2023.7

Highlighted changes

• Community showcase section in the documentation.
• Updated proxy configuration for ccxt (make sure to read the corresponding documentation section if you think you’re impacted).
• Improved convert-data command, converting data a lot more efficiently.
• Improved “/profit” command by adding winrate and expectancy.
• Improtant fix to freqUI historic plotting (backtesting, …), which will not correctly respect the startup_candle_count of the strategy.
• Backtesting now shows max-consecutive wins/losses.
• Improved new-config logic for api server setup within docker.
• Allow deletion of Backtest results through UI.
• Fixed faulty resampling of monthly (1M) candles.

How to update

As always, you can update your bot using one of the following commands:

docker-compose

docker-compose pull
docker-compose up -d

Installation via setup script

# Deactivate venv and run 
./setup.sh --update

Plain native installation

git pull
pip install -U -r requirements.txt

Expand full changelog

5a7a9d48f Bump version to 2023.7
79910870a Fix bug resampling monthly candles
e7e7a1718 Add test confirming #8972
3fa31bfe2 Better explain ROI assumption on level change
b2abdab7c Fix bug where adjust_entry_price was called for exit orders
fd7dfc95e Enhance dca integration test for adjust_entry checks
797617aba Fix test comment
9a400d0e6 Allow comments and trailing commas in remotepairlist files
8f18a52cd Fix Typo in remote pairlist docs
d638a4a0f Raise proper error on strategy search
bbf472e69 Improve errorhandling on webserver endpoint
83f45d0e6 Call static method as static method, not as if it were an instance method
d6122585f Prevent pandas exception on Date assignment
2fcff7875 Move comment to actually relevant line
f56f5179d Update showcase.md
c2b40da76 Bump Api Version
05e4b6309 Extract backtest_result deletion logic to separate function
8b2abf442 Remove .json from backtesting output
997b80fd7 Allow deleting of backtest files
5a7e82234 Improve security of get_backtest_history_result
1d39cc18b Add is_file_in_dir helper function
e39af1720 Improve typing for is_relative_to
47fca02ba Improve docstring
ed2485dd5 Move generate_wins_draw_losses to bt_output (it's an output function, not a calculation)
5a057e4b9 per-commit bump types-requests
b90e7d75c Bump ruff from 0.0.278 to 0.0.280
1c26a6600 Bump types-requests from 2.31.0.1 to 2.31.0.2
161446393 Bump ccxt from 4.0.35 to 4.0.36
9df302f2f Bump uvicorn from 0.23.0 to 0.23.1
ce7f7d828 pre-commit bump dateuti
7a69bdff6 Bump types-python-dateutil from 2.8.19.13 to 2.8.19.14
bb36c9500 Bump pre-commit types tabulate
235067c79 Bump nbconvert from 7.7.0 to 7.7.2
11e604d61 Bump types-tabulate from 0.9.0.2 to 0.9.0.3
b41b96644 pre-commit bump cachetools
327b05546 Add consecutive wins/losses to backtest output
221f242a4 Bump ccxt from 4.0.34 to 4.0.35
a9d310ca0 Disable bitvavo candle test temporarily after downtime
f26b49ee0 Ensure return value is an int, not a np.int
380244f8b Improve calc_streak, rename method
0f046ceaf Implement calc_consecutive_losses
a7bd6725f Add test to verify consecutive wins / losses calculation
c61b72e5c Bump urllib3 from 2.0.3 to 2.0.4
d909fde4b Bump types-cachetools from 5.3.0.5 to 5.3.0.6
2bb4af911 Bump pyjwt from 2.7.0 to 2.8.0
00a392b26 Bump mkdocs-material from 9.1.18 to 9.1.19
6f5ba2725 Bump jsonschema from 4.18.3 to 4.18.4
6ddbc8c00 Move generate_wins_draw_losses to bt_output (it's an output function, not a calculation)
