adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
20,383 Commits 14 Branches 74 Tags 197 MiB
fa293c54f8
Commit Graph

10724 Commits

Author SHA1 Message Date
paranoidandy
73114b93c2
Update FreqaiExampleStrategy.py 
Change can_short to True to enable shorting
 2023-01-03 15:11:46 +00:00
hippocritical
71ec32ac9e removed prints for strategy could not be loaded 
changed back to ast, astor is not really needed.
 2023-01-02 23:35:51 +01:00
hippocritical
697fad0ac4 Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils 2023-01-02 20:46:05 +01:00
hippocritical
0817e1698f requirements thinned out again 
StrategyResolver.search_all_objects(enum_failed) set to False since we got no use in True
shortened update_code call
added modified_code8 test which currently still fails. (and thereby is commented out)
 2023-01-02 20:45:56 +01:00
hippocritical
61d7129d7c
Update freqtrade/commands/strategy_utils_commands.py 
Co-authored-by: Matthias <xmatthias@outlook.com>
 2023-01-02 16:51:05 +01:00
Matthias
df25dbc048 Don't require a configuration for strategy-updater 2023-01-02 08:52:18 +01:00
Matthias
a712c5d42c Improve if formatting 2023-01-02 08:52:01 +01:00
Matthias
e89609dc3a
Fix crash due to invalid parameter 2023-01-02 08:51:54 +01:00
hippocritical
66f7c91357 Adding tests 
added more code inside NameUpdater to grab more variables.
 2023-01-01 22:03:45 +01:00
hippocritical
762dd4f024 Adding tests 
added more code inside NameUpdater to grab more variables.
 2023-01-01 18:57:38 +01:00
hippocritical
a51e44eea3 Adding tests 2023-01-01 12:37:15 +01:00
Matthias
cd7bd9bf9a Update gate liquidation price link 2022-12-31 10:25:21 +01:00
Matthias
6498e352c1 Remove pointless default 2022-12-31 10:23:39 +01:00
hippocritical
82218d01f4 sped up the function generic_visit that now skips unnecessary fields 
added mentioning of skipped class names since they could not be found
 2022-12-30 21:49:09 +01:00
Stefano Ariestasia
5188464fc0 fix typo 2022-12-31 02:03:02 +09:00
Wagner Costa
c8aa7720a2 added again feature check in BT from pred files 2022-12-30 11:16:35 -03:00
Wagner Costa
b39fc6b924 remove add pair to column from docs, fix keyerror bug and adjust hybrid strategy example 2022-12-30 10:42:31 -03:00
robcaulk
b2bab68fba move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies 2022-12-30 13:02:39 +01:00
Matthias
798438df9d Extract funding-rate call to separate method 
this will allow overwriting in subclasses.
 2022-12-30 07:32:59 +01:00
Matthias
499cc5bae1 Better visualize downloaded candletype in debug mode 2022-12-30 07:15:24 +01:00
hippocritical
a6356c2821 Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils 2022-12-29 22:32:02 +01:00
hippocritical
c6f045afa9 fixing issues of the maintainer 
found a bug meaning elts could contain lists of elts (now recurively gone through)

Next in line: writing tests based on StrategyUpdater.update_code
 2022-12-29 22:31:33 +01:00
Wagner Costa
2e30bdb9b2 freqai bt - fix tests 2022-12-29 16:35:11 -03:00
Wagner Costa
2b89f643b7 adjust backtest to new feature engineering functions 2022-12-28 19:03:41 -03:00
Matthias
973cfd0182
Merge pull request #7810 from stash86/bt-metrics 
Add more calculations for backtest metrics
 2022-12-28 15:57:07 +01:00
Matthias
2805e83c9f Bump Develop version to 2023.1 2022-12-28 15:53:43 +01:00
Matthias
c52910f28b Improve resiliance against invalid data 
closes #7947
 2022-12-28 15:30:57 +01:00
Matthias
32bbe603cb Fix sortino std calculation 2022-12-28 14:59:49 +01:00
robcaulk
6f7eb71bbb ensure RL works with new naming scheme 2022-12-28 14:52:33 +01:00
Matthias
d5b516842c Fix 2 docstrings 2022-12-28 14:44:23 +01:00
Matthias
02eb00fa33 Merge branch 'develop' into pr/stash86/7810 2022-12-28 14:04:54 +01:00
robcaulk
c2936d551b improve doc, update test strats, change function names 2022-12-28 13:25:40 +01:00
hippocritical
126b8dac07
Merge branch 'freqtrade:develop' into strategy_utils 2022-12-27 22:34:24 +01:00
hippocritical
70e9fa6136 implementing the strategy_updater in a first version 2022-12-27 20:43:43 +01:00
Matthias
cd4faa9c59 keep max_stake_amount through backtests 2022-12-27 18:08:20 +01:00
Wagner Costa
8227b4aafe freqAI Strategy - improve user experience 2022-12-27 11:37:01 -03:00
Matthias
62c4675e29 Remove some deprecated fields from the API 2022-12-27 14:28:07 +01:00
Matthias
cb66663fd2 show max_stake_amount in API 2022-12-27 14:28:07 +01:00
Matthias
55001bf321 Keep max_stake_amount (only relevant for DCA orders). 2022-12-27 14:28:07 +01:00
Matthias
63f114395a is_short should be a boolean 2022-12-26 14:02:47 +01:00
Stefano Ariestasia
6353f3ac1a fix formulas and implement new metrics 2022-12-26 08:19:51 +09:00
Matthias
7a5439321c Show new metrics in backtesting 2022-12-25 21:29:37 +01:00
Matthias
ce13ce4b10 Update binance stoploss order types 
closes #7927
an update to the most recent ccxt version (>2.4.55) would have the same effect.
