adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
13,347 Commits 14 Branches 74 Tags 197 MiB
c4c1b301cd
Commit Graph

6871 Commits

Author SHA1 Message Date
Matthias
72ecb45d86 Add test for backtest_show logic 2021-10-30 16:53:48 +02:00
Matthias
650d6c276a Add documentation 2021-10-30 16:40:03 +02:00
Matthias
d60001e886 Stoploss cannot be below candle low 
fix #5816
 2021-10-30 16:14:13 +02:00
Matthias
851062ca46 Rename backtest-filter to backtest_show 2021-10-30 10:53:18 +02:00
Matthias
f472709438 Add option to show sorted pairlist 
Allows easy copy/pasting of the pairlist to a configuration
 2021-10-30 10:50:40 +02:00
Matthias
0f3809345a Remove backtest-path parameter 2021-10-30 10:28:12 +02:00
Matthias
6f1e719216 Merge branch 'develop' into pr/cryptomeisternox/5150 2021-10-30 10:26:05 +02:00
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
theluxaz
560802c326 Added tests for the new rpc/telegram functions 2021-10-28 21:39:42 +03:00
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
incrementby1
dc605e29aa removed empty lines for flake8 2021-10-27 21:04:08 +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
Matthias
f80d3d48e4 Add default to minimal_roi to avoid failures 
closes #5796
 2021-10-27 06:33:49 +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
theluxaz
b51f946ee0 Fixed models and rpc performance functions, added skeletons for tests. 2021-10-25 23:43:22 +03:00
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
262f186a37 . 2021-10-25 07:19:55 +02:00
Matthias
cea251c83c Clarify documentation for /forcebuy 
closes #5783
 2021-10-25 06:46:02 +02:00
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
dffb4c5d53 Merge branch 'develop' into pr/TreborNamor/5607 2021-10-24 08:55:10 +02:00
Simon Ebner
fde10f5395 Use pathlib.stem instead of str(x).ends_with 2021-10-23 12:26:07 +02:00
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
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
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
fb2c8f7621 Rollback after each request 
This closes the transaction and avoids "sticking" transactions.
 2021-10-17 10:30:06 +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
Matthias
0e7d903a6f
Merge pull request #5644 from slyons/develop 
Add ability to ignore unparameterized spaces
 2021-10-14 08:07:07 +02:00
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
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
ce9debe9fd Add version argument to freqUI installer 2021-10-12 06:44:07 +02:00
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
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
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
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
Matthias
f5e5203388 Use "round" to 12 digits for TickSize mode 
Avoids float rounding problems, fix #5652
 2021-10-03 09:49:55 +02:00
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
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
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