152 lines
15 KiB
Plaintext
152 lines
15 KiB
Plaintext
(freqtrade-conda) crypto_rahino@fretrade-1:~/freqtrade$ freqtrade hyperopt --config user_data/config_adausdt_1m.json --hyperopt hyper_adausdt2 --hyperopt-loss OnlyProfitHyperOptLoss --strategy strg2_ADAUSDT_1m -e 500 --spaces all -i 1m --eps
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2021-02-15 21:47:44,613 - freqtrade.configuration.configuration - INFO - Using config: user_data/config_adausdt_1m.json ...
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2021-02-15 21:47:44,614 - freqtrade.loggers - INFO - Verbosity set to 0
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2021-02-15 21:47:44,614 - freqtrade.configuration.configuration - INFO - Parameter -i/--timeframe detected ... Using timeframe: 1m ...
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2021-02-15 21:47:44,614 - freqtrade.configuration.configuration - INFO - Parameter --enable-position-stacking detected ...
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2021-02-15 21:47:44,614 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 3 ...
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2021-02-15 21:47:44,615 - freqtrade.configuration.configuration - INFO - Using user-data directory: /home/crypto_rahino/freqtrade/user_data ...
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2021-02-15 21:47:44,615 - freqtrade.configuration.configuration - INFO - Using data directory: /home/crypto_rahino/freqtrade/user_data/data/binance ...
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2021-02-15 21:47:44,615 - freqtrade.configuration.configuration - INFO - Overriding timeframe with Command line argument
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2021-02-15 21:47:44,615 - freqtrade.configuration.configuration - INFO - Using Hyperopt class name: hyper_adausdt2
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2021-02-15 21:47:44,615 - freqtrade.configuration.configuration - INFO - Parameter --epochs detected ... Will run Hyperopt with for 500 epochs ...
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2021-02-15 21:47:44,615 - freqtrade.configuration.configuration - INFO - Parameter -s/--spaces detected: ['all']
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2021-02-15 21:47:44,616 - freqtrade.configuration.configuration - INFO - Parameter -j/--job-workers detected: -1
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2021-02-15 21:47:44,616 - freqtrade.configuration.configuration - INFO - Parameter --min-trades detected: 1
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2021-02-15 21:47:44,616 - freqtrade.configuration.configuration - INFO - Using Hyperopt loss class name: OnlyProfitHyperOptLoss
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2021-02-15 21:47:44,616 - freqtrade.configuration.check_exchange - INFO - Checking exchange...
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2021-02-15 21:47:44,616 - freqtrade.configuration.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
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2021-02-15 21:47:44,616 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2021-02-15 21:47:44,616 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2021-02-15 21:47:44,618 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Hyperopt mode
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2021-02-15 21:47:44,618 - filelock - INFO - Lock 140464320763024 acquired on /home/crypto_rahino/freqtrade/user_data/hyperopt.lock
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2021-02-15 21:47:44,618 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2021-02-15 21:47:44,618 - freqtrade.exchange.exchange - INFO - Using CCXT 1.40.99
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2021-02-15 21:47:44,618 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True}
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2021-02-15 21:47:44,624 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 200}
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2021-02-15 21:47:44,629 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
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2021-02-15 21:47:45,396 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
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2021-02-15 21:47:45,408 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy strg2_ADAUSDT_1m from '/home/crypto_rahino/freqtrade/user_data/strategies/strg2_ada_usdt_1m.py'...
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 1m.
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 100.0.
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'buy': 10, 'sell': 30}.
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'use_sell_signal' with value in config file: True.
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'sell_profit_only' with value in config file: False.
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'ignore_roi_if_buy_signal' with value in config file: False.
