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 |
|
hroff-1902
|
c474e2ac86
|
fix #2008
|
2019-07-10 01:53:40 +03:00 |
|
Matthias
|
700bc087d3
|
Merge pull request #1952 from hroff-1902/fix/1948
Fix #1948
|
2019-06-27 19:36:06 +02:00 |
|
hroff-1902
|
e5a8030dd7
|
comment added
|
2019-06-27 16:42:10 +03:00 |
|
Matthias
|
a07653a6cc
|
Merge branch 'develop' into fix/validate_dataframe
|
2019-06-24 06:21:08 +02:00 |
|
hroff-1902
|
7fbdf36c64
|
avoid code duplication while selecting min_roi entries
|
2019-06-23 19:23:51 +03:00 |
|
Matthias
|
4cbcb5f36f
|
Move .title to ExchangeResolver (it does not make sense to do this over
and over again)
|
2019-06-22 16:52:14 +02:00 |
|
Matthias
|
7a0d86660e
|
Mypy type errors
|
2019-06-21 07:10:30 +02:00 |
|
hroff-1902
|
813c008af2
|
setup_configuration() cleanup
|
2019-06-16 21:37:43 +03:00 |
|
Matthias
|
89ff614e1d
|
Add pair as parameter, and warn when fillup was necessary
|
2019-06-15 13:46:19 +02:00 |
|
Matthias
|
55079831a1
|
Don't explicitly validate backtest data (it's done while loading now).
|
2019-06-15 13:45:50 +02:00 |
Misagh
|
ad9dc349e4
|
edge cli should override stake_amount
|
2019-06-15 12:20:32 +02:00 |
|
Matthias
|
1afe6c1437
|
Don't run validation per strategy, it's only eneded once
|
2019-06-14 19:37:54 +02:00 |
|
Matthias
|
4dc3a0ca1d
|
Small cleanup to reduce dict lookups during backtesting/hyperopt
|
2019-06-10 16:20:19 +02:00 |
|
hroff-1902
|
90b0f1daa8
|
minor optimize cleanup
|
2019-06-10 02:08:54 +03:00 |
|
Matthias
|
c2f6897d8b
|
Move download of live data to load_data
Avoids code duplication in backtesting and plot_dataframe
|
2019-05-29 20:20:20 +02:00 |
|
Matthias
|
55bdd26439
|
Edgecli -> Edge for Runmode and start_edge()
|
2019-05-28 19:25:01 +02:00 |
|
Matthias
|
104f1212e6
|
Move edge_cli_start to optimize
|
2019-05-25 20:06:15 +02:00 |
|
Matthias
|
236c392d28
|
Don't load hyperopts / optimize dependency tree if that module is not
used
|
2019-05-25 20:00:31 +02:00 |
|
Matthias
|
b38c43141c
|
Adjust imports to new location
|
2019-05-25 16:53:35 +02:00 |
|
Matthias
|
9225cdea8a
|
Move validate_backtest_data and get_timeframe to histoyr
|
2019-05-25 16:51:52 +02:00 |
|
hroff-1902
|
c3e93e7593
|
fix reduce() TypeError in hyperopts
|
2019-05-24 23:08:56 +03:00 |
|
hroff-1902
|
406e266bb4
|
typo in comment fixed
|
2019-05-22 14:34:35 +03:00 |
|
hroff-1902
|
2c9a519c5e
|
edge: handle properly the 'No trades' case
|
2019-05-22 14:21:36 +03:00 |
|
hroff-1902
|
8b95e12468
|
log message adjusted in backtesting and hyperopt
|
2019-05-15 12:05:35 +03:00 |
|
hroff-1902
|
5677c4882e
|
minor: add ticker data validation; log backtesting interval
|
2019-05-13 23:56:59 +03:00 |
|
hroff-1902
|
00b4501c59
|
avg profit and total profit corrected (to be %, not ratio); comments cleaned up a bit; typo in the log msg fixed
|
2019-05-12 21:14:00 +03:00 |
|
hroff-1902
|
0f43e0bb7d
