34c8a5afaf
remove second filter, add max option
2021-07-25 07:24:55 +00:00
b42afb9dae
get_rate checks if side is buy for some console output
2021-07-24 17:14:54 -06:00
aea5da0c73
changes testcase
2021-07-23 11:42:43 +07:00
5fe18be4b5
add note buy_tag and split 3 assignment for get_signal
2021-07-23 01:25:15 +07:00
b84a1d0c92
Don't crash when *_params is not defined in strategy
...
closes #5407
2021-07-22 20:21:04 +02:00
b01daa8bbc
expose buy_tag to api
2021-07-22 13:09:05 +07:00
dd809f756b
run mypy
2021-07-22 02:34:20 +07:00
643b6b950e
run flake8
2021-07-22 02:23:34 +07:00
25e329623f
change signature
2021-07-22 02:11:54 +07:00
235c1afd09
add buy_tag on telegram
2021-07-22 01:53:15 +07:00
f5a660f845
caps BUY_TAG_IDX
2021-07-21 20:19:56 +07:00
49886874aa
rename to buy_tag
2021-07-21 20:05:35 +07:00
759a350d73
Merge branch 'freqtrade:develop' into develop
2021-07-21 00:09:35 +03:00
1ea29a918a
Fix webserver timerange problem.
2021-07-21 00:09:09 +03:00
66a7070170
run linter
2021-07-20 23:56:03 +07:00
5d04d6ffa7
fix edge testcase
2021-07-20 23:40:32 +07:00
cbfedf8b29
fix backtest testcase
2021-07-20 23:25:00 +07:00
c558fc0b17
fix feedback
2021-07-20 20:40:32 +07:00
edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name
2021-07-20 19:19:46 +07:00
ed30c023cd
fix some testcase
2021-07-20 19:08:14 +07:00
7d04005218
add test and migration
2021-07-20 16:14:48 +07:00
e4b42b2b5b
Merge pull request #5284 from samgermain/merge_get_buy_sell_rate
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Merge get_buy_rate and get_sell_rate
2021-07-20 06:54:47 +02:00
104711a9bf
get_signal signature
2021-07-20 05:04:25 +07:00
9e63bdbac9
feat: add buy signal name
2021-07-20 04:58:20 +07:00
b0bfbb6558
removed buy and sell merge, updated strategy name, removed default side for get_rate
2021-07-19 11:37:52 -06:00
ab786abf7f
Fix intendation.
2021-07-19 00:47:51 +03:00
f705293353
Dataprovider caching and trimming to timerange of historical informative.
2021-07-19 00:25:24 +03:00
365479f5e0
Remove startup-candles after populating buy/sell signals
...
closes #5242
2021-07-18 11:06:41 +02:00
7b7d9c02d7
Merge pull request #5243 from freqtrade/feat/webservermode_progress
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Introduce webserver mode subcommand
2021-07-18 10:48:55 +02:00
44df5eeacf
Adjusted docstring, and conditional near end of buy_rate
2021-07-18 00:00:18 -06:00
7c27525bd8
Merge get_buy_rate and get_sell_rate
2021-07-17 22:51:20 -06:00
53a8c693b8
Honor skip_pair_validation setting when downloading pairs.
2021-07-17 09:21:03 +03:00
d652e6fcc4
Don't log from wallet in backtest mode
2021-07-16 19:57:49 +02:00
2e95df4d8d
Update docs for /profit output
2021-07-15 20:12:44 +02:00
c9c7f84e8c
Calculate relative profit based on assumed starting balance
2021-07-14 20:55:11 +02:00
f5c47767cb
Provide available capital to api
2021-07-14 20:51:42 +02:00
3451687135
Merge pull request #5255 from freqtrade/improve_dynamic_stake
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Improve dynamic stake with multiple bots on the same exchange
2021-07-14 06:45:48 +02:00
c78b2075d8
feat: add one additional asterisk
2021-07-12 12:27:59 +00:00
6a53e2c764
feat: apply censoring to logging
2021-07-12 12:08:01 +00:00
f94dbcd085
feat: censor password from logs
2021-07-12 12:02:10 +00:00
40db424363
Add documentation for available capital setting
2021-07-12 07:11:56 +02:00
7863746904
Add available_capital parameter
2021-07-12 06:54:06 +02:00
b41c234440
Extract Closed profit calculation to trade object
2021-07-12 06:54:06 +02:00
8b78a3bde2
Quick fix for trades opening below min-trade amount
2021-07-11 21:01:12 +02:00
38296e8689
Merge pull request #5189 from rokups/rk/custom-stake
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Implement strategy-controlled stake sizes
2021-07-11 19:45:43 +02:00
7ea0a74c53
Default to proposed stake
2021-07-11 14:11:41 +02:00
0e4466ca1e
Implement strategy-controlled stake sizes. Expose `self.wallet` to a strategy.
