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6995 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 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
GluTbl 00406ea7d5 Update backtesting.py 
Support for custom entry-prices and exit-prices during backtesting.
 2021-10-19 17:15:45 +05:30
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