|
minor hyperopt output improvements
|
2019-05-10 10:54:44 +03:00 |
|
hroff-1902
|
e7b81e4d46
|
hyperopt --min-trades parameter
|
2019-05-01 15:27:58 +03:00 |
|
hroff-1902
|
ea44bbff9f
|
prevent hyperopt from running simultaneously
|
2019-04-25 11:11:04 +03:00 |
|
Matthias
|
bf56e25404
|
Merge pull request #1746 from hroff-1902/json-defaults
Support for defaults in json schema
|
2019-04-24 12:20:39 +02:00 |
|
Matthias
|
d16ccd7e37
|
Merge branch 'develop' into json-defaults
|
2019-04-24 09:51:04 +02:00 |
hroff-1902
|
6a0f527e0e
|
merge --job-workers and commit printing debug log messages with the opt state
|
2019-04-24 10:35:04 +03:00 |
|
hroff-1902
|
2898067318
|
Merge branch 'develop' into hyperopt-jobs
|
2019-04-24 10:31:03 +03:00 |
|
hroff-1902
|
fc4ef2b430
|
Merge branch 'develop' into hyperopt-opt-params
|
2019-04-23 21:58:27 +03:00 |
|
hroff-1902
|
e3b0474901
|
Merge branch 'develop' into hyperopt-jobs
|
2019-04-23 21:34:38 +03:00 |
|
hroff-1902
|
cc9f899cd6
|
removed explicit dependency on multiprocessing module
|
2019-04-23 21:25:36 +03:00 |
|
hroff-1902
|
a022b1a6c1
|
--random-state for optimzer to get reproducible results added
|
2019-04-23 21:18:52 +03:00 |
|
Matthias
|
4971b9fc39
|
Merge pull request #1793 from hroff-1902/hyperopt-debug-state
hyperopt: print optimizer state in debug log messages
|
2019-04-23 20:11:04 +02:00 |
|
hroff-1902
|
3e3fce5f38
|
print optimizer state in debug log messages
|
2019-04-23 09:49:24 +03:00 |
|
hroff-1902
|
7c8e26c717
|
-j/--job-workers option added for controlling the number of joblib parallel worker processes used in hyperopt
docs refreshed
|
2019-04-23 00:52:07 +03:00 |
|
hroff-1902
|
ad85ac3dde
|
make --refresh-pairs-cached common option for optimization; added support for it into hyperopt
|
2019-04-22 21:24:45 +03:00 |
|
hroff-1902
|
6b87d94bb0
|
--print-all command line option added for hyperopt
|
2019-04-22 01:10:01 +03:00 |
|
hroff-1902
|
9fbe573cca
|
limit usage of ccxt to freqtrade/exchange only
|
2019-04-09 12:27:35 +03:00 |
|
hroff-1902
|
4559a38172
|
PoC: use defaults in json schema for some exchange options
|
2019-04-08 04:42:28 +03:00 |
|
hroff-1902
|
8cb1024ff6
|
Merge branch 'develop' into ccxt-parse_timeframe
|
2019-04-05 23:16:27 +03:00 |
|
Misagh
|
9dc2a30793
|
Merge pull request #1683 from gianlup/fix_bt_partial_data
Fix backtest problem with partial data
|
2019-04-05 07:28:57 +02:00 |
|
Matthias
|
7010c835d2
|
Improve commentign
|
2019-04-04 20:23:10 +02:00 |
|
hroff-1902
|
2aa1b43f01
|
get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead
|
2019-04-04 20:56:40 +03:00 |
|
Matthias
|
32cbb714f9
|
Improve commenting on backtsting and backtest_multi_tst
|
2019-04-04 19:44:03 +02:00 |
|
Matthias
|
0307ba7883
|
Remove one branch - python does lazy evaluation
|
2019-04-03 20:04:04 +02:00 |
|
Matthias
|
e085fd9e95
|
Disable dataprovider from hyperopt.
