Commit Graph

13129 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
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
5454460227 Revert initial_points to 30
closes #5760
2021-10-20 07:46:15 +02:00
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
Matthias
2995f9a347 Merge pull request #5726 from daniila/patch-1
How to run multiple instances with docker
2021-10-19 11:43:12 +02:00
daniila
f863f4fdfc Update advanced-setup.md
A note on having to use different database files, ports and telegram configs for each bot.
2021-10-18 23:49:59 +03:00
daniila
5d2e374099 Update docs/advanced-setup.md
Co-authored-by: Matthias <xmatthias@outlook.com>
2021-10-18 23:38:45 +03:00
daniila
f9b1667478 Update docs/advanced-setup.md
Co-authored-by: Matthias <xmatthias@outlook.com>
2021-10-18 23:36:47 +03:00
Matthias
0da5ef16e6 Remove unnecessary dependency 2021-10-18 19:16:56 +02:00
Matthias
ddba4e32d7 Fully remove flake8-type-annotations 2021-10-18 16:04:24 +02:00
Matthias
52bd761111 Merge pull request #5749 from freqtrade/dependabot/pip/develop/types-filelock-3.2.1
Bump types-filelock from 3.2.0 to 3.2.1
2021-10-18 09:51:45 +02:00
Matthias
711897cffa Merge pull request #5737 from freqtrade/dependabot/pip/develop/pytest-asyncio-0.16.0
Bump pytest-asyncio from 0.15.1 to 0.16.0
2021-10-18 09:51:15 +02:00
Matthias
1c6fc068c6 Merge pull request #5741 from freqtrade/dependabot/pip/develop/pandas-1.3.4
Bump pandas from 1.3.3 to 1.3.4
2021-10-18 09:30:25 +02:00
Matthias
925df4dfec Merge pull request #5743 from freqtrade/dependabot/pip/develop/mkdocs-material-7.3.4
Bump mkdocs-material from 7.3.2 to 7.3.4
2021-10-18 09:29:59 +02:00
dependabot[bot]
8a7ea65531 Bump types-filelock from 3.2.0 to 3.2.1
Bumps [types-filelock](https://github.com/python/typeshed) from 3.2.0 to 3.2.1.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

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2021-10-18 07:06:05 +00:00
Matthias
0ef20a5b04 Merge pull request #5744 from freqtrade/dependabot/pip/develop/types-tabulate-0.8.3
Bump types-tabulate from 0.8.2 to 0.8.3
2021-10-18 09:05:06 +02:00
dependabot[bot]
3af55cc8c7 Bump pandas from 1.3.3 to 1.3.4
Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.3.3 to 1.3.4.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
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2021-10-18 06:58:47 +00:00
Matthias
0d7be62e62 Merge pull request #5752 from freqtrade/dependabot/pip/develop/ccxt-1.58.47
Bump ccxt from 1.57.94 to 1.58.47
2021-10-18 08:57:52 +02:00
dependabot[bot]
75e6a2d276 Bump mkdocs-material from 7.3.2 to 7.3.4
Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.3.2 to 7.3.4.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
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2021-10-18 06:47:32 +00:00
Matthias
e00a71a3db Merge pull request #5751 from freqtrade/dependabot/pip/develop/mkdocs-1.2.3
Bump mkdocs from 1.2.2 to 1.2.3
2021-10-18 08:46:39 +02:00
Matthias
ef70ea3997 Merge pull request #5748 from freqtrade/dependabot/pip/develop/progressbar2-3.55.0
Bump progressbar2 from 3.53.3 to 3.55.0
2021-10-18 08:40:55 +02:00
dependabot[bot]
618f0ffe68 Bump types-tabulate from 0.8.2 to 0.8.3
Bumps [types-tabulate](https://github.com/python/typeshed) from 0.8.2 to 0.8.3.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

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2021-10-18 06:38:42 +00:00
Matthias
5320ddc382 Merge pull request #5746 from freqtrade/dependabot/pip/develop/types-cachetools-4.2.4
Bump types-cachetools from 4.2.2 to 4.2.4
2021-10-18 08:37:56 +02:00
dependabot[bot]
44e6e13429 Bump ccxt from 1.57.94 to 1.58.47
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.57.94 to 1.58.47.
- [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/1.57.94...1.58.47)

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  update-type: version-update:semver-minor
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2021-10-18 06:16:09 +00:00
dependabot[bot]
4b02749019 Bump mkdocs from 1.2.2 to 1.2.3
Bumps [mkdocs](https://github.com/mkdocs/mkdocs) from 1.2.2 to 1.2.3.
- [Release notes](https://github.com/mkdocs/mkdocs/releases)
- [Commits](https://github.com/mkdocs/mkdocs/compare/1.2.2...1.2.3)

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2021-10-18 06:15:52 +00:00
Matthias
ff3bfa3d52 Merge pull request #5747 from freqtrade/dependabot/pip/develop/python-rapidjson-1.5
Bump python-rapidjson from 1.4 to 1.5
2021-10-18 08:15:01 +02:00
Matthias
dccce4855e Merge pull request #5740 from freqtrade/dependabot/pip/develop/pyjwt-2.3.0
Bump pyjwt from 2.2.0 to 2.3.0
2021-10-18 07:40:20 +02:00
Matthias
733d254644 Merge pull request #5742 from freqtrade/dependabot/pip/develop/wrapt-1.13.2
Bump wrapt from 1.13.1 to 1.13.2
2021-10-18 07:39:54 +02:00
dependabot[bot]
82684f5de9 Bump progressbar2 from 3.53.3 to 3.55.0
Bumps [progressbar2](https://github.com/WoLpH/python-progressbar) from 3.53.3 to 3.55.0.
- [Release notes](https://github.com/WoLpH/python-progressbar/releases)
- [Changelog](https://github.com/WoLpH/python-progressbar/blob/develop/CHANGES.rst)
- [Commits](https://github.com/WoLpH/python-progressbar/compare/v3.53.3...v3.55.0)