2021-07-11 12:38:58 +03:00
f658cfa349
Remove Slack
...
As the community is mostly active on discord, there's little point in
linking people to Slack as well
2021-07-11 11:13:27 +02:00
52ae95b2a5
Improve naming of apiserver variables
2021-07-10 11:20:21 +02:00
ad26b0dad0
Don't void backtest object when not necessary
2021-07-10 10:59:00 +02:00
e4e2340f91
Fix bug where currencies are duplicated
...
in case there is dust
2021-07-10 10:02:05 +02:00
6129c5ca9e
Fix deprecation warnings from pandas 1.3.0
...
closes #5251
2021-07-09 20:46:38 +02:00
2f33b97b95
Validate startup candles for backtesting correctly
...
closes #5250
2021-07-09 07:20:43 +02:00
fb25130588
Merge pull request #5244 from octaviusgus/develop
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fix daily profit data bug and daily profit curve example
2021-07-09 07:06:14 +02:00
d96d6024f4
Merge pull request #5252 from kevinjulian/agefilter-max-days-listed
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Fix Agefilter cannot appear on startup messages
2021-07-08 20:29:06 +02:00
2a4a980855
Merge branch 'agefilter-max-days-listed' of https://github.com/kevinjulian/freqtrade into agefilter-max-days-listed
2021-07-08 19:25:32 +07:00
863391122f
fix short desc not appear
2021-07-08 13:42:52 +07:00
225522762b
Merge pull request #5231 from nightshift2k/enhancement/range-based-volumefilter
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Range based VolumeFilter
2021-07-08 07:22:37 +02:00
76e51cddba
Merge pull request #5246 from nightshift2k/feature/offsetfilter
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new filter OffsetFilter for offsetting incoming pairlists
2021-07-07 21:06:23 +02:00
682f880630
Slightly simplify if statement, add additional test
2021-07-07 20:05:56 +02:00
8248d1acd1
run flake8
2021-07-07 22:10:22 +07:00
00a1931f40
fix test
2021-07-07 21:24:44 +07:00
8b0a02db8e
Correct exception messages
2021-07-07 08:11:13 +00:00
3c3772703b
changed quoteVolume to be built over a
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rolling period using lookback_period
to avoid pair_candles being larger
than requested lookback_period
2021-07-07 09:46:05 +02:00
638bed3dac
Add RangeStabilityFilterMax pairlist filter
2021-07-07 06:46:51 +00:00
d1104bd434
fix daily profit data and daily profit curve example
2021-07-06 22:47:39 +02:00
005da97183
extract backtesting abort functionality
2021-07-06 19:48:28 +02:00
5474d5ee64
Move webserver start command to seperate file
2021-07-06 19:48:28 +02:00
e5b1657ab3
Properly remove rpc handler
2021-07-06 19:48:28 +02:00
2ec22f1d97
Add Sorting to available pair list
2021-07-06 19:48:28 +02:00
830b2548bc
Add backtest stopping
2021-07-06 19:48:28 +02:00
129c7b02d0
Not all config values are mandatory in webserver mode
2021-07-06 19:48:28 +02:00
17b3cc2097
Return numeric value, not empty string
2021-07-06 19:48:28 +02:00
b44d215b90
Add test for backtest via APII
2021-07-06 19:48:28 +02:00
804d99cce9
Move backtesting api to it's own file
2021-07-06 19:48:28 +02:00
8566306010
Add test for start_websever
2021-07-06 19:48:28 +02:00
134c61126e
Properly track bt progress ...
2021-07-06 19:48:28 +02:00
03140a0ecb
Run webserver in main thread when using webserver mode
2021-07-06 19:48:28 +02:00
37b15e830a
Add trade count to progress
2021-07-06 19:48:28 +02:00
048008756f
Add progress tracking for backtesting
2021-07-06 19:48:28 +02:00
06b6726029
Support compounding key
2021-07-06 19:48:28 +02:00
f96d7dfe6d
Allow backtesting to reuse data
...