 2022-12-25 09:05:53 +01:00
Matthias
4601705814
Merge pull request #7923 from freqtrade/freqai_backtest 
Freqai backtest
 2022-12-23 19:17:12 +01:00
Matthias
ad0d7c9a9e Don't allow DCA trades to go beyond max order size 
closes  #7924
 2022-12-23 16:09:35 +01:00
Matthias
73792fd6ce Don't attempt to convert None to dict 2022-12-21 06:28:55 +01:00
Matthias
70531224e6 Allow setting identifier via UI 2022-12-20 19:44:01 +01:00
Matthias
07606a9e23 Simplify APi backtest config merging 2022-12-20 19:32:29 +01:00
Matthias
6d9f1fafb7 allow backtest_cache to be provided via backtest API 2022-12-20 19:20:39 +01:00
Matthias
5dbd5c235a Add endpoint for freqAI models 2022-12-20 07:24:54 +01:00
Matthias
3012c55ec5
Merge pull request #7867 from Bloodhunter4rc/remotepairlist 
Add Remotepairlist
 2022-12-19 19:28:49 +01:00
Matthias
a119fbd895 Small error-message finetuning 2022-12-19 18:19:55 +01:00
Bloodhunter4rc
ebf60d85da self._init_done placed wrong. fixed 2022-12-19 16:25:22 +01:00
Bloodhunter4rc
43f5a16006 parse exception handling, remove info, cache change 2022-12-19 15:36:28 +01:00
Robert Caulk
cc30210b3f
Merge pull request #7908 from freqtrade/add-3action-rl-env 
Add 3 Action RL Env
 2022-12-19 14:47:57 +01:00
Bloodhunter4rc
6380c3d462 reduce duplicate code, fix cache check 2022-12-18 23:37:18 +01:00
Bloodhunter4rc
bb33b96ba7 init cache on first iteration, init checks, limit length and charmap to info replace if invalid, move filter logic 2022-12-18 22:28:12 +01:00
Matthias
bad6fe77d3 Remove deprecated trade property 2022-12-18 17:21:50 +01:00
Emre
c293401b22
Add can_short to freqai base model 2022-12-16 23:19:08 +03:00
Emre
7727f31507
Add 3 Action RL env 2022-12-16 22:18:49 +03:00
Emre
dde363343c
Add can_short param to base env 2022-12-16 22:16:19 +03:00
initrv
36948e2a74 fix base4 env done condition 2022-12-16 14:14:05 +03:00
robcaulk
c9bc91c75b add shuffle_after_split option 2022-12-16 11:20:37 +01:00
Sam Germain
32d57f624e delisted bibox following ccxt PR https://github.com/ccxt/ccxt/pull/16067 2022-12-15 15:00:27 -05:00
Matthias
2828255435
Merge pull request #7842 from wizrds/feat/refactor-emc 
Change to broadcasting single candles in Producer/Consumer
 2022-12-15 19:47:29 +01:00
Matthias
b915872f66
Merge pull request #7899 from freqtrade/fix/multiproc-dp 
Ensure data provider is passed to multiproc envs
 2022-12-15 19:31:23 +01:00
Bloodhunter4rc
9e20d13e50
Merge branch 'freqtrade:develop' into remotepairlist 2022-12-15 17:38:56 +01:00
robcaulk
581a5296cc fix docstrings to reflect new env_info changes 2022-12-15 16:50:08 +01:00
robcaulk
7b4abd5ef5 use a dictionary to make code more readable 2022-12-15 12:25:33 +01:00
Matthias
7a0eadbdf5 Don't recalc profit on closed trades 2022-12-15 07:05:07 +01:00
Matthias
ca2a878b86 Update test naming 2022-12-14 20:06:55 +01:00
Emre
3af2251ce8
Fix add_state_info backtesting bug 2022-12-14 22:03:23 +03:00
Emre
2018da0767
Add env_info dict to base environment 2022-12-14 22:03:05 +03:00
Matthias
fa260e6560 Move "replace or append" decision to dataprovider 2022-12-14 19:56:54 +01:00
robcaulk
2285ca7d2a add dp to multiproc 2022-12-14 18:22:20 +01:00
Matthias
97fee37072 Improve emc test 2022-12-14 07:22:51 +01:00
Bloodhunter4rc
7f3524949c - print 2022-12-13 21:00:23 +01:00
Bloodhunter4rc
d52c1c7554 Add unit tests 2022-12-13 20:21:06 +01:00
Robert Caulk
e6da646e2f
Merge pull request #7866 from initrv/cleanup-tensorboard-callback 
Cleanup tensorboard callback
 2022-12-13 09:05:46 +01:00
Timothy Pogue
0dd3836cc7 fix rpc method docstring 2022-12-12 22:47:35 -07:00
Matthias
a693495a6d Improve external_candle aggregation 2022-12-12 22:47:35 -07:00
Timothy Pogue
414c0ce050 change unused var 2022-12-12 22:47:35 -07:00
Timothy Pogue
6717dff19b update overlapping candle handling, move append to misc 2022-12-12 22:47:35 -07:00
Timothy Pogue
0602479f7d minor changes, update candle appending to support overlaps 2022-12-12 22:47:35 -07:00
Timothy Pogue
f1ebaf4730 fix tests 2022-12-12 22:47:35 -07:00
Timothy Pogue
49f6f40662 remove comment 2022-12-12 22:47:35 -07:00
Timothy Pogue
0d5b2eed94 fix same candle handling 2022-12-12 22:47:35 -07:00
Timothy Pogue
d376bf4052 fix indefinite reconnecting 2022-12-12 22:47:35 -07:00
Timothy Pogue
ccd1aa70a2 change log calls to debug, handle already received candle 2022-12-12 22:47:35 -07:00
Timothy Pogue
c050eb8b8b add candle difference calculation to dataprovider 2022-12-12 22:47:35 -07:00
Timothy Pogue
89338fa677 allow specifying channel send throttle 2022-12-12 22:47:35 -07:00
Timothy Pogue
d2c8487ecf update add_external_candle, fix breaking on ping error, handle empty dataframes 2022-12-12 22:47:35 -07:00
Timothy Pogue
fce1e9d6d0 update analyzed df request to allow specifying a single pair 2022-12-12 22:47:35 -07:00
Timothy Pogue
36a00e8de0 update add_external_candle returns 2022-12-12 22:47:35 -07:00
Timothy Pogue
4cbb3341d7 change how missing candles will be handled 2022-12-12 22:47:35 -07:00
Timothy Pogue
9660e445b8 use new channel apis in emc, extend analyzed df to include list of dates for candles 2022-12-12 22:47:35 -07:00
Matthias
abc3badfb5 Improve shutdown behavior 
closes #7882
 2022-12-12 20:01:54 +01:00
Bloodhunter4rc
6f92c58e33 add docs, add bearer token. 2022-12-12 13:24:33 +01:00
initrv
f9b7d35900 add increment param for tensorboard_log 2022-12-12 14:14:23 +03:00
Bloodhunter4rc
f6b90595fa remove html. change var names. 2022-12-12 11:05:03 +01:00
robcaulk
0f6b98b69a merge develop into tensorboard cleanup 2022-12-11 15:38:32 +01:00
robcaulk
0fd8e214e4 add documentation for tensorboard_log, change how users interact with tensorboard_log 2022-12-11 15:31:29 +01:00
Matthias
888ba65367
Merge branch 'develop' into fix/multioutput-bug 2022-12-11 15:23:53 +01:00
initrv
cb8fc3c8c7 custom info to tensorboard_metrics 2022-12-11 15:37:45 +03:00
robcaulk
8c7ec07951 ensure predict_proba follows suit. Remove all lib specific params from example config 2022-12-11 12:39:31 +01:00
robcaulk
85f22b5c30 fix bug in MultiOutput* with conv_width = 1 2022-12-11 12:15:19 +01:00
Emre
6b9f3f2795
Fix test validation 2022-12-11 13:24:24 +03:00
Emre
272c3302e3
Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling 2022-12-11 13:12:45 +03:00
Matthias
980a5a9b52 Fix docs typo 2022-12-10 19:54:04 +01:00
Matthias
da4914513a
Merge pull request #7835 from rzhb/patch-1 
update strategy_analysis_example.ipynb
 2022-12-08 14:17:50 +01:00
Bloodhunter4rc
66412bfa58 Remove unnecessary loop 2022-12-08 01:51:12 +01:00
Bloodhunter4rc
7efcbbb457 Local File Loading 2022-12-08 01:09:17 +01:00
Bloodhunter4rc
