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13664 Commits

Author SHA1 Message Date
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 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 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 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 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
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
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
Sam Germain 57d7009fd9 Added trading mode and collateral to constants.py 2021-10-18 01:21:41 -06:00
Sam Germain faaa3ae9b1 Removed exit_short rpcmessagetype 2021-10-18 01:08:12 -06:00
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
Sam Germain 053aecf111 reformatted check_handle_timedout 2021-10-18 01:01:29 -06:00
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