2f17fa2765
Update more to use candleType
2021-12-03 14:15:35 +01:00
5493212672
More candletype changes
2021-12-03 13:04:31 +01:00
77443d5abc
Merge pull request #6011 from freqtrade/lev/backtesting
...
correctly apply leverage to backtesting
2021-12-01 19:49:40 +01:00
67f3570bf3
Merge branch 'develop' into feat/short
2021-12-01 07:21:36 +01:00
a2a974fc6d
correctly apply leverage to backtesting
2021-11-30 20:32:34 +01:00
6ca6f62509
Remove duplicate code in optimize_reports
2021-11-27 09:39:10 +01:00
450293878f
Merge pull request #5964 from stash86/fix-docs
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Add more words on VolumePairlist backtest error message
2021-11-26 07:48:24 +01:00
897788de17
Reformulate exception to be "nicer"
2021-11-26 07:02:50 +01:00
cc9ea1d466
Merge pull request #5935 from freqtrade/short_buy_tag_compat
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Short buy tag compat
2021-11-26 06:29:56 +01:00
5307d2bf3b
Trimming the sentence
2021-11-25 17:04:04 +09:00
0d1e84cf55
Add more words
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Because apparently, we get at least 1 question about this everyday in Discord
2021-11-25 16:00:10 +09:00
ce0593c0e1
Merge branch 'develop' into feat/short
2021-11-23 07:35:26 +01:00
78a00f2518
Use market data to get base and quote currencies in @informative() decorator.
2021-11-22 09:27:45 +02:00
c26c0b6822
Merge branch 'feat/short' into short_buy_tag_compat
2021-11-21 19:31:59 +01:00
aad37bb8f3
Merge pull request #5924 from freqtrade/feat/leverage
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call leverage methods
2021-11-21 19:30:27 +01:00
63d94aa585
short should be allowed for all non-spot modes
2021-11-21 19:29:08 +01:00
fb519a5b39
Add comment with reasoning to ignore leverage in min_amount calculation
2021-11-21 10:28:40 +01:00
192ac88314
Update optimize-reports to enter_tag wording
2021-11-21 10:20:09 +01:00
36deced00b
Remove more buy_tag references
2021-11-21 09:55:10 +01:00
6247608cc6
top/bottom cap leverage
2021-11-19 07:11:19 +01:00
021d1b518c
Call "leverage" to determine leverage to be used.
2021-11-18 20:55:45 +01:00
5a8824171c
Add short/long metrics to backtest result
2021-11-18 20:42:43 +01:00
0a50017c84
Add long/short support to backtesting
2021-11-18 20:34:59 +01:00
f40221dd9f
Merge branch 'develop' into feat/short
2021-11-18 20:20:01 +01:00
8638e6fe47
Simplify tradingmode parsing
2021-11-18 19:58:44 +01:00
e0fd880c11
Improve some more pct formattings
2021-11-11 16:12:23 +01:00
4eb9038358
Some more fixes to % formatting
2021-11-11 15:06:16 +01:00
23a566b478
validate_stake_amount should not be a private method
2021-11-10 06:38:24 +01:00
e4cca63163
Align sell_reason assignment location
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trade mode sets it after "exit confirmation" - so should backtesting
detected in #5828
2021-11-08 19:32:13 +01:00
ebc38159b8
Merge branch 'develop' into feat/short
2021-11-06 15:24:52 +01:00
ae2343db93
Update optimize_reports
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Update show_backtest_reults() to preserve backwards compatibility by fixing KeyError: 'results_per_buy_tag' for older hyperopt result files.
2021-11-04 10:25:13 -04:00
431b96de98
Merge branch 'develop' into pr/theluxaz/5710
2021-11-03 19:43:36 +01:00
4249fcefba
Merge pull request #5150 from cryptomeisternox/backtesting-filter
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Adding command for Filtering and print trades
2021-11-01 09:43:49 +01:00
c094ac5762
Merge branch 'develop' into feat/short
2021-10-30 19:45:19 +02:00
20904f1ca4
Add tests for new command
2021-10-30 19:43:42 +02:00
72ecb45d86
Add test for backtest_show logic
2021-10-30 16:53:48 +02:00
d60001e886
Stoploss cannot be below candle low
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fix #5816
2021-10-30 16:14:13 +02:00
f472709438
Add option to show sorted pairlist
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Allows easy copy/pasting of the pairlist to a configuration
2021-10-30 10:50:40 +02:00
6f1e719216
Merge branch 'develop' into pr/cryptomeisternox/5150
2021-10-30 10:26:05 +02:00
201fe108bc
Merge pull request #5607 from TreborNamor/develop
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a new hyperopt loss created that uses calmar ratio
2021-10-29 09:20:44 +02:00
5cdae2ce3f
Remove CalmarDaily hyperopt loss
2021-10-29 06:53:40 +02:00
20a61e03da
Merge pull request #5786 from SimonEbner/clean_up_file_handles
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Clean up file handles
2021-10-25 19:49:07 +02:00
88b96d5d1b
Update hyperopt_loss_calmar.py
2021-10-25 00:45:10 -05:00
f7926083ca
Clean up unclosed file handles
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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
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
22dd2ca003
Fix mypy type errors
2021-10-24 15:18:29 +02:00
17432b2823
Improve some stylings
2021-10-24 09:15:05 +02:00
dffb4c5d53
Merge branch 'develop' into pr/TreborNamor/5607
2021-10-24 08:55:10 +02:00
aed22f7dad
Merge branch 'develop' into feat/short
2021-10-22 11:45:27 -06:00
78724e304e
Merge branch 'develop' into pr/theluxaz/5710
2021-10-21 17:46:39 +02:00
Matthias
Stefano Ariestasia
Rokas Kupstys
raphael
Robert Roman
Simon Ebner
Simon Ebner
Sam Germain