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
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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
Matthias
b26126cb57
Don't use ticker['symbol'] but use "pair" instead
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closes #7262
2022-09-02 20:09:30 +02:00
Matthias
b53791fef2
Futures volumepairlist to account for contract size
2022-09-02 07:11:32 +02:00
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
wagnercosta
3d4497467c
Merge branch 'freqtrade:develop' into develop
2022-08-31 14:47:06 -03:00
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
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
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
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
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align TimeInForce to ccxt usage
2022-08-29 06:36:51 +02:00
Matthias
8be8a12cc4
Merge pull request #7260 from JohanVlugt/develop
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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
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
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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)
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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
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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
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This will align results to how live works.
closes #7292
2022-08-27 08:50:09 +02:00
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
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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
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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
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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
Matthias
32faad9333
Fix backtest calculation problem with DCA
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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 )
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* 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"
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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
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closes #7285
2022-08-23 06:43:04 +02:00
Matthias
fe7108ae75
Convert amount to contracts before comparing for close
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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 )
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* 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.
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closes #7264
2022-08-22 09:20:14 +00:00
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
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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
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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
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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
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Improve PCA and pairwise distance calcs
2022-08-20 08:13:40 +02:00
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
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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
Matthias
42eb508515
Attempt fix of #7184
2022-08-19 07:09:46 +02:00
Matthias
76a3e97e05
Add migrations end message
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closes #7251
2022-08-19 06:39:51 +02:00
Matthias
70a77ba3d9
Check for "last" availability in PrecisionFilter
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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
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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
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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