Allow activating / deactivating protections dynamically
2021-07-06 19:48:28 +02:00
edb8c4f0e5
Fix tests for webserver mode
2021-07-06 19:48:28 +02:00
5c18c8726d
Implement backtesting with fastapi
2021-07-06 19:48:28 +02:00
df55259737
Add start_trading endpoint
2021-07-06 19:48:28 +02:00
02b84bd018
Introduce webserver mode for fastapi
2021-07-06 19:48:28 +02:00
800e314bfd
Store backtesting results in backtest instance
2021-07-06 19:48:28 +02:00
97e8ec91f0
Save configuration file paths
2021-07-06 19:48:28 +02:00
ef137546fe
Add webserver entrypoint
2021-07-06 19:48:28 +02:00
0f3d34eaf4
Merge branch 'develop' into agefilter-max-days-listed
2021-07-06 19:47:18 +07:00
502c69dce3
change short desc
2021-07-06 19:36:42 +07:00
dec523eef0
Display verison of installed FreqUI
2021-07-06 07:20:05 +02:00
1e87225e91
added `test_VolumePairList_range` to test_pairlist.py
2021-07-05 20:59:27 +02:00
10998eb0fa
Remove further usages of int(int_timestamp)
2021-07-05 19:51:14 +02:00
1682578a39
Merge pull request #5234 from nightshift2k/fixups/pairlists
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fixup pairlist filters, change float_timestamp to int_timestamp
2021-07-05 19:45:35 +02:00
346d66748b
first version of OffsetFilter
2021-07-05 12:50:56 +02:00
5626ca5a06
removed unnecessary casting to int()
2021-07-05 10:39:22 +02:00
eb3ead4930
Merge pull request #5229 from kevinjulian/telegram-balance
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compact low balance currencies
2021-07-05 06:56:35 +02:00
7ac55e5415
AgeFilter, RangeStabilityFilter, VolatilityFilter
...
changed `float_timestamp` to `int_timestamp`
2021-07-04 21:08:42 +02:00
85c7b55750
improvements:
...
- `float_timestamp` switched to `int_timestamp`
- added documentation to pairlists.md
2021-07-04 20:46:24 +02:00
c5489d530a
Reexport File to docs to have this available as documentation too
2021-07-04 19:50:44 +02:00
c3cf71bba8
sort import
2021-07-04 22:04:39 +07:00
2d5ced7801
fix testcase
2021-07-04 21:59:59 +07:00
558bcc7959
Jupyter notebook snippet: Plotting daily profit / equity line
2021-07-04 15:56:55 +02:00
4aa2ae37bd
add daily_profit_list
...
added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook
```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd
# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"
stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]
equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
equity_daily.append(equity)
equity += float(dp)
dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])
df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})
fig = px.line(df, x="dates", y="equity_daily")
fig.show()
```
2021-07-04 14:38:17 +02:00
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
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automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
9919061c78
PEP8 compliance
2021-07-04 11:40:45 +02:00
348dbeff3f
added meaningful logging of used lookback range
2021-07-04 11:16:33 +02:00
77293b1f1e
Remove Zero duration Trades
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after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
2021-07-04 10:50:10 +02:00
a4096318e0
Provide full backtest-statistics to Hyperopt loss functions
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closes #5223
2021-07-04 10:15:19 +02:00
7efa228d73
add dust balance
2021-07-04 03:08:29 +07:00
dbdd7f38a8
add plural
2021-07-04 02:56:05 +07:00
b722e12350
compact low balance currencies
2021-07-04 02:44:48 +07:00
f6511c3e3f
fix typo and add blocker
2021-07-04 02:20:53 +07:00
b72bbebccb
fix flake8
2021-07-04 01:46:51 +07:00
3d9f3eeb07
feat(agefilter): add max_days_listed
2021-07-03 23:58:04 +07:00
3686efa08a
Add range property to CategoricalParameter and DecimalParameter, add their tests.
...
At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
2021-07-03 16:02:45 +03:00
53f963dd73
fixed `self._tf_in_secs` to `self._tf_in_sec`
2021-07-03 11:49:05 +02:00
62da4b452c
code cleanup and comments
2021-07-03 11:47:17 +02:00
055229a44a
first iteration of volume pairlist with range lookback
2021-07-03 11:39:14 +02:00
9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2
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Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
fbd91cd3f8
Improve formatting to avoid backslash newlines
2021-07-03 08:22:21 +02:00
b25ad68c44
Fix np.bool_ not outputting correctly
2021-07-02 20:52:25 +02:00
b8de3270fa
Plotting: Fix hover mode options after plotly update
...
closes #5209
2021-06-30 20:11:11 +02:00
15e36a20e1
Improve naming of default hyperopt serializer
2021-06-30 19:48:34 +02:00
bc0742ae67
Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop.
