freqtrade/freqtrade 2019.9 on GitHub

Important changes

Migration from scripts/plot* into freqtrade subcommands (freqtrade plot-dataframe and freqtrade plot-profit).
Strategy should now include an INTERFACE_VERSION=2 variable to be explicit what version you're targeting (and to facilitate future updates to the strategy interface).
removal of --refresh-pairs-cached (please use freqtrade download-data instead).
improvements to Hyperopt
- Adaptive hyperopt ROI space (no need to adjust the ROI space for different timeframes)
- Improved memorymanagement for hyperopt.
- Default stoploss space was shortened to [-0.35; -0.02], to avoid hyperoptimization results with higher stoploss values that are not applicable for most users.
- a bug fixed which caused serious deviations between hyperopt results and backtesting in the same conditions. Position stacking in hyperopt was always erroneously set to true. Please review the results of your previous hyperopt sessions.

Changelog

Expand full changelog

``` 6a397f5 Add description of usage 2f005d6 Align example of ROI in the docs 45f5394 Align example in the docs 7e214d8 minor: change default stoploss space 43f2ef2 Change rel_tol to abs_tol to avoid surprises with high priced pairs 42b5a09 fix failing test 4ac53f1 Shorten the default hyperopt stoploss space 637ec60 Update slack link 60e3e62 Improve timerange section of the docs 9db9158 Allow use of config in custom hyperopt methods eb07f1f Fix typo 8d92f8b Compare floats via isclose instead of == 49f0a72 Add test for rounding error on fload aggregation 5978b7b Add explicit test for halfbought fee adjustment 0268bfd Minor: fix typo in comment e9de088 Add import-fails code as a fixture d05db07 Update PI install documentation and dockerfile d2f2473 install hyperopt seperately ([hyperopt]) 47b6b56 Reorg dependencies to have hyperopt seperated 27cc73f Dynamically import hyperopt modules cc91cca Improve documentation wording 665e057 Fix hyperopt position stacking 6c0a1fc Fix tests that fail when config.json is present 93b2621 Add format description for pairs.json file 6aa1ec2 Some small restructuring cc9fc41 Rename section to data-downloading, implement some feedback fe40636 Improve wordings 577b1fd Improve documentation wording 0f97a99 Improve wording 6ffb8b7 Fix wordings in comment 95e725c Bump ccxt from 1.18.1159 to 1.18.1180 0c6164d Fix memory exhaustion in skopt models list d8bc350 Bump python-telegram-bot from 12.1.0 to 12.1.1 242ff26 Bump pytest from 5.1.2 to 5.1.3 ab0adab Bump urllib3 from 1.25.3 to 1.25.5 ba4db0d Improve configuration documentation 7aa42f8 Fail download-data gracefully if no pairs-file exists 3245ebc Fix problme when no exchange is given to download-data b1a3e21 Improve backtesting docs 2fcddfc Clarify updating existing data 313091e some more refresh_pairs cleanups 508a35f Update comment as to why certain points have not been removed 9cedbc1 Cleanup history.py and update documentation e66fa1c Adjust tests to not use --refresh-pairs 1cd8ed0 Remove --refresh-pairs dc825c2 Make flake happy 15a4df4 Mock create_datadir to make sure no folders are left behind f0cf8d6 Allow easy printing of loaded configuration 50b4563 Tests adjusted 69f29e8 minor: Cleanup for backtesting ee6ad51 Manual bump to ccxt 1.18.1159 a42000e Change package author to "freqtrade team" e9a75e5 test adjusted 5cbc073 minor: Cleanup hyperopt b7da02a realistic fixture datas f3e3a8f unused in tests 9c1cce6 Bump ccxt from 1.18.1124 to 1.18.1149 cab394a Bump python-telegram-bot from 12.0.0 to 12.1.0 c2462ee Bump arrow from 0.15.0 to 0.15.2 b00467c Fix test failure 2cf045c Remove commented indicators from DefaultStrategy e2a100c Directory / folder eda1ec6 Revert back condition for open_since in Trade.