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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 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 dffb4c5d53 Merge branch 'develop' into pr/TreborNamor/5607 2021-10-24 08:55:10 +02:00
Sam Germain 60478cb213 Add fill_leverage_brackets and get_max_leverage back in 2021-10-23 22:16:51 -06:00
Sam Germain d99e0dac7b Added name for futures market property 2021-10-23 21:59:47 -06:00
Sam Germain 3eda9455b9 Added dry run capability to funding-fee 2021-10-23 21:59:47 -06:00
Sam Germain 2533d3b420 Added get_funding_rate_history method to exchange 2021-10-23 21:59:41 -06:00
Sam Germain ef8b617eb2 gateio, ftx and binance all use same funding fee formula 2021-10-23 21:59:03 -06:00
Sam Germain badc0fa445 Adjusted _get_funding_fee_method 2021-10-23 21:58:57 -06:00
Sam Germain cba0a8cee6 adjusted funding fee formula binance 2021-10-23 21:58:17 -06:00
Sam Germain 2a26c6fbed Added backtesting methods back in 2021-10-23 21:33:37 -06:00
Sam Germain ed91516f90 Changed future to swap 2021-10-23 14:10:09 -06:00
Simon Ebner fde10f5395 Use pathlib.stem instead of str(x).ends_with 2021-10-23 12:26:07 +02:00
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
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 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
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 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
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
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
Sam Germain 053aecf111 reformatted check_handle_timedout 2021-10-18 01:01:29 -06:00
Sam Germain e4682b78c5 updates suggested on github 2021-10-18 00:28:32 -06:00
Matthias 7d8cd736b8 Support days-breakdown also for hyperopt results 2021-10-17 16:49:39 +02:00
Matthias 47bba331c1 Merge branch 'develop' into pr/rextea/4606 2021-10-17 16:29:31 +02:00
Matthias d4d57f0002 Document expansion of `--pairs`, add download-inactive 2021-10-17 16:09:56 +02:00
Matthias 9bb2dd1851
Merge pull request #5694 from freqtrade/dependabot/pip/develop/fastapi-0.70.0 
Bump fastapi from 0.68.1 to 0.70.0
 2021-10-17 15:01:28 +02:00
Matthias e23eb99abf Disable ability to use lookahead-biased vwap 
closes #5782
 2021-10-17 11:23:58 +02:00
Matthias 198f3c5238 Merge branch 'feat/short' into pr/samgermain/5567 2021-10-17 10:41:03 +02:00
Matthias 69fdb8edfa Merge branch 'develop' into feat/short 2021-10-17 10:40:08 +02:00
Matthias fb2c8f7621 Rollback after each request 
This closes the transaction and avoids "sticking" transactions.
 2021-10-17 10:30:06 +02:00
Matthias bc10b451fe Revert wrong condition 2021-10-17 09:46:39 +02:00
Matthias 5ba1d66be7 Make sure transactions are reset 
closes #5719
 2021-10-16 17:57:51 +02:00
Matthias 794862a35a
Merge pull request #5670 from sergeykhliustin/develop 
Added min_profit param to PerformanceFilter
 2021-10-14 19:57:36 +02:00
Matthias c02a538187 Add documentation and log to PerformanceFilter 2021-10-14 19:36:34 +02:00
Sam Germain 5fbe76cd7e isolated conditionals in interface stoploss method 2021-10-14 05:10:28 -06:00
Matthias 0e7d903a6f
Merge pull request #5644 from slyons/develop 
Add ability to ignore unparameterized spaces
 2021-10-14 08:07:07 +02:00
Sam Germain bcbe8f229c Merge branch 'feat/short' into lev-freqtradebot 2021-10-13 19:02:57 -06:00
Sam Germain bd488cc086 Merge branch 'develop' into feat/short 2021-10-13 17:56:40 -06:00
theluxaz 0bb7ea10ab Fixed minor header for backtesting 2021-10-14 01:34:30 +03:00
theluxaz ed39b8dab0 fixed profit total calculation 2021-10-14 01:18:16 +03:00