2021-06-30 09:10:50 +03:00
0809225a0a
Update documentation to mention parameter strategy files
2021-06-30 07:05:20 +02:00
645da51b5f
Add test for parameter loading
2021-06-30 06:55:10 +02:00
dcf53ac3ff
Add test for try_eport_params
2021-06-30 06:33:40 +02:00
84703080b8
Extract hyperopt_defaults_serializer to hyperopt_tools
2021-06-29 20:51:29 +02:00
55f032b18e
Catch trying to read faulty parameter file
2021-06-29 20:51:29 +02:00
62cdbdc26a
Automatically export hyperopt parameters
2021-06-29 20:51:25 +02:00
af04c8e2da
Merge pull request #5205 from barisengez/develop
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Added timerange and max open trades info above multiple strategy backtest result summary table
2021-06-29 16:49:17 +02:00
a8117c6e0b
Refactored to use results variable from for loop
2021-06-29 11:24:49 +02:00
a2ccc1526e
Load parameters from file
2021-06-29 07:07:34 +02:00
8ca0076332
Fix small typos
2021-06-29 06:50:47 +02:00
d4514f5f16
Introduce File versions to hyperopt result files
2021-06-29 06:50:47 +02:00
a7e9e362b7
Simplify printing logic for non-optimized parameters
2021-06-29 06:50:47 +02:00
8b7010fc9a
Update pprint name
2021-06-29 06:50:47 +02:00
aa5181ca81
Properly export non-optimized parameters
2021-06-29 06:50:47 +02:00
34e6ce431f
Print non-optimized parameters (also stop / roi)
2021-06-29 06:50:47 +02:00
2310deec53
Update name to get non-optimized parameters
2021-06-29 06:50:47 +02:00
8cdd1e3aef
Fix some type errors
2021-06-29 06:50:47 +02:00
2bf17f71e7
Dump parameters from hyperopt-show
2021-06-29 06:50:47 +02:00
750c780293
Support loading parameters from json file
2021-06-29 06:50:47 +02:00
d54de72471
"/profit N" command should print best pair for the same period of time, not for all trades
2021-06-28 23:42:09 +03:00
a0f28f4a15
Added max open trades to strategy summary first line
2021-06-28 17:05:12 +02:00
2e5b719de8
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:54:54 +02:00
c99ae3b419
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:20:34 +02:00
ab07fb5b3f
Merge pull request #5188 from freqtrade/move_config_settings
...
Move ask_strategy config settings to root level
2021-06-27 11:30:50 +02:00
34448fb87c
Expose default currency precision to API
2021-06-26 20:46:54 +02:00
00a7097b9e
Reduce verbosity of getting sell-rate from orderbook
2021-06-26 20:09:52 +02:00
3f669147f1
Simplify strategy-resolver moving
2021-06-26 17:55:31 +02:00
158cb415a9
Add settings interface to have types available
2021-06-26 17:28:37 +02:00
b7f01a08f3
Update sequence of process_deprecated_setting parameters
2021-06-26 17:03:51 +02:00
1067a9f356
Move strategy-override signals to top-level of the config
...
closes #2867
2021-06-26 16:06:13 +02:00
60c7308126
Merge pull request #5183 from freqtrade/remove_order_book_max
...
Remove order book max
2021-06-26 14:56:10 +02:00
1cb057bda7
Version bump 2021.6
2021-06-26 14:01:23 +02:00
7fe42852a8
Merge branch 'stable' into new_release
2021-06-26 14:00:55 +02:00
c62fad0088
Pricing strategies should default to use orderbook pricing
2021-06-26 08:19:37 +02:00
59a33d0fa9
Add test for ask_orderbook validation
2021-06-25 20:52:34 +02:00
d59a38665c
Remove support for order_book_max
2021-06-25 20:36:39 +02:00
d294ef10d7
unexpected docstring params
2021-06-25 23:56:16 +05:30
1440b2f7fe
Merge pull request #5178 from aayush-jain18/spell-correction
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spell corrections
2021-06-25 19:10:39 +02:00
a46f60bd94
spell corrections
2021-06-25 22:10:04 +05:30
40545e62af
Merge pull request #5082 from freqtrade/dry_run_order
...
