adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
14,433 Commits 14 Branches 74 Tags 197 MiB
2e397a88e1
Commit Graph

14433 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
Matthias
4539170424
Merge pull request #5776 from SimonEbner/performance_decimalspace 
Improve performance of decimalspace.py
 2021-10-24 19:27:24 +02:00
Simon Ebner
df033d92ef Improve performance of decimalspace.py 
decimalspace.py is heavily used in the hyperoptimization. The following
benchmark code runs an optimization which is taken from optimizing a
real strategy (wtc).
The optimized version takes on my machine approx. 11/12s compared to the
original 32s. Results are equivalent in both cases.

```
import freqtrade.optimize.space
import numpy as np
import skopt
import timeit

def init():
    Decimal = freqtrade.optimize.space.decimalspace.SKDecimal
    Integer = skopt.space.space.Integer
    dimensions = [Decimal(low=-1.0,
        high=1.0,
        decimals=4,
        prior='uniform',
        transform='identity')] * 20

    return skopt.Optimizer(
        dimensions,
        base_estimator="ET",
        acq_optimizer="auto",
        n_initial_points=5,
        acq_optimizer_kwargs={'n_jobs': 96},
        random_state=0,
        model_queue_size=10,
    )

def test():
    opt = init()
    actual = opt.ask(n_points=2)
    expected = [[
        0.7515, -0.4723, -0.6941, -0.7988, 0.0448, 0.8605, -0.108, 0.5399,
        0.763, -0.2948, 0.8345, -0.7683, 0.7077, -0.2478, -0.333, 0.8575,
        0.6108, 0.4514, 0.5982, 0.3506
    ], [
        0.5563, 0.7386, -0.6407, 0.9073, -0.5211, -0.8167, -0.3771,
        -0.0318, 0.2861, 0.1176, 0.0943, -0.6077, -0.9317, -0.5372,
        -0.4934, -0.3637, -0.8035, -0.8627, -0.5399, 0.6036
    ]]

    absdiff = np.max(np.abs(np.asarray(expected) - np.asarray(actual)))
    assert absdiff < 1e-5

def time():
    opt = init()
    print('dt', timeit.timeit("opt.ask(n_points=20)", globals=locals()))

if __name__ == "__main__":
    test()
    time()
```
 2021-10-24 18:14:24 +02:00
Matthias
22dd2ca003 Fix mypy type errors 2021-10-24 15:18:29 +02:00
Matthias
17432b2823 Improve some stylings 2021-10-24 09:15:05 +02:00
Matthias
5f309627ea Update tests for Calmar ratio 2021-10-24 09:01:13 +02:00
Matthias
dffb4c5d53 Merge branch 'develop' into pr/TreborNamor/5607 2021-10-24 08:55:10 +02:00
Matthias
b4bedc22d7
Merge pull request #5777 from SimonEbner/pathlib_stem 
Use pathlib.stem instead of str(x).ends_with
 2021-10-23 19:29:18 +02:00
Simon Ebner
fde10f5395 Use pathlib.stem instead of str(x).ends_with 2021-10-23 12:26:07 +02:00
Matthias
78724e304e Merge branch 'develop' into pr/theluxaz/5710 2021-10-21 17:46:39 +02:00
theluxaz
0e085298e9 Fixed test failures. 2021-10-21 17:25:38 +03:00
Matthias
96f99699e0
Merge pull request #4606 from rextea/add_days_breakdown_to_backtesting_summary 
Add days breakdown table to backtesting
 2021-10-21 13:56:30 +02:00
Matthias
053fb076e4 Add documentation for breakdown command 2021-10-21 10:57:23 +02:00
Matthias
e458c9867a Styling fixes 2021-10-21 07:45:15 +02:00
Matthias
7b5346b984 Add test for breakdown-stats 2021-10-21 07:11:39 +02:00
Matthias
fa028c2134 Support day/week/month breakdowns 2021-10-21 06:58:40 +02:00
Matthias
7197f4ce77 Don't show daily % profit (it's wrong) 2021-10-20 20:01:31 +02:00
Matthias
de5497c766 backtest_days cannot be below 1 2021-10-20 19:39:37 +02:00
Matthias
1267374c8a Small fixes to tests 2021-10-20 19:21:38 +02:00
theluxaz
905f3a1a50 Removed exit_tag from Trade objects. 2021-10-20 17:58:50 +03:00
Matthias
5454460227 Revert initial_points to 30 
closes #5760
 2021-10-20 07:46:15 +02:00
theluxaz
1fdc4425dd Changed exit_tag to be represented as sell_reason 2021-10-20 01:26:15 +03:00
Matthias
55b0216180 Allow StaticPairlist in non-first position 
closes #5754
 2021-10-19 19:48:56 +02:00
Matthias
42a4dfed28 Reallow bitstamp 
revert #1984, related to #1983
 2021-10-19 19:12:35 +02:00
GluTbl
00406ea7d5
Update backtesting.py 
Support for custom entry-prices and exit-prices during backtesting.
 2021-10-19 17:15:45 +05:30
Matthias
2995f9a347
Merge pull request #5726 from daniila/patch-1 
How to run multiple instances with docker
 2021-10-19 11:43:12 +02:00
theluxaz
5ecdd1d112 Merge branch 'develop' into freqtrade-development 2021-10-19 00:00:15 +03:00
theluxaz
69a59cdf37 Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions 2021-10-18 23:56:41 +03:00
daniila
f863f4fdfc
Update advanced-setup.md 
A note on having to use different database files, ports and telegram configs for each bot.