da2747d487 Add Local .json file Loading 2022-12-08 00:52:54 +01:00
robcaulk
7b3406914c flip add_state_info 2022-12-07 19:49:39 +01:00
robcaulk
9b4364ddc3 ensure that add_state_info is deactivated during backtesting 2022-12-07 19:49:14 +01:00
Bloodhunter4rc
b144a6357d Remove Duplicate 2022-12-07 18:24:55 +01:00
Bloodhunter4rc
547a75d9c1 Fix Info 2022-12-07 17:49:21 +01:00
Bloodhunter4rc
607d5b2f8f Split to fetch_pairlist function, Info Message 2022-12-07 17:47:38 +01:00
Bloodhunter4rc
48160f3fe9 Flake 8 fix, Json Fetching 2022-12-07 17:01:45 +01:00
Bloodhunter4rc
199fd2d074 +Remote Pairlist 2022-12-07 15:08:33 +01:00
initrv
58604c747e cleanup tensorboard callback 2022-12-07 14:37:55 +03:00
Stefano Ariestasia
89c7c2fec6 isort fix 2022-12-07 18:09:57 +09:00
Stefano Ariestasia
611e35ed81 flake8 fix 2022-12-07 15:47:58 +09:00
Robert Caulk
b9f6911a6a
Merge pull request #7843 from smarmau/develop 
freqai RL agent info during training
 2022-12-06 20:06:41 +01:00
Matthias
e7195b7bfb
Merge pull request #7862 from freqtrade/ws_newcandle 
New websocket message "new_candle"
 2022-12-06 07:07:32 +01:00
Wagner Costa
c81b00fb37 Merge branch 'develop' into freqai_bt_from_predictions_improvement 2022-12-05 18:00:55 -03:00
Emre
227cdb0938
Change dict update order 2022-12-05 23:58:04 +03:00
Emre
26a61afa15
Move base tf logic to config validation 2022-12-05 23:54:15 +03:00
Emre
bc48099e48
Revert changes 2022-12-05 23:52:48 +03:00
robcaulk
62c69bf2b5 fix custom_info 2022-12-05 20:22:54 +01:00
Matthias
7c27eedda5 Bump API version 2022-12-05 19:56:33 +01:00
Matthias
24edc276ea Simplify new_candle message 2022-12-05 19:46:39 +01:00
Matthias
d30a872ed4 Move message-silencing list next to enum 2022-12-05 19:23:03 +01:00
Matthias
5e533b550f Emit a simple "new candle" message to allow UI's to refresh charts 2022-12-05 18:19:19 +01:00
Matthias
189fa64052 Add more dynamic to directory change 2022-12-05 18:14:16 +01:00
Emre
730fba956b
Ensure base tf included in include_timeframes 2022-12-05 16:16:17 +03:00
Emre
e734b39929
Make model_training_parameters optional 2022-12-05 14:54:42 +03:00
robcaulk
d8565261e1 ignore initializer type 2022-12-04 14:10:33 +01:00
robcaulk
24766928ba reorganize/generalize tensorboard callback 2022-12-04 13:54:30 +01:00
Matthias
310eba5932
Merge pull request #7735 from freqtrade/gc_improvements 
Improve python GC behavior
 2022-12-03 15:54:59 +01:00
smarmau
b2edc58089
fix flake8 2022-12-03 22:31:02 +11:00
smarmau
d6f45a12ae
add multiproc fix flake8 2022-12-03 22:30:04 +11:00
smarmau
469aa0d43f
add state/action info to callbacks 2022-12-03 21:16:46 +11:00
smarmau
075c8c23c8
add state/action info to callbacks 2022-12-03 21:16:04 +11:00
Matthias
4dc591a170
Merge pull request #7834 from freqtrade/fix-data-drawer-model-load 
Fix sb3_contrib loading issue
 2022-12-02 06:29:23 +01:00
Wagner Costa
77dc2c92a7 performance improvevemnts - backtest freqai from saved predictions 2022-12-01 12:53:19 -03:00
robcaulk
aceee67e2b Merge remote-tracking branch 'origin/develop' into gc_improvements 2022-12-01 14:32:19 +01:00
robcaulk
2b3e166dc2 fix fees RL 2022-12-01 10:10:28 +01:00
k
eb81cccede add download-data command 
change directory
fix relative config path
 2022-12-01 16:37:24 +08:00
Emre
396e666e9b
Keep old behavior of model loading 2022-12-01 11:03:51 +03:00
Emre
4a9982f86b
Fix sb3_contrib loading issue 2022-12-01 10:08:42 +03:00
Matthias
95651fcd5a Improve/simplify telegram exception handling 
Move exceptionhandling to the decorator.
 2022-12-01 06:27:25 +01:00
Matthias
dac4a35be2
Merge pull request #7828 from freqtrade/fix-state-info-rl 
bring back market side setting in get_state_info
 2022-11-30 19:57:28 +01:00
Wagner Costa
79821ebb33 fix flake8 errors 2022-11-30 08:41:44 -03:00
robcaulk
e7f72d52b8 bring back market side setting in get_state_info 2022-11-30 12:36:26 +01:00
Wagner Costa
26e8a5766f Merge branch 'develop' into backtest_fitlivepredictions 2022-11-30 08:29:28 -03:00
Wagner Costa
17cf3c7e83 bug fixes and removed fillna from fit_live_predictions 2022-11-30 08:28:45 -03:00
robcaulk
4571aedb33 consolidate and clean code 2022-11-30 00:53:35 +01:00
Matthias
3c322bf7df Improve forceenter validation messages 2022-11-29 18:27:08 +01:00
Matthias
e6b8cb8ea9
Merge pull request #7795 from froggleston/entry_exit_date_print 
Add date selection arguments to backtest-analysis printout
 2022-11-29 16:56:58 +01:00
Wagner Costa
8ea58ab352 change BT prediction files to feather format 2022-11-29 10:38:35 -03:00
Wagner Costa
df979ece33 Merge branch 'develop' into backtest_fitlivepredictions 2022-11-29 09:39:15 -03:00
Matthias
c3daddc629
Merge pull request #7809 from richardjozsa/develop 
Improve the RL learning process
 2022-11-29 06:28:36 +01:00
Matthias
100d65b20b
Merge pull request #7822 from eltociear/patch-1 
Fix typo in strategy_analysis_example.md
 2022-11-29 06:24:36 +01:00
Matthias
e891c41760 Fix typo in ipynb, too. 2022-11-28 18:20:30 +01:00
Emre
9cbfa12011
Directly set model_type in base RL model 2022-11-28 16:02:17 +03:00
Matthias
40b274351c
Merge pull request #7813 from freqtrade/dependabot/pip/develop/flake8-6.0.0 
Bump flake8 from 5.0.4 to 6.0.0
 2022-11-28 08:00:45 +01:00
Matthias
d73fd42769 Fix flake8 error introduced with 6.0 update 2022-11-28 06:38:35 +01:00
Stefano Ariestasia
f410b1b14d Update metrics.py 2022-11-28 08:56:49 +09:00
robcaulk
56518def42 isort 2022-11-27 21:06:01 +01:00
robcaulk
7fd6bc526e add randomize_starting_position to the rl_config 2022-11-27 21:03:13 +01:00
robcaulk
25e041b98e sneak in small change to FreqaiExampleHybridStrategy docstring and startup count 2022-11-27 20:50:03 +01:00
richardjozsa
64d4a52a56 Improve the RL learning process 
Improve the RL learning process by selecting random start point for the agent, it can help to block the agent to only learn on the selected period of time, while improving the quality of the model.
 2022-11-27 20:43:50 +01:00
Matthias
f4025ee5de
Merge pull request #7289 from freqtrade/feat/freqai-rl-dev 
Add reinforcement learning module to FreqAI
 2022-11-27 17:15:21 +01:00
Matthias
2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail 
backtesting - use full detail timeframe
 2022-11-27 16:09:23 +01:00
Matthias
cf000a4c00 Bump develop version to 2022.12-dev 2022-11-27 16:08:54 +01:00
Matthias
e4a3efc7d4 Don't use strategy.stoploss too often 
discovered in #7760
 2022-11-27 15:54:35 +01:00
Matthias
3fc367f536
Merge pull request #7771 from wizrds/feat/refactor-ws 
Refactor WebSocket API for performance
 2022-11-27 15:49:34 +01:00
Matthias
21d7406291 Temporary fix for kraken download 
closes #7790
will be removed once the patch is in ccxt.