__repr__ 0135784 remove unused indicators from default_strategy 5e65462 Use available indicators in tests where possible 16b4ae8 Document this new behaviour a5f3b68 Allow loading of fully initialized config from jupyter notbooks f163240 Simplify configuration init where possible c8d191a Adjust test e6ec8f9 Fix tests: Change condition for printing 'close' 4d566e8 Update tests to not use Namespace e6ccc14 have Arguments return a dict instead of Namespace 52b186e Create-userdir does not need a configuration 67ff48c Comment out noisy log messages 045ca87 Do not print humanized datetime in the log message dda513c Minor class cosmetics 6c5eff4 Use List of Tuples, remove unused columns 849d694 Don't inherit from object 1d781ea Refine 'stoploss adjusted' log message acf3b75 Log sell_flag, do not log sell_type=SellType.NONE 9bdfaf3 Remove quotes around the pairs f8eb1cd Add tests for kraken balance implementation 3b4bbe7 Implement get_balances which uses open_orders 2bd59de Cleanup log_has_re regexp string ac413c6 Clean up the use of patch_exchange c01953d Remove kraken block a9ecdc7 Use patched exchange instead 869a5b4 Eliminate asyncio warnings in tests 2081d75 Make flake happy e298e77 Adjust tests 35580b1 Improve backtesting logs 85f1291 use git log to print version 94d2790 Fix #2239 - 9aa7db1 Add test for failing case 3398f31 Bump ccxt from 1.18.1115 to 1.18.1124 7dc3e67 Bump plotly from 4.1.0 to 4.1.1 3c869a8 Bump arrow from 0.14.6 to 0.15.0 edba5a0 Bump numpy from 1.17.1 to 1.17.2 adbc015 changed more occuranes of function a5510d1 de-mangling 3430850 don't print in tests c5726e8 Don't gitignore sample_strategy 867a327 Fix random failure if config.json exists 2a236db Pass test-data to dockerized backtest 3e0edc7 Update backtesting section about correct data used 0bb1127 update .gitignore 9d2c6c8 Fix paths in setup and travis 9513115 Fix paths in tests f2cbc5f Fix documentation references to tests folder 26d76cd Adjust imports in tests to new path 65a516e Move tests out of freqtrade module 13932f5 Fix random test failures bb2d8fe Enhance setup.py 865e0d3 Adjust tests: removed tests for/with import_strategy() 45cfdbb Make flake happy 2b00a5d Get rid of import_strategy() bd2ecf8 Add testdatadir to missed test 972b8a1 Remove defaulting to test_data folder when no datadir is present fe631ff Use fixture to determine test_data_dir bde82e9 Move make_testdata_path to conftest 4fdf8a7 Adjust hyperopt tests after the merge with develop 7e56704 Parametrize tests for hyperopt simplified failed ef8386c Fix table with ROI limits e39d911 Improve wordings in hyperopt.md 48ac37a BLock kraken trading - it's not working at the moment e8f3766 Fix Problem when ccxt reports None as values e2e0015 Don't rename dict ... we can use it as is 3343b34 Add tests for simplified hyperopt interface e107290 Validate plot arguments 1b66f01 Always use config.json if it's available 5ce63cd Remove no_config_ argument from Arguments 03f3d0d Remove desc from Arguments header 88f823f Improvements to documentation 9a6a89c allow simplified hyperopt interface e8614ab update table md formatting, enhance description 87ae243 ranges for ROI tables for different ticker_intervals in docs dc9fda7 Fix tests to adapt to new telegram-bot interface 3b15cce Handle arguments uniformly (by using context.args) 8cad90f Adapt to new api 9c60ab7 Adapt telegram api to new interface of telegram-bot-12.0.0 05789c4 Bump python-telegram-bot from 11.1.0 to 12.0.0 04335dd Bump ccxt from 1.18.1085 to 1.18.1115 3f6c0ba Bump arrow from 0.14.5 to 0.14.6 bf4e3f5 Bump sqlalchemy from 1.3.7 to 1.3.8 51ad05e Bump pytest from 5.1.1 to 5.1.2 89f5cf8 Bump numpy from 1.17.0 to 1.17.1 949ab2a Bump mkdocs-material from 4.4.1 to 4.4.2 aae9c31 Reenable stoploss_on_exchange for dry-run 20c9c93 Improve