Dataprovider uses weak links to initialize, which cannot be pickled, and
therefore cannot be used during hyperopt.
|
2019-03-25 19:49:58 +01:00 |
|
Matthias
|
0ae81d4115
|
Provide dataprovider access during backtesting
|
2019-03-25 19:26:51 +01:00 |
|
Matthias
|
00e6749d8b
|
Refactor backtest() to be a bit more concise
|
2019-03-23 15:00:07 +01:00 |
Gianluca Puglia
|
6b89e86a97
|
Removed Timestamp cast
|
2019-03-20 19:44:59 +01:00 |
|
Gianluca Puglia
|
0eff324ce0
|
Use dedicated index for every pair
|
2019-03-20 18:38:10 +01:00 |
|
Matthias
|
e67ffd2d87
|
Fix issue that backtest is broken when stoploss_on_exchange is on
|
2019-03-06 19:55:34 +01:00 |
|
Matthias
|
02d13645b0
|
Merge branch 'develop' into feat/dataprovider
|
2019-01-26 19:29:41 +01:00 |
|
Matthias
|
3afe54790e
|
Merge pull request #1510 from gianlup/add_totprofit_to_bt
Added total profit column to backtest result
|
2019-01-25 06:38:39 +01:00 |
|
Matthias
|
d136cac181
|
Merge branch 'develop' into feat/dataprovider
|
2019-01-23 21:01:19 +01:00 |
|
Gianluca Puglia
|
896c9d34fd
|
Added total profit column do backtest result
|
2019-01-22 22:41:53 +01:00 |
|
Matthias
|
13e2f71d30
|
Add flake8 plugins and implement small improvements
|
2019-01-22 20:01:12 +01:00 |
|
Matthias
|
0aa0b1d4fe
|
Store tickers by pair / ticker_interval
|
2019-01-22 07:07:15 +01:00 |
|
Matthias
|
a206777fe5
|
Rename refresh_tickers to refresh_latest_ohlcv
|
2019-01-22 07:05:09 +01:00 |
|
Matthias
|
1340b71633
|
Add RunMode setting to determine bot state
|
2019-01-22 07:04:19 +01:00 |
|
Matthias
|
a2c01916e1
|
Add type-ignores to floatfmt
tabulate supports this:
30554300d7/tabulate.py?at=master&fileviewer=file-view-default#tabulate.py-1291:1294
|
2019-01-17 20:28:21 +01:00 |
|
Matthias
|
cd2bccd441
|
Have backtest use the same logic to get the ROI entry
|
2019-01-12 13:45:43 +01:00 |
|
Matthias
|
40b1d8f067
|
Fix CI problems
|
2019-01-06 14:57:14 +01:00 |
|
Matthias
|
dd2af86a41
|
pprint results
|
2019-01-06 14:47:38 +01:00 |
|
Matthias
|
167088827a
|
include default buy/sell trends for the hyperopt strategy
|
2019-01-06 14:13:15 +01:00 |
|
Matthias
|
a0df7b9d7c
|
Use sell/buy trends from hyperopt file if available
|
2019-01-06 14:12:55 +01:00 |
|
Matthias
|
2147bd8847
|
Fix problem when no experimental dict is available
|
2019-01-06 13:29:14 +01:00 |
|
Matthias
|
798ae460d8
|
Add check if trigger is in parameters
|
2019-01-06 13:29:14 +01:00 |
|
Matthias
|
68ba1e1f37
|
Add sell signal hyperopt
|
2019-01-06 13:29:14 +01:00 |
|
Misagh
|
26a77e193e
|
Merge pull request #1454 from freqtrade/feat/interpolate_missing
interpolate missing candles
|
2019-01-04 22:33:53 +01:00 |
|
Matthias
|
2bc76771bf
|
Align backtest to interface.py
interface.py roi calculation skips on <= duration
the correct selection is therefore trade_duration > x.
