Commit Graph

4213 Commits

Author SHA1 Message Date
hroff-1902
fac0e4e603 more code cleanup in _process() 2019-02-20 16:01:56 +03:00
hroff-1902
199e3d2234 typo in a comment 2019-02-20 15:13:21 +03:00
hroff-1902
5906d37818 code cleanup in _process() 2019-02-20 15:12:04 +03:00
Matthias
788cbb6776
Merge pull request #1569 from hroff-1902/patch-8
Cosmetic: move default amount_reserve_percent value into constants
2019-02-19 19:19:54 +01:00
hroff-1902
f9d68d919c move default amount_reserve_percent value into constants 2019-02-19 11:49:49 +03:00
Misagh
6d7834a389
Merge pull request #1566 from freqtrade/pyup/scheduled-update-2019-02-18
Scheduled daily dependency update on Monday
2019-02-18 13:58:48 +01:00
pyup-bot
f63fdf411d Update ccxt from 1.18.245 to 1.18.247 2019-02-18 13:30:10 +01:00
Misagh
cd48556c5a
Merge pull request #1562 from freqtrade/test_strategy
Fix typo in test-strategy, add volume > 0 check to buy/sell check
2019-02-18 08:39:49 +01:00
Matthias
9fad83bd15 Fix 1 to 0 2019-02-17 15:55:47 +01:00
Matthias
19625e9e1d
Merge pull request #1561 from freqtrade/pyup/scheduled-update-2019-02-17
Scheduled daily dependency update on Sunday
2019-02-17 15:42:09 +01:00
Matthias
f1ededf0eb Fix typo in test-strategy, add volume > 0 check to buy/sell check 2019-02-17 15:40:08 +01:00
pyup-bot
1bbb04da60 Update ccxt from 1.18.243 to 1.18.245 2019-02-17 13:30:07 +01:00
Matthias
e785a66768
Merge pull request #1560 from hroff-1902/patch-7
fetch amount_reserve_percent from the configuration file
2019-02-17 11:38:51 +01:00
hroff-1902
df8067d6c4
add description of the new configuration option amount_reserve_percent 2019-02-17 12:56:28 +03:00
hroff-1902
66cc600076
add amount_reserve_percent into the full config file 2019-02-16 19:53:35 +03:00
hroff-1902
ea6d4a9d36
fetch amount_reserve_percent from config 2019-02-16 19:50:55 +03:00
Matthias
e0c420b93f
Merge pull request #1550 from hroff-1902/patch-2
execute_buy, handle_trade: do not use ticker if use_order_book:true is set in config
2019-02-16 13:55:33 +01:00
Matthias
67cea9dce6
Merge pull request #1558 from freqtrade/pyup/scheduled-update-2019-02-16
Scheduled daily dependency update on Saturday
2019-02-16 13:51:58 +01:00
pyup-bot
7c651632f1 Update joblib from 0.13.1 to 0.13.2 2019-02-16 13:32:06 +01:00
pyup-bot
13a16178d2 Update sqlalchemy from 1.2.17 to 1.2.18 2019-02-16 13:32:05 +01:00
pyup-bot
c2bc316e2f Update ccxt from 1.18.234 to 1.18.243 2019-02-16 13:32:04 +01:00
Matthias
98bd713624 iUpdate orderbook_bid_test 2019-02-14 19:15:16 +01:00
Matthias
f852be1a9b Fix tests for get_ticker fix 2019-02-14 07:27:13 +01:00
Matthias
dcc86bfa55
Merge pull request #1552 from freqtrade/pyup/scheduled-update-2019-02-13
Scheduled daily dependency update on wednesday
2019-02-13 14:35:43 +01:00
pyup-bot
aee7b2c29d Update pytest from 4.2.0 to 4.2.1 2019-02-13 13:32:10 +01:00
pyup-bot
c17eb89e84 Update arrow from 0.13.0 to 0.13.1 2019-02-13 13:32:08 +01:00
pyup-bot
aaa8567708 Update ccxt from 1.18.230 to 1.18.234 2019-02-13 13:32:06 +01:00
Matthias
7e1e09d45a
Merge pull request #1551 from hroff-1902/patch-4
logs: cosmetic changes
2019-02-13 12:39:12 +01:00
hroff-1902
b87e15774b
test adjusted 2019-02-13 13:02:57 +03:00
hroff-1902
8e7e670003
Orthography in the log message 2019-02-13 12:42:39 +03:00
hroff-1902
8fc8c985d8
logs: cosmetic changes
"30 seconds" was errorneously hardcoded in the text of the log message, while actually it's RETRY_TIMEOUT which may differ
2019-02-13 12:38:44 +03:00
hroff-1902
69a24c1272
no need for test_ticker parameter just for making current tests happy, tests should be reimplemented 2019-02-13 12:23:22 +03:00
hroff-1902
e8daadfb7e
same approach for the sell side (at handle_trade) 2019-02-13 03:54:57 +03:00
hroff-1902
91629807f7
shame on me 2019-02-13 03:17:54 +03:00
hroff-1902
f551fb5ff7
adjusted for passing tests
Don't like this test_ticker parameter, but it's needed for tests to pass prepared ticker.
Any ideas?
2019-02-13 03:14:24 +03:00
hroff-1902
e8ef36fb6e
execute_buy: do not use ticker if use_order_book:true is set in config
This PR corresponds to:
https://github.com/freqtrade/freqtrade/issues/1377#issue-386200394
in understanfing that pair Ticker is mostly statistics, but on the other side, create_trade/execute_buy.