docstring 771519e Don't show stacktrace in case of invalidorder Error f91557f Add space to exception message 514860a Improve documentation 9d7ebc6 Move return statement to correct intend 6aab3fe Add test for stoploss order handling behaviour 7c0a49a _notify_sell needs ordertype seperately 292df11 Support selling via emergencysell 9f53e9f Raise InvalidOrder error when stoploss-creation fails ee808ab Add emergency_sell as sell reason 7fc1566 simplify stoploss_oe code f0c0f56 Abstract creating stoploss-orders from stoploss-logic 2886fa2 fix documentation 736deaa Add test with plot command without configuration c9e15c2 Add test for new check_exchange branch d48f03c check_exchange is not required for plotting 1760a8d Use subparser-name to exclude from config requires f278fcf Use plot-runmode for plot scripts 423805c Small documentation improvements d060d27 Add test for all messagetypes 75dc174 support all messagetypes in webhook d977695 Catch NotImplementedError when sending messages b6b7dcd Test NotImplemented is cought correctly cabe291 Fix test-leakage by not copying config correctly 6b3d25b Fix datadir init when used wiht --exchange 68adfc6 Init exchange before datadir ... c38f3a2 Apply dynamic versioning to develop 8923c02 docstring wording 756f44f highlight really important notifications 51fbeed Rename TestStrategy to SampleStrategy d66fb86 Add documentation for interface_version a504abf minor: improvements in confuguration.md d9c2b7d fix fetching ticker_interval from strategy 0e62b8b Update strategy_version to INTERFACE_VERSION 92011f8 Introduce strategy_version variable 6af5135 Bump pandas from 0.25.0 to 0.25.1 6b233eb Bump ccxt from 1.18.1068 to 1.18.1085 75e3d22 Bump pytest from 5.1.0 to 5.1.1 e5da5f7 Bump mkdocs-material from 4.4.0 to 4.4.1 bfc68ec minor cleanup in Backtesting 513e848 Don't escape ticks where it's not needed da7da2c Change tests to split function 3232251 Refactor downloading ohlcv from utils to history e603cca Testing with now() should not pass in date/time 8f8acf5 Update ccxt to have this implemented 565a543 Use ccxt base methods to round timeframe 5e12b05 Improve test coverage a4c8b5b Move binance-specific test to test_binance.py cbf09b5 Improve docstring for Exception 2c66b33 Adapt some tests to use Binance subclass for stoplosslimit 067c122 Adapt test to use Binance class defa1c0 Move stoploss_limit to binance subclass ea179a8 stoploss_limit shall not use `create_order()` 8a17615 move exceptionhandling from create_order() to calling functions 3121206 correct wrongly named test 240936e Small fixes 1336781 Reorder points in documentation to group analysis points 661cd65 Improvements to plot documentation fb49879 Improve profit-plot styling 2ae3989 Fix bug in bt-analysis when multiple trades sell at the same time d711b8c Plot-profit should have subtitles per subplot 395414c Refactor init_plotscript a bit (strategy is not needed for plot_profit) 9f29ad7 fix test after plot_dataframe change 545e5c5 simplify load_trades call 1b374fc Improve plotting documentation 518d7df Replace plot-scripts with pointers to the new commands f8ddb10 switch indicators to nargs argument type 0ef13be Test plot_profit c559f95 Add test for plot-profit f7cb75f Add plot-profit command 29076ac Add test for analyse_and_plot 99b2be9 Cleanup plotting (if you have backtest results, no need to download data!) f8c72fe Add some initial tests for plot_dataframe 69c2b12 Move plot_dataframe as freqtrade submodule fcb0ff1 do not round values in the debug message 31669fd test adjusted cadf573 round printed stoploss value as well a12876d fine printing for floats in the roi tables (round to 5 digits after the decimal point) 5b9711c adaptive roi_space

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