From 97351c95c0e21ca906d54e9264b93d5b01be06f3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 20 Jun 2021 10:36:18 +0200 Subject: [PATCH] Add section about GPU support #5158 #5085 #3704 #2754 --- docs/faq.md | 16 ++++++++++++++++ 1 file changed, 16 insertions(+) diff --git a/docs/faq.md b/docs/faq.md index e5da550fd..d015ae50e 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -136,6 +136,22 @@ On Windows, the `--logfile` option is also supported by Freqtrade and you can us > type \path\to\mylogfile.log | findstr "something" ``` +### Why does freqtrade not have GPU support? + +First of all, most indicator libraries don't have GPU support - as such, there would be little benefit for indicator calculations. +The GPU improvements would only apply to pandas-native calculations - or ones written by yourself. + +For hyperopt, freqtrade is using scikit-optimize, which is built on top of scikit-learn. +Their statement about GPU support is [pretty clear](https://scikit-learn.org/stable/faq.html#will-you-add-gpu-support). + +GPU's also are only good at crunching numbers (floating point operations). +For hyperopt, we need both number-crunching (find next parameters) and running python code (running backtesting). +As such, GPU's are not too well suited for most parts of hyperopt. + +The benefit of using GPU would therefore be pretty slim - and will not justify the complexity introduced by trying to add GPU support. + +There is however nothing preventing you from using GPU-enabled indicators within your strategy if you think you must have this - you will however probably be disappointed by the slim gain that will give you (compared to the complexity). + ## Hyperopt module ### How many epochs do I need to get a good Hyperopt result?