a00fcd68f Default to 0.0.0.0 if on API listen address for configs generated through docker
fb7fb7f59 Add helper function detecting (prebuilt) docker environment
d7916366b Adjust webhook tests to include timeout
ad82ad440 webhook docs improvements
8dfe43f37 Add timeout for webhooks
4549fb349 Add security notice about IP whitelisting on bybit docs
889a732e0 Enhance bybit documentation
8f0422528 another test fix
4c23771d3 fix expectancy test
0eddc6b7a update expectancy test
787e94924 Update default expectancy ratio to 100
955a63725 Improve resiliance when showing older backtest results
27a36bfb4 Bump lightgbm from 3.3.5 to 4.0.0 (#8923)
e5f01ab2e pre-commit fix
40d7d05e4 merge 2 expectancy functions
c6ee8fcf5 remove unused check
3552fa431 fix test
3dd33cde0 fix test
ee3b69ea6 fix test
b0639ab31 flake8
cfd8b068e add test for expectancy
8621dc96e fix tests
11f24aff9 flake8
dcc3ef130 flake8 fix
4812bcc28 flake8 fiz
c048e7229 modify expectancy and expectancy ratio
4ea3f41d4 Map BUSD to correct coingecko id
687412397 Bump ccxt to 4.0.34
8d332fb99 Ensure /pair_history endpoint correctly respects startup_candle_count
f4933a9cf Improve test for pair_history
4369e3cde trim_dataframe should enforce kwargs for non-required arguments
9bfe96d4d Simplify advise calls by extracting that part into a method.
91bf8abf3 Add comment to clarify usage of trim_dataframes
9c1fea0e7 Add winrate to several bt metrics
ac2147727 Update test for updated cost logic
ea4534923 Completely remove "fee_cost_in_contracts" functionality
e734ab52d okx fees are not in contracts.
75628403b Invert order_props_in_contracts logic - cost is almost never in contracts
f735973bf Bump aiohttp from 3.8.4 to 3.8.5
ab5b27286 Fix double-%%
bb5a12dc1 Add built-in trade fields in indicator list docs
f95f954df Convert winrate to ratio instead of % in calculations
5ee458698 use find-links for windows install
9c39fd6e9 Update cached binance lev-tiers file
c8ee48bc9 Update comment on install script
ef52a7a32 Simplify windows install sscript
635ab7370 Update path for install_windows helper script
c4d38e6de Add new ta-lib windows wheel
8fd96118a Bump pydantic to latest 1.10 version
db0cad04a Pin pydantic to <2.0 for now
d64d0e9f9 Update docker-compose-freqai.yml
c64c10e76 Use Fstrings in hyperopt-tools
d8ba2b5df Bump ccxt from 4.0.28 to 4.0.29
6ccc12f33 Fix calcs, rename ratio, add docs
8738b8d55 Update freqai-feature-engineering.md
f2ff85421 Bump nbconvert from 7.6.0 to 7.7.0
cb5a67e9e Bump sqlalchemy pre-commit
6f0204fcd chore: remove inlier metric
78de61491 Bump ta-lib from 0.4.26 to 0.4.27
e5221932e Bump ruff from 0.0.277 to 0.0.278
c23ff9d7c Bump pypa/gh-action-pypi-publish from 1.8.7 to 1.8.8
5f82108aa Bump jsonschema from 4.18.0 to 4.18.3
454baa7b5 Bump sqlalchemy from 2.0.18 to 2.0.19
69e969173 Bump ccxt from 4.0.17 to 4.0.28
8c8b31599 Bump pytest-asyncio from 0.21.0 to 0.21.1
e8ff5cb78 Bump pymdown-extensions from 10.0.1 to 10.1
256a8c686 Bump uvicorn from 0.22.0 to 0.23.0
79f7f82c5 Fix telegram output
35714c469 Add explicit dry_wallet test
cf9ba527b Include realized_profit in update_dry
d0e0e156b Update tests to account for realized profit/loss
8a55423ac Add asserts for wallet size
66131d510 Improve integration test assertions
1fd2a2532 Reduce trade stats function complexity
9d36dc7ac Fix line length
59cb9e39d Fix another trailing whitespace
d4b282d6f Fix expectancy calc and tests
e57bb6bc9 Add api schema entries
3ce17b740 Fix flake8 problems
