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626 Commits

Author SHA1 Message Date
Matthias
6382a4cd04 Implement startup-period to default-strategy 2019-10-27 09:44:56 +01:00
Matthias
704121c197 Move most logic to history 2019-10-27 09:44:56 +01:00
Matthias
9c7696a8ce Add required_startup to backtesting 2019-10-27 09:44:56 +01:00
hroff-1902
4ec83a2c24 DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct 2019-10-18 23:29:19 +03:00
Matthias
85c4546333
Merge pull request #2343 from hroff-1902/move-experimental 
Move experimental settings to ask_strategy
 2019-10-10 16:08:11 +02:00
hroff-1902
2ec8376af9
Merge pull request #2342 from freqtrade/fix/negativeroi 
Don't have backtest sells outside of a candle
 2019-10-08 11:19:34 +03:00
Matthias
0664a8c0e6 add --fee to change fees to other values 2019-10-05 15:29:00 +02:00
hroff-1902
9b23376415 Move experimental settings to ask_strategy 2019-10-05 13:29:59 +03:00
Matthias
7ea9da9605 Fix #2277 2019-10-05 10:54:28 +02:00
Matthias
dc47a391da Move ignore to corrct line for mypy 730 2019-09-30 19:32:46 +02:00
Matthias
ed10048394
Merge pull request #2308 from hroff-1902/hyperopt-config 
Allow use of config in custom hyperopt methods
 2019-09-28 10:36:46 +02:00
hroff-1902
4ac53f1549 Shorten the default hyperopt stoploss space 2019-09-28 04:13:53 +03:00
hroff-1902
9db915853a Allow use of config in custom hyperopt methods 2019-09-26 11:59:21 +03:00
Matthias
5237723f22
Merge pull request #2303 from freqtrade/feat/hyperopt_optional_install 
Optional hyperopt dependency installation
 2019-09-26 09:42:16 +02:00
Matthias
b994f5c273
Merge pull request #2294 from hroff-1902/fix-skopt-memory3 
Fix skopt memory exhaustion
 2019-09-25 19:55:27 +02:00
Matthias
27cc73f47e Dynamically import hyperopt modules 2019-09-25 11:40:34 +02:00
hroff-1902
665e0570ae Fix hyperopt position stacking 2019-09-25 03:41:22 +03:00
hroff-1902
6ffb8b7a70 Fix wordings in comment 2019-09-23 13:25:31 +03:00
hroff-1902
0c6164df7e Fix memory exhaustion in skopt models list 2019-09-23 13:03:43 +03:00
Matthias
313091eb1c some more refresh_pairs cleanups 2019-09-20 20:22:51 +02:00
Matthias
1cd8ed0c1a Remove --refresh-pairs 2019-09-20 20:02:07 +02:00
hroff-1902
69f29e8907 minor: Cleanup for backtesting 2019-09-18 22:57:17 +03:00
hroff-1902
5cbc073dd1 minor: Cleanup hyperopt 2019-09-16 21:46:15 +03:00
hroff-1902
76e45883bd
Merge pull request #2253 from hroff-1902/backtesting-improve-logs 
Improve logs for backtesting
 2019-09-14 11:23:46 +03:00
Matthias
e6ccc1427c have Arguments return a dict instead of Namespace 2019-09-12 20:16:39 +02:00
hroff-1902
849d694c27 Don't inherit from object 2019-09-12 04:39:52 +03:00
hroff-1902
9bdfaf3803 Remove quotes around the pairs 2019-09-11 23:32:08 +03:00
hroff-1902
35580b135a Improve backtesting logs 2019-09-10 10:42:45 +03:00
hroff-1902
3d028f512e
Merge pull request #2235 from hroff-1902/eliminate_import_strategy 
Allow --strategy for hyperopt
 2019-09-08 12:23:48 +03:00
hroff-1902
2b00a5d90a Get rid of import_strategy() 2019-09-08 02:43:02 +03:00
Matthias