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.06310332385111853, '38': 0.0689051965930711, '69': 0.029484368494376897, '165': 0}
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1m
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.21
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.05
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.06
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: False
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'buy': 'gtc', 'sell': 'gtc'}
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 100.0
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'buy': 10, 'sell': 30}
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_sell_signal: True
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2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_only: False
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2021-02-15 21:47:45,410 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_buy_signal: False
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2021-02-15 21:47:45,410 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_offset: 0.0
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2021-02-15 21:47:45,410 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
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2021-02-15 21:47:45,410 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
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2021-02-15 21:47:45,410 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2021-02-15 21:47:45,412 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/home/crypto_rahino/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
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2021-02-15 21:47:45,417 - freqtrade.resolvers.iresolver - INFO - Using resolved hyperopt hyper_adausdt2 from '/home/crypto_rahino/freqtrade/user_data/hyperopts/hyper_adausdt2.py'...
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2021-02-15 21:47:45,418 - freqtrade.resolvers.hyperopt_resolver - INFO - Hyperopt class does not provide populate_indicators() method. Using populate_indicators from the strategy.
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2021-02-15 21:47:45,418 - freqtrade.resolvers.hyperopt_resolver - INFO - Hyperopt class does not provide populate_buy_trend() method. Using populate_buy_trend from the strategy.
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2021-02-15 21:47:45,418 - freqtrade.resolvers.hyperopt_resolver - INFO - Hyperopt class does not provide populate_sell_trend() method. Using populate_sell_trend from the strategy.
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2021-02-15 21:47:45,423 - freqtrade.resolvers.iresolver - INFO - Using resolved hyperoptloss OnlyProfitHyperOptLoss from '/home/crypto_rahino/freqtrade/freqtrade/optimize/hyperopt_loss_onlyprofit.py'...
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2021-02-15 21:47:45,423 - freqtrade.optimize.hyperopt - INFO - Removing `/home/crypto_rahino/freqtrade/user_data/hyperopt_results/hyperopt_tickerdata.pkl`.
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2021-02-15 21:47:45,468 - freqtrade.optimize.hyperopt - INFO - Using optimizer random state: 2757
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2021-02-15 21:47:45,468 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 30 ...
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2021-02-15 21:47:49,773 - numexpr.utils - INFO - NumExpr defaulting to 4 threads.
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2021-02-15 21:47:50,721 - freqtrade.data.converter - INFO - Missing data fillup for ADA/USDT: before: 1486512 - after: 1491400
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2021-02-15 21:47:50,734 - freqtrade.optimize.backtesting - INFO - Loading data from 2018-04-17 04:02:00 up to 2021-02-15 20:41:00 (1035 days)..
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2021-02-15 21:47:50,734 - freqtrade.configuration.timerange - WARNING - Moving start-date by 30 candles to account for startup time.
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2021-02-15 21:47:51,159 - freqtrade.optimize.hyperopt - INFO - Hyperopting with data from 2018-04-17 04:32:00 up to 2021-02-15 20:41:00 (1035 days)..
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2021-02-15 21:47:51,571 - freqtrade.optimize.hyperopt - INFO - Found 4 CPU cores. Let's make them scream!
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2021-02-15 21:47:51,571 - freqtrade.optimize.hyperopt - INFO - Number of parallel jobs set as: -1
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2021-02-15 21:47:51,604 - freqtrade.optimize.hyperopt - INFO - Effective number of parallel workers used: 4
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+--------+---------+----------+------------------+--------------+-----------------------------------+----------------+-------------+
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| Best | Epoch | Trades | Win Draw Loss | Avg profit | Profit | Avg duration | Objective |
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|--------+---------+----------+------------------+--------------+-----------------------------------+----------------+-------------|
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| * Best | 1/500 | 13083 | 5904 5218 1961 | -0.17% | -2,277.75976620 USDT (-2,275.48%) | 313.5 m | 8.58495 |
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| * Best | 2/500 | 10 | 0 0 10 | -1.08% | -10.79632666 USDT (-10.79%) | 25.9 m | 1.03595 |
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| * Best | 4/500 | 3 | 3 0 0 | 2.09% | 6.28261765 USDT (6.28%) | 62.0 m | 0.97908 |
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| * Best | 5/500 | 192 | 127 52 13 | 0.61% | 118.07243091 USDT (117.95%) | 179.2 m | 0.60682 |
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/home/crypto_rahino/anaconda3/envs/freqtrade-conda/lib/python3.9/site-packages/joblib/externals/loky/process_executor.py:688: UserWarning: A worker stopped while some jobs were given to the executor. This can be caused by a too short worker timeout or by a memory leak.
