Cedric Schmeits
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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
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2019-08-08 22:10:51 +02:00 |
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hroff-1902
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0d4a2c6c3a
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advanced sample hyperopt added; changes to helpstrings
|
2019-08-08 22:51:37 +03:00 |
|
Matthias
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3d3b0938e5
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Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset
Backtest ticker interval unset
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2019-08-07 14:20:36 +02:00 |
|
Matthias
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7e91a0f4a8
|
Fail gracefully if ticker-interval is not set
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2019-08-06 06:45:44 +02:00 |
|
Matthias
|
bc2e920ae2
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Adjust code to verify "current" candle for buy/sells
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2019-08-05 20:07:29 +02:00 |
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hroff-1902
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c6444a10a8
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move roi_space, stoploss_space, generate_roi_table to IHyperOpt
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2019-08-05 18:07:25 +03:00 |
|
Matthias
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383b24ab84
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Merge branch 'develop' into align_userdata
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2019-08-05 06:55:51 +02:00 |
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hroff-1902
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9cbab35de0
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colorization by means of termcolor and colorama
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2019-08-04 22:54:19 +03:00 |
|
hroff-1902
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f200f52a16
|
hyperopt print colorized results
|
2019-08-03 19:09:42 +03:00 |
|
hroff-1902
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13620df717
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'with values:' line removed
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2019-08-03 11:05:05 +03:00 |
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hroff-1902
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3b65c986ee
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wordings fixed
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2019-08-03 10:20:20 +03:00 |
|
hroff-1902
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aa8f44f68c
|
improvements to hyperopt output
|
2019-08-02 22:22:58 +03:00 |
|
Matthias
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39e8e507d9
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Merge branch 'develop' into align_userdata
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2019-08-02 20:08:26 +02:00 |
|
hroff-1902
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065ebd39ef
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cleanup in hyperopt
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2019-08-01 23:57:26 +03:00 |
|
Matthias
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bcccdda7c0
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Merge branch 'develop' into align_userdata
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2019-08-01 19:33:45 +02:00 |
|
Matthias
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8cef567abc
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create and use hyperopt-results folder
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2019-07-31 07:10:17 +02:00 |
|
hroff-1902
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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
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e9b77298a7
|
max() removed
|
2019-07-25 08:17:41 +03:00 |
|
hroff-1902
|
0c2c094db6
|
minor: add OnlyProfitHyperOptLoss
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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
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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
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2019-07-15 19:41:57 +02:00 |
|
Matthias
|
cbe25178d7
|
Merge pull request #2009 from hroff-1902/fix-2008
fix #2008
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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
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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
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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 |
|