	7fe8b7661d	Display the signal candle analyzed in telegram.	2022-05-31 15:46:43 -04:00
Matthias	34a44b9dd2	Fix backtesting bug when canceling orders closes #6911	2022-05-31 20:32:41 +02:00
Matthias	66edbcd3d5	Fix slight backtesting bug in edge-case scenarios	2022-05-31 20:08:34 +02:00
robcaulk	7523ed825e	automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now).	2022-05-31 18:42:27 +02:00
Matthias	3549176370	Update missleading docstring closes #6913	2022-05-31 17:52:45 +02:00
Matthias	88845f6d88	Fix cancel order deleting trade if one order was successfully filled, the trade cannot be deleted. closes #6907	2022-05-31 17:49:51 +02:00
robcaulk	9b3b08a2bb	let follower purge old model files	2022-05-31 15:37:38 +02:00
robcaulk	bac4ced382	Ensure follower predictions are persistent and uniquely stored	2022-05-31 14:35:04 +02:00
robcaulk	70adf55643	Automatically detect and change follower data_path to accommodate remote systems	2022-05-31 12:35:09 +02:00
robcaulk	0306f5ca13	Add autopurge feature so that FreqAI cleans up after itself when it no longer needs old models on disk	2022-05-31 11:58:21 +02:00
Matthias	cce8d1aa4d	Update get_market_leverage_tiers to be async	2022-05-31 08:48:34 +00:00
Matthias	be6e0813db	Remove --strategy from analysis test	2022-05-31 06:53:03 +02:00
robcaulk	45f4f0f603	ensure follower sends back null arrays in case leader hasnt created a model file yet	2022-05-31 01:48:48 +02:00
robcaulk	29d2f59f12	fix PCA bug	2022-05-31 00:40:45 +02:00
robcaulk	606f18e5c1	Add follow_mode feature so that secondary bots can be launched with the same identifier and load models trained by the leader	2022-05-30 21:35:48 +02:00
Matthias	c285ad0e2b	Remove --strategy parameters, update docs	2022-05-30 20:26:24 +02:00
robcaulk	5b4c649d43	detect variable sized dataframes coming from strat, adjust our stored/returned data accordingly	2022-05-30 13:55:46 +02:00
robcaulk	e229902381	fix bug in previous commit	2022-05-30 12:48:22 +02:00
robcaulk	a20651efd8	Increase performance by only predicting on most recent candle instead of full strat provided dataframe. Collect predictions and store them so that we can feed true predictions back to strategy (so that frequi isnt updating historic predictions based on newly trained models).	2022-05-30 11:37:05 +02:00
Matthias	8e2c7e1298	extract detect_parameters to separate function	2022-05-30 07:26:26 +02:00
Matthias	eaa656f859	Hyperoptable parameters can be instance attributes	2022-05-30 07:07:47 +02:00
Matthias	386d3e0353	Rename stop/roi loading method	2022-05-30 06:52:44 +02:00
Matthias	ad8ff10a05	Minor doc changes	2022-05-30 06:32:46 +02:00
robcaulk	2f1a2c1cd7	allow users to store data in custom formats, update spot config to reflect better target horizon to training period ratio	2022-05-30 02:12:31 +02:00
robcaulk	d59eac3321	revert `a79032b`	2022-05-29 21:33:38 +02:00
robcaulk	a79032bf75	fixing bug in training queue	2022-05-29 20:19:32 +02:00
Matthias	056047f635	Fix --help	2022-05-29 20:07:02 +02:00
robcaulk	3f72263278	allow pairs deeper in the queue to get trained if the higher priority pairs dont need training	2022-05-29 20:02:43 +02:00
robcaulk	cc6cae47ec	allow pairs deeper in the queue to get trained if the higher priority pairs dont need training	2022-05-29 19:49:43 +02:00
robcaulk	4eb4753e20	allow subdaily retraining for backtesting	2022-05-29 17:44:35 +02:00
froggleston	9a068c0b14	Add test for each analysis group, remove default table output if not indicator-list	2022-05-29 16:25:31 +01:00
Matthias	e6affcc23e	Move parameter file loading to hyper-mixin	2022-05-29 16:39:52 +02:00
Matthias	1ee08d22d2	Delay parameter init closes #6894	2022-05-29 16:39:52 +02:00
robcaulk	0aa7162055	ensure the prediction is reset in the pair_dict after any trade exit, not just custom_exit	2022-05-29 16:36:46 +02:00
robcaulk	fe36b08fce	fix key error in example strat	2022-05-29 16:26:34 +02:00
robcaulk	ce365eb9e3	improve example strat so that it has dynamic buy and sell logic according to original prediction	2022-05-29 14:45:46 +02:00
froggleston	df1c36e5aa	Change command name, use load_backtest_stats for strategy resolving	2022-05-29 11:54:27 +01:00
froggleston	c59209a01a	Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons	2022-05-29 11:20:32 +01:00
froggleston	e7c5818d16	First pass changes for cleaning up	2022-05-29 11:20:11 +01:00

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10650 Commits