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6829 Commits
Author SHA1 Message Date
Matthias 431b96de98 Merge branch 'develop' into pr/theluxaz/5710 2021-11-03 19:43:36 +01:00
Matthias e78df59e30 Configure candle length for OKEX 2021-11-02 19:49:53 +01:00
Matthias a16328f372 Don't force timeframe in config in config generator 2021-11-01 13:44:26 +01:00
Matthias 4249fcefba Merge pull request #5150 from cryptomeisternox/backtesting-filter 
Adding command for Filtering and print trades
 2021-11-01 09:43:49 +01:00
Matthias 6b90b4a144 Test "get-signal" 2021-10-31 10:53:30 +01:00
Matthias dffe76f109 Don't double-loop to generate profits 2021-10-31 10:49:56 +01:00
Matthias c15f73aa1f Rename command to backtesting-show 2021-10-31 10:13:11 +01:00
Matthias 20904f1ca4 Add tests for new command 2021-10-30 19:43:42 +02:00
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