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feat/kvsto
...
dependabot
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3505fbe783 | ||
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526943f29e | ||
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df51111c33 | ||
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dd8900a1c6 | ||
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9c2cdd4fb9 | ||
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c2c97d9f78 | ||
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355fde3bca | ||
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3cabcabcbd | ||
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55781e7f10 | ||
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f1e831a7b8 |
@@ -274,19 +274,20 @@ A backtesting result will look like that:
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| XRP/BTC | 35 | 0.66 | 22.96 | 0.00114897 | 11.48 | 3:49:00 | 12 0 23 34.3 |
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| ZEC/BTC | 22 | -0.46 | -10.18 | -0.00050971 | -5.09 | 2:22:00 | 7 0 15 31.8 |
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| TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 0 243 43.4 |
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========================================================= EXIT REASON STATS ==========================================================
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| Exit Reason | Exits | Wins | Draws | Losses |
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|:-------------------|--------:|------:|-------:|--------:|
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| trailing_stop_loss | 205 | 150 | 0 | 55 |
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| stop_loss | 166 | 0 | 0 | 166 |
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| exit_signal | 56 | 36 | 0 | 20 |
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| force_exit | 2 | 0 | 0 | 2 |
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====================================================== LEFT OPEN TRADES REPORT ======================================================
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| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Win Draw Loss Win% |
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|:---------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
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| ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 |
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| LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 |
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| TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 |
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==================== EXIT REASON STATS ====================
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| Exit Reason | Exits | Wins | Draws | Losses |
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|:-------------------|--------:|------:|-------:|--------:|
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| trailing_stop_loss | 205 | 150 | 0 | 55 |
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| stop_loss | 166 | 0 | 0 | 166 |
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| exit_signal | 56 | 36 | 0 | 20 |
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| force_exit | 2 | 0 | 0 | 2 |
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================== SUMMARY METRICS ==================
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| Metric | Value |
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|-----------------------------+---------------------|
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@@ -9,9 +9,6 @@ This same command can also be used to update freqUI, should there be a new relea
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Once the bot is started in trade / dry-run mode (with `freqtrade trade`) - the UI will be available under the configured port below (usually `http://127.0.0.1:8080`).
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!!! info "Alpha release"
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FreqUI is still considered an alpha release - if you encounter bugs or inconsistencies please open a [FreqUI issue](https://github.com/freqtrade/frequi/issues/new/choose).
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!!! Note "developers"
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Developers should not use this method, but instead use the method described in the [freqUI repository](https://github.com/freqtrade/frequi) to get the source-code of freqUI.
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@@ -1291,7 +1291,7 @@ class FreqaiDataKitchen:
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return dataframe
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def use_strategy_to_populate_indicators(
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def use_strategy_to_populate_indicators( # noqa: C901
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self,
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strategy: IStrategy,
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corr_dataframes: dict = {},
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@@ -1362,12 +1362,12 @@ class FreqaiDataKitchen:
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dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy,
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corr_dataframes, base_dataframes, True)
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dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
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if self.live:
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dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
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dataframe = self.remove_special_chars_from_feature_names(dataframe)
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self.get_unique_classes_from_labels(dataframe)
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dataframe = self.remove_special_chars_from_feature_names(dataframe)
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if self.config.get('reduce_df_footprint', False):
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dataframe = reduce_dataframe_footprint(dataframe)
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@@ -306,7 +306,7 @@ class IFreqaiModel(ABC):
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if check_features:
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self.dd.load_metadata(dk)
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dataframe_dummy_features = self.dk.use_strategy_to_populate_indicators(
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strategy, prediction_dataframe=dataframe.tail(1), pair=metadata["pair"]
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strategy, prediction_dataframe=dataframe.tail(1), pair=pair
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)
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dk.find_features(dataframe_dummy_features)
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self.check_if_feature_list_matches_strategy(dk)
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@@ -316,7 +316,7 @@ class IFreqaiModel(ABC):
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else:
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if populate_indicators:
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dataframe = self.dk.use_strategy_to_populate_indicators(
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strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
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strategy, prediction_dataframe=dataframe, pair=pair
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)
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populate_indicators = False
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@@ -332,6 +332,10 @@ class IFreqaiModel(ABC):
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dataframe_train = dk.slice_dataframe(tr_train, dataframe_base_train)
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dataframe_backtest = dk.slice_dataframe(tr_backtest, dataframe_base_backtest)
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dataframe_train = dk.remove_special_chars_from_feature_names(dataframe_train)
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dataframe_backtest = dk.remove_special_chars_from_feature_names(dataframe_backtest)
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dk.get_unique_classes_from_labels(dataframe_train)
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if not self.model_exists(dk):
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dk.find_features(dataframe_train)
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dk.find_labels(dataframe_train)
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@@ -865,6 +865,11 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
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print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
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print(table)
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table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
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if isinstance(table, str) and len(table) > 0:
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print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
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print(table)
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if (results.get('results_per_enter_tag') is not None
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or results.get('results_per_buy_tag') is not None):
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# results_per_buy_tag is deprecated and should be removed 2 versions after short golive.