972b8a1726 Remove defaulting to test_data folder when no datadir is present 2019-09-07 21:06:20 +02:00
hroff-1902
2e49125e87
Merge branch 'develop' into hyperopt-simplified-interface 2019-09-06 15:11:06 +03:00
Matthias
7af445adf3
Merge pull request #2137 from hroff-1902/hyperopt-adaptive-roi-space 
Hyperopt: adaptive roi_space
 2019-09-06 06:26:52 +02:00
hroff-1902
9a6a89c238 allow simplified hyperopt interface 2019-09-03 19:54:28 +03:00
hroff-1902
d9c2b7d460 fix fetching ticker_interval from strategy 2019-08-26 22:31:24 +03:00
hroff-1902
bfc68ec792 minor cleanup in Backtesting 2019-08-25 23:36:42 +03:00
Matthias
513e84880e Don't escape ticks where it's not needed 2019-08-25 20:38:51 +02:00
hroff-1902
067208bc9d make backtesting an attribute of Hyperopt 2019-08-24 00:10:35 +03:00
Matthias
91b0394433
Merge pull request #2156 from freqtrade/remove_live 
Remove deprecated option live  - deprecate -r
 2019-08-22 15:33:39 +02:00
Matthias
aaeeb9c0c6 Merge branch 'develop' into align_userdata 2019-08-21 19:41:10 +02:00
hroff-1902
fcb0ff1b60 do not round values in the debug message 2019-08-20 23:42:44 +03:00
hroff-1902
17b3f01b28
Merge branch 'develop' into hyperopt-adaptive-roi-space 2019-08-20 23:00:23 +03:00
hroff-1902
cadf573170 round printed stoploss value as well 2019-08-20 22:24:59 +03:00
hroff-1902
a12876da92 fine printing for floats in the roi tables (round to 5 digits after the decimal point) 2019-08-20 22:17:21 +03:00
Matthias
9e24992835 Remove calls to load_data using live= 2019-08-20 07:00:43 +02:00
Matthias
9e8ca8d4bf
Merge pull request #2138 from freqtrade/history_docstrings 
Refactorings to history
 2019-08-20 06:35:54 +02:00
Matthias
0a478bc0dc Merge branch 'develop' into align_userdata 2019-08-18 15:00:12 +02:00
Matthias
09286d4918 file_dump_json accepts Path - so we should feed it that 2019-08-16 13:04:48 +02:00
hroff-1902
e525275d10 make flake and mypy happy 2019-08-15 23:13:46 +03:00
hroff-1902
4fa92ec0fa hyperopt: --print-json option added 2019-08-15 21:39:04 +03:00
hroff-1902
5b9711c002 adaptive roi_space 2019-08-14 13:25:49 +03:00
Matthias
51c3a31bb5 Correct imports and calls to parse_timerange 2019-08-14 10:07:32 +02:00
Matthias
c0784b7c33
Merge pull request #2089 from hroff-1902/hyperopt-print-colorized 
Hyperopt print colorized results
 2019-08-13 19:36:06 +02:00
hroff-1902
8f92912852 final colorization schema 
colorization schema-2: red, green, bright/dim

colorization schema-3: red, green, bright only green bests

colorization schema-4: no red, green for profit, bright for bests
 2019-08-12 21:08:52 +03:00
hroff-1902
e5dcd520ba cosmetics in sample_hyperopt and default_hyperopt 2019-08-12 02:19:50 +03:00
Matthias
2c5a499a8b Merge branch 'develop' into align_userdata 2019-08-10 20:15:07 +02:00
Matthias
74e583a612
Merge pull request #2094 from hroff-1902/hyperopt-roi-stoploss 
Simplify custom hyperopts -- no need to copy ugly methods in every custom implementation
 2019-08-10 15:49:52 +02:00
hroff-1902
ae39f6fba5 use of termcolor eliminated 2019-08-09 14:51:03 +03:00
Cedric Schmeits
8ad5afd3a1
As -sharp_ratio is returned the value should be nagative. 