It resolves problem with some exchanges (BitMex) where ticker structure returned by ccxt does not contain bid and ask values.

1. On exchanges like Bitmex, set use_order_book: true for buys. FT won't request ticker and will use data from order book only.
2. On exchanges where order book is not available, set use_order_book: false, ticker data (including ask/last balance logic) will be used.
3. On other exchanges, either approach may be used in the config.

Performance: current implementation fetches ticker every time even if order book data will be later used. With this change it's eliminated.

Comparison of order book rate and ticker rate is removed (in order to split fetching order book and ticker completely in execute_buy), so some tests that touch this code may require adjustments.
2019-02-13 02:55:55 +03:00
Matthias
b9a5899c99
Merge pull request #1548 from freqtrade/pyup/scheduled-update-2019-02-12
Scheduled daily dependency update on tuesday
2019-02-12 14:50:30 +01:00
pyup-bot
607190cd38 Update ccxt from 1.18.225 to 1.18.230 2019-02-12 13:31:08 +01:00
Samuel Husso
018cee8413
Merge pull request #1547 from freqtrade/pyup/scheduled-update-2019-02-11
Scheduled daily dependency update on monday
2019-02-11 14:52:25 +02:00
pyup-bot
0b5f4dc38e Update python-rapidjson from 0.6.3 to 0.7.0 2019-02-11 13:31:09 +01:00
pyup-bot
160c467e01 Update ccxt from 1.18.223 to 1.18.225 2019-02-11 13:31:07 +01:00
Matthias
d91dbf4090
Merge pull request #1545 from hroff-1902/patch-3
Cosmetic: fix logging
2019-02-11 06:12:17 +01:00
hroff-1902
69f69d965c
test asserts aligned accordingly to new log messages 2019-02-10 23:37:24 +03:00
Misagh
624ce6707a
Merge pull request #1546 from hroff-1902/patch-4
OHLCV should be float for TA-LIB indicators in the strategy
2019-02-10 20:39:45 +01:00
hroff-1902
5e741a0f73
fixed flake 2019-02-10 22:28:40 +03:00
hroff-1902
d6c0c107ac
fixed flake
hmm, even in the comments?
2019-02-10 22:23:00 +03:00
hroff-1902
7ed15c64ba
what else? 2019-02-10 22:13:40 +03:00
hroff-1902
08d35f3e15
fix checks
Should not make cosmetic changes right in the github editor without local smoketests...
2019-02-10 22:09:11 +03:00
hroff-1902
4dffb17dd6
fix flake 2019-02-10 22:01:46 +03:00
hroff-1902
14d6cdf9b2
OHLCV should be float for TA-LIB indicators in the strategy
Some exchanges (BitMEX) return integer values for Volume field. And sometimes even for OHLC -- same, on BitMEX, since price decrease is 0.5. TA-LIB functions assume floats and fail with exception.
Of course, this can be fixed (converted) in ccxt for particular exchange, but TA-LIB will still fail for exchanges for that such a conversion is not implemented in ccxt code. So let's make perform this conversion here in order to be sure our strategy will not crash on a new exchange.
2019-02-10 21:52:33 +03:00