adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
13,756 Commits 14 Branches 74 Tags 197 MiB
bfe3760f68
Commit Graph

13756 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
Sam Germain
7ff16997e9 Wrote echo block method for setup script 2021-10-25 03:19:49 -06:00
Robert Roman
88b96d5d1b
Update hyperopt_loss_calmar.py 2021-10-25 00:45:10 -05:00
Matthias
029ddd23c1
Merge pull request #5791 from freqtrade/dependabot/pip/develop/numpy-1.21.3 
Bump numpy from 1.21.2 to 1.21.3
 2021-10-25 07:20:06 +02:00
Matthias
262f186a37 . 2021-10-25 07:19:55 +02:00
Matthias
33d75e9963
Merge pull request #5790 from freqtrade/dependabot/pip/develop/arrow-1.2.1 
Bump arrow from 1.2.0 to 1.2.1
 2021-10-25 07:07:50 +02:00
Matthias
cea251c83c Clarify documentation for /forcebuy 
closes #5783
 2021-10-25 06:46:02 +02:00
dependabot[bot]
4e88bd07fa
Bump numpy from 1.21.2 to 1.21.3 
Bumps [numpy](https://github.com/numpy/numpy) from 1.21.2 to 1.21.3.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.21.2...v1.21.3)

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

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-25 04:40:30 +00:00
dependabot[bot]
538d9e8b37
Bump arrow from 1.2.0 to 1.2.1 
Bumps [arrow](https://github.com/arrow-py/arrow) from 1.2.0 to 1.2.1.
- [Release notes](https://github.com/arrow-py/arrow/releases)
- [Changelog](https://github.com/arrow-py/arrow/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/arrow-py/arrow/compare/1.2.0...1.2.1)

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

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-25 04:40:24 +00:00
Matthias
478013a306
Merge pull request #5792 from freqtrade/dependabot/pip/develop/ccxt-1.59.2 
Bump ccxt from 1.58.47 to 1.59.2
 2021-10-25 06:39:25 +02:00
Matthias
0e72a901cc
Merge pull request #5789 from freqtrade/dependabot/pip/develop/sqlalchemy-1.4.26 
Bump sqlalchemy from 1.4.25 to 1.4.26
 2021-10-25 06:39:01 +02:00
Matthias
2979679db4
Merge pull request #5793 from freqtrade/dependabot/pip/develop/jsonschema-4.1.2 
Bump jsonschema from 4.1.0 to 4.1.2
 2021-10-25 06:38:33 +02:00
Matthias
1a40e02ace
Merge pull request #5788 from freqtrade/dependabot/pip/develop/prompt-toolkit-3.0.21 
Bump prompt-toolkit from 3.0.20 to 3.0.21
 2021-10-25 06:38:15 +02:00
dependabot[bot]
826d4eb2f4
Bump jsonschema from 4.1.0 to 4.1.2 
Bumps [jsonschema](https://github.com/Julian/jsonschema) from 4.1.0 to 4.1.2.
- [Release notes](https://github.com/Julian/jsonschema/releases)
- [Changelog](https://github.com/Julian/jsonschema/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/Julian/jsonschema/compare/v4.1.0...v4.1.2)

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

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-25 03:01:33 +00:00
dependabot[bot]
3d90305f8e
Bump ccxt from 1.58.47 to 1.59.2 
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.58.47 to 1.59.2.
- [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/1.58.47...1.59.2)

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

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-25 03:01:29 +00:00
dependabot[bot]
b50b38f049
Bump sqlalchemy from 1.4.25 to 1.4.26 
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.25 to 1.4.26.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/main/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>
 2021-10-25 03:01:10 +00:00
dependabot[bot]
520c5687aa
Bump prompt-toolkit from 3.0.20 to 3.0.21 
Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.20 to 3.0.21.
- [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases)
- [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG)
- [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/commits)

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

Signed-off-by: dependabot[bot] <support@github.com>
 2021-10-25 03:01:05 +00:00
Simon Ebner
f7926083ca Clean up unclosed file handles 
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
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
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
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
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