theluxaz d341d85079 Refixed some files for the pull request 2021-10-14 01:13:28 +03:00
theluxaz 96cab22a8c Fixed some bugs for live sell_tags. 2021-10-14 01:03:15 +03:00
Matthias 3279ea568c Add new parameter to hyperopt docs 2021-10-13 19:57:42 +02:00
Matthias aed919a05f Simplify "no-space-configured" error handling by moving it to hyperopt_auto 2021-10-13 19:54:35 +02:00
Matthias 2c6290a100 Small updates to prevent random test failures 2021-10-13 07:04:21 +02:00
Sam Germain 0dbad19b40 trading_mode default null in models.Trade 2021-10-12 20:34:19 -06:00
theluxaz 0f670189eb quick typo fix 2021-10-13 02:14:07 +03:00
theluxaz b151cf032b Merge branch 'develop' of https://github.com/theluxaz/freqtrade into main 
# Conflicts:
#	freqtrade/freqtradebot.py
#	freqtrade/optimize/backtesting.py
 2021-10-13 02:01:26 +03:00
theluxaz 02243b1a2b minifix 2021-10-13 01:34:29 +03:00
theluxaz 80b71790bc Added some bigfixes for sell_tag 2021-10-13 01:22:53 +03:00
theluxaz b898f86364 Added sell_tag and buy/sell telegram performance functions 2021-10-13 00:02:28 +03:00
Matthias 532a9341d2 Fix migration issue 2021-10-12 20:41:48 +02:00
Matthias f290ff5c9a Re-add schedule.run_pending 2021-10-12 19:10:38 +02:00
Sam Germain 86cbd0039f Fixed bugs 2021-10-12 02:24:35 -06:00
Matthias ce9debe9fd Add version argument to freqUI installer 2021-10-12 06:44:07 +02:00
Matthias 70000b5843 Use scheduler as Object, not the automatic Singleton 2021-10-11 20:28:23 +02:00
Sam Germain bdad604fab Added persistence futures tests 2021-10-11 07:48:31 -06:00
Sam Germain ae3688a18a Updated LocalTrade.calc_close_trade_value formula for shorting futures 2021-10-11 05:56:27 -06:00
Sam Germain d5a1385fdc Changes described on github 2021-10-11 04:14:59 -06:00
Sam Germain 855b26f846 Parametrized more time machine tests in test_update_funding_fees 2021-10-11 01:31:21 -06:00
Sam Germain 3b962433fb Switched shcedule to perform every 15 minutes 2021-10-10 02:55:04 -06:00
Sam Germain 81cf4653a9 Fixed failing test_process_trade_creation, test_order_book_depth_of_market, test_handle_stoploss_on_exchange_trailing 2021-10-09 17:35:57 -06:00
Sam Germain 94f0be1fa9 Added is_short=(signal == SignalDirection.SHORT) inside freqtradebot.create_trade 2021-10-09 16:32:22 -06:00
Sam Germain 85e86ec09d Fixed failing test_check_handle_timedout_buy_usercustom 2021-10-09 15:14:33 -06:00
Sam Germain 729957572b updated strategy stop_loss_reached to work for shorts 2021-10-09 14:39:11 -06:00
Sam Germain 95be5121ec Added bibox and hitbtc funding fee times 2021-10-09 13:14:41 -06:00
Sam Germain b83933a10a Added gateio and kucoin funding fee times 2021-10-09 13:09:11 -06:00
Sam Germain 057b048f31 Started added timezone offset stuff 2021-10-09 12:27:40 -06:00
Sam Germain 795d51b68c Switched scheduler to get funding fees every hour for any exchange 2021-10-09 11:27:26 -06:00
Sam Germain 39be675f1f Adjusted time to utc in schedule 2021-10-09 10:52:07 -06:00
Matthias cae8ff5949
Merge pull request #5623 from froggleston/rest_sysinfo 
Add CPU,RAM sysinfo support to the REST API to help with bot system m…
 2021-10-09 15:17:21 +02:00
Matthias 91ceaef02f
Merge pull request #5678 from sidml/develop 
Hyperopt loss function using max drawdown
 2021-10-09 10:26:40 +02:00
sid 30bc96cf3f simplify expression 2021-10-09 06:36:23 +05:30
Matthias 11ec1d9b06 Revert previous commit 2021-10-08 20:22:07 +02:00
Matthias 482f4418c6 Clarify "required candle" message 2021-10-08 14:36:52 +02:00
Robert Davey f07eeddda0
Update api_schemas.py 
Fix api schema for cpu_pct float List.