This leads in a high positive result of the loss function, as it is a minimal optimizer
 2019-08-08 22:10:51 +02:00
hroff-1902
0d4a2c6c3a advanced sample hyperopt added; changes to helpstrings 2019-08-08 22:51:37 +03:00
Matthias
3d3b0938e5
Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset 
Backtest ticker interval unset
 2019-08-07 14:20:36 +02:00
Matthias
7e91a0f4a8 Fail gracefully if ticker-interval is not set 2019-08-06 06:45:44 +02:00
Matthias
bc2e920ae2 Adjust code to verify "current" candle for buy/sells 2019-08-05 20:07:29 +02:00
hroff-1902
c6444a10a8 move roi_space, stoploss_space, generate_roi_table to IHyperOpt 2019-08-05 18:07:25 +03:00
Matthias
383b24ab84 Merge branch 'develop' into align_userdata 2019-08-05 06:55:51 +02:00
hroff-1902
9cbab35de0 colorization by means of termcolor and colorama 2019-08-04 22:54:19 +03:00
hroff-1902
f200f52a16 hyperopt print colorized results 2019-08-03 19:09:42 +03:00
hroff-1902
13620df717 'with values:' line removed 2019-08-03 11:05:05 +03:00
hroff-1902
3b65c986ee wordings fixed 2019-08-03 10:20:20 +03:00
hroff-1902
aa8f44f68c improvements to hyperopt output 2019-08-02 22:22:58 +03:00
Matthias
39e8e507d9 Merge branch 'develop' into align_userdata 2019-08-02 20:08:26 +02:00
hroff-1902
065ebd39ef cleanup in hyperopt 2019-08-01 23:57:26 +03:00
Matthias
bcccdda7c0 Merge branch 'develop' into align_userdata 2019-08-01 19:33:45 +02:00
Matthias
8cef567abc create and use hyperopt-results folder 2019-07-31 07:10:17 +02:00
hroff-1902
8f1f416a52 hyperopt cleanup and output improvements 2019-07-30 11:47:28 +03:00
Matthias
2c7a248307 Use user_data_dir in hyperopt 2019-07-28 14:57:05 +02:00
Matthias
0a253d66d0 Remove os.path from hyperopt 2019-07-28 14:57:05 +02:00
hroff-1902
e9b77298a7 max() removed 2019-07-25 08:17:41 +03:00
hroff-1902
0c2c094db6 minor: add OnlyProfitHyperOptLoss 2019-07-23 18:51:24 +03:00
Matthias
639a4d5cf7 Allow importing interface from hyperopt.py 2019-07-17 07:15:43 +02:00
Matthias
0e500de1a0 Add sample loss and improve docstring 2019-07-17 06:32:24 +02:00
Matthias
8ccfc0f316 Remove unused variables 2019-07-17 06:24:40 +02:00
Matthias
ec49b22af3 Add sharpe ratio hyperopt loss 2019-07-16 06:45:13 +02:00
Matthias
d23179e25c Update hyperopt-loss to use resolver 2019-07-16 06:27:43 +02:00
Matthias
7d62bb8c53 Revert --clean argument to --continue 2019-07-16 05:51:26 +02:00
Matthias
07a1c48e8c Fix wrong intendation for custom-hyperopt check 2019-07-15 23:14:07 +02:00
Matthias
7be25313a5 Add some mypy ignores 2019-07-15 22:59:28 +02:00
Matthias
55e8092cbf Add sharpe ratio as loss function 2019-07-15 22:52:33 +02:00
Matthias
e5170582de Adapt tests to new loss-function method 2019-07-15 22:45:14 +02:00
Matthias
710443d200 Add documentation for custom hyperopt 2019-07-15 21:38:49 +02:00
Matthias
2a20423be6 Allow loading custom hyperopt loss functions 2019-07-15 21:35:42 +02:00
Matthias
2fedae6060 Move unnecessary things out of generate_optimizer 2019-07-15 20:31:55 +02:00
Matthias
b1b4048f97 Add test for hyperopt 2019-07-15 20:28:02 +02:00
Matthias
107f00ff8f Add hyperopt option to clean temporary pickle files 2019-07-15 20:17:15 +02:00
Matthias
5144e98a82
Merge pull request #2015 from hroff-1902/refactor/config2 
Make configuration a module
 2019-07-15 19:41:57 +02:00
Matthias
cbe25178d7
Merge pull request #2009 from hroff-1902/fix-2008 
fix #2008
 2019-07-15 10:55:33 +02:00
hroff-1902
65f77306d3 using logger.debug, info was too noisy 2019-07-14 21:00:48 +03:00
hroff-1902
efbc7cccb1 enable --dmmp for hyperopt 2019-07-14 20:56:17 +03:00
hroff-1902
1bdffcc73b make configuration a sep. module, including arguments 2019-07-12 00:49:23 +03:00
hroff-1902
e993e010f4 Fix #2013 2019-07-11 23:02:57 +03:00