Code

V7.1.0 optimize coin filter params#472

Code

Merged

enarjord merged 34 commits intomasterenarjord/passivbot:masterfrom v7.1.0enarjord/passivbot:v7.1.0Copy head branch name to clipboardOct 2, 2024

+698-1,762

Commits

Commits on Sep 22, 2024

• add new parameters filter_rolling_window, filter_relative_volume_clip_pct

  enarjord

  committed
  9f2cce1

• update for new filter params

  enarjord

  committed
  13fae99

• compute preferred coins on the fly

  enarjord

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  060e294

• preferred coins are computed inside rust backtester

  enarjord

  committed
  6637943

• volume is in quote

  enarjord

  committed
  9750f3b

• cleanup bybit fetch pnls

  enarjord

  committed
  571b2c7

• update for new filter params

  enarjord

  committed
  95faed0

• update for new filter params

  enarjord

  committed
  e87a13c

• new filter params

  enarjord

  committed
  70a5608

• up version

  enarjord

  committed
  9b003de

Commits on Sep 25, 2024

• cleanup rust backtest

  enarjord

  committed
  4c38f1a

• fix merge conflicts

  enarjord

  committed
  38353fa

• bug fix, refactor, etc

  enarjord

  committed
  5fcd43e

• sort symbol list

  enarjord

  committed
  1df9427

Commits on Sep 26, 2024

• optimize calc_preferred_coins

  enarjord

  committed
  834f187

• further optimizations of calc_preferred_coins

  enarjord

  committed
  784317a

• fix conflicts

  enarjord

  committed
  376c990

Commits on Sep 28, 2024

• add missing params

  enarjord

  committed
  ba9f0c1

• adapt to new filter params

  enarjord

  committed
  b05c572

• update docs to new filter parameters

  enarjord

  committed
  3a9694d

Commits on Sep 29, 2024

• n_positions is not greater than n_eligible

  enarjord

  committed
  10f98eb

Commits on Sep 30, 2024

• volume clip at 0.5 and sort keys template config

  enarjord

  committed
  2764470

Commits on Oct 1, 2024

• use shared memory to avoid data duplication during multiprocessing

  enarjord

  committed
  a29502e

• new dependency memmap

  enarjord

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  d27d688

• default to template config if config path not passed

  enarjord

  committed
  c3a8b43

• use shared memory for parallel optimizing

  enarjord

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  00d3f8a

• adapt to shared memory

  enarjord

  committed
  5bc0251

• rewrite cleanup

  enarjord

  committed
  04ad098

Commits on Oct 2, 2024

• log loading config with -lc

  enarjord

  committed
  55dd211

• compile rust if never compiled

  enarjord

  committed
  cb6c81d

• add prints

  enarjord

  committed
  0fb5c60

• print full path in recursive_config_update

  enarjord

  committed
  757db2d

• use npy instead of csv; cleanup code

  enarjord

  committed
  23c0e40

• bug fix: init_markets_dict needs param verbose

  enarjord

  committed
  bba6429