 2021-10-07 12:04:42 +01:00
Sam Germain 7f7f377a90 updated a test, put in TODO-lev 2021-10-07 05:03:38 -06:00
Sam Germain e367f84b06 Added more update_funding_fee tests, set exchange of default conf 2021-10-07 04:20:53 -06:00
Matthias 45b7a0c837 Add Test and docs for MaxDrawDownHyperOptLoss 2021-10-07 07:12:45 +02:00
Matthias 29863ad2bf Fix error when ask_last_balance is not set 
closes #5181
 2021-10-07 06:51:29 +02:00
sid 46c320513a use profit_abs 2021-10-07 08:07:07 +05:30
sid 93e4cf4006 Merge remote-tracking branch 'upstream/develop' into develop 2021-10-07 08:04:40 +05:30
Matthias 526bdaa2dc Recommend using 0.0.0.0 as listen address for docker 2021-10-06 20:14:59 +02:00
Matthias 57ef25789e Fix style errors 2021-10-06 19:36:41 +02:00
sid 6ba46b38bd fix formatting 2021-10-06 13:46:05 +05:30
sid c0d01dbc26 add max_drawdown loss 2021-10-06 13:24:27 +05:30
Sam Germain 29e582c6d9 Fixed time format for schedule and update_funding_fees conf is mocked better 2021-10-05 01:42:46 -06:00
froggleston 0db5c07314 Fix issues with sysinfo rpc/API code, add SysInfo api_schema 2021-10-05 00:10:39 +01:00
Matthias 92f8f231af Remove ratelimit from kucoin template 2021-10-04 20:22:41 +02:00
Matthias 7f4baab420 Remove explicit rateLimits, improve docs 2021-10-04 20:14:22 +02:00
Matthias f15922a168 Fix custom_stoploss in strategy template 
closes #5658
 2021-10-04 19:11:35 +02:00
Sergey Khliustin 07750518c3 Added min_profit param to PerformanceFilter 2021-10-04 18:49:57 +03:00
Sam Germain 928c4edace removed side from execute_trade_exit 2021-10-03 23:22:51 -06:00
Sam Germain 9046caa27c fixed test_update_trade_state_sell 2021-10-03 23:13:34 -06:00
Sam Germain 2a2b759419 patch_get_signal test updates 2021-10-03 17:41:01 -06:00
Matthias 1c63d01cec Prevent using market-orders on gateio 
GateIo does not support market orders on spot markets
 2021-10-03 14:14:16 +02:00
Sam Germain 70db228f24 Merge branch 'feat/short' into funding-fee 2021-10-03 02:15:54 -06:00
Sam Germain 09ef0781a1 switching limit_buy_order_usdt and limit_sell_order_usdt to limit_order(enter_side[is_short]) and limit_order(exit_side[is_short]) 2021-10-03 01:52:58 -06:00
Matthias f5e5203388 Use "round" to 12 digits for TickSize mode 
Avoids float rounding problems, fix #5652
 2021-10-03 09:49:55 +02:00
Sam Germain 3823ca4162 Merge branch 'test-freqtradebot-usdt' into lev-freqtradebot 2021-10-02 20:26:52 -06:00
Sam Germain 87ff65d31e Fixed failing test_handle_protections 2021-10-02 04:06:22 -06:00
Sam Germain b3656ddfc9 Merge branch 'feat/short' into lev-freqtradebot 2021-10-02 03:36:32 -06:00
Sam Germain e8b4cf6eaa Merge branch 'develop' into feat/short 2021-10-02 03:15:12 -06:00
Sam Germain 9ea2dd05d8 Removed space in retrier 2021-10-01 21:21:59 -06:00
Matthias f69cb39a17 Fix missing comma in kucoin template 