 2022-11-27 15:16:43 +01:00
froggleston
1a3f88c7b9 Replace separate start/end date option with usual timerange option 2022-11-27 11:30:13 +00:00
stm
51d21b413d
Fix 4ac update_total_profit 
_update_total_profit() must be executed before "self._position = Positions.Neutral" because _update_total_profit() calls get_unrealized_profit(), which returns 0 if position is neutral and total_profit is not updated
 2022-11-26 23:35:20 +03:00
robcaulk
dba30393fb ensure extra_returns_per_train are set properly on first hist_preds build 2022-11-26 18:04:47 +01:00
froggleston
706bc9ebea Merge branch 'entry_exit_date_print' of github.com:froggleston/freqtrade into entry_exit_date_print 2022-11-26 16:59:27 +00:00
froggleston
4790aaaae1 Implement cli options for backtesting-analysis date filtering 2022-11-26 16:58:56 +00:00
Robert Davey
e1456e407b
Merge branch 'freqtrade:develop' into entry_exit_date_print 2022-11-26 16:53:48 +00:00
Timothy Pogue
a26b3a9ca8 change sleep call back to 0.01 2022-11-26 09:40:22 -07:00
Matthias
ce213b55a2 Bybit fix candle limit 2022-11-26 13:58:22 +01:00
robcaulk
b52f05923a fix list to array in constants.py 2022-11-26 13:47:47 +01:00
robcaulk
be890b52fd remove np import 2022-11-26 13:44:58 +01:00
robcaulk
aaaa5a5f64 add documentation for net_arch, other small changes 2022-11-26 13:44:58 +01:00
Matthias
fcf13580f1 Revert "offload initial df computation to thread" 
This reverts commit f268187e9b.
 2022-11-26 13:33:54 +01:00
Matthias
7b0a76fb70 Improve typehint 2022-11-26 13:33:26 +01:00
Matthias
7ebc8ee169 Fix missing Optional typehint 2022-11-26 13:32:18 +01:00
Matthias
bdfedb5fcb Improve typehints / reduce warnings from mypy 2022-11-26 13:03:07 +01:00
robcaulk
81fd2e588f ensure typing, remove unsued code 2022-11-26 12:11:59 +01:00
robcaulk
8dbfd2cacf improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc 2022-11-26 11:51:08 +01:00
Timothy Pogue
bd95392eea fix formatted string in warning message :) 2022-11-25 13:10:22 -07:00
Timothy Pogue
4aa4c6f49d change sleep in channel send to 0 2022-11-25 13:08:41 -07:00
Timothy Pogue
f268187e9b offload initial df computation to thread 2022-11-25 12:56:33 -07:00
Timothy Pogue
afc00bc30a log warning if channel too far behind, add docstrings to message stream 2022-11-25 12:48:57 -07:00
froggleston
391817243c Tidy up complex functions 2022-11-25 16:12:15 +00:00
Matthias
79c041b62d Update tests for new export format 2022-11-25 16:57:58 +01:00
Matthias
8c014bd365 Export trade-counts to csv 
closes #7789
 2022-11-25 16:57:45 +01:00
Matthias
8ee8b6e943 Improve hyperopt list output 
closes  #7789
 2022-11-25 16:31:21 +01:00
Matthias
0f97ef0d7b Reset stoploss_order_id when order is canceled 
closes #7766
 2022-11-25 16:08:33 +01:00
Matthias
1b3e62bcbc Lock execute_entry to prevent timing hickups 2022-11-25 14:50:48 +01:00
Matthias
c593cdc438 Improve type hints 2022-11-25 14:48:06 +01:00
Matthias
5e6cda11ef Update method name for trade fee updating 2022-11-25 14:43:56 +01:00
Matthias
b8d1862ca8 Update cached binance leverage tiers 
closes #7794
 2022-11-25 10:42:19 +01:00
Timothy Pogue
bcc8063eeb Merge branch 'develop' into feat/refactor-ws 2022-11-24 13:42:57 -07:00
Timothy Pogue
fc59b02255 prevent ws endpoint from running without valid token 2022-11-24 13:41:10 -07:00
Timothy Pogue
101dec461e close ws channel if can't accept 2022-11-24 11:35:50 -07:00
robcaulk
2e82e6784a move data_provider cleanup to shutdown() 2022-11-24 19:07:38 +01:00
robcaulk
73c458d47b use importlib instead of __import___ 2022-11-24 19:04:35 +01:00
robcaulk
4894d772ed merge develop into feat/freqai-rl-dev 2022-11-24 18:50:11 +01:00
robcaulk
3a07749fcc fix docstring 2022-11-24 18:46:54 +01:00
robcaulk
44b042ba51 remove unused function 2022-11-24 17:53:26 +01:00
Matthias
8f1a8c752b Add freqairl docker build process 2022-11-24 07:00:12 +01:00
Timothy Pogue
48242ca02b update catch block in cancel channel tasks 2022-11-22 12:43:45 -07:00
Matthias
7785c91c5d
Merge pull request #7756 from wizrds/feat/secure-ws-conn 
Support SSL in WebSocket connection
 2022-11-22 19:18:16 +01:00
Wagner Costa
d09157efb8 update code to use one prediction file / pair 2022-11-22 15:15:42 -03:00
Timothy Pogue
a5442772fc ensure only broadcasting to subscribed topics 2022-11-22 09:42:09 -07:00
Wagner Costa
91779bb28b Merge branch 'develop' into backtest_fitlivepredictions 2022-11-22 13:09:48 -03:00
Wagner Costa
c01f25ddc9 update code to freqai_backtest_live_models only from historic predictions 2022-11-22 13:09:09 -03:00
Timothy Pogue
d9d7df70bf fix tests, log unknown errors 2022-11-21 12:21:40 -07:00
Matthias
0fa5217043 Improve protection setup 
lock_pair should be called when the order closes, not when the exit order is placed.
it should also be called for stoploss orders, too.

closes #7783
 2022-11-21 19:30:49 +01:00
Timothy Pogue
106ac2ab4d fix tests, change to get call 2022-11-20 16:36:22 -07:00
Timothy Pogue
d2870d48ea change typing to async iterator 2022-11-20 16:24:44 -07:00
Timothy Pogue
48a1f2418f update typing, remove unneeded try block, readd sleep 2022-11-20 16:18:24 -07:00
Timothy Pogue
60a167bdef add dynamic send timeout 2022-11-20 14:09:45 -07:00
Timothy Pogue
dc79284c54 Merge branch 'develop' into feat/refactor-ws 2022-11-20 10:05:22 -07:00
Matthias
12b471c64b Prevent 2 parallel open orders through forceentry 
this leads to forgetting the prior order

closes #7765
 2022-11-20 09:28:14 +01:00
Wagner Costa Santos
fdc82af883 fix tests - update code to backtest with historic_predictions 2022-11-19 22:27:58 -03:00
Timothy Pogue
3714d7074b smaller throttle in channel send 2022-11-19 13:29:23 -07:00
Timothy Pogue
c1a73a5512 move sleep call in send, minor cleanup 2022-11-19 13:21:26 -07:00
Wagner Costa Santos
80d070e9ee update code to use historic_predictions for freqai_backtest_live_models 2022-11-19 14:15:58 -03:00
Wagner Costa Santos
3d3195847c Merge branch 'develop' into backtest_fitlivepredictions 2022-11-18 17:53:34 -03:00
Timothy Pogue
98d87b3ba6 Merge branch 'develop' into feat/refactor-ws 2022-11-18 13:41:22 -07:00
Timothy Pogue
0cb6f71c02 better error handling, true async sending, more readable api 2022-11-18 13:32:27 -07:00
Matthias
4de9a46618
Merge pull request #7759 from wizrds/fix/pd-mem-leak 
Fix Pandas to_json memory leak
 2022-11-18 20:24:16 +01:00
Timothy Pogue
b6a8e421f1 remove redundant timestamp conversion in ws serializer 2022-11-18 09:43:39 -07:00
