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1225 Commits

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 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 5454460227 Revert initial_points to 30 
closes #5760
 2021-10-20 07:46:15 +02:00
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 0e7d903a6f Merge pull request #5644 from slyons/develop 
Add ability to ignore unparameterized spaces
 2021-10-14 08:07:07 +02:00
Matthias aed919a05f Simplify "no-space-configured" error handling by moving it to hyperopt_auto 2021-10-13 19:54:35 +02:00
sid 30bc96cf3f simplify expression 2021-10-09 06:36:23 +05:30
sid 46c320513a use profit_abs 2021-10-07 08:07:07 +05:30
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
Scott Lyons df45f467c6 Adding ability to ignore unparameterized spaces 2021-09-30 01:11:02 -07:00
Matthias 5726886b06 Reduce backtest-noise from "pandas slice" warning 2021-09-27 20:52:19 +02:00
Matthias 6319c104fe Fix unreliable backtest-result when using webserver mode 2021-09-26 15:07:48 +02:00
Rokas Kupstys 5dc78a0c66 [SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists. 2021-09-18 10:48:53 +03:00
Rokas Kupstys dfa61b7ad2 [SQUASH] Fix informatives for each pair not being created because dataprovider was not available. 
Fix not being able to have informative dataframe of a pair in whitelist.
 2021-09-18 10:48:53 +03:00
Matthias 853c3a4433 Merge pull request #5587 from raph92/patch-3 
Update prepare_trials_columns() return type
 2021-09-18 08:08:18 +02:00
raphael 4b2c1a9b8e Remove trailing whitespace 2021-09-17 14:39:15 -04:00
raphael e715f2a253 Update formatting 
Line 302 was too long
 2021-09-17 14:23:26 -04:00
raphael 9525a5b96c Add type to "trials" parameter 2021-09-17 14:10:37 -04:00
raphael 124e97f3b9 Remove ununsed variables from export_csv_file 2021-09-17 11:57:36 -04:00
raphael 3a98fb72a4 Update prepare_trials_columns() return type 
Was returning str, updated to pd.DataFrame
 2021-09-17 11:42:33 -04:00
Matthias 994c3c3a4c Add some errorhandling for custom estimator 2021-09-16 07:13:25 +02:00
Matthias c0811ae896 Add possibility to override estimator from within hyperopt 2021-09-15 21:36:53 +02:00
Matthias 57ea0c322f Rename indicator_space to buy_indicator_space 2021-09-15 20:20:31 +02:00
Matthias 315ea1e116 Merge pull request #5566 from freqtrade/remove_hyperopt 
Remove legacy hyperopt
 2021-09-14 19:20:58 +02:00
Matthias a12c3ecc9b Remove credentials whenever dry-run is set from within the exchange 2021-09-13 20:27:32 +02:00
Matthias fd6bf591f8 Update some tests to remove explicit hyperopt interface 2021-09-12 08:18:13 +02:00
Matthias dad4a49e81 Remove legacy hyperopt interface from hyperopt.py 2021-09-12 08:18:13 +02:00
Matthias b0c4f079c2 Merge branch 'develop' into feat/backtest_detail 2021-08-31 20:16:42 +02:00
Matthias 2ce458810b rename default_hyperopt_loss file 2021-08-26 19:39:57 +02:00
Matthias 7fb570cc58 hyperopt Fallback methods should not be used. 2021-08-25 20:28:55 +02:00
Matthias 23d21d8ace Fix wrong message if protection-space is missing 
closes #5480
 2021-08-25 19:57:10 +02:00
Matthias fa4ec9f83e Add explicit test for get_sell_trade_entry 2021-08-15 14:52:24 +02:00
Matthias 8405ccc15e Seperate detail data loading from regular backest-data loading 2021-08-14 16:33:01 +02:00
Matthias 88172fab82 Allow "detailed" backtesting timeframe to look into the candle 2021-08-14 16:04:23 +02:00
Matthias bdbac37be7 Merge pull request #5399 from rokups/rk/fix-buy-tag-backtest 
Fix buy_tag not being saved to trade object.
 2021-08-12 06:36:33 +02:00
Rokas Kupstys f6267c7514 Fix buy_tag not being saved to trade object. 
Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
 2021-08-11 15:21:23 +03:00
ipqhjjybj 65d025923d add code 2021-08-11 14:35:16 +08:00
Matthias 0b6aedbc4c Merge pull request #5395 from freqtrade/fix/hyperopt-show 
Stream hyperopt-result in small batches
 2021-08-10 19:54:02 +02:00
Matthias 039d6384ed Stream hyperopt-result in small batches 
Avoiding memory-exhaustion on huge hyperopt results

closes #5305
closes #5149
 2021-08-10 10:12:57 +02:00
Matthias 3f160c7144 Cache dataframe before cutting the first candle 
This allows providing the "current closed" candle in all cases.
 2021-08-10 09:14:29 +02:00
Matthias 5bfb9edf02 Only query date once from list 2021-08-09 15:42:17 +02:00
Matthias 895b912c71 Fix recently introduced lookahead bias in backtesting 
closes #5388
 2021-08-09 14:54:47 +02:00
Matthias a5f796bc97 refactor ohlcvdata_to_dataframe to advise_all_indicators 2021-08-09 14:53:18 +02:00