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13278 Commits

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
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
dependabot[bot] 82684f5de9
Bump progressbar2 from 3.53.3 to 3.55.0 
Bumps [progressbar2](https://github.com/WoLpH/python-progressbar) from 3.53.3 to 3.55.0.
- [Release notes](https://github.com/WoLpH/python-progressbar/releases)
- [Changelog](https://github.com/WoLpH/python-progressbar/blob/develop/CHANGES.rst)
- [Commits](https://github.com/WoLpH/python-progressbar/compare/v3.53.3...v3.55.0)

---
updated-dependencies:
- dependency-name: progressbar2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-18 05:19:03 +00:00