07175ebc5a
up
2018-07-14 23:45:06 +00:00
90e3c38757
First cut, Bslap
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science project replacement for freqtrade backtest analysis
- appprox 300-500x quicker to execute
- fixes stop on close take close price bug in FT
Bslap is configurable but by default stops are triggerd on
low and pay stop price
Not implimented dynamic stops or roi
2018-07-14 22:54:23 +00:00
06c9494a46
add missing s to Backtest cum results
2018-07-11 14:50:04 +02:00
aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit
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Add cumulative profit to backtest result table
2018-07-11 07:21:28 +03:00
8b06000f0f
Use open-rates for backtesting
2018-07-08 20:03:11 +02:00
efaa8f16e7
Improve formattiong of table
2018-07-08 20:01:33 +02:00
1a24afef77
add cumsum to backtest-results
2018-07-08 19:55:04 +02:00
7dca3c6d03
freqtradebot,main,hyperopt: fstrings in use
2018-07-05 10:11:29 -05:00
03c112a601
config, optimize: fstrings in use
2018-07-05 10:11:29 -05:00
d8d0579c5a
Merge pull request #930 from freqtrade/skopt
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Replace Hyperopt with scikit-optimize
2018-07-04 13:51:14 -05:00
bf4d0a9b70
sort imports
2018-07-04 10:31:35 +03:00
96bb2efe69
use joblib.dump and load for trials
2018-07-03 23:08:29 +03:00
c4a8435e00
change pickle file name to better suit it's current purpose
2018-07-03 22:17:43 +03:00
3a7056ea1b
run at least one epoch
2018-07-03 21:55:22 +03:00
2cde540645
remove dead code
2018-07-03 21:50:45 +03:00
ef59f9ad24
sort imports in hyperopt.py
2018-07-03 21:50:24 +03:00
ee4754cfb9
avoid re-serialization of whole dataframe
2018-07-03 14:49:58 +03:00
2713fdb860
use cpu count explicitly in job count
2018-07-03 11:46:56 +03:00
79aab4cce2
use fstring
2018-07-03 11:44:54 +03:00
fa8fc3e4ce
handle the case where we have zero buys
2018-07-02 11:46:55 +03:00
aec3f582e1
Merge branch 'develop' into skopt
2018-07-02 11:27:27 +03:00
0ce08932ed
mypy fixes
2018-06-30 09:54:31 +03:00
6dd5f85fb6
Merge pull request #954 from freqtrade/feat/allow_backtest_plot
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allow backtest ploting
2018-06-29 19:44:06 +02:00
0bddc58ec4
extract loading previous results to a method
2018-06-25 11:38:14 +03:00
e70cb963f7
document what to do with exported backtest results
2018-06-24 17:00:00 +02:00
118a43cbb8
fixing tests for hyperopt
2018-06-24 15:27:53 +03:00
f82b809fcf
Merge with develop
2018-06-23 16:50:27 +03:00
642ad02316
remove unused import
2018-06-23 15:56:38 +03:00
ab9e2fcea0
fix guard names to match search space
2018-06-23 15:47:19 +03:00
136456afc0
add three triggers to hyperopting
2018-06-23 15:44:51 +03:00
0440a19171
export open/close rate for backtesting too
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preparation to allow plotting of backtest results
2018-06-23 14:19:50 +02:00
e8f2e6956d
to avoid pickle problems, get rid of reference to exchange after initialization
2018-06-23 14:37:36 +03:00
a525cba8e9
switch signal handler to try catch. fix pickling and formatting output
2018-06-23 14:37:36 +03:00
8272120c3a
convert stoploss and ROI search spaces to skopt format
2018-06-23 14:37:36 +03:00
8fee2e2409
move result logging out from optimizer
2018-06-23 14:37:36 +03:00
c415014153
use multiple jobs in acq
2018-06-23 14:37:36 +03:00
964cbdc262
increase initial sampling points
2018-06-23 14:37:36 +03:00
a46badd5c0
reuse pool workers
2018-06-23 14:37:36 +03:00
0cb1aedf5b
problem with pickling
2018-06-23 14:37:36 +03:00
b485e6e0ba
start small
2018-06-23 14:37:36 +03:00
78f50a1471
move logic from hyperopt to freqtrade.strategy
2018-06-23 14:37:36 +03:00
5aae215c94
wrap strategies with HyperoptStrategy for module lookups with pickle
2018-06-23 14:37:36 +03:00
a68c90c512
avoid calling exchange.get_fee inside loop
2018-06-23 14:37:36 +03:00
c40e6a12d1
move logic from hyperopt to freqtrade.strategy
2018-06-23 11:13:49 +02:00
3360bf4001
wrap strategies with HyperoptStrategy for module lookups with pickle
2018-06-23 10:42:33 +02:00
c73b9f5c77
avoid calling exchange.get_fee inside loop
2018-06-22 21:04:07 +03:00
251f7db3ca
require exchange object to delete pairs
2018-06-17 23:38:07 +02:00
21edcbdc27
Refactor exchange to class
2018-06-17 23:38:07 +02:00
ae94ab17f4
Merge branch 'develop' into feature-unlimited-stake_amount
2018-06-17 02:23:40 +03:00
a5511e2e30
Merge pull request #894 from freqtrade/feature/force_close_backtest
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Display open trades after backtest period
2018-06-16 12:49:08 +02:00
creslinux
Matthias
Janne Sinivirta
Samuel Husso
Michael Egger
Anton
gcarq