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13196 Commits

Author SHA1 Message Date
Matthias c34b8a95d7
Merge pull request #5798 from incrementby1/personal-branch 
Add function to unlock PairLocks by reason
 2021-10-30 10:15:21 +02:00
Matthias c579fcfc19 Add tests and documentation for unlock_reason 2021-10-30 09:51:09 +02:00
Matthias 201fe108bc
Merge pull request #5607 from TreborNamor/develop 
a new hyperopt loss created that uses calmar ratio
 2021-10-29 09:20:44 +02:00
Matthias 5cdae2ce3f Remove CalmarDaily hyperopt loss 2021-10-29 06:53:40 +02:00
incrementby1 e9d71f26b3 small changes 2021-10-29 00:03:20 +02:00
incrementby1 658006e7ee removed wrong use of map and filter function 2021-10-28 23:29:26 +02:00
incrementby1 02e69e1667 Changes to unlock_reason: 
- introducing filter
	- replaced get_all_locks with a query for speed
	. removed logging in backtesting mode for speed
	. replaced for-loop with map-function for speed

Changes to models.py:
	- changed string representation of Pairlock to also contain reason and active-state
 2021-10-28 15:16:07 +02:00
Matthias 335412a3a8 Improve wording of FAQ entry 2021-10-28 07:59:28 +02:00
Matthias f280397fd7 Add FAQ section about Fees 
closes #5807
 2021-10-28 07:51:32 +02:00
incrementby1 dc605e29aa removed empty lines for flake8 2021-10-27 21:04:08 +02:00
Matthias 92130837a9 Improve and clarify informative pairs documentation 2021-10-27 19:58:29 +02:00
Matthias 892a1ca60c
Merge pull request #5804 from JackBananas/patch-1 
Update data-download.md
 2021-10-27 19:32:37 +02:00
JackBananas e2b64a750f
Update data-download.md 
Minor change due to a misleading sentence
 2021-10-27 17:14:26 +02:00
incrementby1 2e7d08612e Merge branch 'personal-branch' of https://github.com/incrementby1/freqtrade into personal-branch 2021-10-27 16:03:05 +02:00
incrementby1 2eb33707c9 Undo changes 2021-10-27 15:58:41 +02:00
incrementby1 a50bde10de Merge https://github.com/freqtrade/freqtrade into personal-branch 2021-10-27 15:52:10 +02:00
incrementby1 91b9e5ce68
Delete StackingDemo.py 2021-10-27 12:43:00 +02:00
incrementby1 c1b5dcd756
Delete freqtradebot.py 2021-10-27 12:42:18 +02:00
incrementby1 6b17094c6f
Delete configuration.py 2021-10-27 12:41:49 +02:00
incrementby1 51c925f9f3
Delete StackingConfig.json 2021-10-27 12:40:26 +02:00
Matthias f80d3d48e4 Add default to minimal_roi to avoid failures 
closes #5796
 2021-10-27 06:33:49 +02:00
incrementby1 9c6cbc025a
Update StackingDemo.py 2021-10-26 00:34:01 +02:00
incrementby1 9f6e4c6c0e uncomment 2021-10-26 00:31:17 +02:00
incrementby1 ae06899694 removed commenting 2021-10-26 00:29:11 +02:00
incrementby1 c3f3bdaa2a Add "allow_position_stacking" value to config, which allows rebuys of a pair 
Add function unlock_reason(str: pair) which removes all PairLocks with reason
Provide demo strategy that allows buying the same pair multiple times
 2021-10-26 00:04:40 +02:00
Matthias 20a61e03da
Merge pull request #5786 from SimonEbner/clean_up_file_handles 
Clean up file handles
 2021-10-25 19:49:07 +02:00
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 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 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
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