Dry run order filling
2021-06-25 18:26:01 +02:00
1a82685dd8
Don't reset log caching
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uvicorn will "load from dict" the config - which flushes the logs
and therefore cleans log-buffering
2021-06-25 18:24:10 +02:00
e0d3ca6c6d
Fix import sorting
2021-06-24 18:44:59 +02:00
c938edc01b
Apply dataprovider to /pair_history endpoint
2021-06-24 18:18:01 +02:00
f7c09ba63a
Log endpoint should use static rpc class
2021-06-24 18:17:40 +02:00
3c70768e18
make "/profit N" command output be consistent with "/daily" and "/status table" commands
2021-06-23 07:30:08 +03:00
e97c82c514
make "/profit N" command output be consistent with "/daily" and "/status table" commands
2021-06-22 12:22:19 +03:00
0605cbb06e
make "/profit N" command output be consistent with "/daily" and "/status table" commands
2021-06-22 12:20:12 +03:00
204758834d
Merge pull request #4308 from eatrisno/patch-1
...
Add Refresh / Reload Button on rpc/Telegram
2021-06-19 18:50:59 +01:00
122943d835
Don't run filter again for pairlist generator
...
The generator implicitly runs filter - so it should not be ran again
as that would void generator caching.
closes #5103
2021-06-19 19:37:27 +02:00
96fbb226c5
Implement better strategy checks
...
part of #2696
2021-06-19 19:32:29 +02:00
a7f8342171
Add small documentation about reload disabling
2021-06-19 16:49:54 +02:00
6e99e3fbbb
Implement tests for message updating
2021-06-19 09:31:34 +02:00
39b876e37a
Log exchange responses if configured
2021-06-19 09:07:42 +02:00
e40d481d09
Merge pull request #5014 from Rikj000/hyperopt-show-include-non-optimized-in-json
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BugFix - `hyperopt-show --print-json` include non-optimized params
2021-06-19 07:42:15 +01:00
656bebd4da
🪲 Included completely non_optimized spaces in json + swapped merge dictionary order
2021-06-18 22:03:04 +02:00
e1010ff592
Don't load protections from config if strategy defines a property
2021-06-18 19:55:53 +02:00
1567804509
⚡ kwargs merge dictionaries instead of using loops
2021-06-17 22:41:49 +02:00
546ca01071
♻️ Fixed flake8 warning
2021-06-17 20:33:21 +02:00
90d37f5ec6
🔀 Merged upstream branches and fixed merge conflicts
2021-06-17 20:24:20 +02:00
a9f111dca0
Fix some types
2021-06-17 19:50:49 +02:00
7ff794cb87
Merge branch 'develop' into pr/eatrisno/4308
2021-06-17 19:46:15 +02:00
8bb464bd64
Merge pull request #5108 from rokups/rk/pessimistic-trailing-stoploss
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Implement most pessimistic handling of trailing stoploss.
2021-06-17 18:41:00 +01:00
c4bc47e6e7
Merge pull request #5140 from barisengez/develop
...
Moved daily avg trade row next to total trades on backtest results
2021-06-17 08:54:48 +01:00
a49ca9cbf7
Change log-level "Executing handler" msg to debug
...
closes #5143
2021-06-17 06:57:35 +02:00
b38ab84a13
Add documentation mention about new behaviour
2021-06-17 06:48:41 +02:00
1c9def2fdb
Update freqtrade/optimize/optimize_reports.py
2021-06-16 20:17:44 +01:00
1bb04bb0c2
Moved daily avg trade row next to total trades on backtest results
2021-06-16 11:40:55 +02:00
38ed49cef5
move low to stoploss_reached
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to clarify where which rate is used
2021-06-15 09:05:36 +03:00
6d5fc96714
Implement most pessimistic handling of trailing stoploss.
2021-06-15 09:05:36 +03:00
0af9bcef60
Merge pull request #5131 from freqtrade/dependabot/pip/develop/mypy-0.902
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Bump mypy from 0.812 to 0.902
2021-06-14 19:03:46 +01:00
cf7394d01c
Export backtesting results by default
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closes #4977
2021-06-14 19:57:24 +02:00
4ba7a2bbd2
Fix mypy update problems
2021-06-14 19:18:42 +02:00
cd6620a044
Ignore broken symlinks while resolving strategies.
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Without this fix the resolver tries to read from the broken symlink,
resulting in an exception that leads to the the rather confusing
error message
freqtrade.resolvers.iresolver - WARNING - Path "...../user_data/strategies" does not exist.
as a result of a symlink matching .py not being readable.
2021-06-13 21:42:09 +02:00
e226252921
Always use the same parameter sequence
2021-06-13 20:39:25 +02:00
sauces1313
Sam Germain
kevinjulian
Matthias
GeorgeMurAlkh
George Muravei-Alkhavoi
Rokas Kupstys
anasyusef
Rokas Kupstys
nightshift2k
user
octaviusgus
octaviusgus
barbarius
Eugene Schava
aayush-jain18
Rik Helsen
Bernd Zeimetz