|
2019-01-01 16:50:10 +01:00 |
|
Matthias
|
fae875f588
|
Implement missing_data_fillup to tests and operations
|
2018-12-31 19:15:49 +01:00 |
|
Matthias
|
8b9cc45f41
|
move test for data completeness
should be done before analyzing strategy
|
2018-12-31 15:09:50 +01:00 |
|
Matthias
|
429f846ad1
|
Switch load_data to kwargs
|
2018-12-15 20:31:05 +01:00 |
|
Matthias
|
6c02cc5993
|
Adjust test to pathlib
|
2018-12-15 14:14:38 +01:00 |
|
Matthias
|
21aba1620c
|
Replace calls to load_data
|
2018-12-15 14:10:33 +01:00 |
|
Matthias
|
407139b0e0
|
remove unused imports
|
2018-12-14 06:32:49 +01:00 |
|
Matthias
|
432cc00283
|
Adjust imports to data.history
|
2018-12-14 06:32:49 +01:00 |
|
Matthias
|
1a3fcd4771
|
extract data-handling methods from optimize
|
2018-12-14 06:32:49 +01:00 |
|
Matthias
|
04c330f10b
|
Merge pull request #1404 from freqtrade/feat/pass_df
keep DF instead of list
|
2018-12-13 20:14:32 +01:00 |
|
Matthias
|
7e3955b04c
|
Fix edge-cli comments (refer to edge, not backtest
|
2018-12-12 20:04:14 +01:00 |
|
Matthias
|
7a533de1a8
|
Use list ticker history for backtesting
|
2018-12-12 19:17:09 +01:00 |
|
Matthias
|
3ac2106a16
|
Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen
fix backtesting not respecting max_open_trades
|
2018-11-30 19:17:09 +01:00 |
|
Matthias
|
cc7b820978
|
Move hyperoptresolver to resolvers package
|
2018-11-24 20:14:08 +01:00 |
|
Matthias
|
21a093bcdb
|
extract resolvers to IResolvers and it's own package
|
2018-11-24 20:00:02 +01:00 |
|
Matthias
|
805f509498
|
Merge branch 'develop' into fix/backtest_toomanyopen
|
2018-11-24 10:39:16 +01:00 |
|
Matthias
|
64028647a0
|
Merge pull request #571 from stephendade/userhyper
Separated out custom hyperopts
|
2018-11-21 19:14:30 +01:00 |
|
Matthias
|
a3b6004115
|
IHyperopt: all methods static, somef ixes for mypy
|
2018-11-20 19:41:07 +01:00 |
|
Matthias
|
7757c53b06
|
Small fixes
|
2018-11-20 17:43:49 +01:00 |
|
Matthias
|
5dd013c3b1
|
Rename hyperopt interface and resolver
|
2018-11-20 17:40:45 +01:00 |
misagh
|
f666d1596b
|
renaming edge to edge_cli for command line version
|
2018-11-15 10:31:56 +01:00 |
|
Matthias
|
4f800bfbc8
|
Fix pickling-error
|
2018-11-14 20:25:43 +01:00 |
|
misagh
|
ca22a116ad
|
timerange added to args
|
2018-11-14 17:14:37 +01:00 |
|
misagh
|
5d73b303fe
|
unnecessary libraries removed + arg help enriched
|
2018-11-14 16:49:16 +01:00 |
|
misagh
|
dd47d7adb4
|
cli blank line added to readability
|
2018-11-14 16:37:26 +01:00 |
|
misagh
|
b0e4aa8eff
|
stop loss range added to args
|
2018-11-14 16:31:23 +01:00 |
|
misagh
|
36030176bb
|
nb_trades and avg_trade_duration added to cli
|
2018-11-14 13:38:23 +01:00 |
|
misagh
|
5de3f1d9dd
|
showing result in tabular
|
2018-11-14 13:25:44 +01:00 |
|
misagh
|
95cbbf1cb5
|
adding edge configuration to cli
|
2018-11-14 12:53:20 +01:00 |
|
misagh
|
cf974168e9
|
Edge cli drafted
|
2018-11-14 12:37:15 +01:00 |
|
Matthias
|
93429a58b2
|
remove TODO
|
2018-11-09 07:13:20 +01:00 |
|
Matthias
|
9cd2ed5a16
|
fix hyperopt get_timeframe mock
|
2018-11-09 07:13:20 +01:00 |
|
Matthias
|
66487f2a13
|
require start/end-date argument in backtest
|
2018-11-09 07:13:20 +01:00 |
|
Matthias
|
96efd12a31
|
add new options to hyperopt
|
2018-11-09 07:12:41 +01:00 |
|
Matthias
|
e94da7ca41
|
inverse backtest logic to loop over time - not pairs (more realistic)
|
2018-11-09 07:12:41 +01:00 |
|
Matthias
|
7b62e71f23
|
Fix some tests and rebase issues
|
2018-11-07 20:45:52 +01:00 |
|
Matthias
|
8044846d37
|
Fix some refactoring problems
|
2018-11-07 07:05:40 +01:00 |
Stephen Dade
|
477515c4b5
|
Now using resolver for custom hyperopts
|
2018-11-07 06:58:20 +01:00 |
|
Stephen Dade
|
e0f420983e
|
Updated logger in custom_hyperopt
