adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
14,416 Commits 14 Branches 74 Tags
501f473164444aa06a6ad89b1746488d96ab858f
Commit Graph
14416 Commits
This Branch
This Branch
All Branches
Author SHA1 Message Date
Sam Germain d1e2a53267 Added centOS support to setup.sh script 2021-10-25 03:20:41 -06:00
Sam Germain 7ff16997e9 Wrote echo block method for setup script 2021-10-25 03:19:49 -06:00
Robert Roman 88b96d5d1b Update hyperopt_loss_calmar.py 2021-10-25 00:45:10 -05:00
Matthias 029ddd23c1 Merge pull request #5791 from freqtrade/dependabot/pip/develop/numpy-1.21.3 
Bump numpy from 1.21.2 to 1.21.3
 2021-10-25 07:20:06 +02:00
Matthias 262f186a37 . 2021-10-25 07:19:55 +02:00
Matthias 33d75e9963 Merge pull request #5790 from freqtrade/dependabot/pip/develop/arrow-1.2.1 
Bump arrow from 1.2.0 to 1.2.1
 2021-10-25 07:07:50 +02:00
Matthias cea251c83c Clarify documentation for /forcebuy 
closes #5783
 2021-10-25 06:46:02 +02:00
dependabot[bot] 4e88bd07fa Bump numpy from 1.21.2 to 1.21.3 
Bumps [numpy](https://github.com/numpy/numpy) from 1.21.2 to 1.21.3.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.21.2...v1.21.3)

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

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-25 04:40:30 +00:00
dependabot[bot] 538d9e8b37 Bump arrow from 1.2.0 to 1.2.1 
Bumps [arrow](https://github.com/arrow-py/arrow) from 1.2.0 to 1.2.1.
- [Release notes](https://github.com/arrow-py/arrow/releases)
- [Changelog](https://github.com/arrow-py/arrow/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/arrow-py/arrow/compare/1.2.0...1.2.1)

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

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-25 04:40:24 +00:00
Matthias 478013a306 Merge pull request #5792 from freqtrade/dependabot/pip/develop/ccxt-1.59.2 
Bump ccxt from 1.58.47 to 1.59.2
 2021-10-25 06:39:25 +02:00
Matthias 0e72a901cc Merge pull request #5789 from freqtrade/dependabot/pip/develop/sqlalchemy-1.4.26 
Bump sqlalchemy from 1.4.25 to 1.4.26
 2021-10-25 06:39:01 +02:00
Matthias 2979679db4 Merge pull request #5793 from freqtrade/dependabot/pip/develop/jsonschema-4.1.2 
Bump jsonschema from 4.1.0 to 4.1.2
 2021-10-25 06:38:33 +02:00
Matthias 1a40e02ace Merge pull request #5788 from freqtrade/dependabot/pip/develop/prompt-toolkit-3.0.21 
Bump prompt-toolkit from 3.0.20 to 3.0.21
 2021-10-25 06:38:15 +02:00
dependabot[bot] 826d4eb2f4 Bump jsonschema from 4.1.0 to 4.1.2 
Bumps [jsonschema](https://github.com/Julian/jsonschema) from 4.1.0 to 4.1.2.
- [Release notes](https://github.com/Julian/jsonschema/releases)
- [Changelog](https://github.com/Julian/jsonschema/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/Julian/jsonschema/compare/v4.1.0...v4.1.2)

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

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-25 03:01:33 +00:00
dependabot[bot] 3d90305f8e Bump ccxt from 1.58.47 to 1.59.2 
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.58.47 to 1.59.2.
- [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/1.58.47...1.59.2)

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

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-25 03:01:29 +00:00
dependabot[bot] b50b38f049 Bump sqlalchemy from 1.4.25 to 1.4.26 
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.25 to 1.4.26.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/main/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

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

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-25 03:01:10 +00:00
dependabot[bot] 520c5687aa Bump prompt-toolkit from 3.0.20 to 3.0.21 
Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.20 to 3.0.21.
- [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases)
- [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG)
- [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/commits)

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

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-25 03:01:05 +00:00
Simon Ebner f7926083ca Clean up unclosed file handles 
Close all file handles that are left dangling to avoid warnings such as

```
ResourceWarning: unclosed file <_io.TextIOWrapper
name='...' mode='r' encoding='UTF-8'> params = json_load(filename.open('r'))
```
 2021-10-24 23:15:05 +02:00
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