Matthias
12cd83453c Add warning when queue websocket queue becomes too full 2022-11-18 14:03:56 +01:00
Matthias
4c7bb79c86 Restore prior data transfer format 2022-11-18 13:59:29 +01:00
Timothy Pogue
ba493eb7a7 Merge fix/pd-mem-leak 2022-11-17 16:21:12 -07:00
robcaulk
387c905a86 merge develop into RL 2022-11-17 21:59:07 +01:00
robcaulk
60fcd8dce2 fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc 2022-11-17 21:50:02 +01:00
robcaulk
91df79ff44 merge dev into backtest-live-predictions 2022-11-17 21:20:47 +01:00
Matthias
436b314c80 add safe_remaining 
fixes #7757
 2022-11-17 19:07:47 +00:00
Timothy Pogue
49ecc83061 Merge branch 'develop' into fix/pd-mem-leak 2022-11-17 12:04:49 -07:00
Timothy Pogue
ce43fa5f43 small fix to websocketchannel and relay 2022-11-17 12:03:11 -07:00
Timothy Pogue
875e9ab447 change df serialization to avoid mem leak 2022-11-17 11:59:03 -07:00
Robert Caulk
cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange 
Simplify timerange handling
 2022-11-17 19:57:48 +01:00
Matthias
b929e0bb2b Merge branch 'develop' into gc_improvements 2022-11-17 19:55:03 +01:00
Matthias
9432bcd065 Fix telegram error on force_enter exception 
closes #7727
 2022-11-17 19:52:03 +01:00
Wagner Costa Santos
3903b04d3f save_live_data_backtest - added docs and tests 2022-11-17 15:20:07 -03:00
Wagner Costa Santos
99bff9cbfa backtesting_from_live_saved_files - code refactoring 2022-11-17 10:30:51 -03:00
Wagner Costa Santos
913749c81b backtesting_from_live_saved_files - code refactoring 2022-11-17 10:30:16 -03:00
Wagner Costa Santos
b01e4e3dbf change default value - save_live_data_backtest as false 2022-11-17 10:14:30 -03:00
Wagner Costa Santos
1a19d90e2e Merge branch 'develop' into backtest_fitlivepredictions 2022-11-17 10:13:11 -03:00
Matthias
afcb86f422 Improve migration types 2022-11-17 10:25:51 +00:00
Matthias
93addbe5c3 Improve typechecking 2022-11-17 10:16:38 +00:00
Timothy Pogue
6a1655c047 support ssl connections in emc 2022-11-15 22:26:54 -07:00
Timothy Pogue
442467e8ae remove old comments and code 2022-11-14 22:26:34 -07:00
Matthias
6deb2dfb61
Merge pull request #7744 from freqtrade/dependabot/pip/develop/mypy-0.990 
Bump mypy from 0.982 to 0.990
 2022-11-15 06:24:24 +01:00
Timothy Pogue
d713af045f remove main queue completely 2022-11-14 22:21:40 -07:00
Timothy Pogue
659c8c237f initial revision 2022-11-14 20:27:45 -07:00
Matthias
0a702cdd26 Ensure more methods are typechecked 2022-11-14 20:56:35 +01:00
Matthias
a951b49541 Use Generator when sending initial dataframes 2022-11-14 19:43:59 +01:00
Matthias
30b467906c Delist FTX, following ccxt's delisting. 2022-11-14 19:40:57 +01:00
Matthias
95fd4072fa
Merge pull request #7701 from freqtrade/add-single-precision-freqai 
add option to force single precision
 2022-11-14 07:02:35 +01:00
Matthias
42b29cd307 Fix constants type 2022-11-13 19:31:49 +01:00
robcaulk
bf4d5b432a ensure model_type is defined 2022-11-13 18:50:25 +01:00
robcaulk
6394ef4558 fix docstrings 2022-11-13 17:43:52 +01:00
robcaulk
96fafb7f56 remove limit_ram_use 2022-11-13 17:14:47 +01:00
robcaulk
b421521be3 help default ReinforcementLearner users by assigning the model_type automatically 2022-11-13 17:12:17 +01:00
robcaulk
90f168d1ff remove more user references. cleanup dataprovider 2022-11-13 17:06:06 +01:00
robcaulk
388ca21200 update docs, fix bug in environment 2022-11-13 16:56:31 +01:00
robcaulk
1e9e7887aa fix constants.py, fix freqai test 2022-11-13 15:38:35 +01:00
robcaulk
af9e400562 add test coverage, fix bug in base environment. Ensure proper fee is used. 2022-11-13 15:31:37 +01:00
Matthias
942840da2d Improve setting wording to keep future possibilities open 2022-11-13 15:22:44 +01:00
robcaulk
81f800a79b switch to using FT calc_profi_pct, reverse entry/exit fees 2022-11-13 13:41:17 +01:00
robcaulk
e45d791c19 Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev 2022-11-13 13:00:16 +01:00
Matthias
fed3bc6730 Simplify Websocket Init 2022-11-13 10:33:54 +01:00
Matthias
954da4fec9 Add "forcebuy error" exception log 
part of #7727
 2022-11-12 19:52:10 +01:00
robcaulk
e71a8b8ac1 add ability to integrate state info or not, and prevent state info integration during backtesting 2022-11-12 18:46:48 +01:00
Wagner Costa Santos
27fa9f1f4e backtest saved dataframe from live 2022-11-12 14:37:23 -03:00
Matthias
ee0e59157c Update join relationship of orders table to selectin 
closes #6791 by slightly improving performance in this area.
 2022-11-12 16:34:00 +01:00
Matthias
7adca97358 Improve python GC behavior 2022-11-12 15:43:02 +01:00
Wagner Costa Santos
f9c6c538be Merge branch 'develop' into backtest_fitlivepredictions 2022-11-12 09:37:45 -03:00
robcaulk
9c6b97c678 ensure normalization acceleration methods are employed in RL 2022-11-12 12:01:59 +01:00
robcaulk
6746868ea7 store dataprovider to self instead of strategy 2022-11-12 11:33:03 +01:00
robcaulk
7a4bb040a5 merge develop into feat/freqai-rl-dev 2022-11-12 10:54:34 +01:00
robcaulk
214c622475 move dataframe converter to converter.py 2022-11-12 10:38:25 +01:00
robcaulk
9617d8143d Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai 2022-11-12 10:21:38 +01:00
Matthias
e6172a68d7
Merge pull request #7730 from freqtrade/fix-metric-tracker 
fix loading of metric tracker from disk
 2022-11-11 20:01:26 +01:00
Robert Caulk
833578716c
Merge pull request #7644 from markdregan/multi-target-classifier 
Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
 2022-11-11 18:48:38 +01:00
robcaulk
790ff2a84b merge develop into add-single-prec 2022-11-11 18:08:51 +01:00
robcaulk
e46a57bbd0 move mem logs to debug 2022-11-11 18:05:32 +01:00
robcaulk
66514e84e4 add LightGBMClassifierMultiTarget. add test 2022-11-11 17:45:53 +01:00
robcaulk
054133955b fix loading of metric tracker from disk 2022-11-11 17:24:09 +01:00
Matthias
0f9c5f8d41 Simplify timerange handling 2022-11-10 18:28:18 +01:00
Matthias
57313dd961 Update some usages of timerange to new, simplified method 2022-11-10 18:11:39 +01:00
Matthias
3e676dbaa4 Add properties to simplify timerange handling 2022-11-10 16:33:57 +01:00
Matthias
9e17eabd0a Improve Bybit configuration 2022-11-10 07:09:54 +01:00
Wagner Costa Santos
4f0f3e5b64 removed unnecessary code 2022-11-09 10:07:24 -03:00
Wagner Costa Santos
8ee95db927 refactoring backtesting_fit_live_predictions function 2022-11-09 09:51:42 -03:00
