adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
12,255 Commits 14 Branches 74 Tags 197 MiB
ac7598ff14
Commit Graph

12255 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
dependabot[bot]
ac7598ff14
Bump python-telegram-bot from 13.6 to 13.7 
Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 13.6 to 13.7.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v13.6...v13.7)

---
updated-dependencies:
- dependency-name: python-telegram-bot
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 04:31:00 +00:00
Matthias
94ec9d2366
Merge pull request #5237 from freqtrade/dependabot/pip/develop/sqlalchemy-1.4.20 
Bump sqlalchemy from 1.4.19 to 1.4.20
 2021-07-05 06:29:58 +02:00
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]
7ae5f47242
Bump sqlalchemy from 1.4.19 to 1.4.20 
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.19 to 1.4.20.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/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>
 2021-07-05 03:01:24 +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