adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
13,342 Commits 14 Branches 74 Tags 197 MiB
df27499e19
Commit Graph

6866 Commits

Author SHA1 Message Date
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
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
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