a16328f372
Don't force timeframe in config in config generator
2021-11-01 13:44:26 +01:00
4249fcefba
Merge pull request #5150 from cryptomeisternox/backtesting-filter
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Adding command for Filtering and print trades
2021-11-01 09:43:49 +01:00
c15f73aa1f
Rename command to backtesting-show
2021-10-31 10:13:11 +01:00
20904f1ca4
Add tests for new command
2021-10-30 19:43:42 +02:00
72ecb45d86
Add test for backtest_show logic
2021-10-30 16:53:48 +02:00
650d6c276a
Add documentation
2021-10-30 16:40:03 +02:00
d60001e886
Stoploss cannot be below candle low
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fix #5816
2021-10-30 16:14:13 +02:00
851062ca46
Rename backtest-filter to backtest_show
2021-10-30 10:53:18 +02:00
f472709438
Add option to show sorted pairlist
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Allows easy copy/pasting of the pairlist to a configuration
2021-10-30 10:50:40 +02:00
0f3809345a
Remove backtest-path parameter
2021-10-30 10:28:12 +02:00
6f1e719216
Merge branch 'develop' into pr/cryptomeisternox/5150
2021-10-30 10:26:05 +02:00
c34b8a95d7
Merge pull request #5798 from incrementby1/personal-branch
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Add function to unlock PairLocks by reason
2021-10-30 10:15:21 +02:00
c579fcfc19
Add tests and documentation for unlock_reason
2021-10-30 09:51:09 +02:00
201fe108bc
Merge pull request #5607 from TreborNamor/develop
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a new hyperopt loss created that uses calmar ratio
2021-10-29 09:20:44 +02:00
5cdae2ce3f
Remove CalmarDaily hyperopt loss
2021-10-29 06:53:40 +02:00
e9d71f26b3
small changes
2021-10-29 00:03:20 +02:00
658006e7ee
removed wrong use of map and filter function
2021-10-28 23:29:26 +02:00
02e69e1667
Changes to unlock_reason:
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- 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
dc605e29aa
removed empty lines for flake8
2021-10-27 21:04:08 +02:00
2eb33707c9
Undo changes
2021-10-27 15:58:41 +02:00
a50bde10de
Merge https://github.com/freqtrade/freqtrade into personal-branch
2021-10-27 15:52:10 +02:00
f80d3d48e4
Add default to minimal_roi to avoid failures
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closes #5796
2021-10-27 06:33:49 +02:00
c3f3bdaa2a
Add "allow_position_stacking" value to config, which allows rebuys of a pair
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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
20a61e03da
Merge pull request #5786 from SimonEbner/clean_up_file_handles
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Clean up file handles
2021-10-25 19:49:07 +02:00
88b96d5d1b
Update hyperopt_loss_calmar.py
2021-10-25 00:45:10 -05:00
262f186a37
.
2021-10-25 07:19:55 +02:00
cea251c83c
Clarify documentation for /forcebuy
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closes #5783
2021-10-25 06:46:02 +02:00
f7926083ca
Clean up unclosed file handles
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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
4539170424
Merge pull request #5776 from SimonEbner/performance_decimalspace
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Improve performance of decimalspace.py
2021-10-24 19:27:24 +02:00
df033d92ef
Improve performance of decimalspace.py
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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
dffb4c5d53
Merge branch 'develop' into pr/TreborNamor/5607
2021-10-24 08:55:10 +02:00
fde10f5395
Use pathlib.stem instead of str(x).ends_with
2021-10-23 12:26:07 +02:00
96f99699e0
Merge pull request #4606 from rextea/add_days_breakdown_to_backtesting_summary
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Add days breakdown table to backtesting
2021-10-21 13:56:30 +02:00
e458c9867a
Styling fixes
2021-10-21 07:45:15 +02:00
7b5346b984
Add test for breakdown-stats
2021-10-21 07:11:39 +02:00
fa028c2134
Support day/week/month breakdowns
2021-10-21 06:58:40 +02:00
7197f4ce77
Don't show daily % profit (it's wrong)
2021-10-20 20:01:31 +02:00
de5497c766
backtest_days cannot be below 1
2021-10-20 19:39:37 +02:00
5454460227
Revert initial_points to 30
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closes #5760
2021-10-20 07:46:15 +02:00
55b0216180
Allow StaticPairlist in non-first position
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closes #5754
2021-10-19 19:48:56 +02:00
42a4dfed28
Reallow bitstamp
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revert #1984 , related to #1983
2021-10-19 19:12:35 +02:00
7d8cd736b8
Support days-breakdown also for hyperopt results
2021-10-17 16:49:39 +02:00
47bba331c1
Merge branch 'develop' into pr/rextea/4606
2021-10-17 16:29:31 +02:00
d4d57f0002
Document expansion of `--pairs`, add download-inactive
2021-10-17 16:09:56 +02:00
9bb2dd1851
Merge pull request #5694 from freqtrade/dependabot/pip/develop/fastapi-0.70.0
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Bump fastapi from 0.68.1 to 0.70.0
2021-10-17 15:01:28 +02:00
e23eb99abf
Disable ability to use lookahead-biased vwap
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closes #5782
2021-10-17 11:23:58 +02:00
fb2c8f7621
Rollback after each request
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This closes the transaction and avoids "sticking" transactions.
2021-10-17 10:30:06 +02:00
5ba1d66be7
Make sure transactions are reset
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closes #5719
2021-10-16 17:57:51 +02:00
794862a35a
Merge pull request #5670 from sergeykhliustin/develop
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Added min_profit param to PerformanceFilter
2021-10-14 19:57:36 +02:00
c02a538187
Add documentation and log to PerformanceFilter
2021-10-14 19:36:34 +02:00
Matthias
incrementby1
Robert Roman
Simon Ebner
Simon Ebner