Wagner Costa Santos
3e57c18ac6 add fix_live_predictions function to backtesting 2022-11-08 18:20:39 -03:00
Matthias
f43f967040 Improve handling of unfilled stoploss orders in edge-cases 2022-11-08 20:34:18 +01:00
Matthias
ce3959a0c6
Merge pull request #7708 from freqtrade/improve_iteration 
Improve iteration logic
 2022-11-08 19:25:01 +01:00
Wagner Costa Santos
8d9988a942 enforce date column in backtesting freqai predictions files 2022-11-08 11:06:23 -03:00
Wagner Costa Santos
9c5ba0732a save predictions with date and merge by date 2022-11-08 10:32:18 -03:00
Matthias
884014a4b9 Fix some minor typos 2022-11-07 18:35:28 +00:00
Wagner Costa Santos
6559384286 Merge branch 'develop' into backtest_live_models 2022-11-07 15:14:10 -03:00
Matthias
29585b5ecd Improve worker iteration logic 2022-11-06 11:18:13 +01:00
Matthias
d48a9ae96d Add leverage to backtest results 
closes #7574
 2022-11-06 09:40:44 +01:00
Matthias
1d2b89bc13 Improve handling of get_fee to not allow impossible combinations 2022-11-06 09:16:03 +01:00
Matthias
ded57fb301 Remove no longer valid test part 2022-11-05 20:32:31 +01:00
Matthias
d089fdae34 Fix current-time_det calculation 2022-11-05 20:02:36 +01:00
Robert Caulk
820aad670c
Merge pull request #7690 from freqtrade/track-current-candle 
Track current candle in FreqAI
 2022-11-05 17:35:05 +01:00
Emre
06a2957837
Merge branch 'develop' into add-single-precision-freqai 2022-11-05 19:15:12 +03:00
Emre
43bdd34964
Optimize reduce_dataframe_footprint function 2022-11-05 19:13:02 +03:00
Matthias
0888b53b5a Udpate current_time handling for detail loop 2022-11-05 17:02:27 +01:00
Matthias
a11d579bc2 Verify order fills on "detail" timeframe 2022-11-05 17:02:27 +01:00
robcaulk
53df607067 avoid duplicating features with okx/gateio, ensure inference timer gets logged 2022-11-05 15:42:19 +01:00
Matthias
6e09d552ac Properly handle and test ohlcv min_max with empty files 2022-11-05 13:14:35 +01:00
robcaulk
257c833831 add doc for single precision, dont allow half precision, add test 2022-11-04 18:10:04 +01:00
robcaulk
3ccc120f92 add option to force single precision 2022-11-04 17:42:10 +01:00
robcaulk
8bdc99a3d6 fix self-imposed bug 2022-11-04 16:41:38 +01:00
robcaulk
19d90b813a improve readibility in start_backtesting() 2022-11-04 16:10:46 +01:00
Wagner Costa Santos
8008c63319 Merge branch 'develop' into backtest_live_models 2022-11-04 09:09:39 -03:00
Wagner Costa Santos
a7acfb7ab7 fix dict key error 2022-11-04 09:02:28 -03:00
robcaulk
90c5bfb4b5 add default conv_width 2022-11-03 21:35:12 +01:00
robcaulk
05b309caf2 ensure colon replaced for cached attach 2022-11-03 21:17:48 +01:00
robcaulk
6938ed6584 change default conv_width to 1 2022-11-03 21:11:26 +01:00
robcaulk
444a068481 merge develop into track-current-candle 2022-11-03 21:09:08 +01:00
robcaulk
db942321ad fix bug with lightgbm and colons 2022-11-03 21:03:48 +01:00
robcaulk
d721b50230 flake8 2022-11-03 19:13:24 +01:00
robcaulk
3ba1e221eb fix typo 2022-11-03 19:08:33 +01:00
robcaulk
6c4bdb8f67 remove special characters from feature names 2022-11-03 18:49:39 +01:00
Wagner Costa Santos
17798b3397 Merge branch 'develop' into backtest_live_models 2022-11-03 13:29:25 -03:00
Wagner Costa Santos
356d79b38a verify mean and std exists in model metadata 2022-11-03 13:27:56 -03:00
Wagner Costa Santos
cdf12cc541 Merge branch 'develop' into fix_issue_7666 2022-11-03 08:30:46 -03:00
Matthias
ff619edebf Improve explanation comment as to why we're waiting ourselfs 2022-11-03 06:50:18 +01:00
Timothy Pogue
b749f3edd6 add latency measure from ping in emc and ws_client 2022-11-02 19:30:35 -06:00
Timothy Pogue
000b0c2198 prevent memory leaks from error in _broadcast_queue_data 2022-11-02 18:00:10 -06:00
Timothy Pogue
cbede2e27d refactor channel.send to avoid queue.put 2022-11-02 17:57:11 -06:00
Timothy Pogue
2dc55e89e6 better error handling channel send 2022-11-02 15:25:39 -06:00
Timothy Pogue
55bf195bfb remove debugging log calls 2022-11-02 14:21:34 -06:00
Timothy Pogue
c2bdaea84a change exception handling in channel send 2022-11-02 14:19:08 -06:00
Timothy Pogue
d848c27283 add task done to broadcast queue method 2022-11-02 13:30:42 -06:00
Timothy Pogue
e25dea7e0e update channel disconnecting 2022-11-02 13:26:27 -06:00
robcaulk
ce92731132 ensure backwards compatitibility 2022-11-02 20:20:35 +01:00
Wagner Costa Santos
23b6915dde fix issue with different backtesting prediction size 2022-11-02 15:49:51 -03:00
Matthias
2c3c7e1e3a
Merge pull request #7663 from freqtrade/shuffle_list_enhance 
Improve ShufflePairlist to shuffle only once per candle
 2022-11-02 19:37:48 +01:00
robcaulk
1a38c10fc6 remove old code 2022-11-02 19:37:47 +01:00
robcaulk
255eb71270 start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df 2022-11-02 19:32:22 +01:00
robcaulk
97df232ac6 add a warning to __init__ for get_corr_dataframes 2022-10-31 18:18:00 +01:00
robcaulk
66d8ed6c0b Merge remote-tracking branch 'origin/develop' into reduce-indicator-population 2022-10-31 09:42:01 +01:00
robcaulk
d59a7fa2f9 remove analysis_lock and realign example hybrid strat 2022-10-30 17:07:33 +01:00
Matthias
391c3f56f7 Add typehint to corr_pairlist 2022-10-30 13:28:01 +01:00
Mark Regan
7053f81fa8 simplified predict and predict_proba using super(). Added duplicate class label check. 2022-10-30 09:48:30 +00:00
Matthias
cf4af2175c
Merge pull request #7662 from markdregan/backtest_extra_returns_fix 
Fix missing f-string from PR #7611
 2022-10-30 10:47:06 +01:00
robcaulk
a2843165e1 fix leftovers from merge 2022-10-30 10:31:38 +01:00
robcaulk
52e15b2070 Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev 2022-10-30 10:16:39 +01:00
robcaulk
d1a0874683 merge develop into feat/freqai-rl-dev 2022-10-30 10:13:03 +01:00
robcaulk
fc53054d43 leverage list length knowledge, f-string change 2022-10-30 10:12:14 +01:00
Emre
f98c7a2423 Remove loop of normalization from metadata 2022-10-30 10:12:14 +01:00
Matthias
5c14aeddc6 Add "--log-file" alias for "--logfile" 2022-10-30 09:50:54 +01:00
Matthias
5013351143 Rename "shuffle" parameter to "shuffle_freq" 2022-10-30 09:48:55 +01:00
Matthias
a323acf343 Improve ShufflePairlist to shuffle only once per candle 2022-10-30 09:46:12 +01:00
Mark Regan
c26fda282f fix missing f-string from PR #7611 2022-10-30 08:19:59 +00:00
robcaulk
650bb8b7d7 ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs. 2022-10-29 22:26:49 +02:00
