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 |
|
Matthias
|
5726886b06
|
Reduce backtest-noise from "pandas slice" warning
|
2021-09-27 20:52:19 +02:00 |
|
Robert Roman
|
67e9626da1
|
fixed isort issue
|
2021-09-27 12:16:57 -05:00 |
|
Robert Roman
|
a1566fe5d7
|
updated to latest constant.py file
|
2021-09-27 11:47:03 -05:00 |
|
Robert Roman
|
193b22475d
|
Merge branch 'freqtrade:develop' into develop
|
2021-09-27 11:35:34 -05:00 |
|
Matthias
|
3fbf716f85
|
Fix "sticking" timerange in webserver mode
|
2021-09-27 17:52:00 +02:00 |
|
Matthias
|
5b7a1f8642
|
Validate config also in webserver mode
|
2021-09-27 07:12:40 +02:00 |
|
Robert Roman
|
bdca3e2343
|
Merge branch 'freqtrade:develop' into develop
|
2021-09-26 15:37:09 -05:00 |
|
Matthias
|
6319c104fe
|
Fix unreliable backtest-result when using webserver mode
|
2021-09-26 15:07:48 +02:00 |
|
Robert Roman
|
a77ca22026
|
Merge branch 'freqtrade:develop' into develop
|
2021-09-26 02:57:02 -05:00 |
|
Robert Roman
|
89b7dfda0e
|
Added Calmar Ratio Daily
|
2021-09-25 16:34:41 -05:00 |
|
Robert Roman
|
24baad7884
|
Add Calmar Ratio Daily
This hyper opt loss calculates the daily Calmar ratio.
|
2021-09-25 16:28:36 -05:00 |
|
froggleston
|
097da448e2
|
Add CPU,RAM sysinfo support to the REST API to help with bot system monitoring
|
2021-09-25 15:48:42 +01:00 |
|
Matthias
|
b59906b117
|
Update minimum for tradable_balance_ratio to 0.0
|
2021-09-24 19:24:33 +02:00 |
|
Robert Roman
|
0f29cbc882
|
added CalmarHyperOptLoss
I added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN variable inside constants.py file
|
2021-09-23 21:37:28 -05:00 |
|
Robert Roman
|
3b99c84b0a
|
resolved the total profit issue
I resolved the total profit issue and locally ran flak8 and isort
|
2021-09-23 21:31:33 -05:00 |
|
Matthias
|
9a6d8977de
|
Merge pull request #5605 from peterwilli/fix-sell-cancel-webhook-error
fixed webhook "unsupported format string passed to NoneType." error
|
2021-09-23 20:17:35 +02:00 |
|
Peter Willemsen
|
692e91a26d
|
changed close date from datetime.utcnow() to datetime.now(timezone.utc)
|
2021-09-23 10:28:15 +02:00 |
|
Robert Roman
|
c6b684603c
|
removed trade_count inside if statement
i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
|
2021-09-22 09:21:43 -05:00 |
|
Robert Roman
|
b946f8e7f1
|
I sorted imports with isort
|
2021-09-22 09:18:17 -05:00 |
|
Robert Roman
|
3834bb86ff
|
updated line 42
I removed the minus sign on max drawdown.
|
2021-09-21 20:25:17 -05:00 |
|
Robert Roman
|
3845d55186
|
a new hyperopt loss created that uses calmar ratio
This is a new hyperopt loss file that uses the Calmar Ratio.
Calmar Ratio = average annual rate of return / maximum drawdown
|
2021-09-21 20:04:23 -05:00 |
|
Peter Willemsen
|
b0de4d333e
|
fixed webhook error
|
2021-09-21 23:20:40 +02:00 |
|