Commit Graph

524 Commits

Author SHA1 Message Date
Antonio Della Fortuna
5fd85368a9 Added support for max_open_trades hyperopting 2023-01-04 10:34:44 +01:00
Matthias
c3d4fb9f1b Simplify backtest calling interface 2022-10-18 06:39:55 +02:00
Matthias
6252ae466e Convert position_stacking to attribute of backtest 2022-10-17 06:57:26 +02:00
Matthias
a6296be2f5 Update market_change datatype 2022-10-04 10:27:04 +00:00
Matthias
016e438468 Calculate market-change in hyperopt
closes #7532
2022-10-04 08:37:07 +00:00
Matthias
a1a62681bf add fixes for random test failures 2022-09-26 08:11:00 +00:00
Matthias
667853c504 Use Alias to type config objects 2022-09-18 13:20:55 +02:00
Matthias
982c0315fa Rename variable 2022-09-11 19:31:11 +02:00
Matthias
72d197a99d Run first epoch in non-parallel mode
this allows dataprovider to load it's cache.

closes #7384
2022-09-11 17:51:07 +02:00
Matthias
78cd46ecd5 hyperopt Remove unnecessary arguments 2022-09-11 14:59:39 +02:00
Matthias
32e13d65c3 Refactor hyperopt to extract evaluate_result 2022-09-11 14:59:39 +02:00
Matthias
a48923c0e4 Extract widget colorization to separate function 2022-09-11 14:59:39 +02:00
Matthias
4dec19de9f Add comment to explain why we use the non-trimmed DF 2022-09-06 06:52:50 +02:00
Italo
9f5642fd97 fix hyperopt df preprocessing 2022-09-05 18:12:19 +02:00
Matthias
bc359675a2 Add --analyze-per-epoch - moving populate_analysis to the epoch process 2022-08-19 15:19:43 +02:00
Matthias
09f8904545 Extract analysis to separate method 2022-08-19 15:12:55 +02:00
Matthias
0b0e7eaf96 Mutex TTL Cache accesses which can be accessed by multiple threads
Apparently, cachetools is (intentionally) not threadsafe
when using the Caches directly.
It's therefore recommended to wrap these with an explicit lock to avoid
problems.

source: https://github.com/tkem/cachetools/issues/245

closes #7215
2022-08-16 19:48:21 +02:00
Matthias
40e2da10f3 Add hypeorpt cloudpickle magic
closes #7078
2022-07-16 11:49:33 +02:00
Matthias
8bf0bf10c5 Merge branch 'develop' into pr/SmartManoj/6859 2022-06-23 20:43:35 +02:00
Italo
7142394121 remove random_state condition
otherwise the random sample always draws the same set of points
2022-06-10 09:46:45 +01:00
Italo
dce9fdd0e4 don't overwrite is_random
this should fix issue #6746
2022-06-09 20:06:23 +01:00
Matthias
e3beaae8be update hyperopt typing 2022-05-22 19:32:32 +02:00
மனோஜ்குமார் பழனிச்சாமி
2b61aa282a Removed None in dict.get()
https://stackoverflow.com/a/12631641

Extra Changes: freqtrade\freqtradebot.py:70
freqtrade\plugins\pairlistmanager.py:31
2022-05-18 03:41:10 +05:30
Matthias
1e83589641 Fix hyperopt 2022-04-28 06:59:03 +02:00
Matthias
f2912f8815 Improve mypy runs 2022-04-23 11:31:12 +02:00
Matthias
5a90d5ece6 Fix docstring quotes 2022-04-23 09:44:04 +02:00
Italo
340c0ea391 update is_random before asked_non_tried
is_random depends on asked_non_tried and needs to be updated first
2022-04-14 14:15:11 +01:00
Italo
35cea6dcfa fix unique_list 2022-04-13 09:36:46 +01:00
Italo
fa298d6f1c fix unique_list logic 2022-04-12 23:57:40 +01:00
Matthias
54633e90a7 Merge branch 'develop' into pr/italodamato/6563 2022-04-10 09:16:31 +02:00
Italo
1559692e47 Update hyperopt.py
remove duplicates from list of asked points
2022-04-08 11:44:42 +01:00
Matthias
4897731030 use_sell_signal -> use_exit_signal 2022-04-05 20:10:20 +02:00
Italo
9f171193ef Revert "Merge branch 'plot_hyperopt_stats' into opt-ask-force-new-points"
This reverts commit 4eb9cc6e8b, reversing
changes made to a3b401a762.
2022-03-30 09:39:07 +01:00
Matthias
b91b7b4464 Fix hyperopt assigning sell_signal to wrong field 2022-03-30 07:16:48 +02:00
Italo
4eb9cc6e8b
Merge branch 'plot_hyperopt_stats' into opt-ask-force-new-points 2022-03-30 00:30:33 +01:00
Italo
a3b401a762 highlight random points in hyperopt results table 2022-03-30 00:29:14 +01:00
Italo
229b0b037e reduce search loops 2022-03-29 19:33:35 +01:00
Matthias
bcf326a035 Initial steps to change bid/ask pricing to enter/exit 2022-03-27 18:03:49 +02:00
Italo
b5a346a46d Update hyperopt.py 2022-03-22 11:01:38 +00:00
Italo
2733aa33b6 Update hyperopt.py 2022-03-22 00:28:11 +00:00
Italo
37a43019d6 fix
- clear cache before calling `ask`
- avoid errors in case asked_non_tried has less than n_points elements
2022-03-21 11:36:53 +00:00
Italo
fca93d8dfe Update hyperopt.py 2022-03-20 16:12:06 +00:00
Italo
f8a674f24d make robust in case all points have been tried 2022-03-20 16:08:38 +00:00
Italo
23f1a1904b more compact 2022-03-20 16:06:41 +00:00
Italo
0fd269e4f0 typo 2022-03-20 16:03:07 +00:00
Italo
e16bb1b34e Optimize only new points
Enforce points returned from `self.opt.ask` have not been already evaluated
2022-03-20 16:02:03 +00:00
Italo
d796ce0935 Update hyperopt.py
1. Try to get points using `self.opt.ask` first
        2. Discard the points that have already been evaluated
        3. Retry using `self.opt.ask` up to 3 times
        4. If still some points are missing in respect to `n_points`, random sample some points
        5. Repeat until at least `n_points` points in the `asked_non_tried` list
        6. Return a list with legth truncated at `n_points`
2022-03-20 15:41:14 +00:00
Italo
d2a5448305 Update hyperopt.py 2022-03-11 17:38:32 +00:00
Matthias
eb30c40e0c Fix hyperopt for futures 2022-03-02 19:50:16 +01:00
Italo
d03378b1df Update hyperopt.py 2022-02-06 15:32:59 +00:00