 2021-10-18 23:49:59 +03:00
daniila
5d2e374099
Update docs/advanced-setup.md 
Co-authored-by: Matthias <xmatthias@outlook.com>
 2021-10-18 23:38:45 +03:00
daniila
f9b1667478
Update docs/advanced-setup.md 
Co-authored-by: Matthias <xmatthias@outlook.com>
 2021-10-18 23:36:47 +03:00
Matthias
0da5ef16e6 Remove unnecessary dependency 2021-10-18 19:16:56 +02:00
Matthias
ddba4e32d7 Fully remove flake8-type-annotations 2021-10-18 16:04:24 +02:00
Matthias
52bd761111
Merge pull request #5749 from freqtrade/dependabot/pip/develop/types-filelock-3.2.1 
Bump types-filelock from 3.2.0 to 3.2.1
 2021-10-18 09:51:45 +02:00
Matthias
711897cffa
Merge pull request #5737 from freqtrade/dependabot/pip/develop/pytest-asyncio-0.16.0 
Bump pytest-asyncio from 0.15.1 to 0.16.0
 2021-10-18 09:51:15 +02:00
Matthias
1c6fc068c6
Merge pull request #5741 from freqtrade/dependabot/pip/develop/pandas-1.3.4 
Bump pandas from 1.3.3 to 1.3.4
 2021-10-18 09:30:25 +02:00
Matthias
925df4dfec
Merge pull request #5743 from freqtrade/dependabot/pip/develop/mkdocs-material-7.3.4 
Bump mkdocs-material from 7.3.2 to 7.3.4
 2021-10-18 09:29:59 +02:00
dependabot[bot]
8a7ea65531
Bump types-filelock from 3.2.0 to 3.2.1 
Bumps [types-filelock](https://github.com/python/typeshed) from 3.2.0 to 3.2.1.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-filelock
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-18 07:06:05 +00:00
Matthias
0ef20a5b04
Merge pull request #5744 from freqtrade/dependabot/pip/develop/types-tabulate-0.8.3 
Bump types-tabulate from 0.8.2 to 0.8.3
 2021-10-18 09:05:06 +02:00
dependabot[bot]
3af55cc8c7
Bump pandas from 1.3.3 to 1.3.4 
Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.3.3 to 1.3.4.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.3.3...v1.3.4)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-18 06:58:47 +00:00
Matthias
0d7be62e62
Merge pull request #5752 from freqtrade/dependabot/pip/develop/ccxt-1.58.47 
Bump ccxt from 1.57.94 to 1.58.47
 2021-10-18 08:57:52 +02:00
dependabot[bot]
75e6a2d276
Bump mkdocs-material from 7.3.2 to 7.3.4 
Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.3.2 to 7.3.4.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.3.2...7.3.4)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-18 06:47:32 +00:00
Matthias
e00a71a3db
Merge pull request #5751 from freqtrade/dependabot/pip/develop/mkdocs-1.2.3 
Bump mkdocs from 1.2.2 to 1.2.3
 2021-10-18 08:46:39 +02:00
Matthias
ef70ea3997
Merge pull request #5748 from freqtrade/dependabot/pip/develop/progressbar2-3.55.0 
Bump progressbar2 from 3.53.3 to 3.55.0
 2021-10-18 08:40:55 +02:00
dependabot[bot]
618f0ffe68
Bump types-tabulate from 0.8.2 to 0.8.3 
Bumps [types-tabulate](https://github.com/python/typeshed) from 0.8.2 to 0.8.3.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-tabulate
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-18 06:38:42 +00:00
Matthias
5320ddc382
Merge pull request #5746 from freqtrade/dependabot/pip/develop/types-cachetools-4.2.4 
Bump types-cachetools from 4.2.2 to 4.2.4
 2021-10-18 08:37:56 +02:00
dependabot[bot]
44e6e13429
Bump ccxt from 1.57.94 to 1.58.47 
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.57.94 to 1.58.47.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.57.94...1.58.47)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-18 06:16:09 +00:00
dependabot[bot]
4b02749019
Bump mkdocs from 1.2.2 to 1.2.3 
Bumps [mkdocs](https://github.com/mkdocs/mkdocs) from 1.2.2 to 1.2.3.
- [Release notes](https://github.com/mkdocs/mkdocs/releases)
- [Commits](https://github.com/mkdocs/mkdocs/compare/1.2.2...1.2.3)

---
updated-dependencies:
- dependency-name: mkdocs
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-18 06:15:52 +00:00
Matthias
ff3bfa3d52
Merge pull request #5747 from freqtrade/dependabot/pip/develop/python-rapidjson-1.5 
Bump python-rapidjson from 1.4 to 1.5
 2021-10-18 08:15:01 +02:00
Matthias
dccce4855e
Merge pull request #5740 from freqtrade/dependabot/pip/develop/pyjwt-2.3.0 
Bump pyjwt from 2.2.0 to 2.3.0
 2021-10-18 07:40:20 +02:00
Matthias
733d254644
Merge pull request #5742 from freqtrade/dependabot/pip/develop/wrapt-1.13.2 
Bump wrapt from 1.13.1 to 1.13.2
 2021-10-18 07:39:54 +02:00