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Matthias
6c789e4130
Merge pull request #5236 from freqtrade/dependabot/pip/develop/ccxt-1.52.40 
Bump ccxt from 1.52.4 to 1.52.40
 2021-07-05 06:29:39 +02:00
Matthias
1e696c4a20
Merge pull request #5235 from freqtrade/dependabot/pip/develop/plotly-5.1.0 
Bump plotly from 5.0.0 to 5.1.0
 2021-07-05 06:29:19 +02:00
Matthias
d146697297
Merge pull request #5238 from freqtrade/dependabot/pip/develop/fastapi-0.66.0 
Bump fastapi from 0.65.2 to 0.66.0
 2021-07-05 06:28:56 +02:00
dependabot[bot]
d1555a1095
Bump fastapi from 0.65.2 to 0.66.0 
Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.65.2 to 0.66.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.65.2...0.66.0)

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

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:28 +00:00
dependabot[bot]
2f97846bd8
Bump ccxt from 1.52.4 to 1.52.40 
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.52.4 to 1.52.40.
- [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/1.52.4...1.52.40)

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

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:18 +00:00
dependabot[bot]
0d787fde58
Bump plotly from 5.0.0 to 5.1.0 
Bumps [plotly](https://github.com/plotly/plotly.py) from 5.0.0 to 5.1.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.0.0...v5.1.0)

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

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:11 +00:00
Matthias
d758b0ccab
Merge pull request #5232 from octaviusgus/patch-1 
Daily profit plotting / equity curve
 2021-07-04 20:00:44 +02:00
Matthias
c5489d530a Reexport File to docs to have this available as documentation too 2021-07-04 19:50:44 +02:00
octaviusgus
558bcc7959 Jupyter notebook snippet: Plotting daily profit / equity line 2021-07-04 15:56:55 +02:00
octaviusgus
4aa2ae37bd
add daily_profit_list 
added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook

```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)

from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd

# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"

stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]

equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
    equity_daily.append(equity)
    equity += float(dp)

dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])

df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})

fig = px.line(df, x="dates", y="equity_daily")
fig.show()

```
 2021-07-04 14:38:17 +02:00
Matthias
791dfd9ba3 Fix some doc typos 2021-07-04 14:02:11 +02:00
Matthias
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile 
automatic Hyperopt paramfile
 2021-07-04 13:56:52 +02:00
Matthias
77293b1f1e Remove Zero duration Trades 
after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
 2021-07-04 10:50:10 +02:00
Matthias
a4096318e0 Provide full backtest-statistics to Hyperopt loss functions 
closes #5223
 2021-07-04 10:15:19 +02:00
Matthias
e9dbd57da4
Merge pull request #5221 from rokups/patch-2 
Add range property to CategoricalParameter.
 2021-07-03 16:00:24 +02:00
Matthias
dc8abd77df Fix import order 2021-07-03 15:45:00 +02:00
Rokas Kupstys
3686efa08a Add range property to CategoricalParameter and DecimalParameter, add their tests. 
At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
 2021-07-03 16:02:45 +03:00
Matthias
9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2 
Trailing stoploss in backtesting v2
 2021-07-03 08:39:30 +02:00
Matthias
3503fdb4ec Improve tests for newly added methods 2021-07-03 08:38:55 +02:00
Matthias
fbd91cd3f8 Improve formatting to avoid backslash newlines 2021-07-03 08:22:21 +02:00
Matthias
b25ad68c44 Fix np.bool_ not outputting correctly 2021-07-02 20:52:25 +02:00
Matthias
849f01e6b7 FIx doc typo 2021-07-02 06:45:52 +02:00
Matthias
7acbc9a554
Merge pull request #5220 from freqtrade/dependabot/docker/python-3.9.6-slim-buster 
Bump python from 3.9.5-slim-buster to 3.9.6-slim-buster
 2021-07-01 06:17:49 +02:00
dependabot[bot]
99bc6bbb8f
Bump python from 3.9.5-slim-buster to 3.9.6-slim-buster 
Bumps python from 3.9.5-slim-buster to 3.9.6-slim-buster.

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

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-01 03:02:05 +00:00
Matthias
e034f11dcc Improve test for hyperopt_show 2021-06-30 20:21:33 +02:00
Matthias
b8de3270fa Plotting: Fix hover mode options after plotly update 
closes #5209
 2021-06-30 20:11:11 +02:00
Matthias
60b7f6edff Improve documentation 2021-06-30 19:53:36 +02:00
Matthias
15e36a20e1 Improve naming of default hyperopt serializer 2021-06-30 19:48:34 +02:00
Rokas Kupstys
bc0742ae67 Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop. 2021-06-30 09:10:50 +03:00
Matthias
0809225a0a Update documentation to mention parameter strategy files 2021-06-30 07:05:20 +02:00
Matthias
645da51b5f Add test for parameter loading 2021-06-30 06:55:10 +02:00
Matthias
dcf53ac3ff Add test for try_eport_params 2021-06-30 06:33:40 +02:00
Matthias
ff61b8a2e7 Disable parameter export from tests 2021-06-29 20:57:16 +02:00
Matthias
84703080b8 Extract hyperopt_defaults_serializer to hyperopt_tools 2021-06-29 20:51:29 +02:00
Matthias
55f032b18e Catch trying to read faulty parameter file 2021-06-29 20:51:29 +02:00
Matthias
62cdbdc26a Automatically export hyperopt parameters 2021-06-29 20:51:25 +02:00
Matthias
af04c8e2da
Merge pull request #5205 from barisengez/develop 
Added timerange and max open trades info above multiple strategy backtest result summary table
 2021-06-29 16:49:17 +02:00
barbarius
a8117c6e0b Refactored to use results variable from for loop 2021-06-29 11:24:49 +02:00
Matthias
a2ccc1526e Load parameters from file 2021-06-29 07:07:34 +02:00
Matthias
8ca0076332 Fix small typos 2021-06-29 06:50:47 +02:00
Matthias
d4514f5f16 Introduce File versions to hyperopt result files 2021-06-29 06:50:47 +02:00
Matthias
a7e9e362b7 Simplify printing logic for non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
8b7010fc9a Update pprint name 2021-06-29 06:50:47 +02:00
Matthias
aa5181ca81 Properly export non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
ef14359d31 Add some tests for paramfile writing 2021-06-29 06:50:47 +02:00
Matthias
e97de4643f Move tests to hyperopttools test file 2021-06-29 06:50:47 +02:00
Matthias
34e6ce431f Print non-optimized parameters (also stop / roi) 2021-06-29 06:50:47 +02:00
Matthias
2310deec53 Update name to get non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
8cdd1e3aef Fix some type errors 2021-06-29 06:50:47 +02:00
Matthias
2bf17f71e7 Dump parameters from hyperopt-show 2021-06-29 06:50:47 +02:00