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Merge branch 'freqtrade:develop' into dca
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0dc7c389a0
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@ -188,12 +188,12 @@ There is however nothing preventing you from using GPU-enabled indicators within
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Per default Hyperopt called without the `-e`/`--epochs` command line option will only
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run 100 epochs, means 100 evaluations of your triggers, guards, ... Too few
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to find a great result (unless if you are very lucky), so you probably
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have to run it for 10.000 or more. But it will take an eternity to
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have to run it for 10000 or more. But it will take an eternity to
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compute.
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Since hyperopt uses Bayesian search, running for too many epochs may not produce greater results.
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It's therefore recommended to run between 500-1000 epochs over and over until you hit at least 10.000 epochs in total (or are satisfied with the result). You can best judge by looking at the results - if the bot keeps discovering better strategies, it's best to keep on going.
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It's therefore recommended to run between 500-1000 epochs over and over until you hit at least 10000 epochs in total (or are satisfied with the result). You can best judge by looking at the results - if the bot keeps discovering better strategies, it's best to keep on going.
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```bash
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freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy SampleStrategy -e 1000
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@ -217,9 +217,9 @@ already 8\*10^9\*10 evaluations. A roughly total of 80 billion evaluations.
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Did you run 100 000 evaluations? Congrats, you've done roughly 1 / 100 000 th
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of the search space, assuming that the bot never tests the same parameters more than once.
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* The time it takes to run 1000 hyperopt epochs depends on things like: The available cpu, hard-disk, ram, timeframe, timerange, indicator settings, indicator count, amount of coins that hyperopt test strategies on and the resulting trade count - which can be 650 trades in a year or 10.0000 trades depending if the strategy aims for big profits by trading rarely or for many low profit trades.
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* The time it takes to run 1000 hyperopt epochs depends on things like: The available cpu, hard-disk, ram, timeframe, timerange, indicator settings, indicator count, amount of coins that hyperopt test strategies on and the resulting trade count - which can be 650 trades in a year or 100000 trades depending if the strategy aims for big profits by trading rarely or for many low profit trades.
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Example: 4% profit 650 times vs 0,3% profit a trade 10.000 times in a year. If we assume you set the --timerange to 365 days.
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Example: 4% profit 650 times vs 0,3% profit a trade 10000 times in a year. If we assume you set the --timerange to 365 days.
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Example:
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`freqtrade --config config.json --strategy SampleStrategy --hyperopt SampleHyperopt -e 1000 --timerange 20190601-20200601`
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@ -1,4 +1,4 @@
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mkdocs==1.2.3
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mkdocs-material==8.1.4
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mkdocs-material==8.1.5
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mdx_truly_sane_lists==1.2
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pymdown-extensions==9.1
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@ -6,7 +6,7 @@
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coveralls==3.3.1
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flake8==4.0.1
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flake8-tidy-imports==4.5.0
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mypy==0.930
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mypy==0.931
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pytest==6.2.5
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pytest-asyncio==0.16.0
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pytest-cov==3.0.0
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@ -17,13 +17,13 @@ isort==5.10.1
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time-machine==2.5.0
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# Convert jupyter notebooks to markdown documents
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nbconvert==6.3.0
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nbconvert==6.4.0
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# mypy types
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types-cachetools==4.2.7
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types-filelock==3.2.1
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types-requests==2.26.3
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types-tabulate==0.8.4
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types-cachetools==4.2.8
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types-filelock==3.2.4
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types-requests==2.27.5
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types-tabulate==0.8.5
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# Extensions to datetime library
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types-python-dateutil==2.8.4
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types-python-dateutil==2.8.6
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@ -7,4 +7,4 @@ scikit-learn==1.0.2
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scikit-optimize==0.9.0
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filelock==3.4.2
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joblib==1.1.0
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progressbar2==3.55.0
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progressbar2==4.0.0
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@ -3,16 +3,16 @@ numpy==1.22.0; python_version > '3.7'
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pandas==1.3.5
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pandas-ta==0.3.14b
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ccxt==1.66.32
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ccxt==1.66.66
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# Pin cryptography for now due to rust build errors with piwheels
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cryptography==36.0.1
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aiohttp==3.8.1
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SQLAlchemy==1.4.29
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python-telegram-bot==13.9
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python-telegram-bot==13.10
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arrow==1.2.1
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cachetools==4.2.2
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requests==2.26.0
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urllib3==1.26.7
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requests==2.27.1
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urllib3==1.26.8
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jsonschema==4.3.3
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TA-Lib==0.4.23
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technical==1.3.0
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@ -32,7 +32,7 @@ python-rapidjson==1.5
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sdnotify==0.3.2
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# API Server
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fastapi==0.70.1
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fastapi==0.71.0
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uvicorn==0.16.0
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pyjwt==2.3.0
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aiofiles==0.8.0
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