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@@ -884,11 +889,6 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
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print(' EXIT REASON STATS '.center(len(table.splitlines()[0]), '='))
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print(table)
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table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
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if isinstance(table, str) and len(table) > 0:
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print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
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print(table)
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for period in backtest_breakdown:
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days_breakdown_stats = generate_periodic_breakdown_stats(
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trade_list=results['trades'], period=period)
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@@ -917,11 +917,11 @@ def show_backtest_results(config: Config, backtest_stats: Dict):
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strategy, results, stake_currency,
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config.get('backtest_breakdown', []))
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if len(backtest_stats['strategy']) > 1:
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if len(backtest_stats['strategy']) > 0:
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# Print Strategy summary table
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table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
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print(f"{results['backtest_start']} -> {results['backtest_end']} |"
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print(f"Backtested {results['backtest_start']} -> {results['backtest_end']} |"
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f" Max open trades : {results['max_open_trades']}")
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print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
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print(table)
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@@ -12,7 +12,7 @@ cachetools==4.2.2
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requests==2.28.2
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urllib3==1.26.15
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jsonschema==4.17.3
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TA-Lib==0.4.25
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TA-Lib==0.4.26
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technical==1.4.0
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tabulate==0.9.0
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pycoingecko==3.1.0
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@@ -119,6 +119,7 @@ def make_unfiltered_dataframe(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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freqai.dk.pair = "ADA/BTC"
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data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(data_load_timerange, freqai.dk)
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@@ -152,6 +153,7 @@ def make_data_dictionary(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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freqai.dk.pair = "ADA/BTC"
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data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(data_load_timerange, freqai.dk)
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@@ -19,6 +19,7 @@ def test_update_historic_data(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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@@ -41,6 +42,7 @@ def test_load_all_pairs_histories(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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@@ -60,6 +62,7 @@ def test_get_base_and_corr_dataframes(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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sub_timerange = TimeRange.parse_timerange("20180111-20180114")
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@@ -87,6 +90,7 @@ def test_use_strategy_to_populate_indicators(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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sub_timerange = TimeRange.parse_timerange("20180111-20180114")
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@@ -103,8 +107,9 @@ def test_get_timerange_from_live_historic_predictions(mocker, freqai_conf):
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exchange = get_patched_exchange(mocker, freqai_conf)
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strategy.dp = DataProvider(freqai_conf, exchange)
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freqai = strategy.freqai
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freqai.live = True
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freqai.live = False
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = False
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timerange = TimeRange.parse_timerange("20180126-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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sub_timerange = TimeRange.parse_timerange("20180128-20180130")
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@@ -180,6 +180,7 @@ def test_get_full_model_path(mocker, freqai_conf, model):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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@@ -87,6 +87,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
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freqai.live = True
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freqai.can_short = can_short
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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freqai.dk.set_paths('ADA/BTC', 10000)
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timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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@@ -135,6 +136,7 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, s
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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@@ -178,6 +180,7 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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@@ -371,6 +374,9 @@ def test_backtesting_fit_live_predictions(mocker, freqai_conf, caplog):
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sub_timerange = TimeRange.parse_timerange("20180129-20180130")
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corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
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df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
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df = strategy.set_freqai_targets(df.copy(), metadata={"pair": "LTC/BTC"})
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df = freqai.dk.remove_special_chars_from_feature_names(df)
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freqai.dk.get_unique_classes_from_labels(df)
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freqai.dk.pair = "ADA/BTC"
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freqai.dk.full_df = df.fillna(0)
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freqai.dk.full_df
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@@ -394,6 +400,7 @@ def test_principal_component_analysis(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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@@ -425,10 +432,12 @@ def test_plot_feature_importance(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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freqai.dd.pair_dict = MagicMock()
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freqai.dd.pair_dict = {"ADA/BTC": {"model_filename": "fake_name",
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"trained_timestamp": 1, "data_path": "", "extras": {}}}
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data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
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new_timerange = TimeRange.parse_timerange("20180120-20180130")
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