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warnings.warn(
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| Best | 39/500 | 714 | 380 266 68 | 0.47% | 336.09087695 USDT (335.76%) | 330.8 m | -0.11918 |
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| Best | 56/500 | 601 | 395 168 38 | 0.57% | 340.28337587 USDT (339.94%) | 255.5 m | -0.13314 |
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Exception ignored in: <function Exchange.__del__ at 0x7fc066a0c160>
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[Epoch 60 of 500 ( 12%)] |████████████/ | [ETA: 4:32:28, Elapsed Time: 0:37:09]2021-02-15 22:28:46,048 - ccxt.base.exchange - WARNING - binance requires to release all resources with an explicit call to the .close() coroutine. If you are using the exchange instance with async coroutines, add exchange.close() to your code into a place when you're done with the exchange and don't need the exchange instance anymore (at the end of your async coroutine).
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2021-02-15 22:28:46,050 - asyncio - ERROR - Unclosed client session
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client_session: <aiohttp.client.ClientSession object at 0x7fc0471d7d90>
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2021-02-15 22:28:46,051 - asyncio - ERROR - Unclosed connector
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connections: ['[(<aiohttp.client_proto.ResponseHandler object at 0x7fc04813a2e0>, 632.889510459)]']
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connector: <aiohttp.connector.TCPConnector object at 0x7fc0471d7dc0>
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Traceback (most recent call last):
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File "/home/crypto_rahino/freqtrade/freqtrade/exchange/exchange.py", line 145, in __del__
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asyncio.get_event_loop().run_until_complete(self._api_async.close())
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File "/home/crypto_rahino/anaconda3/envs/freqtrade-conda/lib/python3.9/asyncio/events.py", line 642, in get_event_loop
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raise RuntimeError('There is no current event loop in thread %r.'
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RuntimeError: There is no current event loop in thread 'QueueFeederThread'.
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| Best | 186/500 | 775 | 404 322 49 | 0.48% | 372.14918360 USDT (371.78%) | 289.4 m | -0.23926 |
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| Best | 241/500 | 580 | 328 233 19 | 0.74% | 429.37941015 USDT (428.95%) | 418.5 m | -0.42984 |
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[Epoch 500 of 500 (100%)] || | [Time: 5:11:12, Elapsed Time: 5:11:12]
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2021-02-16 03:02:48,826 - freqtrade.optimize.hyperopt - INFO - 500 epochs saved to '/home/crypto_rahino/freqtrade/user_data/hyperopt_results/hyperopt_results_2021-02-15_21-47-45.pickle'.
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Best result:
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241/500: 580 trades. 328/233/19 Wins/Draws/Losses. Avg profit 0.74%. Median profit 0.44%. Total profit 429.37941015 USDT ( 428.95Σ%). Avg duration 418.5 min. Objective: -0.42984
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# Buy hyperspace params:
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buy_params = {
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'correl_h_l-enabled': True,
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'correl_h_l-value': 0.65672,
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'macd-enabled': True,
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'macdhist-value': -0.00188,
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'mfi-enabled': True,
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'mfi-value': 38,
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'sar-enabled': False,
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'sar-value': 69,
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'trigger': 'bol_mid'
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}
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# Sell hyperspace params:
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sell_params = {
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'correl_h_l-enabled': True,
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'correl_h_l-value_sell': 0.1749,
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'macd-enabled': True,
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'macdhist-value_sell': -0.00354,
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'mfi-enabled': True,
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'mfi-value_sell': 55.23156,
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'sar-enabled': False,
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'sar-value_sell': 0.44967,
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'trigger': 'bol_mid'
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}
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# ROI table:
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minimal_roi = {
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"0": 0.2516,
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"18": 0.07762,
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"65": 0.02142,
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"158": 0
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}
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# Stoploss:
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stoploss = -0.17102
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# Trailing stop:
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trailing_stop = True
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trailing_stop_positive = 0.30581
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trailing_stop_positive_offset = 0.36224
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trailing_only_offset_is_reached = True
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