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2021-10-18 05:19:03 +00:00
Matthias
bddbb474aa Merge pull request #5739 from freqtrade/dependabot/pip/develop/filelock-3.3.1
Bump filelock from 3.3.0 to 3.3.1
2021-10-18 07:18:58 +02:00
dependabot[bot]
69c98c4141 Bump python-rapidjson from 1.4 to 1.5
Bumps [python-rapidjson](https://github.com/python-rapidjson/python-rapidjson) from 1.4 to 1.5.
- [Release notes](https://github.com/python-rapidjson/python-rapidjson/releases)
- [Changelog](https://github.com/python-rapidjson/python-rapidjson/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-rapidjson/python-rapidjson/compare/v1.4...v1.5)

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  dependency-type: direct:production
  update-type: version-update:semver-minor
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2021-10-18 05:18:47 +00:00
dependabot[bot]
035380d8a4 Bump types-cachetools from 4.2.2 to 4.2.4
Bumps [types-cachetools](https://github.com/python/typeshed) from 4.2.2 to 4.2.4.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

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  dependency-type: direct:development
  update-type: version-update:semver-patch
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2021-10-18 05:18:42 +00:00
Matthias
e6bbfaefe5 Merge pull request #5736 from freqtrade/dependabot/pip/develop/types-requests-2.25.11
Bump types-requests from 2.25.9 to 2.25.11
2021-10-18 07:18:30 +02:00
Matthias
c58126e9c5 Merge pull request #5738 from freqtrade/dependabot/pip/develop/flake8-4.0.1
Bump flake8 from 4.0.0 to 4.0.1
2021-10-18 07:18:06 +02:00
dependabot[bot]
d7756efe8b Bump wrapt from 1.13.1 to 1.13.2
Bumps [wrapt](https://github.com/GrahamDumpleton/wrapt) from 1.13.1 to 1.13.2.
- [Release notes](https://github.com/GrahamDumpleton/wrapt/releases)
- [Changelog](https://github.com/GrahamDumpleton/wrapt/blob/develop/docs/changes.rst)
- [Commits](https://github.com/GrahamDumpleton/wrapt/compare/1.13.1...1.13.2)

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2021-10-18 03:01:28 +00:00
dependabot[bot]
b60371822f Bump pyjwt from 2.2.0 to 2.3.0
Bumps [pyjwt](https://github.com/jpadilla/pyjwt) from 2.2.0 to 2.3.0.
- [Release notes](https://github.com/jpadilla/pyjwt/releases)
- [Changelog](https://github.com/jpadilla/pyjwt/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/jpadilla/pyjwt/commits)

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2021-10-18 03:01:19 +00:00
dependabot[bot]
e7a2672f07 Bump filelock from 3.3.0 to 3.3.1
Bumps [filelock](https://github.com/tox-dev/py-filelock) from 3.3.0 to 3.3.1.
- [Release notes](https://github.com/tox-dev/py-filelock/releases)
- [Changelog](https://github.com/tox-dev/py-filelock/blob/main/docs/changelog.rst)
- [Commits](https://github.com/tox-dev/py-filelock/compare/3.3.0...3.3.1)

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  dependency-type: direct:production
  update-type: version-update:semver-patch
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2021-10-18 03:01:17 +00:00
dependabot[bot]
9b0171ef37 Bump flake8 from 4.0.0 to 4.0.1
Bumps [flake8](https://github.com/pycqa/flake8) from 4.0.0 to 4.0.1.
- [Release notes](https://github.com/pycqa/flake8/releases)
- [Commits](https://github.com/pycqa/flake8/compare/4.0.0...4.0.1)

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- dependency-name: flake8
  dependency-type: direct:development
  update-type: version-update:semver-patch
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2021-10-18 03:01:14 +00:00
dependabot[bot]
12a041b466 Bump pytest-asyncio from 0.15.1 to 0.16.0
Bumps [pytest-asyncio](https://github.com/pytest-dev/pytest-asyncio) from 0.15.1 to 0.16.0.
- [Release notes](https://github.com/pytest-dev/pytest-asyncio/releases)
- [Commits](https://github.com/pytest-dev/pytest-asyncio/compare/v0.15.1...v0.16.0)

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  dependency-type: direct:development
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2021-10-18 03:01:10 +00:00
dependabot[bot]
6be40cb7c3 Bump types-requests from 2.25.9 to 2.25.11
Bumps [types-requests](https://github.com/python/typeshed) from 2.25.9 to 2.25.11.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

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- dependency-name: types-requests
  dependency-type: direct:development
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2021-10-18 03:01:07 +00:00
Matthias
00fc38a5dc Update setup.sh to correctly exit if ta-lib fails
part of #5734
2021-10-17 19:24:09 +02:00
Matthias
e09ec6e6b3 Merge pull request #5733 from freqtrade/download_all
Download all
2021-10-17 16:50:41 +02:00
Matthias
7d8cd736b8 Support days-breakdown also for hyperopt results 2021-10-17 16:49:39 +02:00