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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
4966619f1d
Merge pull request #5773 from samgermain/gateio-futures 
Gateio futures
 2021-10-24 08:45:24 +02:00
Sam Germain
60478cb213 Add fill_leverage_brackets and get_max_leverage back in 2021-10-23 22:16:51 -06:00
Sam Germain
d99e0dac7b Added name for futures market property 2021-10-23 21:59:47 -06:00
Sam Germain
3eda9455b9 Added dry run capability to funding-fee 2021-10-23 21:59:47 -06:00
Sam Germain
2533d3b420 Added get_funding_rate_history method to exchange 2021-10-23 21:59:41 -06:00
Sam Germain
ef8b617eb2 gateio, ftx and binance all use same funding fee formula 2021-10-23 21:59:03 -06:00
Sam Germain
badc0fa445 Adjusted _get_funding_fee_method 2021-10-23 21:58:57 -06:00
Sam Germain
cba0a8cee6 adjusted funding fee formula binance 2021-10-23 21:58:17 -06:00
Sam Germain
2a26c6fbed Added backtesting methods back in 2021-10-23 21:33:37 -06:00
Sam Germain
ed91516f90 Changed future to swap 2021-10-23 14:10:09 -06:00
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
Sam Germain
1fa2600ee2 Added gateio to test__ccxt_config 2021-10-22 11:52:05 -06:00
Sam Germain
167f9aa8d9 Added gateio futures support, and added gatio to test_exchange exchanges variable 2021-10-22 11:52:05 -06:00
Sam Germain
aed22f7dad Merge branch 'develop' into feat/short 2021-10-22 11:45:27 -06:00
Matthias
21141bdcb3
Merge pull request #5732 from samgermain/new-max-lev 
New max lev
 2021-10-22 19:30:58 +02:00
Sam Germain
f07555fc84 removed binance constructor, added fill_leverage_brackets call to exchange constructor 2021-10-22 06:37:56 -06:00
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
028e5de935 Remove space after @ decorator in tests 2021-10-20 16:53:24 +02:00
Sam Germain
0329da1a57 updated get_max_leverage to use new ccxt unified property 2021-10-20 08:36:48 -06:00
Sam Germain
3fffc315ac Merge branch 'develop' into feat/short 2021-10-20 08:11:53 -06:00
Matthias
79a91dc31b
Merge pull request #5567 from samgermain/lev-freqtradebot 
Lev freqtradebot
 2021-10-20 15:48:07 +02:00
Matthias
dd59b23b49
Merge pull request #5763 from samgermain/test-ccxt-config 
Test ccxt config
 2021-10-20 15:41:26 +02:00
Sam Germain
8c80fb46c8 test__ccxt_config 2021-10-20 05:33:09 -06:00
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