closes #5646
 2021-10-01 19:26:51 +02:00
Matthias 99e3450d30
Merge pull request #5642 from freqtrade/add_trade_conversion_command 
Add trade conversion command
 2021-10-01 06:38:42 +02:00
Sam Germain 77d3a8b457 Added bybit funding-fee times 2021-09-30 20:18:56 -06:00
Scott Lyons df45f467c6
Adding ability to ignore unparameterized spaces 2021-09-30 01:11:02 -07:00
Scott Lyons 95227376b6
Adding IUS to optimize args 2021-09-30 00:53:46 -07:00
Scott Lyons 08fcd1a0d4
Adding ignore space errors to Hyperopt CLI 2021-09-30 00:46:56 -07:00
Scott Lyons 5dd1088d8d
Adding ignore unparameterized spaces flag 2021-09-30 00:44:26 -07:00
Matthias 5f23af5802 Rename update_open_trades to clarify it's only called at startup 2021-09-30 07:24:16 +02:00
Sam Germain 157223f6ab datetime.utc -> datetime.now(timezone.utc) 2021-09-29 22:32:02 -06:00
Sam Germain af6afd0ac2 Revert "Replace datetime.utcnow with datetime.now(timezone.utc)" 
This reverts commit c4ac876183.
 2021-09-29 22:27:21 -06:00
Sam Germain 993dc672b4 timestamp * 1000 in get_funding_fees_from_exchange 2021-09-29 22:18:15 -06:00
Sam Germain c4ac876183 Replace datetime.utcnow with datetime.now(timezone.utc) 2021-09-29 22:16:44 -06:00
Matthias 178db516bf Add documentation for trade-to-ohlcv 2021-09-29 20:00:14 +02:00
Matthias 248c61bb26 Add test for trades-to-ohlcv 2021-09-29 19:39:29 +02:00
Matthias fc511aac44 don't use %default when no default is defined 2021-09-29 19:21:54 +02:00
Matthias 656526c007 Add trades-to-ohlcv command to simplify adding new timeframes 2021-09-29 16:50:05 +02:00
Robert Roman ca973c05d1
Merge branch 'freqtrade:develop' into develop 2021-09-28 10:16:36 -05:00
Sam Germain 545b62d746 Merge branch 'feat/short' into funding-fee 2021-09-27 23:34:09 -06:00
Sam Germain 1a132758d0 merged with feat/short 2021-09-27 23:26:20 -06:00
Robert Roman 626a40252d
resolved mypy error 
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
 2021-09-27 17:33:29 -05:00
Robert Roman c3414c3b78
resolved mypy error 
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
 2021-09-27 17:32:49 -05:00
Matthias 5726886b06 Reduce backtest-noise from "pandas slice" warning 2021-09-27 20:52:19 +02:00
Matthias d7ce9b9f6d Rename sample short strategy 2021-09-27 19:17:19 +02:00
Robert Roman 67e9626da1
fixed isort issue 2021-09-27 12:16:57 -05:00
Robert Roman a1566fe5d7
updated to latest constant.py file 2021-09-27 11:47:03 -05:00
Robert Roman 193b22475d
Merge branch 'freqtrade:develop' into develop 2021-09-27 11:35:34 -05:00
Matthias 3fbf716f85 Fix "sticking" timerange in webserver mode 2021-09-27 17:52:00 +02:00
Matthias 5b7a1f8642 Validate config also in webserver mode 2021-09-27 07:12:40 +02:00
Matthias 6fb0d14f80 changed naming for signal variable 2021-09-27 07:07:49 +02:00