768a7b47e Fix some futures symbol naming in tests
096cb0d1e Add tests, fix winrate calc
4235ab0c7 Add expectancy and winrate to telegram
6e56f84fe Add expectancy and winrate to rpc trade statistics
ff1420810 Improve logic for from_json special case
626ea6b11 Add backtesting support for order.stake_amount
d8c062188 Add stake amount property to order object
17296fdf9 Use proper cost for order
e4cd29d88 Add test for trade.cost
eeec1b0b3 Don't bump armhv crypto dependency
e043fdba5 Bump cryptography from 40.0.1 to 41.0.2
7f0e1c27c Fix realized_profit for trade from_json
240606c5a Only run once for an order
6134764d5 Don't wrongly eat into dust on rebuys
45a9c304b Add test for new conditional behavior
c970ae8ad Add pyarrow pi wheel
3cf419cbc Fix ill-used type on order backpopulate mapping
722b5569b Add Freqtrade backtest project
e8fe5a4f1 bybit provides up to 2years of historic ohlcv data on any timefame.
127ca83de Bump orjson from 3.9.1 to 3.9.2
a0fff4364 Add fee_base to json output
b7bd1eba6 Bump time-machine from 2.10.0 to 2.11.0
6d63b9400 Bump fastapi from 0.99.1 to 0.100.0
e0ba2f3a1 Bump pyarrow from 12.0.0 to 12.0.1
7d16012f6 Bump ccxt from 4.0.15 to 4.0.17
4a422cac5 Bump jsonschema from 4.17.3 to 4.18.0
884594a96 Bump sqlalchemy pre-commit
12d89a906 Bump sqlalchemy from 2.0.17 to 2.0.18
1dbc294b8 Improve order __REPR__ with date
5bc84dca5 Fix from_json with new attributes
8c0e66008 Remove wrong/faulty "default" comment from cli options
4a1a19794 Bump python-telegram-bot from 20.3 to 20.4
43f6a7e3c Bump ccxt from 4.0.14 to 4.0.15
1bece11eb Bump numpy from 1.25.0 to 1.25.1
3c1cd7243 Bump mkdocs-material from 9.1.17 to 9.1.18
1ca2a8d63 Bump prompt-toolkit from 3.0.38 to 3.0.39
7359a76b7 Bump ruff from 0.0.275 to 0.0.277
75e6315aa Bump joblib from 1.2.0 to 1.3.1
b4957a2e3 Update converter test
448f02960 Improve behavior for convert-data
5a43dd476 don't hard-default `--timeframes` via argparse
10f34563f Improve default for --candle-types
4c6eee8df Update proxy documentation to correspond to new ccxt mode
a598b8554 Bump ccxt and ccxt min requirement
511023ee1 Fix typo in comment
af5fc76dc Add test for different processing modes
e6ee55a69 Improve some test coverage
4dda9c6da Add explicit test for short-desc
5da5369ca Update parameter sequence to make more sense
e64327f35 Update my link
4d4ec11a8 - print
0b68ca6cb use pairlist_pos remove unused check, fixed Test
b2106ef4a Update frequenthippo link description
ee1fa34df Add 'processing_mode' , blacklist checks
c4b0f24cd Use USD for kraken tests, as it has more volume.
a1d50dbfa Add community showcase
5c0f5588a Simplify sort_values in PerformanceFilter
1c5ea317e Add mode as parameter for the UI
a9e239ca7 Don't use future date for downloading new trade data
65550335e Add explicit online test for get_trade_history
01db789d4 Improve release documentation
c93a27af7 Bump ccxt from 3.1.44 to 4.0.12
9b447cdf1 Bump pandas to 2.0.3
98ba0042d Bump datasieve 0.1.7
f64b9503f scipy 1.11 doesn't support python 3.8 any longer
e734a664b bump develop-version to 2023.7.dev
942f0b4fb Move format_ms_time to datetime_helpers
e6db5bd19 Pin numpy for python < 3.8
9d3dda4e1 Bump stable-baselines3 from 2.0.0a13 to 2.0.0
b204da331 Bump scipy from 1.10.1 to 1.11.1
ce1b90885 support wildcards
d534f88d1 unnecessary lines removed.
caca070c1 added tests
36b33fb40 add mode to set the pairlist to blacklist additional to whitelist adhere to _number_pairs
b2c87c359 Bump numpy from 1.24.3 to 1.25.0