New release 2021.10 #5805
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New release 2021.10 #5805
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…. Adapt pairlist/markets tests to use this new fixture. This allows freely modifying markets in get_markets() without a need of updating pairlist/markets tests.
markets_static fixture
Add trade conversion command
pair_candles pointed to available_pairs RPC call instead of pair_candles
Fix pair_candles to point to correct API call
…ts pass: test_handle_stoploss_on_exchange_trailing, test_handle_stoploss_on_exchange_custom_stop, test_update_trade_state_withorderdict
Use pathlib.stem instead of str(x).ends_with
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()
```
Improve performance of decimalspace.py
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'))
```
Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.20 to 3.0.21. - [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases) - [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG) - [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/commits) --- updated-dependencies: - dependency-name: prompt-toolkit dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com>
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.25 to 1.4.26. - [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases) - [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/main/CHANGES) - [Commits](https://github.com/sqlalchemy/sqlalchemy/commits) --- updated-dependencies: - dependency-name: sqlalchemy dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com>
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.58.47 to 1.59.2. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg) - [Commits](ccxt/ccxt@1.58.47...1.59.2) --- updated-dependencies: - dependency-name: ccxt dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com>
Bumps [jsonschema](https://github.com/Julian/jsonschema) from 4.1.0 to 4.1.2. - [Release notes](https://github.com/Julian/jsonschema/releases) - [Changelog](https://github.com/Julian/jsonschema/blob/main/CHANGELOG.rst) - [Commits](python-jsonschema/jsonschema@v4.1.0...v4.1.2) --- updated-dependencies: - dependency-name: jsonschema dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com>
…-toolkit-3.0.21 Bump prompt-toolkit from 3.0.20 to 3.0.21
…hema-4.1.2 Bump jsonschema from 4.1.0 to 4.1.2
…hemy-1.4.26 Bump sqlalchemy from 1.4.25 to 1.4.26
….59.2 Bump ccxt from 1.58.47 to 1.59.2
Bumps [arrow](https://github.com/arrow-py/arrow) from 1.2.0 to 1.2.1. - [Release notes](https://github.com/arrow-py/arrow/releases) - [Changelog](https://github.com/arrow-py/arrow/blob/master/CHANGELOG.rst) - [Commits](arrow-py/arrow@1.2.0...1.2.1) --- updated-dependencies: - dependency-name: arrow dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com>
Bumps [numpy](https://github.com/numpy/numpy) from 1.21.2 to 1.21.3. - [Release notes](https://github.com/numpy/numpy/releases) - [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt) - [Commits](numpy/numpy@v1.21.2...v1.21.3) --- updated-dependencies: - dependency-name: numpy dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com>
…1.2.1 Bump arrow from 1.2.0 to 1.2.1
…1.21.3 Bump numpy from 1.21.2 to 1.21.3
Clean up file handles
Minor change due to a misleading sentence
Update data-download.md
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Highlighted changes
trades-to-ohlcvsubcommand to easily convert trades to ohlcv data (kraken only).MaxDrawDownHyperOptLoss.freqtrade install-uinow allows to specify a specific UI version.--ignore-missing-spaces.qtpylib.vwap()- pointing toqtpylib.rolling_vwap()instead.StaticPairlistafterVolumePairlist, to append a static list of pairs.--breakdownargument to backtesting, showing a daily/weekly/monthly breakdown of trades.How to update
As always, you can update your bot using one of the following commands:
docker-compose
Installation via setup script
Plain native installation
Expand full changelog