Matthias
352adaf127 Improve readability of is_time_to_refresh function 2022-10-29 19:45:46 +02:00
Matthias
c23a9475e6 Move exchange utilities into separate module 2022-10-29 09:29:17 +02:00
Matthias
801e91c39e
Merge pull request #7618 from wizrds/fix/docker-config-record 
Update function in FreqAI interface to record FreqAI config params
 2022-10-29 08:56:20 +02:00
Matthias
54c7122cc3
Merge pull request #7647 from freqtrade/combine_stop 
Combine stop logic
 2022-10-28 19:38:40 +02:00
Matthias
777af5517d Version bump develop version to 2022.11-dev 2022-10-28 19:38:19 +02:00
Mark Regan
6ef82dd8b6 minor change to return 2022-10-27 12:41:12 +01:00
Matthias
9e0b39cddc Properly invert sign 
fixes 98ba57ff
 2022-10-27 06:56:33 +02:00
Matthias
255f38537e Simplify stoploss behavior by combining more commonalities 2022-10-26 07:14:33 +02:00
Matthias
6e0ca058f4 Update function-head for _get_stop_params 2022-10-26 07:12:49 +02:00
Matthias
cf6b75a3f3 Use combined stoploss_adjust where possible 2022-10-26 07:12:42 +02:00
Matthias
d831d7d317 Rename Freqai hybrid example 
closes #7645
 2022-10-26 06:47:34 +02:00
Matthias
110db8b241
Merge pull request #7621 from wizrds/fix/channel-api 
Improved WebSocketChannel API
 2022-10-26 06:31:42 +02:00
Timothy Pogue
b9bf9edb02 update rapidjson opts 2022-10-25 14:12:13 -06:00
Timothy Pogue
fd5f31368c fix indent in initial df send 2022-10-25 14:08:28 -06:00
Mark Regan
217add70bd add strat and config for testing on PR 2022-10-25 20:07:39 +01:00
Matthias
3fa50077c9 Don't use pydantic to type-verify outgoing messages 2022-10-25 20:00:53 +02:00
Mark Regan
47056eded3 multi target classifier working but not for parallel 2022-10-25 18:24:27 +01:00
Matthias
1ef38f137d
Fix XGBoost regressor "used before assignment" 2022-10-25 13:37:04 +02:00
Timothy Pogue
51be45547f remove np object, make default str 2022-10-24 12:23:54 -06:00
Timothy Pogue
32600a113f fix broadcast 2022-10-24 12:21:17 -06:00
Matthias
f93b6eec63 Improve timing for worker throttling 2022-10-24 20:09:13 +02:00
Matthias
e969479525
Merge pull request #7619 from freqtrade/stop/usehighlow 
Stop/usehighlow
 2022-10-24 20:04:36 +02:00
Matthias
6669714a73 Update mal-formatted docstrings 2022-10-24 18:12:17 +02:00
Robert Caulk
137aa1756b
Merge pull request #7593 from th0rntwig/prediction-shape 
Fix constant PCA
 2022-10-24 08:33:36 +02:00
Matthias
3a40ad87c6
Merge pull request #7615 from freqtrade/price_jump_warn 
Add price jump warning
 2022-10-24 06:27:53 +02:00
robcaulk
4d2b7a74f1 move record params to utils, use rapidjson 2022-10-23 20:51:32 +02:00
Timothy Pogue
07e813dfa0 change param record to only get certain params 2022-10-23 12:09:07 -06:00
Timothy Pogue
94b65a007a fix message typing in channel manager, minor improvements 2022-10-23 11:42:59 -06:00
th0rntwig
49ff51f11f Change storage loc and fix test fail 2022-10-23 16:24:02 +02:00
Matthias
10090a36d5 simplify throttle 2022-10-23 14:52:10 +02:00
Matthias
d0571464db Improve test for worker throttle 2022-10-23 14:20:59 +02:00
Matthias
c36141594e Simplify "refresh" condition 2022-10-23 13:56:11 +02:00
Timothy Pogue
9cffa3ca2b add comment in channel 2022-10-22 21:03:57 -06:00
Timothy Pogue
4cbea0fd00 Merge branch 'develop' of https://github.com/wizrds/freqtrade into fix/channel-api 2022-10-22 21:03:31 -06:00
Timothy Pogue
3d7a311caa removed sleep calls, better channel sending 2022-10-22 19:02:05 -06:00
Timothy Pogue
2b6d00dde4 initial channel api change 2022-10-22 09:30:18 -06:00
Matthias
3a9853db10 use high/low for custom stoploss evaluation in backtesting 2022-10-22 12:52:13 +02:00
Matthias
84a194bcab Simplify stoploss logic by removing redundant condition 2022-10-22 11:57:59 +02:00
Matthias
547fd28811 Price-jump detection should only run once 2022-10-22 08:43:37 +02:00
Matthias
0ff7a0771d Move price_jump_warn to dataloading 
it's not relevant for live data, and should only run when loading data
from disk.
 2022-10-22 08:37:30 +02:00
Timothy Pogue
4464e91256 use self.identifier in full path 2022-10-21 19:53:33 -06:00
Timothy Pogue
5ee3b8cbbb update config recording to use all configs, fix tests 2022-10-21 19:48:26 -06:00
Robert Caulk
a85826bf24
Merge pull request #7611 from markdregan/backtest_extra_returns 
Make extra_returns_per_train data available during backtest
 2022-10-21 17:13:22 +02:00
Matthias
b715d9c521 Improve fee handling 
closes #7586
 2022-10-21 16:30:14 +02:00
Robert Caulk
410a744ee9
Merge pull request #7613 from freqtrade/fix_typo_fit_live_predictions_candles 
fix typos - live predictions candles
 2022-10-21 16:19:40 +02:00
Matthias
d1591883a6 add missing datetime conversion in fromJson 2022-10-21 07:01:47 +02:00
Matthias
bd424a877b Add Trade from_json method 2022-10-20 20:33:08 +02:00
Matthias
107845afa8 Keep version number in docker versioning 2022-10-20 19:55:42 +02:00
Wagner Costa Santos
6606a0113f refactoring - remove unnecessary config file 2022-10-20 14:53:25 -03:00
Matthias
60cb11a44d Add price jump warning 2022-10-20 19:36:28 +02:00
Wagner Costa Santos
589944055e fix typos - live predictions candles 2022-10-20 12:15:41 -03:00
Wagner Costa Santos
52b60c5cbb Merge branch 'develop' into backtest_live_models 2022-10-20 11:59:37 -03:00
rcaulk
a9db668082 avoid redundant indicator population for corr_pair list 2022-10-20 16:30:32 +02:00
Mark Regan
073ce1659e remove un-used f-string 2022-10-20 14:26:10 +01:00
Mark Regan
295ba21389 Make extra_returns_per_train values available during backtest 2022-10-20 12:05:37 +01:00
Matthias
7192ed7be6 Fix bug with dataframe not being 0 indexed 2022-10-19 11:57:18 +02:00
th0rntwig
033c5bd441 Make check constant pred labels agnostic 2022-10-18 12:55:47 +02:00
Matthias
c3d4fb9f1b Simplify backtest calling interface 2022-10-18 06:39:55 +02:00
Matthias
c7fff1213c Rate-limit EMC startup to avoid overwelming the queue 2022-10-17 20:46:15 +02:00
Matthias
880ddccaa8
Merge pull request #7590 from freqtrade/list-models 
List models
 2022-10-17 20:40:41 +02:00
Matthias
441032be25 Fix sys.stdout bug for CatboostRegressorMultiTarget 2022-10-17 19:48:27 +02:00
Matthias
b166c04cba Bring back asyncio.sleep to avoid overwelming the a consumer queue 2022-10-17 19:29:30 +02:00
Matthias
c8e103e4a4 Adjust typehints to match return value 2022-10-17 10:02:55 +00:00
Matthias
c2914feb12 Don't fail contract size repopulation if pair is no longer available 2022-10-17 09:55:18 +00:00