|
2018-11-07 06:55:28 +01:00 |
|
Stephen Dade
|
469db0d434
|
Decoupled custom hyperopts from hyperopt.py
|
2018-11-07 06:26:16 +01:00 |
|
Matthias
|
95d271ca5d
|
Fix ROI close-rate calculation to work with fees - adjust tests
|
2018-11-01 13:14:59 +01:00 |
|
Matthias
|
8c93760a6d
|
simplify some code
|
2018-10-30 20:23:31 +01:00 |
|
Matthias
|
f96f0cdea7
|
Add additional comment
|
2018-10-30 20:02:31 +01:00 |
|
Matthias
|
98050ff594
|
use all min_roi entries
|
2018-10-29 19:27:23 +01:00 |
|
Matthias
|
233c442af9
|
Adjust backtest so sell uses stop-loss or roi value as closerate
|
2018-10-29 19:27:23 +01:00 |
|
Matthias
|
db9a85f4a2
|
Merge pull request #1282 from freqtrade/feat/add_missingdata_warning
Show warning if part of backtest data is missing
|
2018-10-27 11:16:10 -04:00 |
|
Matthias
|
3c6d10f03e
|
Print missing value count too
|
2018-10-18 20:05:57 +02:00 |
|
Matthias
|
bc356c4d65
|
Return true/false for validation function
|
2018-10-18 19:48:54 +02:00 |
|
Matthias
|
fb52d32296
|
Add validate_backtest_data function
|
2018-10-18 19:42:54 +02:00 |
|
Matthias
|
d7459bbbf3
|
refactor get_timeframe out of backtesting class
|
2018-10-17 19:59:33 +02:00 |
|
Matthias
|
8a3272e7c5
|
don't copy tickerdata_to_dataframe into backtesting
it's used only once, so this does not make sense and hides the origin of
the function
|
2018-10-17 19:47:19 +02:00 |
|
Matthias
|
631ba464f3
|
Show warning if part of backtest data is missing
|
2018-10-14 14:40:03 +02:00 |
|
Matthias
|
84622dc84b
|
Move test for strategy out of constructor
|
2018-09-29 14:23:53 +02:00 |
|
Matthias
|
1b290ffb5d
|
Update hyperopt to show errors if non-supported variables are used
|
2018-09-29 13:49:38 +02:00 |
|
Matthias
|
6e66763e5f
|
Only load strategy once during backtesting
|
2018-09-27 19:23:55 +02:00 |
|
Matthias
|
567211e9f9
|
don't print "NAN" lines in "left_open_trades"
|
2018-09-20 20:35:26 +02:00 |
|
Matthias
|
54ddd908e6
|
Merge branch 'develop' into ccxt-async
|
2018-08-29 19:43:09 +02:00 |
|
Matthias
|
a077955efa
|
update json.load to json_load - followup to #1142
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2018-08-19 19:58:07 +02:00 |
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Matthias
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6d1c82a5fa
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Remove last refreence to `get_candle_history`
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2018-08-19 19:50:14 +02:00 |
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Matthias
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2b37c1ff0e
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Merge branch 'develop' into ujson-loader
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2018-08-12 13:11:40 +02:00 |
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Matthias
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7d72e364aa
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Remove broken ujson loading - replace with variable-based fix
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2018-08-12 13:08:10 +02:00 |
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Matthias
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a852d2ff32
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default since_ms to 30 days if no timerange is given
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2018-08-10 11:15:02 +02:00 |
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Matthias
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a107c4c7b4
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Download using asyncio
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2018-08-10 11:08:28 +02:00 |