Matthias
6cb14148aa Fix random test failure due to catboost bug 
https://github.com/catboost/catboost/issues/2195
 2022-10-17 07:00:44 +02:00
Matthias
6252ae466e Convert position_stacking to attribute of backtest 2022-10-17 06:57:26 +02:00
Matthias
8534dfb0d4 Extract backtest 1 candle from main function 2022-10-17 06:57:26 +02:00
Matthias
0e8cf366f5 Keep trade state in LocalTrade 2022-10-17 06:57:26 +02:00
Matthias
23a5a516f9
Merge pull request #7557 from freqtrade/add-metric-tracker 
Add metric tracker to FreqAI
 2022-10-16 18:20:07 +02:00
Matthias
e82baf5f60 Use helper-method to modify trades_open 2022-10-16 16:45:16 +02:00
Evgeniy Vladimirov
de9f5660f3 Fix counting available trade slots in backtesting. 2022-10-16 12:56:59 +03:00
Matthias
dc50186d5b Merge branch 'develop' into list-models 2022-10-16 09:23:10 +02:00
Matthias
b6c096d3bc Simplify backtest condition 2022-10-16 09:22:56 +02:00
th0rntwig
20fc521771 Fix constant PCA 2022-10-15 23:30:12 +02:00
Robert Caulk
62ca822597
Merge pull request #7569 from Silur/develop 
Add XGBoost random forest predictors to freqai
 2022-10-15 16:09:26 +02:00
Robert Caulk
46ba3bb357
Merge pull request #7585 from aemr3/add-eval-set-catboost 
Add eval set to CatboostClassifier
 2022-10-15 16:08:13 +02:00
robcaulk
9135e631c0 :Merge branch 'develop' into add-metric-tracker 2022-10-15 15:54:41 +02:00
robcaulk
3b4402aaab Merge branch 'move-disk-writing-to-ram' into add-metric-tracker 2022-10-15 13:52:14 +02:00
robcaulk
99dbba6cad avoid reading from disk to instantiate large objects 2022-10-15 13:50:55 +02:00
robcaulk
d81eef0b70 add timestamps to each metric, use rapidjson 2022-10-15 13:23:01 +02:00
Matthias
05ca725e4d Remove no longer needed local state 2022-10-15 12:07:22 +02:00
Matthias
c8e6dad9cd use exit_reason to determine left open trades 2022-10-15 12:00:20 +02:00
Matthias
4bfe58706b Generalize "path" variables for resolvers 2022-10-14 19:49:06 +02:00
robcaulk
b236e362ba Merge remote-tracking branch 'origin/develop' into add-metric-tracker 2022-10-14 19:00:49 +02:00
Matthias
fda3a2827b add list-freqAI models command 2022-10-14 16:20:49 +00:00
Matthias
4a8cb3359b Fix broken tests 2022-10-14 16:07:49 +00:00
Matthias
9d4ba767c4 Update usages of search_all_objects 2022-10-14 14:50:52 +00:00
Matthias
1d8d360a12 update _search_all_objects functioning 2022-10-14 14:32:30 +00:00
Emre
7f05b44376
Add eval set to CatboostClassifier 2022-10-13 23:01:09 +03:00
Wagner Costa Santos
02fc59d473 Merge branch 'develop' into backtest_live_models 2022-10-13 15:52:19 -03:00
Wagner Costa Santos
6919f3aa75 Backtest live models - fix utc date convert issue 2022-10-13 15:03:27 -03:00
Matthias
f019471051 Don't round prices if no custom prices have been used 
closes #7573
 2022-10-13 19:51:42 +02:00
Wagner Costa Santos
93fe2b6446 Merge branch 'develop' into backtest_live_models 2022-10-13 11:22:58 -03:00
Matthias
2045780810 Reinstate default of 1000% for roi 
closes #7583
 2022-10-13 11:58:32 +00:00
Matthias
e3ca740704
Merge pull request #7558 from wizrds/feat/queue-per-client-ws 
Refactor broadcasting in Message Websocket
 2022-10-13 09:52:29 +02:00
Matthias
75f1a123eb Move "tickers_needed" check to pairlistmanager to cover all pairlists 2022-10-13 06:58:17 +00:00
Matthias
39c27cfc37 Don't fail if fetchTickers is not availlable 2022-10-13 06:58:02 +00:00
Matthias
a6f6a17393 Type fetch_ticker 2022-10-11 21:42:48 +02:00
Matthias
52e9528361 Improve ticker type 2022-10-11 19:33:07 +00:00
Matthias
35f3f988d4 Improve price handling in priceFilter 2022-10-11 19:33:05 +00:00
Matthias
afaca2167c use Type Alias for Ticker result to improve keyerror resiliancy 2022-10-11 19:33:02 +00:00
robcaulk
1e31be562e remove whitespace 2022-10-11 21:05:42 +02:00
robcaulk
dba1b573bc remove tensorboard dir from other pred models 2022-10-11 19:49:24 +02:00
robcaulk
5b5bb8aab5 catboost tensorboard bugfix 2022-10-11 19:05:46 +02:00
Timothy Pogue
eb8c89fe31 move send delay to relay 2022-10-10 23:32:10 -06:00
Timothy Pogue
5ada5eb540 fix error message, update exception import 2022-10-10 23:30:43 -06:00
Matthias
28f0a35e73
Merge pull request #7549 from froggleston/discord_sendmsg 
Add support for dp.send_msg() to webhooks
 2022-10-11 06:35:29 +02:00
Robert Caulk
2e34aa9f04
Merge pull request #7544 from th0rntwig/prediction-shape 
Remove constant labels from prediction
 2022-10-10 21:24:25 +02:00
Robert Caulk
7bcb7d9a1a
Merge pull request #7554 from initrv/add-catboost-tensorboard 
Add tensorboard for catboost
 2022-10-10 21:03:45 +02:00
Wagner Costa Santos
88418d524a Merge branch 'develop' into backtest_live_models 2022-10-10 15:14:59 -03:00
Wagner Costa Santos
3081e73f8a Merge branch 'develop' into backtest_live_models 2022-10-10 14:53:45 -03:00
Matthias
ee0d90d1aa Automatically create freqai models directory 2022-10-10 18:04:54 +02:00
Matthias
002a46c5a0 Fix typo in docstring 2022-10-10 14:16:37 +00:00
silur
2ad086dd7a add XGBoost random forest predictors to freqai 2022-10-10 14:38:43 +02:00
Matthias
eaae9c9e03 Update docstring format 2022-10-10 12:19:29 +00:00
Matthias
60de192d47 Update Classifier docstrings 2022-10-10 12:13:41 +00:00
Matthias
d3b2b2972e Update pairlist docstring to be less missleading 2022-10-10 12:01:39 +00:00
Timothy Pogue
db8cf6c957 disable ping interval in client 2022-10-09 18:51:52 -06:00
Timothy Pogue
71bbffd10a update ws channel send to add data to queue 2022-10-09 18:49:04 -06:00
Timothy Pogue
2c76dd9e39 change wait timeout to 30 seconds to better support reverse proxies 2022-10-09 15:23:56 -06:00
Timothy Pogue
2f64a08623 set channel queue maxsize to 32 2022-10-09 15:11:58 -06:00
Timothy Pogue
3e8d8fd1b0 refactor broadcasting to a queue per client 2022-10-09 15:04:52 -06:00
robcaulk
a4aa1b972c isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality 2022-10-09 21:11:37 +02:00
robcaulk
76b33359a9 add an optional metric tracker to collect train timings, inference timings, and cpu load data 2022-10-09 20:22:42 +02:00
Matthias
a10b2d003f Add freqai timeframe validation (incl. test) 
closes #7543
 2022-10-09 14:40:25 +02:00
Matthias
4623c3ec1d Improve test resiliance 2022-10-09 10:55:38 +02:00
Matthias
db1132bebd ensure required_candle_call_count is always set 
closes #7552
 2022-10-09 09:29:37 +02:00
Matthias
8e3a4eca41 Remove unused type:ignore 2022-10-09 09:15:11 +02:00